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2,101篇论文匹配“Time Series”
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Deep Learning · Algorithms

Ramchalam Kinattinkara Ramakrishnan, Zhaocong Yuan, Jay Zhuo, Chen Feng, Yicheng Lin, Chenzheng Su, Xiaopeng Zhang

Speculative decoding generally dictates having a small, efficient draft model that is either pretrained or distilled offline to a particular target model series, for instance, Llama or Qwen models. However, within online deployment settings, there are two major challenges: 1) usage of a target model that is incompatible with the draft model; 2) expectation of latency improvements over usage and time. In this work, we propose OmniDraft, a unified framework that enables a single draft model to operate with any target model and adapt dynamically to user data. We introduce an online n-gram cache with hybrid distillation fine-tuning to address the cross-vocabulary mismatch across draft and target models; and further improve decoding speed by leveraging adaptive drafting techniques. OmniDraft is particularly suitable for on-device LLM applications where model cost, efficiency and user customization are the major points of contention. This further highlights the need to tackle the above challenges and motivates the “one drafter for all” paradigm. We showcase the proficiency of the OmniDraft framework by performing online learning on math reasoning, coding and text generation tasks. Notably, OmniDraft enables a single Llama-68M model to pair with various target models including Vicuna-7B, Qwen2-7B and Llama3-8B models for speculative decoding; and additionally provides up to 1.5-2x speedup.

Deep Learning · Theory

Sofiane Ennadir, Levente Zólyomi, Oleg Smirnov, Tianze Wang, John Pertoft, Filip Cornell, Lele Cao

Transformer models have become the dominant backbone for sequence modeling, leveraging self-attention to produce contextualized token representations. These are typically aggregated into fixed-size vectors via pooling operations for downstream tasks. While much of the literature has focused on attention mechanisms, the role of pooling remains underexplored despite its critical impact on model behavior. In this paper, we introduce a theoretical framework that rigorously characterizes the expressivity of Transformer-based models equipped with widely used pooling methods by deriving closed-form bounds on their representational capacity and the ability to distinguish similar inputs. Our analysis extends to different variations of attention formulations, demonstrating that these bounds hold across diverse architectural variants. We empirically evaluate pooling strategies across tasks requiring both global and local contextual understanding, spanning three major modalities: computer vision, natural language processing, and time-series analysis. Results reveal consistent trends in how pooling choices affect accuracy, sensitivity, and optimization behavior. Our findings unify theoretical and empirical perspectives, providing practical guidance for selecting or designing pooling mechanisms suited to specific tasks. This work positions pooling as a key architectural component in Transformer models and lays the foundation for more principled model design beyond attention alone.

Applications · Time Series

Kanghui Ning, Zijie Pan, Yu Liu, Yushan Jiang, James Zhang, Kashif Rasul, Anderson Schneider, Lintao Ma, Yuriy Nevmyvaka, Dongjin Song

Large Language Models (LLMs) and Foundation Models (FMs) have recently become prevalent for time series forecasting tasks. While fine-tuning LLMs enables domain adaptation, they often struggle to generalize across diverse and unseen datasets. Moreover, existing Time Series Foundation Models (TSFMs) still face challenges in handling non-stationary dynamics and distribution shifts, largely due to the lack of effective mechanisms for adaptation. To this end, we present TS-RAG, a retrieval-augmented generation framework for time series forecasting that enhances the generalization and interpretability of TSFMs. Specifically, TS-RAG leverages pre-trained time series encoders to retrieve semantically relevant segments from a dedicated knowledge base, enriching the contextual representation of the input query. Furthermore, we propose an Adaptive Retrieval Mixer (ARM) module that dynamically fuses the retrieved patterns with the TSFM's internal representation, improving forecasting accuracy without requiring task-specific fine-tuning. Thorough empirical studies on seven public benchmark datasets demonstrate that TS-RAG achieves state-of-the-art zero-shot forecasting performance, outperforming the existing TSFMs by up to 6.84\% across diverse domains while also providing desirable interpretability. Our code and data are available at: https://github.com/UConn-DSIS/TS-RAG.

