Asynchronous Graph Generator
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Abstract (arXiv)
We introduce the asynchronous graph generator (AGG), a novel graph attention network for imputation and prediction of multi-channel time series. Free from recurrent components or assumptions about temporal/spatial regularity, AGG encodes measurements, timestamps and channel-specific features directly in the nodes via learnable embeddings. Through an attention mechanism, these embeddings allow for discovering expressive relationships among the variables of interest in the form of a homogeneous graph. Once trained, AGG performs imputation by conditional attention generation, i.e., by creating a new node conditioned on given timestamps and channel specification. The proposed AGG is compared to related methods in the literature and its performance is analysed from a data augmentation perspective. Our experiments reveal that AGG achieved state-of-the-art results in time series imputation, classification and prediction for the benchmark datasets Beijing Air Quality, PhysioNet ICU 2012 and UCI localisation, outperforming other recent attention-based networks.
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36 of 63 references.
References · 36
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24 more
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