论文检索

Applications · Time Series

Lingpei Zhang, Qingming Li, Yong Yang, Jiahao Chen, Rui Zeng, Chenyang Lyu, Shouling Ji

Univariate time series (UTS), where each timestamp records a single variable, serve as crucial indicators in web systems and cloud servers. Anomaly detection in UTS plays an essential role in both data mining and system reliability management. However, existing reconstruction-based and prediction-based methods struggle to capture certain subtle anomalies, particularly small point anomalies and slowly rising anomalies. To address these challenges, we propose a novel prediction-based framework named Contextual and Seasonal LSTMs (CS-LSTMs). CS-LSTMs are built upon a noise decomposition strategy and jointly leverage contextual dependencies and seasonal patterns, thereby strengthening the detection of subtle anomalies. By integrating both time-domain and frequency-domain representations, CS-LSTMs achieve more accurate modeling of periodic trends and anomaly localization. Extensive evaluations on public benchmark datasets demonstrate that CS-LSTMs consistently outperform state-of-the-art methods, highlighting their effectiveness and practical value in robust time series anomaly detection.

Applications · Time Series

Yan Ge, Zhengyang Zhou, Qihe Huang, Yuxuan Liang, Yang Wang

Modern spatio-temporal learning techniques usually exploit sampled discrete observations to foresee the future. Actually, spatio-temporal dynamics are continuous and evolve continuously across time and space, thus modeling spatio-temporal dynamics in a continuous space can be a long-standing challenge. Existing deep learning architectures often fail to generalize to unseen regions and new graph topologies, while many physics-driven approaches are confined to Euclidean grids and poorly scale to complex graph structures. To address this gap, we propose PhySTA, a physics-inspired spatio-temporal learning framework designed for efficient and scalable arbitrary inference over graph-structured data. PhySTA integrates two key modules: (1) Continuous Operator-based Spectrum-Temporal Learning (CoSTL), which leverages a Graph-Time Fourier Neural Operator combined with Time-Gated Spectral Segmentation Perception to model continuous dynamics in operator space, and (2) Adaptive Multi-scale Interaction (AMI) that constructs multi-scale subgraphs and introduces node-edge coupled convolution to capture discrete interaction patterns and refine continuous predictions. By bridging operator learning with node-edge-graph interaction, PhySTA achieves both continuity-aware dynamic modeling and hierarchical interactive refinement. Extensive experiments across large-scale benchmarks demonstrate that PhySTA attains state-of-the-art accuracy while reducing computation cost and lowering parameter overhead.

Applications · Time Series

Ren Fujiwara, Yasuko Matsubara, Yasushi Sakurai

Sudden concept drift makes previously trained predictors unreliable, yet deciding when to retrain and what post-drift data size is sufficient is rarely addressed. We propose CALIPER —a detector- and model-agnostic, data-only test that estimates the post-drift data size required for stable retraining. CALIPER exploits state dependence in streams generated by dynamical systems: we run a single-pass weighted local regression over the post-drift window and track a one-step proxy error as a function of a locality parameter $\theta$. When an effective sample size gate is satisfied, a monotonically non-increasing trend in this error with increasing a locality parameter indicates that the data size is sufficiently informative for retraining. We also provide a theoretical analysis of our method, and we show that the algorithm has a low per-update time and memory. Across datasets from four heterogeneous domains, three learner families, and two detectors, CALIPER consistently matches or exceeds the best fixed data size for retraining while incurring negligible overhead and often outperforming incremental updates. CALIPER closes the gap between drift detection and data-sufficient adaptation in streaming learning.

