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Ella Lan

Diabetes mellitus is a global concern, and early detection can prevent serious complications. 50% of those with diabetes live undiagnosed, disproportionately afflicting low-income groups. Non-invasive methods have emerged for timely detection; however, their limited accuracy constrains clinical usage. In this research, we present a novel Higher Dimensional Transformer (HDformer), the first Transformer-based architecture which utilizes long-range photoplethysmography (PPG) to detect diabetes. The long-range PPG maximizes signal contextual information when compared to the less-than 30 second signals commonly used in existing research. To increase the computational efficiency of HDformer’s long-range processing, a new attention module, Time Square Attention (TSA), is invented to achieve linear computational complexity with respect to the token volume while retaining the local/global dependencies. TSA converts the 1D inputs into 2D representations, grouping the adjacent points into a single 2D token. It then generates dynamic patches and feeds them into a gated mixture-of-experts (MoE) network, optimizing the learning on different attention areas. HDformer achieves state-of-the-art results (sensitivity 98.4, accuracy 97.3, specificity 92.8, AUC 0.929) on the standard MIMIC-III dataset, surpassing existing research. Furthermore, we develop an end-to-end solution where a low-cost wearable is prototyped to connect with the HDformer in the Cloud via a mobile app. This scalable, convenient, and affordable approach provides instantaneous detection and continuous monitoring for individuals. It aids doctors in easily screening for diabetes and safeguards underprivileged communities. The enhanced versatility of HDformer allows for efficient processing and learning of long-range signals in general one-dimensional time-series sequences, particularly for all biomedical waveforms.

Dongmin Kim, Sunghyun Park, Jaegul Choo

Time-series anomaly detection deals with the problem of detecting anomalous timesteps by learning normality from the sequence of observations. However, the concept of normality evolves over time, leading to a "new normal problem", where the distribution of normality can be changed due to the distribution shifts between training and test data. This paper highlights the prevalence of the new normal problem in unsupervised time-series anomaly detection studies. To tackle this issue, we propose a simple yet effective test-time adaptation strategy based on trend estimation and a self-supervised approach to learning new normalities during inference. Extensive experiments on real-world benchmarks demonstrate that incorporating the proposed strategy into the anomaly detector consistently improves the model's performances compared to the existing baselines, leading to robustness to the distribution shifts.

Nan Jiang, Yexiang Xue

Symbolic regression, as one of the most crucial tasks in AI for science, discovers governing equations from experimental data. Popular approaches based on genetic programming, Monte Carlo tree search, or deep reinforcement learning learn symbolic regression from a fixed dataset. These methods require massive datasets and long training time especially when learning complex equations involving many variables. Recently, Control Variable Genetic Programming (CVGP) has been introduced which accelerates the regression process by discovering equations from designed control variable experiments. However, the set of experiments is fixed a-priori in CVGP and we observe that sub-optimal selection of experiment schedules delay the discovery process significantly. To overcome this limitation, we propose Racing Control Variable Genetic Programming (Racing-CVGP), which carries out multiple experiment schedules simultaneously. A selection scheme similar to that used in selecting good symbolic equations in the genetic programming process is implemented to ensure that promising experiment schedules eventually win over the average ones. The unfavorable schedules are terminated early to save time for the promising ones. We evaluate Racing-CVGP on several synthetic and real-world datasets corresponding to true physics laws. We demonstrate that Racing-CVGP outperforms CVGP and a series of symbolic regressors which discover equations from fixed datasets.