Probabilistic Methods · Bayesian Models and Methods

Lucas Berry, David Meger

This work introduces a novel approach, Pairwise Epistemic Estimators (PairEpEsts), for epistemic uncertainty estimation in ensemble models for regression tasks using pairwise-distance estimators (PaiDEs). By utilizing the pairwise distances between model components, PaiDEs establish bounds on entropy. We leverage this capability to enhance the performance of Bayesian Active Learning by Disagreement (BALD). Notably, unlike sample-based Monte Carlo estimators, PairEpEsts can estimate epistemic uncertainty up to 100 times faster and demonstrate superior performance in higher dimensions. To validate our approach, we conducted a varied series of regression experiments on commonly used benchmarks: 1D sinusoidal data, *Pendulum*, *Hopper*, *Ant*, and *Humanoid*, demonstrating PairEpEsts’ advantage over baselines in high-dimensional regression active learning.

Deep Learning · Theory

Liu Ziyin, Yizhou Xu, Isaac Chuang

With the rapid discovery of emergent phenomena in deep learning and large language models, understanding their cause has become an urgent need. Here, we propose a rigorous entropic-force theory for understanding the learning dynamics of neural networks trained with stochastic gradient descent (SGD) and its variants. Building on the theory of parameter symmetries and an entropic loss landscape, we show that representation learning is crucially governed by emergent entropic forces arising from stochasticity and discrete-time updates. These forces systematically break continuous parameter symmetries and preserve discrete ones, leading to a series of gradient balance phenomena that resemble the equipartition property of thermal systems. These phenomena, in turn, (a) explain the universal alignment of neural representations between AI models and lead to a proof of the Platonic Representation Hypothesis, and (b) reconcile the seemingly contradictory observations of sharpness- and flatness-seeking behavior of deep learning optimization. Our theory and experiments demonstrate that a combination of entropic forces and symmetry breaking is key to understanding emergent phenomena in deep learning.

Applications · Time Series

Hui Chen, Vikas Singh

Diffusion models have achieved significant success, yet their application to time series data, particularly with regard to efficient sampling, remains an active area of research. We describe an operator-learning approach for conditioned time-series diffusion models that gives efficient single-step generation by leveraging insights from the frequency-domain characteristics of both the time-series data and the diffusion process itself. The forward diffusion process induces a structured, frequency-dependent smoothing of the data's probability density function. However, this frequency smoothing is related (e.g., via likelihood function) to easily accessible frequency components of time-series data. This suggests that a module operating in the frequency space of the time-series can, potentially, more effectively learn to reverse the frequency-dependent smoothing of the data distribution induced by the diffusion process. We set up an operator learning task, based on frequency-aware building blocks, which satisfies semi-group properties, while exploiting the structure of time-series data. Evaluations on multiple datasets show that our single-step generation proposal achieves forecasting/imputation results comparable (or superior) to many multi-step diffusion schemes while significantly reducing inference costs.

Applications · Neuroscience, Cognitive Science

Dengfeng Xue, Wenjuan Li, Yifan Lu, chunfeng yuan, Yufan Liu, Wei Liu, Man Yao, Li Yang, Guoqi Li, Bing Li 等

Brain-inspired spiking neural networks (SNNs) provide energy-efficient computation through event-driven processing. However, the shared weights across multiple timesteps lead to serious temporal feature redundancy, limiting both efficiency and performance. This issue is further aggravated when processing static images due to the duplicated input. To mitigate this problem, we propose a parameter-free and plug-and-play module named Mutual Information-based Temporal Redundancy Quantification and Reduction (MI-TRQR), constructing energy-efficient SNNs. Specifically, Mutual Information (MI) is properly introduced to quantify redundancy between discrete spike features at different timesteps on two spatial scales: pixel (local) and the entire spatial features (global). Based on the multi-scale redundancy quantification, we apply a probabilistic masking strategy to remove redundant spikes. The final representation is subsequently recalibrated to account for the spike removal. Extensive experimental results demonstrate that our MI-TRQR achieves sparser spiking firing, higher energy efficiency, and better performance concurrently with different SNN architectures in tasks of neuromorphic data classification, static data classification, and time-series forecasting. Notably, MI-TRQR increases accuracy by \textbf{1.7\%} on CIFAR10-DVS with 4 timesteps while reducing energy cost by \textbf{37.5\%}. Our codes are available at https://github.com/dfxue/MI-TRQR.