Applications · Time Series

Jindong Tian, Yifei Ding, Ronghui Xu, Hao Miao, Guo, Bin Yang

Weather forecasting is a fundamental task in spatiotemporal data analysis, with broad applications across a wide range of domains. Existing data-driven forecasting methods typically model atmospheric dynamics over a fixed short time interval, e.g., 6 hours, and rely on naive autoregression-based rollout for long-term forecasting, e.g., 5 days. However, this paradigm suffers from two key limitations: (1) it often inadequately models the spatial and multi-scale temporal dependencies inherent in global weather systems, and (2) the rollout strategy struggles to balance error accumulation with the capture of fine-grained atmospheric variations. In this study, we propose ARROW, an Adaptive-Rollout Multi-scale temporal Routing method for Global Weather Forecasting. To contend with the first limitation, we construct a multi-interval forecasting model that forecasts weather across different time intervals. Within the model, the Shared-Private Mixture-of-Experts captures both shared patterns and specific characteristics of atmospheric dynamics across different time scales, while Ring Positional Encoding accurately encodes the circular latitude structure of the Earth when representing spatial information. For the second limitation, we develop an adaptive rollout scheduler based on reinforcement learning, which selects the most suitable time interval to forecast according to the current weather state. Experimental results demonstrate that ARROW achieves state-of-the-art performance in global weather forecasting, establishing a promising paradigm in this field.

Yuhao Huang, Shih-Hsin Wang, Andrea Bertozzi, Bao Wang

Mean flow (MeanFlow) enables efficient, high-fidelity image generation, yet its single-function evaluation (1-NFE) generation often cannot yield compelling results. We address this issue by introducing RMFlow, an efficient multimodal generative model that integrates a coarse 1-NFE MeanFlow transport with a subsequent tailored noise-injection refinement step. RMFlow approximates the average velocity of the flow path using a neural network trained with a new loss function that balances minimizing the Wasserstein distance between probability paths and maximizing sample likelihood. RMFlow achieves near state-of-the-art results on text-to-image, context-to-molecule, and time-series generation using only 1-NFE, at a computational cost comparable to the baseline MeanFlows.

Deep Learning · Generative Models and Autoencoders

Boshi Wang, Huan Sun

Despite their impressive capabilities, LLMs exhibit a basic generalization failure known as the *Reversal Curse*, where they struggle to learn reversible factual associations. Understanding why this occurs could help identify weaknesses in current models and advance their generalization and robustness. In this paper, we conjecture that the Reversal Curse in LLMs is a manifestation of the long-standing *binding problem* in cognitive science, neuroscience and AI. Specifically, we hypothesize two primary causes of the Reversal Curse stemming from transformers' limitations in conceptual binding: the *inconsistency* and *entanglements* of concept representations. We perform a series of experiments that support these conjectures. Our exploration leads to a model design based on JEPA (Joint-Embedding Predictive Architecture) that for the first time breaks the Reversal Curse without side-stepping it with specialized data augmentation or non-causal masking, and moreover, generalization could be further improved by incorporating special memory layers that support disentangled concept representations. Our research opens up the broader fundamental challenge of designing models capable of learning systematic conceptual binding with less human scaffolding.

Shengchao Chen, Guodong Long, Michael Blumenstein, Jing Jiang

Dataset-level heterogeneity introduces significant domain biases that fundamentally degrade generalization on general Time Series Foundation Models (TSFMs), yet this challenge remains underexplored. This paper rethinks the from-scratch training of TSFMs using the paradigm of federated learning. We propose a novel Federated Dataset Learning (**FeDaL**) approach to tackle heterogeneous time series by learning dataset-agnostic temporal representations. Specifically, the distributed architecture of federated learning is a nature solution to decompose heterogeneous TS datasets into shared generalized knowledge and preserved personalized knowledge. Moreover, based on the TSFM architecture, FeDaL explicitly mitigates both local and global biases by adding two complementary mechanisms: Domain Bias Elimination (DBE) and Global Bias Elimination (GBE). FeDaL`s cross-dataset generalization has been extensively evaluated in real-world datasets spanning eight tasks (including various regression and classification), against 54 baselines. We further analyze federated scaling behavior, showing how data volume, client count, and join rate affect model performance under decentralization. Our code is publicly available at https://github.com/shengchaochen82/FeDaL.

