DYNAMIC DISCOVERY OF DEPENDENCIES AMONG TIME SERIES DATA USING NEURAL NETWORKS

摘要

Techniques for determining temporal dependencies and inter-time series dependencies in multi-variate time series data are provided. For example, embodiments described herein can comprise a system, which can comprise a memory that can store computer executable components. The system can also comprise a processor that can execute the computer executable components stored in the memory. The computer executable components can include: a computing component that encodes recurrent neural networks (RNNs) with time series data and determines decoded RNNs based on temporal context vectors, to determine temporal dependencies in time series data; a combining component that combines the decoded RNNs and determines an inter-time series dependence context vector and an RNN dependence decoder; and an analysis component that determines inter-time series dependencies in the time series data and forecast values for the time series data based on the inter-time series dependence context vector and the RNN dependence decoder.