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2023 | OriginalPaper | Buchkapitel

H\(^2\)-Nets: Hyper-hodge Convolutional Neural Networks for Time-Series Forecasting

verfasst von : Yuzhou Chen, Tian Jiang, Yulia R. Gel

Erschienen in: Machine Learning and Knowledge Discovery in Databases: Research Track

Verlag: Springer Nature Switzerland

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Abstract

Hypergraphs recently have emerged as a new promising alternative to describe complex dependencies in spatio-temporal processes, resulting in the newest trend in multivariate time series forecasting, based semi-supervised learning of spatio-temporal data with Hypergraph Convolutional Networks. Nevertheless, such recent approaches are often limited in their capability to accurately describe higher-order interactions among spatio-temporal entities and to learn hidden interrelations among network substructures. Motivated by the emerging results on simplicial convolution, we introduce the concepts of Hodge theory and Hodge Laplacians, that is, a higher-order generalization of the graph Laplacian, to hypergraph learning. Furthermore, we develop a novel framework for hyper-simplex-graph representation learning which describes complex relationships among both graph and hyper-simplex-graph simplices and, as a result, simultaneously extracts latent higher-order spatio-temporal dependencies. We provide theoretical foundations behind the proposed hyper-simplex-graph representation learning and validate our new Hodge-style Hyper-simplex-graph Neural Networks (H\(^2\)-Nets) on 7 real world spatio-temporal benchmark datasets. Our experimental results indicate that H\(^2\)-Nets outperforms the state-of-the-art methods by a significant margin, while demonstrating lower computational costs.

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Metadaten
Titel
H-Nets: Hyper-hodge Convolutional Neural Networks for Time-Series Forecasting
verfasst von
Yuzhou Chen
Tian Jiang
Yulia R. Gel
Copyright-Jahr
2023
DOI
https://doi.org/10.1007/978-3-031-43424-2_17

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