Qihe Huang, Lei Shen, Ruixin Zhang, Jiahuan Cheng, Shouhong Ding, Zhengyang Zhou, Yang Wang

Multivariate time series (MTS) prediction has been widely adopted in various scenarios. Recently, some methods have employed patching to enhance local semantics and improve model performance. However, length-fixed patch are prone to losing temporal boundary information, such as complete peaks and periods. Moreover, existing methods mainly focus on modeling long-term dependencies across patches, while paying little attention to other dimensions (e.g., short-term dependencies within patches and complex interactions among cross-variavle patches). To address these challenges, we propose a pure MLP-based HDMixer, aiming to acquire patches with richer semantic information and efficiently modeling hierarchical interactions. Specifically, we design a Length-Extendable Patcher (LEP) tailored to MTS, which enriches the boundary information of patches and alleviates semantic incoherence in series. Subsequently, we devise a Hierarchical Dependency Explorer (HDE) based on pure MLPs. This explorer effectively models short-term dependencies within patches, long-term dependencies across patches, and complex interactions among variables. Extensive experiments on 9 real-world datasets demonstrate the superiority of our approach. The code is available at https://github.com/hqh0728/HDMixer.

Hao Huang, Tapan Shah, Scott Evans, Shinjae Yoo

Efficiently processing time series data streams in real-time on resource-constrained devices offers significant advantages in terms of enhanced computational energy efficiency and reduced time-related risks. We introduce an innovative streaming time series classification network that utilizes attentive power iteration, enabling real-time processing on resource-constrained devices. Our model continuously updates a compact representation of the entire time series, enhancing classification accuracy while conserving energy and processing time. Notably, it excels in streaming scenarios without requiring complete time series access, enabling swift decisions. Experimental results show that our approach excels in classification accuracy and energy efficiency, with over 70% less consumption and threefold faster task completion than benchmarks. This work advances real-time responsiveness, energy conservation, and operational effectiveness for constrained devices, contributing to optimizing various applications.

Shibo Feng, Chunyan Miao, Zhong Zhang, Peilin Zhao

The probability prediction of multivariate time series is a notoriously challenging but practical task. This research proposes to condense high-dimensional multivariate time series forecasting into a problem of latent space time series generation, to improve the expressiveness of each timestamp and make forecasting more manageable. To solve the problem that the existing work is hard to extend to high-dimensional multivariate time series, we present a latent multivariate time series diffusion framework called Latent Diffusion Transformer (LDT), which consists of a symmetric statistics-aware autoencoder and a diffusion-based conditional generator, to implement this idea. Through careful design, the time series autoencoder can compress multivariate timestamp patterns into a concise latent representation by considering dynamic statistics. Then, the diffusion-based conditional generator is able to efficiently generate realistic multivariate timestamp values on a continuous latent space under a novel self-conditioning guidance which is modeled in a non-autoregressive way. Extensive experiments demonstrate that our model achieves state-of-the-art performance on many popular high-dimensional multivariate time series datasets.

Deividas Eringis, John Leth, Zheng-Hua Tan, Rafael Wisniewski, Mihály Petreczky

In this paper, we derive a PAC-Bayes bound on the generalisation gap, in a supervised time-series setting for a special class of discrete-time non-linear dynamical systems. This class includes stable recurrent neural networks (RNN), and the motivation for this work was its application to RNNs. In order to achieve the results, we impose some stability constraints, on the allowed models. Here, stability is understood in the sense of dynamical systems. For RNNs, these stability conditions can be expressed in terms of conditions on the weights. We assume the processes involved are essentially bounded and the loss functions are Lipschitz. The proposed bound on the generalisation gap depends on the mixing coefficient of the data distribution, and the essential supremum of the data. Furthermore, the bound converges to zero as the dataset size increases. In this paper, we 1) formalize the learning problem, 2) derive a PAC-Bayesian error bound for such systems, 3) discuss various consequences of this error bound, and 4) show an illustrative example, with discussions on computing the proposed bound. Unlike other available bounds the derived bound holds for non i.i.d. data (time-series) and it does not grow with the number of steps of the RNN.