General Machine Learning · Representation Learning

Berken Utku Demirel, Christian Holz

Self-supervised learning (SSL) has emerged as a powerful paradigm for learning representations without labeled data. Most SSL approaches rely on strong, well-established, handcrafted data augmentations to generate diverse views for representation learning. However, designing such augmentations requires domain-specific knowledge and implicitly imposes representational invariances on the model, which can limit generalization. In this work, we propose an unsupervised representation learning method that replaces augmentations by generating views using orthonormal bases and overcomplete frames. We show that embeddings learned from orthonormal and overcomplete spaces reside on distinct manifolds, shaped by the geometric biases introduced by representing samples in different spaces. By jointly leveraging the complementary geometry of these distinct manifolds, our approach achieves superior performance without artificially increasing data diversity through strong augmentations. We demonstrate the effectiveness of our method on nine datasets across five temporal sequence tasks, where signal-specific characteristics make data augmentations particularly challenging. Without relying on augmentation-induced diversity, our method achieves performance gains of up to 15--20\% over existing self-supervised approaches. Source code: \url{https://github.com/eth-siplab/Learning-with-FrameProjections}

Applications · Time Series

Jifan Zhang, Fangxin Wang, Zihe Song, Philip S Yu, Kaize Ding, Shixiang Zhu

Stream networks, a unique class of spatiotemporal graphs, exhibit complex directional flow constraints and evolving dependencies, making uncertainty quantification a critical yet challenging task. Traditional conformal prediction methods struggle in this setting due to the need for joint predictions across multiple interdependent locations and the intricate spatio-temporal dependencies inherent in stream networks. Existing approaches either neglect dependencies, leading to overly conservative predictions, or rely solely on data-driven estimations, failing to capture the rich topological structure of the network. To address these challenges, we propose Spatio-Temporal Adaptive Conformal Inference (STACI), a novel framework that integrates network topology and temporal dynamics into the conformal prediction framework. STACI introduces a topology-aware nonconformity score that respects directional flow constraints and dynamically adjusts prediction sets to account for temporal distributional shifts. We provide theoretical guarantees on the validity of our approach and demonstrate its superior performance on both synthetic and real-world datasets. Our results show that STACI effectively balances prediction efficiency and coverage, outperforming existing conformal prediction methods for stream networks.

Social Aspects · Accountability, Transparency and Interpretability

Max Moebus, Björn Braun, Christian Holz

Explaining black-box models for time series data is critical for the wide-scale adoption of deep learning techniques across domains such as healthcare. Recently, explainability methods for deep time series models have seen significant progress by adopting saliency methods that perturb masked segments of time series to uncover their importance towards the prediction of black-box models. Thus far, such methods have been largely restricted to regular time series. Irregular time series, however, sampled at irregular time intervals and potentially with missing values, are the dominant form of time series in various critical domains (e.g., hospital records). In this paper, we conduct the first evaluation of saliency methods for the interpretation of irregular time series models. We first translate techniques for regular time series into the continuous time realm of irregular time series and show under which circumstances such techniques are still applicable. However, existing perturbation techniques neglect the timing and structure of observed data, e.g., informative missingness when data is not missing at random. Thus, we propose Contimask, a simple framework to also apply non-differentiable perturbations, such as simulating that parts of the data had not been observed using NeuroEvolution. Doing so, we successfully detect how structural differences in the data can bias irregular time series models on a real-world sepsis prediction task where 90% of the data is missing. Source code is available on GitHub.

