Identifying Unique Spatial-Temporal Bayesian Network without Markov EquivalenceMingyu Kang, Duxin Chen, Ning Meng et al.
Identifying vanilla Bayesian network to model spatial-temporal causality can be a critical yet challenging task. Different Markovian-equivalent directed acyclic graphs would be identified if the identifiability is not satisfied. To address this issue, Directed Cyclic Graph is proposed to drop the directed acyclic constraint. But it does not always hold, and cannot model dynamical time-series process. Then, Full Time Graph is proposed with introducing high-order time delay. Full Time Graph has no Markov equivalence class by assuming no instantaneous effects. But, it also assumes that the causality is invariant with varying time, that is not always satisfied in the spatio-temporal scenarios. Thus, in this work, a Spatial-Temporal Bayesian Network (STBN) is proposed to theoretically model the spatial-temporal causality from the perspective of information transfer. STBN explains the disappearance of network structure $X\rightarrow Z \rightarrow Y$ and $X\leftarrow Z \leftarrow Y$ by the principle of information path blocking. And finally, the uniqueness of STBN is proved. Based on this, a High-order Causal Entropy (HCE) algorithm is also proposed to uniquely identify STBN under time complexity $\mathcal{O}(n^3τ_{max})$, where $n$ is the number of variables and $τ_{max}$ is the maximum time delay. Numerical experiments are conducted with comparison to other baseline algorithms. The results show that HCE algorithm obtains state-of-the-art identification accuracy. The code is available at https://github.com/KMY-SEU/HCE.
2.0LGMar 2, 2023
Interpretable System Identification and Long-term Prediction on Time-Series DataXiaoyi Liu, Duxin Chen, Wenjia Wei et al.
Time-series prediction has drawn considerable attention during the past decades fueled by the emerging advances of deep learning methods. However, most neural network based methods lack interpretability and fail in extracting the hidden mechanism of the targeted physical system. To overcome these shortcomings, an interpretable sparse system identification method without any prior knowledge is proposed in this study. This method adopts the Fourier transform to reduces the irrelevant items in the dictionary matrix, instead of indiscriminate usage of polynomial functions in most system identification methods. It shows an interpretable system representation and greatly reduces computing cost. With the adoption of $l_1$ norm in regularizing the parameter matrix, a sparse description of the system model can be achieved. Moreover, Three data sets including the water conservancy data, global temperature data and financial data are used to test the performance of the proposed method. Although no prior knowledge was known about the physical background, experimental results show that our method can achieve long-term prediction regardless of the noise and incompleteness in the original data more accurately than the widely-used baseline data-driven methods. This study may provide some insight into time-series prediction investigations, and suggests that an white-box system identification method may extract the easily overlooked yet inherent periodical features and may beat neural-network based black-box methods on long-term prediction tasks.
Decoupling Spatio-Temporal Prediction: When Lightweight Large Models Meet Adaptive HypergraphsJiawen Chen, Qi Shao, Duxin Chen et al.
Spatio-temporal prediction is a pivotal task with broad applications in traffic management, climate monitoring, energy scheduling, etc. However, existing methodologies often struggle to balance model expressiveness and computational efficiency, especially when scaling to large real-world datasets. To tackle these challenges, we propose STH-SepNet (Spatio-Temporal Hypergraph Separation Networks), a novel framework that decouples temporal and spatial modeling to enhance both efficiency and precision. Therein, the temporal dimension is modeled using lightweight large language models, which effectively capture low-rank temporal dynamics. Concurrently, the spatial dimension is addressed through an adaptive hypergraph neural network, which dynamically constructs hyperedges to model intricate, higher-order interactions. A carefully designed gating mechanism is integrated to seamlessly fuse temporal and spatial representations. By leveraging the fundamental principles of low-rank temporal dynamics and spatial interactions, STH-SepNet offers a pragmatic and scalable solution for spatio-temporal prediction in real-world applications. Extensive experiments on large-scale real-world datasets across multiple benchmarks demonstrate the effectiveness of STH-SepNet in boosting predictive performance while maintaining computational efficiency. This work may provide a promising lightweight framework for spatio-temporal prediction, aiming to reduce computational demands and while enhancing predictive performance. Our code is avaliable at https://github.com/SEU-WENJIA/ST-SepNet-Lightweight-LLMs-Meet-Adaptive-Hypergraphs.