Baris Coskunuzer, Ignacio Segovia-Dominguez, Yuzhou Chen, Yulia R. Gel

Learning time-evolving objects such as multivariate time series and dynamic networks requires the development of novel knowledge representation mechanisms and neural network architectures, which allow for capturing implicit time-dependent information contained in the data. Such information is typically not directly observed but plays a key role in the learning task performance. In turn, lack of time dimension in knowledge encoding mechanisms for time-dependent data leads to frequent model updates, poor learning performance, and, as a result, subpar decision-making. Here we propose a new approach to a time-aware knowledge representation mechanism that notably focuses on implicit time-dependent topological information along multiple geometric dimensions. In particular, we propose a new approach, named Temporal MultiPersistence (TMP), which produces multidimensional topological fingerprints of the data by using the existing single parameter topological summaries. The main idea behind TMP is to merge the two newest directions in topological representation learning, that is, multi-persistence which simultaneously describes data shape evolution along multiple key parameters, and zigzag persistence to enable us to extract the most salient data shape information over time. We derive theoretical guarantees of TMP vectorizations and show its utility, in application to forecasting on benchmark traffic flow, Ethereum blockchain, and electrocardiogram datasets, demonstrating the competitive performance, especially, in scenarios of limited data records. In addition, our TMP method improves the computational efficiency of the state-of-the-art multipersistence summaries up to 59.5 times.

Woojin Cho, Seunghyeon Cho, Hyundong Jin, Jinsung Jeon, Kookjin Lee, Sanghyun Hong, Dongeun Lee, Jonghyun Choi, Noseong Park

Neural ordinary differential equations (NODEs), one of the most influential works of the differential equation-based deep learning, are to continuously generalize residual networks and opened a new field. They are currently utilized for various downstream tasks, e.g., image classification, time series classification, image generation, etc. Its key part is how to model the time-derivative of the hidden state, denoted dh(t)/dt. People have habitually used conventional neural network architectures, e.g., fully-connected layers followed by non-linear activations. In this paper, however, we present a neural operator-based method to define the time-derivative term. Neural operators were initially proposed to model the differential operator of partial differential equations (PDEs). Since the time-derivative of NODEs can be understood as a special type of the differential operator, our proposed method, called branched Fourier neural operator (BFNO), makes sense. In our experiments with general downstream tasks, our method significantly outperforms existing methods.

Yuxiao Cheng, Lianglong Li, Tingxiong Xiao, Zongren Li, Jinli Suo, Kunlun He, Qionghai Dai

Causal discovery in time-series is a fundamental problem in the machine learning community, enabling causal reasoning and decision-making in complex scenarios. Recently, researchers successfully discover causality by combining neural networks with Granger causality, but their performances degrade largely when encountering high-dimensional data because of the highly redundant network design and huge causal graphs. Moreover, the missing entries in the observations further hamper the causal structural learning. To overcome these limitations, We propose CUTS+, which is built on the Granger-causality-based causal discovery method CUTS and raises the scalability by introducing a technique called Coarse-to-fine-discovery (C2FD) and leveraging a message-passing-based graph neural network (MPGNN). Compared to previous methods on simulated, quasi-real, and real datasets, we show that CUTS+ largely improves the causal discovery performance on high-dimensional data with different types of irregular sampling.

Liangwei Chen, Xiren Zhou, Huanhuan Chen

With the rapid growth of audio data, there's a pressing need for automatic audio classification. As a type of time-series data, audio exhibits waveform fluctuations in both the time and frequency domains that evolve over time, with similar instances sharing consistent patterns. This study introduces the Audio Scanning Network (ASNet), designed to leverage abundant information for achieving stable and effective audio classification. ASNet captures real-time changes in audio waveforms across both time and frequency domains through reservoir computing, supported by Reservoir Kernel Canonical Correlation Analysis (RKCCA) to explore correlations between time-domain and frequency-domain waveform fluctuations. This innovative approach empowers ASNet to comprehensively capture the changes and inherent correlations within the audio waveform, and without the need for time-consuming iterative training. Instead of converting audio into spectrograms, ASNet directly utilizes audio feature sequences to uncover associations between time and frequency fluctuations. Experiments on environmental sound and music genre classification tasks demonstrate ASNet's comparable performance to state-of-the-art methods.