Probabilistic Methods

Sophia Sun, Rose Yu

Conformal prediction has been explored as a general and efficient way to provide uncertainty quantification for time series. However, current methods struggle to handle time series data with change points — sudden shifts in the underlying data-generating process. In this paper, we propose a novel Conformal Prediction for Time-series with Change points (CPTC) algorithm, addressing this gap by integrating a model to predict the underlying state with online conformal prediction to model uncertainties in non-stationary time series. We prove CPTC's validity and improved adaptivity in the time series setting under minimum assumptions, and demonstrate CPTC's practical effectiveness on 6 synthetic and real-world datasets, showing improved validity and adaptivity compared to state-of-the-art baselines.

Theory · Learning Theory

Jiaqi Li, Zhipeng Lou, Johannes Schmidt-Hieber, Wei Biao Wu

Stochastic Gradient Descent (SGD) and its Ruppert–Polyak averaged variant (ASGD) lie at the heart of modern large-scale learning, yet their theoretical properties in high-dimensional settings are rarely understood. In this paper, we provide rigorous statistical guarantees for constant learning-rate SGD and ASGD in high-dimensional regimes. Our key innovation is to transfer powerful tools from high-dimensional time series to online learning. Specifically, by viewing SGD as a nonlinear autoregressive process and adapting existing coupling techniques, we prove the geometric-moment contraction of high-dimensional SGD for constant learning rates, thereby establishing asymptotic stationarity of the iterates. Building on this, we derive the $q$-th moment convergence of SGD and ASGD for any $q\ge2$ in general $\ell^s$-norms, and, in particular, the $\ell^{\infty}$-norm that is frequently adopted in high-dimensional sparse or structured models. Furthermore, we provide sharp high-probability concentration analysis which entails the probabilistic bound of high-dimensional ASGD. Beyond closing a critical gap in SGD theory, our proposed framework offers a novel toolkit for analyzing a broad class of high-dimensional learning algorithms.

Applications · Time Series

Yanru Sun, Zongxia Xie, Emadeldeen Eldele, Dongyue Chen, Qinghua Hu, Min Wu

Time series forecasting, which aims to predict future values based on historical data, has garnered significant attention due to its broad range of applications. However, real-world time series often exhibit heterogeneous pattern evolution across segments, such as seasonal variations, regime changes, or contextual shifts, making accurate forecasting challenging. Existing approaches, which typically train a single model to capture all these diverse patterns, often struggle with the pattern drifts between patches and may lead to poor generalization. To address these challenges, we propose TFPS, a novel architecture that leverages pattern-specific experts for more accurate and adaptable time series forecasting. TFPS employs a dual-domain encoder to capture both time-domain and frequency-domain features, enabling a more comprehensive understanding of temporal dynamics. It then performs subspace clustering to dynamically identify distinct patterns across data segments. Finally, these patterns are modeled by specialized experts, allowing the model to learn multiple predictive functions. Extensive experiments on real-world datasets demonstrate that TFPS outperforms state-of-the-art methods, particularly on datasets exhibiting significant distribution shifts. The data and code are available: https://github.com/syrGitHub/TFPS.

Heyuan Li, Kenkun Liu, Lingteng Qiu, Qi Zuo, Keru Zheng, Zilong Dong, Xiaoguang Han

Tri-plane-like representations have been widely adopted in 3D-aware GANs for head image synthesis and other 3D object/scene modeling tasks due to their efficiency. However, querying features via Cartesian coordinate projection often leads to feature entanglement, which results in mirroring artifacts. A recent work, SphereHead, attempted to address this issue by introducing spherical tri-planes based on a spherical coordinate system. While it successfully mitigates feature entanglement, SphereHead suffers from uneven mapping between the square feature maps and the spherical planes, leading to inefficient feature map utilization during rendering and difficulties in generating fine image details.Moreover, both tri-plane and spherical tri-plane representations share a subtle yet persistent issue: feature penetration across convolutional channels can cause interference between planes, particularly when one plane dominates the others (see Fig. 1). These challenges collectively prevent tri-plane-based methods from reaching their full potential. In this paper, we systematically analyze these problems for the first time and propose innovative solutions to address them. Specifically, we introduce a novel hybrid-plane (hy-plane for short) representation that combines the strengths of both planar and spherical planes while avoiding their respective drawbacks. We further enhance the spherical plane by replacing the conventional theta-phi warping with a novel near-equal-area warping strategy, which maximizes the effective utilization of the square feature map. In addition, our generator synthesizes a single-channel unified feature map instead of multiple feature maps in separate channels, thereby effectively eliminating feature penetration. With a series of technical improvements, our hy-plane representation enables our method, HyPlaneHead, to achieve state-of-the-art performance in full-head image synthesis.

