TAMP-S2GCNets: Coupling Time-Aware Multipersistence Knowledge Representation with Spatio-Supra Graph Convolutional Networks for Time-Series Forecasting

Learning time-evolving objects such as multivariate time series and dynamic networks requires the development of novel knowledge representation mechanisms and neural network architectures, which allow for capturing implicit timedependent information contained in the data. Such information is typically not directly observed but plays a key role in the learning task performance. In turn, lack of time dimension in knowledge encoding mechanisms for time-dependent data leads to frequent model updates, poor learning performance, and, as a result, subpar decision-making. Here we propose a new approach to a time-aware knowledge representation mechanism that notably focuses on implicit timedependent topological information along multiple geometric dimensions. In particular, we propose a new approach, named Temporal MultiPersistence (TMP), which produces multidimensional topological fingerprints of the data by using the existing single parameter topological summaries. The main idea behind TMP is to merge the two newest directions in topological representation learning, that is, multi-persistence which simultaneously describes data shape evolution along multiple key parameters, and zigzag persistence to enable us to extract the most salient data shape information over time. We derive theoretical guarantees of TMP vectorizations and show its utility, in application to forecasting on benchmark traffic flow, Ethereum blockchain, and electrocardiogram datasets, demonstrating the competitive performance, especially, in scenarios of limited data records. In addition, our TMP method improves the computational efficiency of the state-of-the-art multipersistence summaries up to 59.5 times.