Home

Awesome

<div align="center"> <!-- <h1><b> BasicTS </b></h1> --> <!-- <h2><b> BasicTS </b></h2> --> <h2><b> Awesome Graph Neural Networks for Time Series Analysis (GNN4TS) </b></h2> </div> <div align="center">

Awesome License: MIT

</div> <div align="center">

[<a href="https://arxiv.org/abs/2307.03759">Paper Page</a>] [<a href="https://mp.weixin.qq.com/s/_G2WieJPrWcaK8aegXObUA">中文解读1</a>] [<a href="https://mp.weixin.qq.com/s/ZsSj6C_uJd2dqmynXcrOSA">中文解读2</a>] [<a href="https://zhuanlan.zhihu.com/p/643249754">中文解读3</a>] [<a href="https://mp.weixin.qq.com/s?__biz=Mzk0NDE5Nzg1Ng==&mid=2247507893&idx=1&sn=99ef8465c09cbcd3346d2d4019f7b3b5&chksm=c32ac63af45d4f2c1141d31923252ca6bbff123564c9424d452f046ab98854a3219dbd08d01d#rd">中文解读4</a>]

</div> <p align="center"> <img src="./assets/gnn4ts.png" width="350"> </p>

🔥 Abundant resources related to GNNs for time series analysis (GNN4TS) by Ming Jin, Huan Yee Koh, Qingsong Wen, Daniele Zambon, Cesare Alippi, Geoffrey I. Webb, Irwin King, Shirui Pan

🙋 Please let us know if you find out a mistake or have any suggestions!

🌟 If you find this resource helpful, please consider to star this repository and cite our survey paper:

@article{jin2024gnn4ts,
  title={A Survey on Graph Neural Networks for Time Series: Forecasting, Classification, Imputation, and Anomaly Detection},
  author={Jin, Ming and Koh, Huan Yee and Wen, Qingsong and Zambon, Daniele and Alippi, Cesare and Webb, Geoffrey I and King, Irwin and Pan, Shirui},
  journal={IEEE Transactions on Pattern Analysis and Machine Intelligence (TPAMI)},
  year={2024}
}

Time series analysis is a fundamental task in many real-world applications, such as finance, healthcare, and transportation. Recently, graph neural networks (GNNs) have been widely used in time series analysis. This repository aims to collect the resources related to GNNs for time series analysis (GNN4TS).

时间序列分析是许多现实应用场景中的一项基本任务,例如对金融、医疗、和交通运输数据的分析与建模。近年来,图神经网络(GNN)已广泛应用于时间序列分析。本项目旨在收集整理与时间序列分析相关图神经网络(GNN4TS)的资源。

<p align="center"> <img src="./assets/taxonomy.png" width="1200"> </p>

We provide two taxonomies for GNN4TS. The first taxonomy (left) is task-oriented and the second taxonomy (right) is model-oriented. The task-oriented taxonomy is based on the tasks that GNNs are used for in time series analysis. The model-oriented taxonomy is based on the types of GNNs used in time series analysis.

针对GNN4TS的大框架,我们提出了两种分类法:其一(左)是面向任务的,其次(右)是面向模型的。第一种分类法基于GNN在时间序列分析中施展的具体任务进行划分,第二种分类法则基于时间序列分析中GNN的类型与设计进行归纳。

✨ News

🔭 Table of Contents

📚 Collection of Papers

GNNs for Time Series Forecasting (GNN4TSF)

GNNs for Time Series Classification (GNN4TSC)

GNNs for Time Series Anomaly Detection (GNN4TAD)

GNNs for Time Series Imputation (GNN4TSI)

📚 Collection of Datasets

Task CategoryDataset# Samples# NodesSampling RateMissing RatioData TypeSource
Forecasting & ImputationMETR-LA34,2722075 minutes8.109%Traffic Velocityhttps://github.com/liyaguang/DCRNN
PeMS-BAY52,1163255 minutes0.003%Traffic Velocityhttps://github.com/liyaguang/DCRNN
PeMSD326,2083585 minutes0.672%Traffic Volumehttps://github.com/Davidham3/STSGCN
PeMSD416,9923075 minutes3.182%Traffic Volumehttps://github.com/Davidham3/STSGCN
PeMSD728,2248835 minutes0.452%Traffic Volumehttps://github.com/Davidham3/STSGCN
PeMSD817,8561705 minutes0.696%Traffic Volumehttps://github.com/Davidham3/STSGCN
Xiamen44,064955 minutes-Traffic Volumehttps://ieeexplore.ieee.org/document/8029849
Beijing278,085361 hour-Air Quality Indexhttps://dl.acm.org/doi/10.1145/2783258.2788573
NYC-Bike3.8 million11230 minutes-Trip Recordshttps://citibikenyc.com/system-data
NYC-Taxi28.1 million19230 minutes-Trip Recordshttps://www1.nyc.gov/site/tlc/about/tlc-trip-record-data.page
NYC-Crime31,799 - 85,8992561 day-Crime Incidentshttps://github.com/LZH-YS1998/STHSL
AQI8,75943730 minutes25.7%Air Quality Indexhttps://torch-spatiotemporal.readthedocs.io/en/latest/modules/datasets_in_tsl.html#tsl.datasets.AirQuality
AQI-368,759361 hour13.2%Air Quality Indexhttps://github.com/Feiyunpublic/dataset-AQI-36
Anomaly DetectionSMD608,342381 minute5.84%Server Machinehttps://github.com/NetManAIOps/OmniAnomaly
SMAP562,800251 minute13.13%Spacecraft Telemetryhttps://github.com/NetManAIOps/OmniAnomaly
MSL132,046551 minute10.72%Spacecraft Telemetryhttps://github.com/NetManAIOps/OmniAnomaly
SWaT925,010511 second11.97%Industrial Systemshttps://itrust.sutd.edu.sg/itrust-labs_datasets/dataset_info/#swat
WADI1.4 million1271 second5.99%Industrial Systemshttps://itrust.sutd.edu.sg/itrust-labs_datasets/dataset_info/#wadi
ClassificationUCR Archive40-24,0001Varies-Wide Applicationshttps://www.cs.ucr.edu/~eamonn/time_series_data/
UEA Repository27-50,000Varies2-1345-Wide Applicationshttp://www.timeseriesclassification.com/

📚 Applications

Healthcare

Smart Transportation

On-Demand Services

Environment & Sustainable Energy

Internet of Things

Fraud Detection