Theory · Interpretability and Visualization

Julianna Piskorz, Katarzyna Kobalczyk, Mihaela van der Schaar

Large Language Models (LLMs) have recently been successfully applied to regression tasks---such as time series forecasting and tabular prediction---by leveraging their in-context learning abilities. However, their autoregressive decoding process may be ill-suited to continuous-valued outputs, where obtaining predictive distributions over numerical targets requires repeated sampling, leading to high computational cost and inference time. In this work, we investigate whether distributional properties of LLM predictions can be recovered _without_ explicit autoregressive generation. To this end, we study a set of regression probes trained to predict statistical functionals (e.g., mean, median, quantiles) of the LLM’s numerical output distribution directly from its internal representations. Our results suggest that LLM embeddings carry informative signals about summary statistics of their predictive distributions, including the numerical uncertainty. This investigation opens up new questions about how LLMs internally encode uncertainty in numerical tasks, and about the feasibility of lightweight alternatives to sampling-based approaches for uncertainty-aware numerical predictions.

Computer Vision · Vision Models & Multimodal

Anthony Fuller, Yousef Yassin, Daniel Kyrollos, Evan Shelhamer, James Green

ViTs are general and accurate, and address many tasks, but ViTs are slow, and are not always practical when efficiency is key. Existing methods for faster ViTs design hybrid non-ViT architectures, losing generality, or shrink their tokens, sacrificing accuracy. Many non-ViT architectures are both fast and accurate. Yet, without significant modifications, they cannot do what ViTs can: process other input shapes, pre-train by SOTA self-supervised learning, reduce computation by dropping tokens, and more. We make ViTs faster by reducing patch token width while increasing global token width by adding a new Jumbo token. Our wider Jumbo token is processed by its own wider FFN to increase model capacity. Yet our Jumbo FFN is efficient: it processes a single token, for speed, and its parameters are shared across all layers, for memory. Crucially, our Jumbo is attention-only and non-hierarchical, like a plain ViT, so it is simple, scalable, flexible, and compatible with ViT methods new and old. Jumbo improves over ViT baselines with Registers from Nano to Large scales while maintaining speed/throughput on ImageNet-1K (0.1-13%). Jumbo also improves segmentation (1.9-3.1% on ADE20K), MAE pre-training (4.9% linear probing on ImageNet-1K), test-time adaptation (5.2% on ImageNet-C), and time series modeling. Our Jumbo models even achieve better speed-accuracy trade-offs than specialized non-ViT compute-efficient models, while maintaining plain-ViT compatibility for practicality. Code and weights are available: https://github.com/antofuller/jumbo

Computer Vision · Vision Models & Multimodal

Kaixuan Fan, Kaituo Feng, Haoming Lyu, Dongzhan Zhou, Xiangyu Yue

Recent advances have shown success in eliciting strong reasoning abilities in multimodal large language models (MLLMs) through rule-based reinforcement learning (RL) with outcome rewards. However, this paradigm typically lacks supervision over the thinking process leading to the final outcome. As a result, the model may learn sub-optimal reasoning strategies, which can hinder its generalization ability. In light of this, we propose SophiaVL-R1, as an attempt to add reward signals for the thinking process in this paradigm. To achieve this, we first train a thinking reward model that evaluates the quality of the entire thinking process. Given that the thinking reward may be unreliable for certain samples due to reward hacking, we propose the Trust-GRPO method, which assigns a trustworthiness weight to the thinking reward during training. This weight is computed based on the thinking reward comparison of responses leading to correct answers versus incorrect answers, helping to mitigate the impact of potentially unreliable thinking rewards. Moreover, we design an annealing training strategy that gradually reduces the thinking reward over time, allowing the model to rely more on the accurate rule-based outcome reward in later training stages. Experiments show that our SophiaVL-R1 surpasses a series of reasoning MLLMs on various benchmarks (\textit{e.g.}, MathVisita, MMMU), demonstrating strong reasoning and generalization capabilities. Notably, our SophiaVL-R1-7B even outperforms LLaVA-OneVision-72B on most benchmarks, despite the latter having 10 $\times$ more parameters. All code, models, and datasets will be made publicly available.

