International Business Machines Corporation

Yunqi Guo

Petros Zerfos

Syed Yousaf Shah

Xuan-Hong Dang

Techniques regarding multivariate time series data analysis are provided. For example, one or more 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, operably coupled to the memory, and that can execute the computer executable components stored in the memory. The computer executable components can comprise a time series analysis component that generates a machine learning model that discovers a dependency between multivariate time series data using an attention mechanism controlled by an uncertainty measure.

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Yunqi Guo