TVGeAN: Tensor Visibility Graph-Enhanced Attention Network for Versatile Multivariant Time Series Learning Tasks

This paper introduces Tensor Visibility Graph-enhanced Attention Networks (TVGeAN), a novel graph autoencoder model specifically designed for MTS learning tasks. The underlying approach of TVGeAN is to combine the power of complex networks in representing time series as graphs with the strengths of Graph Neural Networks (GNNs) in learning from graph data. TVGeAN consists of two new main components: TVG which extend the capabilities of visibility graph algorithms in representing MTSs by converting them into weighted temporal graphs where both the nodes and the edges are tensors. Each node in the TVG represents the MTS observations at a particular time, while the weights of the edges are defined based on the visibility angle algorithm. The second main component of the proposed model is GeAN, a novel graph attention mechanism developed to seamlessly integrate the temporal interactions represented in the nodes and edges of the graphs into the core learning process. GeAN achieves this by using the outer product to quantify the pairwise interactions of nodes and edges at a fine-grained level and a bilinear model to effectively distil the knowledge interwoven in these representations. From an architectural point of view, TVGeAN builds on the autoencoder approach complemented by sparse and variational learning units. The sparse learning unit is used to promote inductive learning in TVGeAN, and the variational learning unit is used to endow TVGeAN with generative capabilities. The performance of the TVGeAN model is extensively evaluated against four widely cited MTS benchmarks for both supervised and unsupervised learning tasks. The results of these evaluations show the high performance of TVGeAN for various MTS learning tasks. In particular, TVGeAN can achieve an average root mean square error of 6.8 for the C-MPASS dataset (i.e., regression learning tasks) and a precision close to one for the SMD, MSL, and SMAP datasets (i.e., anomaly detection learning tasks), which are better results than most published works.