Applications · Time Series

Kelvin Koa, Jan Chen, Yunshan Ma, Zheng Huanhuan, Tat-Seng Chua

While Large Language Models have been used to produce interpretable stock forecasts, they mainly focus on analyzing textual reports but not historical price data, also known as Technical Analysis. This task is challenging as it switches between domains: the stock price inputs and outputs lie in the time-series domain, while the reasoning step should be in natural language. In this work, we introduce Verbal Technical Analysis (VTA), a novel framework that combine verbal and latent reasoning to produce stock time-series forecasts that are both accurate and interpretable. To reason over time-series, we convert stock price data into textual annotations and optimize the reasoning trace using an inverse Mean Squared Error (MSE) reward objective. To produce time-series outputs from textual reasoning, we condition the outputs of a time-series backbone model on the reasoning-based attributes. Experiments on stock datasets across U.S., Chinese, and European markets show that VTA achieves state-of-the-art forecasting accuracy, while the reasoning traces also perform well on evaluation metrics judged by industry experts.

Guancheng Zhou, Zelin Zeng, Yisi Luo, Qi Xie, Deyu Meng

Fourier neural operator (FNO) has demonstrated substantial potential in learning mappings between function spaces, such as numerical partial differential equations (PDEs). However, FNO may suffer from inefficiencies when applied to large-scale, high-dimensional function spaces due to the computational overhead associated with high-dimensional Fourier and convolution operators. In this work, we introduce the Tucker-FNO, an efficient neural operator that decomposes the high-dimensional FNO into a series of 1-dimensional FNOs through Tucker decomposition, thereby significantly reducing computational complexity while maintaining expressiveness. Especially, by using the theoretical tools of functional decomposition in Sobolev space, we rigorously establish the universal approximation theorem of Tucker-FNO. Experiments on high-dimensional numerical PDEs such as Navier-Stokes, Plasticity, and Burger's equations show that Tucker-FNO achieves substantial improvement in execution time and performance over FNO. Moreover, by virtue of the compact Tucker decomposition, Tucker-FNO generalizes seamlessly to high-dimensional visual signals by learning mappings from the positional encoding space to the signal's implicit neural representations (INRs). Under this operator INR framework, Tucker-FNO gains consistent improvements on continuous signal restoration over traditional INR methods in terms of efficiency and accuracy.

Applications · Neuroscience, Cognitive Science

Max Wolff, Thomas Klein, Evgenia Rusak, Felix Wichmann, Wieland Brendel

Despite their impressive performance on computer vision benchmarks, Deep Neural Networks (DNNs) still fall short of adequately modeling human visual behavior, as measured by error consistency and shape bias. Recent work hypothesized that behavioral alignment can be drastically improved through generative - rather than discriminative - classifiers, with far-reaching implications for models of human vision. Here, we instead show that the increased alignment of generative models can be largely explained by a seemingly innocuous resizing operation in the generative model which effectively acts as a low-pass filter. In a series of controlled experiments, we show that removing high-frequency spatial information from discriminative models like CLIP drastically increases their behavioral alignment. Simply blurring images at test-time - rather than training on blurred images - achieves a new state-of-the-art score on the model-vs-human benchmark, halving the current alignment gap between DNNs and human observers. Furthermore, low-pass filters are likely optimal, which we demonstrate by directly optimizing filters for alignment. To contextualize the performance of optimal filters, we compute the frontier of all possible pareto-optimal solutions to the benchmark, which was formerly unknown. We explain our findings by observing that the frequency spectrum of optimal Gaussian filters roughly matches the spectrum of band-pass filters implemented by the human visual system. We show that the contrast sensitivity function, describing the inverse of the contrast threshold required for humans to detect a sinusoidal grating as a function of spatiotemporal frequency, is approximated well by Gaussian filters of a specific width.

Zijun Dou, Zhenhe Yao, Zhe Xie, Xidao Wen, Tong Xiao, Dan Pei

Data augmentation is a fundamental technique in deep learning, widely applied in both representation learning and automated data augmentation (AutoDA). In representation learning, augmentations are used to construct contrastive views for learning task-agnostic embeddings, while in AutoDA the augmentations are directly optimized to improve downstream task performance. However, existing paradigms face critical limitations: representation learning relies on a two-stage scheme with limited adaptability, and current AutoDA frameworks are largely designed for image data, rendering them ineffective for capturing time series–specific features. To address these issues, we introduce **AutoDA-Timeseries**, the first general-purpose automated data augmentation framework tailored for time series. AutoDA-Timeseries incorporates time series features into augmentation policy design and adaptively optimizes both augmentation probability and intensity in a single-stage, end-to-end manner. We conduct extensive experiments on five mainstream tasks, including classification, long-term forecasting, short-term forecasting, regression, and anomaly detection, showing that AutoDA-Timeseries consistently outperforms strong baselines across diverse models and datasets.

