论文检索

Applications · Time Series

HyunGi Kim, Jisoo Mok, Dong Jun Lee, Jaihyun Lew, Sungjae Sungjae, Sungroh Yoon

Utilizing the complex inter-variable causal relationships within multivariate time-series provides a promising avenue toward more robust and reliable multivariate time-series anomaly detection (MTSAD) but remains an underexplored area of research. This paper proposes Causality-Aware contrastive learning for RObust multivariate Time-Series (CAROTS), a novel MTSAD pipeline that incorporates the notion of causality into contrastive learning. CAROTS employs two data augmentors to obtain causality-preserving and -disturbing samples that serve as a wide range of normal variations and synthetic anomalies, respectively. With causality-preserving and -disturbing samples as positives and negatives, CAROTS performs contrastive learning to train an encoder whose latent space separates normal and abnormal samples based on causality. Moreover, CAROTS introduces a similarity-filtered one-class contrastive loss that encourages the contrastive learning process to gradually incorporate more semantically diverse samples with common causal relationships. Extensive experiments on five real-world and two synthetic datasets validate that the integration of causal relationships endows CAROTS with improved MTSAD capabilities. The code is available at https://github.com/kimanki/CAROTS.

General Machine Learning · Causality

Kun Wang, Sumanth Varambally, Duncan Watson-Parris, Yian Ma, Rose Yu

Many important phenomena in scientific fields like climate, neuroscience, and epidemiology are naturally represented as spatiotemporal gridded data with complex interactions. Inferring causal relationships from these data is a challenging problem compounded by the high dimensionality of such data and the correlations between spatially proximate points. We present SPACY (SPAtiotemporal Causal discoverY), a novel framework based on variational inference, designed to model latent time series and their causal relationships from spatiotemporal data. SPACY alleviates the high-dimensional challenge by discovering causal structures in the latent space. To aggregate spatially proximate, correlated grid points, we use spatial factors, parametrized by spatial kernel functions, to map observational time series to latent representations. Theoretically, we generalize the problem to a continuous spatial domain and establish identifiability when the observations arise from a nonlinear, invertible function of the product of latent series and spatial factors. Using this approach, we avoid assumptions that are often unverifiable, including those about instantaneous effects or sufficient variability. Empirically, SPACY outperforms state-of-the-art baselines on synthetic data, even in challenging settings where existing methods struggle, while remaining scalable for large grids. SPACY also identifies key known phenomena from real-world climate data. An implementation of SPACY is available at \url{https://github.com/Rose-STL-Lab/SPACY/}

Applications · Time Series

Shuqi Gu, Chuyue Li, Baoyu Jing, Kan Ren

Time series synthesis has become a foundational task in modern society, underpinning decision-making across various scenes. Recent approaches primarily generate time series from structured conditions, such as attribute-based metadata. However, these methods struggle to capture the full complexity of time series, as the predefined structures often fail to reflect intricate temporal dynamics or other nuanced characteristics. Moreover, constructing structured metadata requires expert knowledge, making large-scale data labeling costly and impractical. In this paper, we introduce VerbalTS, a novel framework for generating time series from unstructured textual descriptions, offering a more expressive and flexible solution to time series synthesis. To bridge the gap between unstructured text and time series data, VerbalTS employs a multi-focal alignment and generation framework, effectively modeling their complex relationships. Experiments on two synthetic and four real-world datasets demonstrate that VerbalTS outperforms existing methods in both generation quality and semantic alignment with textual conditions.

Deep Learning · Theory

Alexander Atanasov, Jacob A Zavatone-Veth, Cengiz Pehlevan

Recent years have seen substantial advances in our understanding of high-dimensional ridge regression, but existing theories assume that training examples are independent. By leveraging techniques from random matrix theory and free probability, we provide sharp asymptotics for the in- and out-of-sample risks of ridge regression when the data points have arbitrary correlations. We demonstrate that in this setting, the generalized cross validation estimator (GCV) fails to correctly predict the out-of-sample risk. However, in the case where the noise residuals have the same correlations as the data points, one can modify the GCV to yield an efficiently-computable unbiased estimator that concentrates in the high-dimensional limit, which we dub CorrGCV. We further extend our asymptotic analysis to the case where the test point has nontrivial correlations with the training set, a setting often encountered in time series forecasting. Assuming knowledge of the correlation structure of the time series, this again yields an extension of the GCV estimator, and sharply characterizes the degree to which such test points yield an overly optimistic prediction of long-time risk. We validate the predictions of our theory across a variety of high dimensional data.