Deep Learning · Generative Models and Autoencoders

Yihuai Hong, Yiran Zhao, Wei Tang, Yang Deng, Yu Rong, Wenxuan Zhang

Over time, a growing wave of large language models from various series has been introduced to the community. Researchers are striving to maximize the performance of language models with constrained parameter sizes. However, from a microscopic perspective, there has been limited research on how to better store knowledge in model parameters, particularly within MLPs, to enable more effective utilization of this knowledge by the model. In this work, we analyze twenty publicly available open-source large language models to investigate the relationship between their strong performance and the way knowledge is stored in their corresponding MLP parameters. Our findings reveal that as language models become more advanced and demonstrate stronger knowledge capabilities, their parameters exhibit increased specialization. Specifically, parameters in the MLPs tend to be more focused on encoding similar types of knowledge. We experimentally validate that this specialized distribution of knowledge contributes to improving the efficiency of knowledge utilization in these models. Furthermore, by conducting causal training experiments, we confirm that this specialized knowledge distribution plays a critical role in improving the model's efficiency in leveraging stored knowledge.

Applications · Time Series

JUN WOO PARK, Kyudan Jung, Dohyun Lee, Hyuck Lee, DAEHOON GWAK, ChaeHun Park, Jaegul Choo, Jaewoong Cho

Recent efforts to apply Large Language Models (LLMs) to time-series anomaly detection (TSAD) have yielded limited success, often performing worse than even simple methods. While prior work has focused solely on downstream performance evaluation, the fundamental question—why do LLMs struggle with TSAD?—has remained largely unexplored. In this paper, we present an in-depth analysis that identifies two core challenges in understanding complex temporal dynamics and accurately localizing anomalies. To address these challenges, we propose a simple yet effective method that combines statistical decomposition with index-aware prompting. Our method outperforms 21 existing prompting strategies on the AnomLLM benchmark, achieving up to a 66.6\% improvement in F1 score. We further compare LLMs with 16 non-LLM baselines on the TSB-AD benchmark, highlighting scenarios where LLMs offer unique advantages via contextual reasoning. Our findings provide empirical insights into how and when LLMs can be effective for TSAD. The code is publicly available at: https://github.com/junwoopark92/LLM-TSAD

Applications · Time Series

Felix Draxler, Yang Meng, Kai Nelson, Lukas Laskowski, Yibo Yang, Theofanis Karaletsos, Stephan Mandt

Event sequences appear widely in domains such as medicine, finance, and remote sensing, yet modeling them is challenging due to their heterogeneity: sequences often contain multiple event types with diverse structures—for example, electronic health records that mix discrete events like medical procedures with continuous lab measurements. Existing approaches either tokenize all entries, violating natural inductive biases, or ignore parts of the data to enforce a consistent structure. In this work, we propose a simple yet powerful Marked Temporal Point Process (MTPP) framework for modeling event sequences with flexible structure, using a single unified model. Our approach employs a single autoregressive transformer with discrete and continuous prediction heads, capable of modeling variable-length, mixed-type event sequences. The continuous head leverages an expressive normalizing flow to model continuous event attributes, avoiding the numerical integration required for inter-event times in most competing methods. Empirically, our model excels on both discrete-only and mixed-type sequences, improving prediction quality and enabling interpretable uncertainty quantification. We make our code public at https://github.com/czi-ai/FlexTPP.