Applications · Neuroscience, Cognitive Science

Shaolong Wei, Qiyu Sun, Mingliang Wang, Liang Sun, Weiping Ding, Jiashuang Huang

Modeling the temporal dynamics of the human brain remains a core challenge in computational neuroscience and artificial intelligence. Traditional methods often ignore the biological spike characteristics of brain activity and find it difficult to reveal the dynamic dependencies and causal interactions between brain regions, limiting their effectiveness in brain function research and clinical applications. To address this issue, we propose a Spike-based Digital Brain (Spike-DB), a novel fundamental model that introduces the spike computing paradigm into brain time series modeling. Spike-DB encodes fMRI signals as spike trains and learns the temporal driving relationships between anchor and target regions to achieve high-precision prediction of brain activity and reveal underlying causal dependencies and dynamic relationship characteristics. Based on Spike-DB, we further conducted downstream tasks including brain disease classification, abnormal brain region identification, and effective connectivity inference. Experimental results on real-world epilepsy datasets and the Alzheimer's Disease Neuroimaging Initiative (ADNI) dataset show that Spike-DB outperforms existing mainstream methods in both prediction accuracy and downstream tasks, demonstrating its broad potential in clinical applications and brain science research. Our code is available at https://github.com/UAIBC-Brain/Spike-DB.

YOUHE JIANG, Fangcheng Fu, Wanru Zhao, Stephan Rabanser, Jintao Zhang, Nic Lane, Binhang Yuan

Recent advances in large language models (LLMs) have intensified the need to deliver both rapid responses and high-quality outputs. More powerful models yield better results but incur higher inference latency, whereas smaller models are faster yet less capable. Recent work proposes balancing this latency–quality trade-off using model cascades, which route simpler queries to smaller models and more complex ones to larger models. However, enabling efficient cascade serving remains challenging. Current frameworks lack effective mechanisms for handling (i) the huge and varying resource demands of different LLMs, (ii) the inherent heterogeneity of LLM workloads, and (iii) the co-optimization of system deployment and routing strategy. Motivated by these observations, we introduce Cascadia, a novel cascade serving framework designed explicitly to schedule request routing and deploy model cascades for fast, quality-preserving LLM serving. Cascadia employs a bi-level optimization method: at the deployment level, it uses a mixed-integer linear program to select resource allocations and parallelism strategies based on LLM information and workload characteristics; at the routing level, it applies a Chebyshev-guided method to iteratively co-optimize the routing strategy and the system deployment produced by the deployment level. Our extensive evaluation on diverse workload traces and different model cascades (DeepSeek and the Llama series) demonstrates that Cascadia significantly outperforms both single-model deployments and the state-of-the-art cascade serving baseline, achieving up to 4$\times$ (2.3$\times$ on average) tighter latency SLOs and up to 5$\times$ (2.4$\times$ on average) higher throughput while maintaining target answer quality.

Applications · Genetics, Cell Biology, Health, etc

YUE PEI, Xuebin Chi, Yu KANG

Language models have advanced sequence analysis, yet DNA foundation models often lag behind task-specific methods for unclear reasons. We present AntigenLM, a generative DNA language model pretrained on influenza genomes with intact, aligned functional units. This structure-aware pretraining enables AntigenLM to capture evolutionary constraints and generalize across tasks. Fine-tuned on time-series hemagglutinin (HA) and neuraminidase (NA) sequences, AntigenLM accurately forecasts future antigenic variants across regions and subtypes, including those unseen during training, outperforming phylogenetic and evolution-based models. It also achieves near-perfect subtype classification. Ablation studies show that disrupting genomic structure through fragmentation or shuffling severely degrades performance, revealing the importance of preserving functional-unit integrity in DNA language modeling. AntigenLM thus provides both a powerful framework for antigen evolution prediction and a general principle for building biologically grounded DNA foundation models.

