Time series are generated in diverse domains such as economic, traffic, health, and energy, where forecasting of future values has numerous important applications. Not surprisingly, many forecasting methods are being proposed. To ensure progress, it is essential to be able to study and compare such methods empirically in a comprehensive and reliable manner. To achieve this, we propose TFB, an automated benchmark for Time Series Forecasting (TSF) methods. TFB advances the state-of-the-art by addressing shortcomings related to datasets, comparison methods, and evaluation pipelines: 1) insufficient coverage of data domains, 2) stereotype bias against traditional methods, and 3) inconsistent and inflexible pipelines. To achieve better domain coverage, we include datasets from 10 different domains: traffic, electricity, energy, the environment, nature, economic, stock markets, banking, health, and the web. We also provide a time series characterization to ensure that the selected datasets are comprehensive. To remove biases against some methods, we include a diverse range of methods, including statistical learning, machine learning, and deep learning methods, and we also support a variety of evaluation strategies and metrics to ensure a more comprehensive evaluations of different methods. To support the integration of different methods into the benchmark and enable fair comparisons, TFB features a flexible and scalable pipeline that eliminates biases. Next, we employ TFB to perform a thorough evaluation of 21 Univariate Time Series Forecasting (UTSF) methods on 8,068 univariate time series and 14 Multivariate Time Series Forecasting (MTSF) methods on 25 datasets. The benchmark code and data are available at https://github.com/decisionintelligence/TFB.

Network embedding, which aims to learn the low-dimensional representations of vertices, is an important task and has attracted considerable research efforts recently. In real world, networks, like social network and biological networks, are dynamic and evolving over time. However, almost all the existing network embedding methods focus on static networks while ignore network dynamics. In this paper, we present a novel representation learning approach, DynamicTriad, to preserve both structural information and evolution patterns of a given network. The general idea of our approach is to impose triad, which is a group of three vertices and is one of the basic units of networks. In particular, we model how a closed triad, which consists of three vertices connected with each other, develops from an open triad that has two of three vertices not connected with each other. This triadic closure process is a fundamental mechanism in the formation and evolution of networks, thereby makes our model being able to capture the network dynamics and to learn representation vectors for each vertex at different time steps. Experimental results on three real-world networks demonstrate that, compared with several state-of-the-art techniques, DynamicTriad achieves substantial gains in several application scenarios. For example, our approach can effectively be applied and help to identify telephone frauds in a mobile network, and to predict whether a user will repay her loans or not in a loan network.