GraphAD: A Graph Neural Network for Entity-Wise Multivariate Time-Series Anomaly Detection

In recent years, the emergence and development of third-party platforms have greatly facilitated the growth of the Online to Offline (O2O) business. However, the large amount of transaction data raises new challenges for retailers, especially anomaly detection in operating conditions. Thus, platforms begin to develop intelligent business assistants with embedded anomaly detection methods to reduce the management burden on retailers. Traditional time-series anomaly detection methods capture underlying patterns from the perspectives of time and attributes, ignoring the difference between retailers in this scenario. Besides, similar transaction patterns extracted by the platforms can also provide guidance to individual retailers and enrich their available information without privacy issues. In this paper, we pose an entity-wise multivariate time-series anomaly detection problem that considers the time-series of each unique entity. To address this challenge, we propose GraphAD, a novel multivariate time-series anomaly detection model based on the graph neural network. GraphAD decomposes the Key Performance Indicator (KPI) into stable and volatility components and extracts their patterns in terms of attributes, entities and temporal perspectives via graph neural networks. We also construct a real-world entity-wise multivariate time-series dataset from the business data of Ele.me. The experimental results on this dataset show that GraphAD significantly outperforms existing anomaly detection methods.

Spatial-Temporal Graph ODE Networks for Traffic Flow Forecasting

Spatial-temporal forecasting has attracted tremendous attention in a wide range of applications, and traffic flow prediction is a canonical and typical example. The complex and long-range spatial-temporal correlations of traffic flow bring it to a most intractable challenge. Existing works typically utilize shallow graph convolution networks (GNNs) and temporal extracting modules to model spatial and temporal dependencies respectively. However, the representation ability of such models is limited due to: (1) shallow GNNs are incapable to capture long-range spatial correlations, (2) only spatial connections are considered and a mass of semantic connections are ignored, which are of great importance for a comprehensive understanding of traffic networks. To this end, we propose Spatial-Temporal Graph Ordinary Differential Equation Networks (STGODE). Specifically, we capture spatial-temporal dynamics through a tensor-based ordinary differential equation (ODE), as a result, deeper networks can be constructed and spatial-temporal features are utilized synchronously. To understand the network more comprehensively, semantical adjacency matrix is considered in our model, and a well-design temporal dialated convolution structure is used to capture long term temporal dependencies. We evaluate our model on multiple real-world traffic datasets and superior performance is achieved over state-of-the-art baselines.

TrafficStream: A Streaming Traffic Flow Forecasting Framework Based on Graph Neural Networks and Continual Learning

With the rapid growth of traffic sensors deployed, a massive amount of traffic flow data are collected, revealing the long-term evolution of traffic flows and the gradual expansion of traffic networks. How to accurately forecasting these traffic flow attracts the attention of researchers as it is of great significance for improving the efficiency of transportation systems. However, existing methods mainly focus on the spatial-temporal correlation of static networks, leaving the problem of efficiently learning models on networks with expansion and evolving patterns less studied. To tackle this problem, we propose a Streaming Traffic Flow Forecasting Framework, TrafficStream, based on Graph Neural Networks (GNNs) and Continual Learning (CL), achieving accurate predictions and high efficiency. Firstly, we design a traffic pattern fusion method, cleverly integrating the new patterns that emerged during the long-term period into the model. A JS-divergence-based algorithm is proposed to mine new traffic patterns. Secondly, we introduce CL to consolidate the knowledge learned previously and transfer them to the current model. Specifically, we adopt two strategies: historical data replay and parameter smoothing. We construct a streaming traffic dataset to verify the efficiency and effectiveness of our model. Extensive experiments demonstrate its excellent potential to extract traffic patterns with high efficiency on long-term streaming network scene. The source code is available at https://github.com/AprLie/TrafficStream.

Understanding and Improvement of Adversarial Training for Network Embedding from an Optimization Perspective

Network Embedding aims to learn a function mapping the nodes to Euclidean space contribute to multiple learning analysis tasks on networks. However, the noisy information behind the real-world networks and the overfitting problem both negatively impact the quality of embedding vectors. To tackle these problems, researchers utilize Adversarial Training for Network Embedding (AdvTNE) and achieve state-of-the-art performance. Unlike the mainstream methods introducing perturbations on the network structure or the data feature, AdvTNE directly perturbs the model parameters, which provides a new chance to understand the mechanism behind. In this paper, we explain AdvTNE theoretically from an optimization perspective. Considering the Power-law property of networks and the optimization objective, we analyze the reason for its excellent results. According to the above analysis, we propose a new activation to enhance the performance of AdvTNE. We conduct extensive experiments on four real networks to validate the effectiveness of our method in node classification and link prediction. The results demonstrate that our method is superior to the state-of-the-art baseline methods.

TSSRGCN: Temporal Spectral Spatial Retrieval Graph Convolutional Network for Traffic Flow Forecasting

Traffic flow forecasting is of great significance for improving the efficiency of transportation systems and preventing emergencies. Due to the highly non-linearity and intricate evolutionary patterns of short-term and long-term traffic flow, existing methods often fail to take full advantage of spatial-temporal information, especially the various temporal patterns with different period shifting and the characteristics of road segments. Besides, the globality representing the absolute value of traffic status indicators and the locality representing the relative value have not been considered simultaneously. This paper proposes a neural network model that focuses on the globality and locality of traffic networks as well as the temporal patterns of traffic data. The cycle-based dilated deformable convolution block is designed to capture different time-varying trends on each node accurately. Our model can extract both global and local spatial information since we combine two graph convolutional network methods to learn the representations of nodes and edges. Experiments on two real-world datasets show that the model can scrutinize the spatial-temporal correlation of traffic data, and its performance is better than the compared state-of-the-art methods. Further analysis indicates that the locality and globality of the traffic networks are critical to traffic flow prediction and the proposed TSSRGCN model can adapt to the various temporal traffic patterns.