| Full text | |
| Author(s): |
Spadon, Gabriel
;
Hong, Shenda
;
Brandoli, Bruno
;
Matwin, Stan
;
Rodrigues-Jr, Jose F.
;
Sun, Jimeng
Total Authors: 6
|
| Document type: | Journal article |
| Source: | IEEE TRANSACTIONS ON PATTERN ANALYSIS AND MACHINE INTELLIGENCE; v. 44, n. 9, p. 17-pg., 2022-09-01. |
| Abstract | |
Time-series forecasting is one of the most active research topics in artificial intelligence. It has the power to bring light to problems in several areas of knowledge, such as epidemiological studies, healthcare inference, and climate change analysis. Applications in real-world time series should consider two factors for achieving reliable predictions: modeling dynamic dependencies among multiple variables and adjusting the model's intrinsic hyperparameters. An open gap in the literature is that statistical and ensemble learning approaches systematically present lower predictive performance than deep learning methods. The existing applications consistently disregard the data sequence aspect entangled with multivariate data represented in more than one time series. Conversely, this work presents a novel neural network architecture for time-series forecasting that combines the power of graph evolution with deep recurrent learning on distinct data distributions, named after Recurrent Graph Evolution Neural Network (ReGENN). The idea is to infer multiple multivariate relationships between co-occurring time-series by assuming that the temporal data depends not only on inner variables and intra-temporal relationships (i.e., observations from itself) but also on outer variables and inter-temporal relationships (i.e., observations from other-selves). An extensive set of experiments was conducted comparing ReGENN with tens of ensemble methods and classical statistical ones. The results outperformed both statistical and ensemble-learning approaches, showing an improvement of 64.87 percent over the competing algorithms on the SARS-CoV-2 dataset of the renowned John Hopkins University for 188 countries simultaneously. For further validation, we tested our architecture in two other public datasets of different domains, the PhysioNet Computing in Cardiology Challenge 2012 and Brazilian Weather datasets. We also analyzed the Evolution Weights arising from the hidden layers of ReGENN to describe how the variables of the dataset interact with each other; and, as a result of looking at inter and intra-temporal relationships simultaneously, we concluded that time-series forecasting is majorly improved if paying attention to how multiple multivariate data synchronously evolve. (AU) | |
| FAPESP's process: | 16/17078-0 - Mining, indexing and visualizing Big Data in clinical decision support systems (MIVisBD) |
| Grantee: | Agma Juci Machado Traina |
| Support Opportunities: | Research Projects - Thematic Grants |
| FAPESP's process: | 20/07200-9 - Analyzing complex data from COVID-19 to support decision making and prognosis |
| Grantee: | Agma Juci Machado Traina |
| Support Opportunities: | Regular Research Grants |
| FAPESP's process: | 18/17620-5 - Preventive medicine by means of deep learning techniques applied in healthcare prognosis |
| Grantee: | José Fernando Rodrigues Júnior |
| Support Opportunities: | Scholarships abroad - Research |
| FAPESP's process: | 17/08376-0 - Analysis and improvement of urban systems using digital maps in the form of complex networks |
| Grantee: | Gabriel Spadon de Souza |
| Support Opportunities: | Scholarships in Brazil - Doctorate |
| FAPESP's process: | 14/25337-0 - Design of vertex-centric algorithms for pattern recognition on large-scale graphs using asynchronous parallel processing |
| Grantee: | Gabriel Perri Gimenes |
| Support Opportunities: | Scholarships in Brazil - Doctorate |
| FAPESP's process: | 19/04461-9 - Advancing medical prognosis based on graph concepts and artificial neural networks |
| Grantee: | Gabriel Spadon de Souza |
| Support Opportunities: | Scholarships abroad - Research Internship - Doctorate |