• Corpus ID: 152282824

Modeling Combinatorial Evolution in Time Series Prediction

  title={Modeling Combinatorial Evolution in Time Series Prediction},
  author={Wenjie Hu and Yang Yang and Zilong You and Zongtao Liu and Xiang Ren},
Time series modeling aims to capture the intrinsic factors underpinning observed data and its evolution. However, most existing studies ignore the evolutionary relations among these factors, which are what cause the combinatorial evolution of a given time series. In this paper, we propose to represent time-varying relations among intrinsic factors of time series data by means of an evolutionary state graph structure. Accordingly, we propose the Evolutionary Graph Recurrent Networks (EGRN) to… 

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