Networked time series imputation via position-aware graph enhanced variational autoencoders

Wang, Dingsu

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https://hdl.handle.net/2142/120367 Copy

Description

Title

Networked time series imputation via position-aware graph enhanced variational autoencoders

Author(s)

Wang, Dingsu

Issue Date

2023-04-14

Director of Research (if dissertation) or Advisor (if thesis)

Tong, Hanghang

Department of Study

Computer Science

Discipline

Computer Science

Degree Granting Institution

University of Illinois at Urbana-Champaign

Degree Name

M.S.

Degree Level

Thesis

Keyword(s)

• Networked time series
• imputation
• variational autoencoders
• random walk with restart
• node positional embeddings

Abstract

Multivariate time series (MTS) imputation is a widely studied problem in recent years. Existing methods can be divided into two main groups, including (1) deep recurrent or generative models that primarily focus on time series features, and (2) graph neural networks (GNNs) based models that utilize the topological information from the inherent graph structure of MTS as relational inductive bias for imputation. Nevertheless, these methods either neglect topological information or assume the graph structure is fixed and accurately known. Thus, they fail to fully utilize the graph dynamics for precise imputation in more challenging MTS data such as networked time series (NTS), where the underlying graph is constantly changing and might have missing edges. In this thesis, we propose a novel approach to overcome these limitations. First, we define the problem of imputation over NTS which contains missing values in both node time series features and graph structures. Then, we design a new model named PoGeVon which leverages variational autoencoder (VAE) to predict missing values over both node time series features and graph structures. In particular, we propose a new node position embedding based on random walk with restart (RWR) in the encoder with provable higher expressive power compared with message-passing based graph neural networks (GNNs). We further design a decoder with 3-stage predictions from the perspective of multi-task learning to impute missing values in both time series and graph structures reciprocally. Experiment results demonstrate the effectiveness of our model over baselines.

Graduation Semester

2023-05

Type of Resource

Thesis

Handle URL

https://hdl.handle.net/2142/120367

Copyright and License Information

Copyright 2023 Dingsu Wang

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