Spatiotemporal Modeling of Multivariate Signals with Graph Neural Networks and Structured State Space Models

Siyi Tang, Jared Dunnmon, Liangqiong Qu, Khaled Kamal Saab, Christopher Lee-Messer, Daniel Rubin

Keywords: Multivariate Signals, Graph Neural Network, Graph Structure Learning, Structured State Spaces, Time Series

TL;DR: Graph neural networks for spatiotemporal modeling of multivariate signals

Abstract: Multivariate signals are prevalent in various domains, such as healthcare, transportation systems, and space sciences. Modeling spatiotemporal dependencies in multivariate signals is challenging due to (1) long-range temporal dependencies and (2) complex spatial correlations between sensors. To address these challenges, we propose representing multivariate signals as graphs and introduce GraphS4mer, a general graph neural network (GNN) architecture that captures both spatial and temporal dependencies in multivariate signals. Specifically, (1) we leverage Structured State Spaces model (S4), a state-of-the-art sequence model, to capture long-term temporal dependencies and (2) we propose a graph structure learning layer in GraphS4mer to automatically learn the underlying graph structures in the data. We evaluate our proposed model on three distinct tasks and show that GraphS4mer consistently improves over existing models, including (1) seizure detection from electroencephalography signals, outperforming a previous GNN with self-supervised pretraining by 3.1 points in AUROC; (2) sleep staging from polysomnography signals, a 4.1 points improvement in macro-F1 score compared to existing sleep staging models; and (3) traffic forecasting, reducing MAE by 8.8% compared to existing GNNs and by 1.4% compared to transformer-based models.

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