General Machine Learning · Sequential, Network, and Time Series Modeling

Hanru Bai, Weiyang Ding

Neural ordinary differential equations (NODEs) have demonstrated strong capabilities in modeling time series. However, existing NODE- based methods often focus solely on the surface-level dynamics derived from observed states, which limits their ability to capture more complex underlying behaviors. To overcome this challenge, we propose KoNODE, a Koopman-driven NODE framework that explicitly models the evolution of ODE parameters over time to encode deep-level information. KoNODE captures the essential yet simple intrinsic linear dynamics that govern the surface dynamics by employing Koopman operators. Our framework operates at three hierarchical levels: the observed state dynamics, the parameter dynamics, and the Koopman linear dynamics, representing the fundamental driving rules of the state dynamics. The proposed approach offers significant improvements in two critical time series tasks: long-term prediction (enabled by the simple linear dynamics) and generalization to new data (driven by the evolving ODE parameters). We validate KoNODE through experiments on synthetic data from complex dynamic systems and real-world datasets, demonstrating its effectiveness in practical scenarios.

General Machine Learning · Sequential, Network, and Time Series Modeling

Xinyuan Fan, Bufan Li, Chenlei Leng, Weichi Wu

This paper introduces Graphon Attachment Network Models (GAN-M), a novel framework for modeling evolving networks with rich structural dependencies, grounded in graphon theory. GAN-M provides a flexible and interpretable foundation for studying network formation by leveraging graphon functions to define attachment probabilities, thereby combining the strengths of graphons with a temporal perspective. A key contribution of this work is a methodology for learning structural changes in these networks over time. Our approach uses graph counts—frequencies of substructures such as triangles and stars—to capture shifts in network topology. We propose a new statistic designed to learn changes in the resulting piecewise polynomial signals and develop an efficient method for change detection, supported by theoretical guarantees. Numerical experiments demonstrate the effectiveness of our approach across various network settings, highlighting its potential for dynamic network analysis.

Deep Learning · Foundation Models

Yong Liu, Guo Qin, Zhiyuan Shi, Zhi Chen, Caiyin Yang, Xiangdong Huang, Jianmin Wang, Mingsheng Long

We introduce Sundial, a family of native, flexible, and scalable time series foundation models. To predict the next-patch's distribution, we propose a TimeFlow Loss based on flow-matching, which facilitates native pre-training of Transformers on continuous-valued time series without discrete tokenization. Conditioned on arbitrary-length time series, our models are pre-trained without specifying any prior distribution and can generate multiple probable predictions, achieving more flexibility in representation learning than using parametric densities. Towards time series foundation models, we leverage minimal but crucial adaptations of Transformers and curate TimeBench with one trillion time points, comprising mostly real-world datasets and synthetic data. By mitigating mode collapse via TimeFlow Loss, we pre-train a family of Sundial models on TimeBench, which achieve unprecedented model capacity and generalization performance. In addition to excellent scalability, Sundial achieves state-of-the-art results on both point and probabilistic forecasting benchmarks with a just-in-time inference speed, i.e., making zero-shot predictions within a few milliseconds. We believe that Sundial's pioneering generative forecasting capability can improve model reliability in real-world decision-making. Code is available at: https://github.com/thuml/Sundial.

General Machine Learning · Sequential, Network, and Time Series Modeling

Quan Zhou, Changhua Pei, Fei Sun, HanJing, Zhengwei Gao, haiming zhang, Gaogang Xie, Dan Pei, Jianhui LI

Time series anomaly detection (TSAD) underpins real-time monitoring in cloud services and web systems, allowing rapid identification of anomalies to prevent costly failures. Most TSAD methods driven by forecasting models tend to overfit by emphasizing minor fluctuations. Our analysis reveals that effective TSAD should focus on modeling "normal" behavior through smooth local patterns. To achieve this, we reformulate time series modeling as approximating the series with smooth univariate functions. The local smoothness of each univariate function ensures that the fitted time series remains resilient against local disturbances. However, a direct KAN implementation proves susceptible to these disturbances due to the inherently localized characteristics of B-spline functions. We thus propose KAN-AD, replacing B-splines with truncated Fourier expansions and introducing a novel lightweight learning mechanism that emphasizes global patterns while staying robust to local disturbances. On four popular TSAD benchmarks, KAN-AD achieves an average 15% improvement in detection accuracy (with peaks exceeding 27%) over state-of-the-art baselines. Remarkably, it requires fewer than 1,000 trainable parameters, resulting in a 50% faster inference speed compared to the original KAN, demonstrating the approach's efficiency and practical viability.

