International Business Machines Corporation
NETWORK OF TENSOR TIME SERIES

Abstract:

One or more machine learning models for a network of tensor time series can be provided. Co-evolving time series having multiple modes can be received. A tensor graph convolutional network can be trained, using the co-evolving time series and adjacency matrices associated with the multiple modes in the co-evolving time series, to generate node embeddings associated with a snapshot of the co-evolving time series at time t. A tensor recurrent neural network can be trained to generate temporal dynamics associated with the co-evolving time series based on the generated node embeddings. A neural network model can be trained to forecast a prediction for the co-evolving time series based on the generated node embeddings and the generated temporal dynamics. The tensor graph convolutional network, the tensor recurrent neural network and the neural network model can be trained jointly.