Applications · Time Series

Jiawen Wei, jiang lan, Pengbo Wei, Ziwen Ye, Teng Song, Chen Chen, Guangrui Ma

Time series data is ubiquitous, with forecasting applications spanning from finance to healthcare. Beyond popular deterministic methods, generative models are gaining attention due to advancements in areas like image synthesis and video generation, as well as their inherent ability to provide probabilistic predictions. However, existing generative approaches mostly involve recurrent generative operations or repeated denoising steps, making the prediction laborious, particularly for long-term forecasting. Most of them only conduct experiments for relatively short-term forecasting, with limited comparison to deterministic methods in long-term forecasting, leaving their practical advantages unclear. This paper presents TARFVAE, a novel generative framework that combines the Transformer-based autoregressive flow (TARFLOW) and variational autoencoder (VAE) for efficient one-step generative time series forecasting. Inspired by the rethinking that complex architectures for extracting time series representations might not be necessary, we add a flow module, TARFLOW, to VAE to promote spontaneous learning of latent variables that benefit predictions. TARFLOW enhances VAE's posterior estimation by breaking the Gaussian assumption, thereby enabling a more informative latent space. TARFVAE uses only the forward process of TARFLOW, avoiding autoregressive inverse operations and thus ensuring fast generation. During generation, it samples from the prior latent space and directly generates full-horizon forecasts via the VAE decoder. With simple MLP modules, TARFVAE achieves superior performance over state-of-the-art deterministic and generative models across different forecast horizons on benchmark datasets while maintaining efficient prediction speed, demonstrating its effectiveness as an efficient and powerful solution for generative time series forecasting. Our code is available at https://github.com/Gavine77/TARFVAE.

Applications · Time Series

Ben Cohen, Emaad Khwaja, Youssef Doubli, Salahidine Lemaachi, Chris Lettieri, Charles Masson, Hugo Miccinilli, Elise Ramé, Qiqi Ren, Afshin Rostamizadeh 等

We introduce Toto, a time series forecasting foundation model with 151 million parameters. Toto uses a modern decoder-only architecture coupled with architectural innovations designed to account for specific challenges found in multivariate observability time series data. Toto's pre-training corpus is a mixture of observability data, open datasets, and synthetic data, and is 4-10$\times$ larger than those of leading time series foundation models. Additionally, we introduce BOOM, a large-scale benchmark consisting of 350 million observations across 2,807 real-world time series. For both Toto and BOOM, we source observability data exclusively from our own telemetry and internal observability metrics. Extensive evaluations demonstrate that Toto achieves state-of-the-art performance on both BOOM and on established general purpose time series forecasting benchmarks. Toto's model weights, inference code, and evaluation scripts, as well as BOOM's data and evaluation code, are all available as open source under the Apache 2.0 License.

Zijian Li, Minghao Fu, Junxian Huang, Yifan Shen, Ruichu Cai, Yuewen Sun, Guangyi Chen, Kun Zhang

Modeling hierarchical latent dynamics behind time series data is critical for capturing temporal dependencies across multiple levels of abstraction in real-world tasks. However, existing temporal causal representation learning methods fail to capture such dynamics, as they fail to recover the joint distribution of hierarchical latent variables from \textit{single-timestep observed variables}. Interestingly, we find that the joint distribution of hierarchical latent variables can be uniquely determined using three conditionally independent observations. Building on this insight, we propose a Causally Hierarchical Latent Dynamic (CHiLD) identification framework. Our approach first employs temporal contextual observed variables to identify the joint distribution of multi-layer latent variables. Sequentially, we exploit the natural sparsity of the hierarchical structure among latent variables to identify latent variables within each layer. Guided by the theoretical results, we develop a time series generative model grounded in variational inference. This model incorporates a contextual encoder to reconstruct multi-layer latent variables and normalize flow-based hierarchical prior networks to impose the independent noise condition of hierarchical latent dynamics. Empirical evaluations on both synthetic and real-world datasets validate our theoretical claims and demonstrate the effectiveness of CHiLD in modeling hierarchical latent dynamics.