Probabilistic Methods · Gaussian Processes

Jihao Andreas Lin, Sebastian Ament, Maximilian Balandat, David Eriksson, Jose Miguel Hernandez-Lobato, Eytan Bakshy

Applying Gaussian processes (GPs) to very large datasets remains a challenge due to limited computational scalability. Matrix structures, such as the Kronecker product, can accelerate operations significantly, but their application commonly entails approximations or unrealistic assumptions. In particular, the most common path to creating a Kronecker-structured kernel matrix is by evaluating a product kernel on gridded inputs that can be expressed as a Cartesian product. However, this structure is lost if any observation is missing, breaking the Cartesian product structure, which frequently occurs in real-world data such as time series. To address this limitation, we propose leveraging latent Kronecker structure, by expressing the kernel matrix of observed values as the projection of a latent Kronecker product. In combination with iterative linear system solvers and pathwise conditioning, our method facilitates inference of exact GPs while requiring substantially fewer computational resources than standard iterative methods. We demonstrate that our method outperforms state-of-the-art sparse and variational GPs on real-world datasets with up to five million examples, including robotics, automated machine learning, and climate applications.

Applications · Health / Medicine

David Dai, Peilin Chen, Malinda Lu, Daniel A. Li, Haowen Wei, Hejie Cui, Paul Pu Liang

Recent advances in clinical AI have enabled remarkable progress across many clinical domains. However, existing benchmarks and models are primarily limited to a small set of modalities and tasks, which hinders the development of large-scale multimodal methods that can make holistic assessments of patient health and well-being. To bridge this gap, we introduce Clinical Large-scale Integrative Multimodal Benchmark (CLIMB), a comprehensive clinical benchmark unifying diverse clinical data across imaging, language, temporal, and graph modalities. CLIMB comprises 4.51 million patient samples totaling 19.01 terabytes distributed across 2D imaging, 3D video, time series, graphs, and multimodal data. Through extensive empirical evaluation, we demonstrate that multitask pretraining significantly improves performance on understudied domains, achieving up to 29% improvement in ultrasound and 23% in ECG analysis over single-task learning. Pretraining on CLIMB also effectively improves models' generalization capability to new tasks, and strong unimodal encoder performance translates well to multimodal performance when paired with task-appropriate fusion strategies. Our findings provide a foundation for new architecture designs and pretraining strategies to adavance clinical AI research. Code is released at https://github.com/DDVD233/climb.

Deep Learning · Sequential Models, Time series

Wenzhe Niu, Zongxia Xie, Yanru Sun, Wei He, Man Xu, Chao Hao

Recent research has shown an increasing interest in utilizing pre-trained large language models (LLMs) for a variety of time series applications. However, there are three main challenges when using LLMs as foundational models for time series forecasting: (1) Cross-domain generalization. (2) Cross-modality alignment. (3) Error accumulation in autoregressive frameworks. To address these challenges, we proposed **LangTime**, a **lan**guage-**g**uided unified model for **time** series forecasting that incorporates cross-domain pre-training with reinforcement learning-based fine-tuning. Specifically, LangTime constructs Temporal Comprehension Prompts (TCPs), which include dataset-wise and channel-wise instructions, to facilitate domain adaptation and condense time series into a single token, enabling LLMs to understand better and align temporal data. To improve autoregressive forecasting, we introduce TimePPO, a reinforcement learning-based fine-tuning algorithm. TimePPO mitigates error accumulation by leveraging a multidimensional rewards function tailored for time series and a repeat-based value estimation strategy. Extensive experiments demonstrate that LangTime achieves state-of-the-art cross-domain forecasting performance, while TimePPO fine-tuning effectively enhances the stability and accuracy of autoregressive forecasting.

Applications · Time Series

Tianci Bu, Le Zhou, Wenchuan Yang, Jianhong Mou, Kang Yang, Suoyi Tan, Feng Yao, Jingyuan Wang, Xin Lu

Trajectory data is crucial for various applications but often suffers from incompleteness due to device limitations and diverse collection scenarios. Existing imputation methods rely on sparse trajectory or travel information, such as velocity, to infer missing points. However, these approaches assume that sparse trajectories retain essential behavioral patterns, which place significant demands on data acquisition and overlook the potential of large-scale human trajectory embeddings.To address this, we propose ProDiff, a trajectory imputation framework that uses only two endpoints as minimal information. It integrates prototype learning to embed human movement patterns and a denoising diffusion probabilistic model for robust spatiotemporal reconstruction. Joint training with a tailored loss function ensures effective imputation.ProDiff outperforms state-of-the-art methods, improving accuracy by 6.28\% on FourSquare and 2.52\% on WuXi. Further analysis shows a 0.927 correlation between generated and real trajectories, demonstrating the effectiveness of our approach.

