Biased Temporal Convolution Graph Network for Time Series Forecasting with Missing Values

Xiaodan Chen, Xiucheng Li, Bo Liu, Zhijun Li

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Keywords: Spatial and temporal graph neural network, bias, missing values, time series forecasting

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TL;DR: We design a biased temporal convolution graph network for time series forecasting with missing values.

Abstract: Multivariate time series forecasting plays an important role in various applications ranging from meteorology study, traffic management to economics planning. In the past decades, many efforts have been made toward accurate and reliable forecasting methods development under the assumption of intact input data. However, the time series data from real-world scenarios is often partially observed due to device malfunction or costly data acquisition, which can seriously impede the performance of the existing approaches. A naive employment of imputation methods unavoidably involves error accumulation and leads to suboptimal solutions. Motivated by this, we propose a Biased Temporal Convolution Graph Network that jointly captures the temporal dependencies and spatial structure. In particular, we inject bias into the two carefully developed modules, the Multi-Scale Instance PartialTCN and Biased GCN, to account for missing patterns. The experimental results show that our proposed model is able to achieve up to $9.93$\% improvements over the existing methods on five real-world benchmark datasets. Our code is available at: https://github.com/chenxiaodanhit/BiTGraph.

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Primary Area: general machine learning (i.e., none of the above)

Submission Number: 1896