Wanlin Cai, Yuxuan Liang, Xianggen Liu, Jianshuai Feng, Yuankai Wu

Multivariate time series forecasting poses an ongoing challenge across various disciplines. Time series data often exhibit diverse intra-series and inter-series correlations, contributing to intricate and interwoven dependencies that have been the focus of numerous studies. Nevertheless, a significant research gap remains in comprehending the varying inter-series correlations across different time scales among multiple time series, an area that has received limited attention in the literature. To bridge this gap, this paper introduces MSGNet, an advanced deep learning model designed to capture the varying inter-series correlations across multiple time scales using frequency domain analysis and adaptive graph convolution. By leveraging frequency domain analysis, MSGNet effectively extracts salient periodic patterns and decomposes the time series into distinct time scales. The model incorporates a self-attention mechanism to capture intra-series dependencies, while introducing an adaptive mixhop graph convolution layer to autonomously learn diverse inter-series correlations within each time scale. Extensive experiments are conducted on several real-world datasets to showcase the effectiveness of MSGNet. Furthermore, MSGNet possesses the ability to automatically learn explainable multi-scale inter-series correlations, exhibiting strong generalization capabilities even when applied to out-of-distribution samples.

Svenja M. Griesbach, Martin Hoefer, Max Klimm, Tim Koglin

We study a novel approach to information design in the standard traffic model of network congestion games. It captures the natural condition that the demand is unknown to the users of the network. A principal (e.g., a mobility service) commits to a signaling strategy, observes the realized demand and sends a (public) signal to agents (i.e., users of the network). Based on the induced belief about the demand, the users then form an equilibrium. We consider the algorithmic goal of the principal: Compute a signaling scheme that minimizes the expected total cost of the induced equilibrium. We concentrate on single-commodity networks and affine cost functions, for which we obtain the following results. First, we devise a fully polynomial-time approximation scheme (FPTAS) for the case that the demand can only take two values. It relies on several structural properties of the cost of the induced equilibrium as a function of the updated belief about the distribution of demands. We show that this function is piecewise linear for any number of demands, and monotonic for two demands. Second, we give a complete characterization of the graph structures for which it is optimal to fully reveal the information about the realized demand. This signaling scheme turns out to be optimal for all cost functions and probability distributions over demands if and only if the graph is series-parallel. Third, we propose an algorithm that computes the optimal signaling scheme for any number of demands whose time complexity is polynomial in the number of supports that occur in a Wardrop equilibrium for some demand. Finally, we conduct a computational study that tests this algorithm on real-world instances.

Fan Zhou, Chen Pan, Lintao Ma, Yu Liu, Siqiao Xue, James Zhang, Jun Zhou, Hongyuan Mei, Weitao Lin, Zi Zhuang 等

Time series forecasts of different temporal granularity are widely used in real-world applications, e.g., sales prediction in days and weeks for making different inventory plans. However, these tasks are usually solved separately without ensuring coherence, which is crucial for aligning downstream decisions. Previous works mainly focus on ensuring coherence with some straightforward methods, e.g., aggregation from the forecasts of fine granularity to the coarse ones, and allocation from the coarse granularity to the fine ones. These methods merely take the temporal hierarchical structure to maintain coherence without improving the forecasting accuracy. In this paper, we propose a novel granularity message-passing mechanism (GMP) that leverages temporal hierarchy information to improve forecasting performance and also utilizes an adaptive reconciliation (AR) strategy to maintain coherence without performance loss. Furthermore, we introduce an optimization module to achieve task-based targets while adhering to more real-world constraints. Experiments on real-world datasets demonstrate that our framework (GMP-AR) achieves superior performances on temporal hierarchical forecasting tasks compared to state-of-the-art methods. In addition, our framework has been successfully applied to a real-world task of payment traffic management in Alipay by integrating with the task-based optimization module.