Applications · Chemistry, Physics, and Earth Sciences

Muhammed Göktepe, Amir Hossein Shamseddin, Erencan Uysal, Javier Monteagudo, Lukas Drees, Aysim Toker, Senthold Asseng, Malte von Bloh

Satellite imagery is essential for Earth observation, enabling applications like crop yield prediction, environmental monitoring, and climatechange assessment. However, integrating satellite imagery with climate data remains a challenge, limiting its utility for forecasting and scenario analysis. We introduce a novel dataset of 2.9 million Sentinel-2 images spanning 15 land cover types with corresponding climate records, forming the foundation for two satellite image generation approaches using fine-tuned Stable Diffusion 3 models. The first is a text-to-image generation model that uses textual prompts with climate and land cover details to produce realistic synthetic imagery for specific regions. The second leverages ControlNet for multi-conditional image generation, preserving spatial structures while mapping climate data or generating time-series to simulate landscape evolution. By combining synthetic image generation with climate and land cover data, our work advances generative modeling in remote sensing, offering realistic inputs for environmental forecasting and new possibilities for climate adaptation and geospatial analysis.

Deep Learning · Sequential Models, Time series

Yihang Wang, Yuying Qiu, Peng Chen, Yang Shu, Zhongwen Rao, Lujia Pan, Bin Yang, Chenjuan Guo

Existing works on general time series forecasting build foundation models with heavy model parameters through large-scale multi-source pretraining. These models achieve superior generalization ability across various datasets at the cost of significant computational burdens and limitations in resource-constrained scenarios. This paper introduces LightGTS, a lightweight general time series forecasting model designed from the perspective of consistent periodical modeling. To handle diverse scales and intrinsic periods in multi-source pre-training, we introduce Periodical Tokenization, which extracts consistent periodic patterns across different datasets with varying scales. To better utilize the periodicity in the decoding process, we further introduce Periodical Parallel Decoding, which leverage historical tokens to improve forecasting. Based on the two techniques above which fully leverage the inductive bias of periods inherent in time series, LightGTS uses a lightweight model to achieve outstanding performance on general time series forecasting. It achieves state-of-the-art forecasting performance on 9 real-world benchmarks in both zero-shot and full-shot setting with much better efficiency compared with existing time series foundation models

Deep Learning · Large Language Models

Ermo Hua, Che Jiang, Xingtai Lv, Kaiyan Zhang, Youbang Sun, Yuchen Fan, Xuekai Zhu, Biqing Qi, Ning Ding, Bowen Zhou

Extending the context length of Language Models (LMs) by improving Rotary Position Embedding (RoPE) has become a trend.While prior works mainly address RoPE's limitations within attention, this paper uncovers the adverse effects on length generalization from nearly all parts of LMs.Using *Discrete Signal Processing* theory, we show that RoPE enables periodic attention by implicitly achieving *Non-Uniform Discrete Fourier Transform*.However, this periodicity is undermined by the spectrum damage caused by: 1) linear layers and activation functions outside of attention; 2) insufficiently trained frequency components brought by time-domain truncation. Building on our observations, we propose ***Fourier Position Embedding (FoPE)***, which enhances attention's frequency-domain properties to improve both its periodic extension and length generalization. FoPE constructs *Fourier Series* and zero-outs the destructive frequency components, increasing model robustness against the spectrum damage.Experiments across various model scales and benchmarks show that, within varying context windows, FoPE maintains a more stable performance compared to other baselines.Several analyses and ablations bring further support to our method and theoretical modeling.

Applications · Time Series

Ron Shapira Weber, shahar benishay, Andrey Lavrinenko, Shahaf E. Finder, Oren Freifeld

Fast and scalable alignment of time series is a fundamental challenge in many domains. The standard solution, Dynamic Time Warping (DTW), struggles with poor scalability and sensitivity to noise. We introduce TimePoint, a self-supervised method that dramatically accelerates DTW-based alignment while typically improving alignment accuracy by learning keypoints and descriptors from synthetic data. Inspired by 2D keypoint detection but carefully adapted to the unique challenges of 1D signals, TimePoint leverages efficient 1D diffeomorphisms, which effectively model nonlinear time warping, to generate realistic training data. This adaptation, along with fully convolutional and wavelet convolutional architectures, enables the extraction of informative keypoints and descriptors. Applying DTW to these sparse representations yields major speedups and typically higher alignment accuracy than standard DTW applied to the full signals. Despite being trained solely on synthetic data, TimePoint generalizes well to real-world time series. Extensive experiments demonstrate that TimePoint consistently achieves faster and more accurate alignments than standard DTW, making it a scalable solution for time-series analysis. Our code is available at https://github.com/BGU-CS-VIL/TimePoint.