Applications · Time Series

Hao Liu, Zhang xiaoxing, Chun Yang, Xiaobin Zhu

Time series forecasting plays a significant role in finance, energy, meteorology, and IoT applications. Recent studies have leveraged the generalization capabilities of large language models (LLMs) to adapt to time series forecasting, achieving promising performance. However, existing studies focus on token-level modal alignment, instead of bridging the intrinsic modality gap between linguistic knowledge structures and time series data patterns, greatly limiting the semantic representation. To address this issue, we propose a novel Semantic-Enhanced LLM (SE-LLM) that explores the inherent periodicity and anomalous characteristics of time series to embed into the semantic space to enhance the token embedding. This process enhances the interpretability of tokens for LLMs, thereby activating the potential of LLMs for temporal sequence analysis. Moreover, existing Transformer-based LLMs excel at capturing long-range dependencies but are weak at modeling short-term anomalies in time-series data. Hence, we propose a plugin module embedded within self-attention that models long-term and short-term dependencies to effectively adapt LLMs to time-series analysis. Our approach freezes the LLM and reduces the sequence dimensionality of tokens, greatly reducing computational consumption. Experiments demonstrate the superiority performance of our SE-LLM against the state-of-the-art (SOTA) methods.

Applications · Time Series

Yihao Ang, Qiang Wang, Qiang Huang, Yifan Bao, Xinyu Xi, Anthony Tung, Chen Jin, Zhiyong Huang

Synthetic time series are vital for data augmentation, stress testing, and prototyping in quantitative finance. Yet in cryptocurrency markets, characterized by 24/7 trading, extreme volatility, and rapid regime shifts, existing Time Series Generation (TSG) methods and benchmarks often fall short, jeopardizing practical utility. Most prior work targets non-financial or traditional financial domains, focuses narrowly on classification and forecasting while neglecting crypto-specific complexities, and lacks critical financial evaluations, particularly for trading applications. To bridge these gaps, we introduce \textbf{CTBench}, the first \textbf{C}ryptocurrency \textbf{T}ime series generation \textbf{Bench}mark. It curates an open-source dataset of 452 tokens and evaluates models across 13 metrics spanning forecasting accuracy, rank fidelity, trading performance, risk assessment, and computational efficiency. A key innovation is a dual-task evaluation framework: the Predictive Utility measures how well synthetic data preserves temporal and cross-sectional patterns for forecasting, while the Statistical Arbitrage assesses whether reconstructed series support mean-reverting signals for trading. We systematically benchmark eight state-of-the-art models from five TSG families across four market regimes, revealing trade-offs between statistical quality and real-world profitability. Notably, CTBench provides ranking analysis and practical guidance for deploying TSG models in crypto analytics and trading applications. The source code is available at \url{https://github.com/MilleXi/CTBench/}.

Jiaming Ma, Qihe Huang, Haofeng Ma, Guanjun Wang, Sheng Huang, Zhengyang Zhou, Pengkun Wang, Xu Wang, Binwu Wang, Yang Wang

While existing multivariate time series forecasting models have advanced significantly in modeling periodicity, they largely neglect the periodic heterogeneity common in real-world data, where variables exhibit distinct and dynamically changing periods. To effectively capture this periodic heterogeneity, we propose PHAT (Period Heterogeneity-Aware Transformer). Specifically, PHAT arranges multivariate inputs into a three-dimensional "periodic bucket" tensor, where the dimensions correspond to variable group characteristics with similar periodicity, time steps aligned by phase, and offsets within the period. By restricting interactions within buckets and masking cross-bucket connections, PHAT effectively avoids interference from inconsistent periods. We also propose a positive-negative attention mechanism, which captures periodic dependencies from two perspectives: periodic alignment and periodic deviation. Additionally, the periodic alignment attention scores are decomposed into positive and negative components, with a modulation term encoding periodic priors. This modulation constrains the attention mechanism to more faithfully reflect the underlying periodic trends. A mathematical explanation is provided to support this property. We evaluate PHAT comprehensively on 14 real-world datasets against 18 baselines, and the results show that it significantly outperforms existing methods, achieving highly competitive forecasting performance. Our sources is available at GitHub.