Predicting Graph Structure via Adapted Flux Balance Analysis
원문 초록
Many dynamic processes such as telecommunication and transport networks can be described through discrete time series of graphs. Modelling the dynamics of such time series enables prediction of graph structure at future time steps, which can be used in applications such as detection of anomalies. Existing approaches for graph prediction have limitations such as assuming that the vertices do not to change between consecutive graphs. To address this, we propose to exploit time series prediction methods in combination with an adapted form of flux balance analysis (FBA), a linear programming method originating from biochemistry. FBA is adapted to incorporate various constraints applicable to the scenario of growing graphs. Empirical evaluations on synthetic datasets (constructed via Preferential Attachment model) and real datasets (UCI Message, HePH, Facebook, Bitcoin) demonstrate the efficacy of the proposed approach.
함께 살펴볼 논문
공통 태그를 근거로 연결했습니다. 실제 인용 관계나 논문의 우수성을 뜻하지 않습니다.
Robust Online Time Series Prediction with Recurrent Neural Networks
Foundation models for time series forecasting: Application in conformal prediction
SEED: A Structural Encoder for Embedding-Driven Decoding in Time Series Prediction with LLMs
Bayesian Joint Model of Multi-Sensor and Failure Event Data for Multi-Mode Failure Prediction
MS-TVNet:A Long-Term Time Series Prediction Method Based on Multi-Scale Dynamic Convolution
Neural MJD: Neural Non-Stationary Merton Jump Diffusion for Time Series Prediction
토론
이 논문과 연결된 포럼 글이 아직 없습니다.