Social Aspects · Privacy

Jan Schuchardt, Mina Dalirrooyfard, Jed Guzelkabaagac, Anderson Schneider, Yuriy Nevmyvaka, Stephan Günnemann

Many forms of sensitive data, such as web traffic, mobility data, or hospital occupancy, are inherently sequential. The standard method for training machine learning models while ensuring privacy for units of sensitive information, such as individual hospital visits, is differentially private stochastic gradient descent (DP-SGD). However, we observe in this work that the formal guarantees of DP-SGD are incompatible with time series specific tasks like forecasting, since they rely on the *privacy amplification* attained by training on small, unstructured batches sampled from an unstructured dataset. In contrast, batches for forecasting are generated by (1) sampling sequentially structured time series from a dataset, (2) sampling contiguous subsequences from these series, and (3) partitioning them into context and ground-truth forecast windows. We theoretically analyze the privacy amplification attained by this *structured subsampling* to enable the training of forecasting models with sound and tight event- and user-level privacy guarantees. Towards more private models, we additionally prove how data augmentation amplifies privacy in self-supervised training of sequence models. Our empirical evaluation demonstrates that amplification by structured subsampling enables the training of forecasting models with strong formal privacy guarantees.

Deep Learning · Algorithms

Kaiwen Tang, Zhanglu Yan, Weng-Fai Wong

For reasons such as privacy, there are use cases for language models at the edge. This has given rise to small language models targeted for deployment in resource-constrained devices where energy efficiency is critical. Spiking neural networks (SNNs) offer a promising solution due to their energy efficiency, and there are already works on realizing transformer-based models on SNNs. However, key operations like softmax and layer normalization (LN) are difficult to implement on neuromorphic hardware, and many of these early works sidestepped them. To address these challenges, we introduce Sorbet, a transformer-based spiking language model that is more neuromorphic hardware-compatible. Sorbet incorporates a novel shifting-based softmax called PTsoftmax and a BitShifting-based PowerNorm (BSPN), both designed to replace the respective energy-intensive operations. By leveraging knowledge distillation and model quantization, Sorbet achieved a highly compressed binary weight model that maintains competitive performance while achieving $27.16\times$ energy savings compared to BERT. We validate Sorbet through extensive testing on the GLUE benchmark and a series of ablation studies, demonstrating its potential as an energy-efficient solution for language model inference. Our code is publicly available at [https://github.com/Kaiwen-Tang/Sorbet](https://github.com/Kaiwen-Tang/Sorbet)

Applications · Time Series

Shengsheng Lin, Haojun Chen, Haijie Wu, Chunyun Qiu, Weiwei Lin

Sufficiently modeling the correlations among variables (aka channels) is crucial for achieving accurate multivariate time series forecasting (MTSF). In this paper, we propose a novel technique called Temporal Query (TQ) to more effectively capture multivariate correlations, thereby improving model performance in MTSF tasks. Technically, the TQ technique employs periodically shifted learnable vectors as queries in the attention mechanism to capture global inter-variable patterns, while the keys and values are derived from the raw input data to encode local, sample-level correlations. Building upon the TQ technique, we develop a simple yet efficient model named Temporal Query Network (TQNet), which employs only a single-layer attention mechanism and a lightweight multi-layer perceptron (MLP). Extensive experiments demonstrate that TQNet learns more robust multivariate correlations, achieving state-of-the-art forecasting accuracy across 12 challenging real-world datasets. Furthermore, TQNet achieves high efficiency comparable to linear-based methods even on high-dimensional datasets, balancing performance and computational cost. The code is available at: https://github.com/ACAT-SCUT/TQNet.

Applications · Time Series

Haotian Si, Changhua Pei, Jianhui LI, Dan Pei, Gaogang Xie

Recent advances in lightweight time series forecasting models suggest the inherent simplicity of time series forecasting tasks. In this paper, we present CMoS, a super-lightweight time series forecasting model. Instead of learning the embedding of the shapes, CMoS directly models the spatial correlations between different time series chunks. Additionally, we introduce a Correlation Mixing technique that enables the model to capture diverse spatial correlations with minimal parameters, and an optional Periodicity Injection technique to ensure faster convergence. Despite utilizing as low as 1% of the lightweight model DLinear's parameters count, experimental results demonstrate that CMoS outperforms existing state-of-the-art models across multiple datasets. Furthermore, the learned weights of CMoS exhibit great interpretability, providing practitioners with valuable insights into temporal structures within specific application scenarios.