Learning Graph Structures and Uncertainty for Accurate and Calibrated Time-series Forecasting

Multi-variate time series forecasting is an important problem with a wide range of applications. Recent works model the relations between time-series as graphs and have shown that propagating information over the relation graph can improve time series forecasting. However, in many cases, relational information is not available or is noisy and reliable. Moreover, most works ignore the underlying uncertainty of time-series both for structure learning and deriving the forecasts resulting in the structure not capturing the uncertainty resulting in forecast distributions with poor uncertainty estimates. We tackle this challenge and introduce STOIC, that leverages stochastic correlations between time-series to learn underlying structure between time-series and to provide well-calibrated and accurate forecasts. Over a wide-range of benchmark datasets STOIC provides around 16% more accurate and 14% better-calibrated forecasts. STOIC also shows better adaptation to noise in data during inference and captures important and useful relational information in various benchmarks.

Performative Time-Series Forecasting

Time-series forecasting is a critical challenge in various domains and has witnessed substantial progress in recent years. Many real-life scenarios, such as public health, economics, and social applications, involve feedback loops where predictions can influence the predicted outcome, subsequently altering the target variable's distribution. This phenomenon, known as performativity, introduces the potential for 'self-negating' or 'self-fulfilling' predictions. Despite extensive studies in classification problems across domains, performativity remains largely unexplored in the context of time-series forecasting from a machine-learning perspective. In this paper, we formalize performative time-series forecasting (PeTS), addressing the challenge of accurate predictions when performativity-induced distribution shifts are possible. We propose a novel approach, Feature Performative-Shifting (FPS), which leverages the concept of delayed response to anticipate distribution shifts and subsequently predicts targets accordingly. We provide theoretical insights suggesting that FPS can potentially lead to reduced generalization error. We conduct comprehensive experiments using multiple time-series models on COVID-19 and traffic forecasting tasks. The results demonstrate that FPS consistently outperforms conventional time-series forecasting methods, highlighting its efficacy in handling performativity-induced challenges.

NetReAct: Interactive Learning for Network Summarization

Generating useful network summaries is a challenging and important problem with several applications like sensemaking, visualization, and compression. However, most of the current work in this space do not take human feedback into account while generating summaries. Consider an intelligence analysis scenario, where the analyst is exploring a similarity network between documents. The analyst can express her agreement/disagreement with the visualization of the network summary via iterative feedback, e.g. closing or moving documents ("nodes") together. How can we use this feedback to improve the network summary quality? In this paper, we present NetReAct, a novel interactive network summarization algorithm which supports the visualization of networks induced by text corpora to perform sensemaking. NetReAct incorporates human feedback with reinforcement learning to summarize and visualize document networks. Using scenarios from two datasets, we show how NetReAct is successful in generating high-quality summaries and visualizations that reveal hidden patterns better than other non-trivial baselines.

Steering a Historical Disease Forecasting Model Under a Pandemic: Case of Flu and COVID-19

Forecasting influenza in a timely manner aids health organizations and policymakers in adequate preparation and decision making. However, effective influenza forecasting still remains a challenge despite increasing research interest. It is even more challenging amidst the COVID pandemic, when the influenza-like illness (ILI) counts is affected by various factors such as symptomatic similarities with COVID-19 and shift in healthcare seeking patterns of the general population. We term the ILI values observed when it is potentially affected as COVID-ILI. Under the current pandemic, historical influenza models carry valuable expertise about the disease dynamics but face difficulties adapting. Therefore, we propose CALI-NET, a neural transfer learning architecture which allows us to 'steer' a historical disease forecasting model to new scenarios where flu and COVID co-exist. Our framework enables this adaptation by automatically learning when it is should emphasize learning from COVID-related signals and when from the historical model. In such way, we exploit representations learned from historical ILI data as well as the limited COVID-related signals. Our experiments demonstrate that our approach is successful in adapting a historical forecasting model to the current pandemic. In addition, we show that success in our primary goal, adaptation, does not sacrifice overall performance as compared with state-of-the-art influenza forecasting approaches.