Residential College | false |
Status | 已發表Published |
Reconstructing Missing Variables for Multivariate Time Series Forecasting via Conditional Generative Flows | |
XUANMING HU; WEI FAN; HAIFENG CHEN; PENGYANG WANG; YANJIE FU | |
2024-08 | |
Conference Name | The 33rd International Joint Conference on Artificial Intelligence (IJCAI-24) |
Source Publication | Proceedings of the Thirty-Third International Joint Conference on Artificial Intelligence |
Pages | 2063-2071 |
Conference Date | 3-9 August 2024 |
Conference Place | Jeju, South Korea |
Publisher | International Joint Conferences on Artificial Intelligence |
Abstract | The Variable Subset Forecasting (VSF) problem, where the majority of variables are unavailable in the inference stage of multivariate forecasting, has been an important but under-explored task with broad impacts in many real-world applications.Missing values, absent inter-correlation, and the impracticality of retraining largely hinder the ability of multivariate forecasting models to capture inherent relationships among variables, impacting their performance However, existing approaches towards these issues either heavily rely on local temporal correlation or face limitations in fully recovering missing information from the unavailable subset, accompanied by notable computational expenses.To address these problems, we propose a novel density estimation solution to recover the information of missing variables via flows-based generative framework.In particular, a novel generative network for time series, namely Time-series Reconstruction Flows (TRF), is proposed to estimate and reconstruct the missing variable subset.In addition, a novel meta-training framework, Variable-Agnostic Meta Learning, has been developed to enhance the generalization ability of TRF, enabling it to adapt to diverse missing variables situations.Finally, extensive experiments are conducted to demonstrate the superiority of our proposed method compared with baseline methods. |
Keyword | Data Mining |
DOI | 10.24963/ijcai.2024/228 |
Language | 英語English |
Scopus ID | 2-s2.0-85204307489 |
Fulltext Access | |
Citation statistics | |
Document Type | Conference paper |
Collection | Faculty of Science and Technology THE STATE KEY LABORATORY OF INTERNET OF THINGS FOR SMART CITY (UNIVERSITY OF MACAU) DEPARTMENT OF COMPUTER AND INFORMATION SCIENCE |
Corresponding Author | PENGYANG WANG; YANJIE FU |
Affiliation | 1.School of Computing and Augmented Intelligence, Arizona State University 2.Medical Sciences Division, University of Oxford 3.NEC Laboratories America Inc 4.Department of CIS, SKL-IOTSC, University of Macau |
Recommended Citation GB/T 7714 | XUANMING HU,WEI FAN,HAIFENG CHEN,et al. Reconstructing Missing Variables for Multivariate Time Series Forecasting via Conditional Generative Flows[C]:International Joint Conferences on Artificial Intelligence, 2024, 2063-2071. |
APA | XUANMING HU., WEI FAN., HAIFENG CHEN., PENGYANG WANG., & YANJIE FU (2024). Reconstructing Missing Variables for Multivariate Time Series Forecasting via Conditional Generative Flows. Proceedings of the Thirty-Third International Joint Conference on Artificial Intelligence, 2063-2071. |
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