# Enhancing Asynchronous Time Series Forecasting with Contrastive Relational Inference

arXiv: https://arxiv.org/abs/2309.02868 · HTML: https://mlsanity.com/paper/2309.02868/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Builds on 24 of its 33 references that are in the map.
- First posted on arXiv 6 Sep 2023.

## Builds on (most cited first, 24 of 24)

- [Semi-Supervised Classification with Graph Convolutional Networks](https://mlsanity.com/paper/1609.02907/) (2016)
- [Representation Learning with Contrastive Predictive Coding](https://mlsanity.com/paper/1807.03748/) (2018)
- [Categorical Reparameterization with Gumbel-Softmax](https://mlsanity.com/paper/1611.01144/) (2016)
- [Transformer Hawkes Process](https://mlsanity.com/paper/2002.09291/) (2020)
- [Neural Temporal Point Processes: A Review](https://mlsanity.com/paper/2104.03528/) (2021)
- [Modeling The Intensity Function Of Point Process Via Recurrent Neural Networks](https://mlsanity.com/paper/1705.08982/) (2017)
- [Transformer Embeddings of Irregularly Spaced Events and Their Participants](https://mlsanity.com/paper/2201.00044/) (2021)
- [Learning Granger Causality for Hawkes Processes](https://mlsanity.com/paper/1602.04511/) (2016)
- [EasyTPP: Towards Open Benchmarking Temporal Point Processes](https://mlsanity.com/paper/2307.08097/) (2023)
- [HYPRO: A Hybridly Normalized Probabilistic Model for Long-Horizon Prediction of Event Sequences](https://mlsanity.com/paper/2210.01753/) (2022)
- [Enhancing Recommender Systems with Large Language Model Reasoning Graphs](https://mlsanity.com/paper/2308.10835/) (2023)
- [Imputing Missing Events in Continuous-Time Event Streams](https://mlsanity.com/paper/1905.05570/) (2019)
- [Graph Infomax Adversarial Learning for Treatment Effect Estimation with Networked Observational Data](https://mlsanity.com/paper/2106.02881/) (2021)
- [Leveraging Large Language Models for Pre-trained Recommender Systems](https://mlsanity.com/paper/2308.10837/) (2023)
- [Uncovering Causality from Multivariate Hawkes Integrated Cumulants](https://mlsanity.com/paper/1607.06333/) (2016)
- [Matching in Selective and Balanced Representation Space for Treatment Effects Estimation](https://mlsanity.com/paper/2009.06828/) (2020)
- [Modeling Event Propagation via Graph Biased Temporal Point Process](https://mlsanity.com/paper/1908.01623/) (2019)
- [Bellman Meets Hawkes: Model-Based Reinforcement Learning via Temporal Point Processes](https://mlsanity.com/paper/2201.12569/) (2022)
- [A Graph Regularized Point Process Model For Event Propagation Sequence](https://mlsanity.com/paper/2211.11758/) (2022)
- [pTSE: A Multi-model Ensemble Method for Probabilistic Time Series Forecasting](https://mlsanity.com/paper/2305.11304/) (2023)
- [Causal Effect Estimation: Recent Advances, Challenges, and Opportunities](https://mlsanity.com/paper/2302.00848/) (2023)
- [The Neural Hawkes Process: A Neurally Self-Modulating Multivariate Point Process](https://mlsanity.com/paper/1612.09328/) (2016)
- [Mitigating Performance Saturation in Neural Marked Point Processes: Architectures and Loss Functions](https://mlsanity.com/paper/2107.03354/) (2021)
- [Learning Temporal Attention in Dynamic Graphs with Bilinear Interactions](https://mlsanity.com/paper/1909.10367/) (2019)

## Abstract (arXiv)

Asynchronous time series, also known as temporal event sequences, are the basis of many applications throughout different industries. Temporal point processes(TPPs) are the standard method for modeling such data. Existing TPP models have focused on parameterizing the conditional distribution of future events instead of explicitly modeling event interactions, imposing challenges for event predictions. In this paper, we propose a novel approach that leverages Neural Relational Inference (NRI) to learn a relation graph that infers interactions while simultaneously learning the dynamics patterns from observational data. Our approach, the Contrastive Relational Inference-based Hawkes Process (CRIHP), reasons about event interactions under a variational inference framework. It utilizes intensity-based learning to search for prototype paths to contrast relationship constraints. Extensive experiments on three real-world datasets demonstrate the effectiveness of our model in capturing event interactions for event sequence modeling tasks. Code will be integrated into the EasyTPP framework.