Hongjie Xia, Huijie Ao, Long Li, Yu Liu, Sen Liu, Guangnan Ye, Hongfeng Chai

Quantitative stock selection is one of the most challenging FinTech tasks due to the non-stationary dynamics and complex market dependencies. Existing studies rely on channel mixing methods, exacerbating the issue of distribution shift in financial time series. Additionally, complex model structures they build make it difficult to handle very long sequences. Furthermore, most of them are based on predefined stock relationships thus making it difficult to capture the dynamic and highly volatile stock markets. To address the above issues, in this paper, we propose Channel-Independent based Spatio-Temporal Hypergraph Pre-trained Attention Networks (CI-STHPAN), a two-stage framework for stock selection, involving Transformer and HGAT based stock time series self-supervised pre-training and stock-ranking based downstream task fine-tuning. We calculate the similarity of stock time series of different channel in dynamic intervals based on Dynamic Time Warping (DTW), and further construct channel-independent stock dynamic hypergraph based on the similarity. Experiments with NASDAQ and NYSE markets data over five years show that our framework outperforms SOTA approaches in terms of investment return ratio (IRR) and Sharpe ratio (SR). Additionally, we find that even without introducing graph information, self-supervised learning based on the vanilla Transformer Encoder also surpasses SOTA results. Notable improvements are gained on the NYSE market. It is mainly attributed to the improvement of fine-tuning approach on Information Coefficient (IC) and Information Ratio based IC (ICIR), indicating that the fine-tuning method enhances the accuracy and stability of the model prediction.

Binwu Wang, Pengkun Wang, Yudong Zhang, Xu Wang, Zhengyang Zhou, Lei Bai, Yang Wang

With the progress of urban transportation systems, a significant amount of high-quality traffic data is continuously collected through streaming manners, which has propelled the prosperity of the field of spatial-temporal graph prediction. In this paper, rather than solely focusing on designing powerful models for static graphs, we shift our focus to spatial-temporal graph prediction in the dynamic scenario, which involves a continuously expanding and evolving underlying graph. To address inherent challenges, a decoupled learning framework (DLF) is proposed in this paper, which consists of a spatial-temporal graph learning network (DSTG) with a specialized decoupling training strategy. Incorporating inductive biases of time-series structures, DSTG can interpret time dependencies into latent trend and seasonal terms. To enable prompt adaptation to the evolving distribution of the dynamic graph, our decoupling training strategy is devised to iteratively update these two types of patterns. Specifically, for learning seasonal patterns, we conduct thorough training for the model using a long time series (e.g., three months of data). To enhance the learning ability of the model, we also introduce the masked auto-encoding mechanism. During this period, we frequently update trend patterns to expand new information from dynamic graphs. Considering both effectiveness and efficiency, we develop a subnet sampling strategy to select a few representative nodes for fine-tuning the weights of the model. These sampled nodes cover unseen patterns and previously learned patterns. Experiments on dynamic spatial-temporal graph datasets further demonstrate the competitive performance, superior efficiency, and strong scalability of the proposed framework.

Jihyeon Seong, Jungmin Kim, Jaesik Choi

In Time Series Classification (TSC), temporal pooling methods that consider sequential information have been proposed. However, we found that each temporal pooling has a distinct mechanism, and can perform better or worse depending on time series data. We term this fixed pooling mechanism a single perspective of temporal poolings. In this paper, we propose a novel temporal pooling method with diverse perspective learning: Selection over Multiple Temporal Poolings (SoM-TP). SoM-TP dynamically selects the optimal temporal pooling among multiple methods for each data by attention. The dynamic pooling selection is motivated by the ensemble concept of Multiple Choice Learning (MCL), which selects the best among multiple outputs. The pooling selection by SoM-TP's attention enables a non-iterative pooling ensemble within a single classifier. Additionally, we define a perspective loss and Diverse Perspective Learning Network (DPLN). The loss works as a regularizer to reflect all the pooling perspectives from DPLN. Our perspective analysis using Layer-wise Relevance Propagation (LRP) reveals the limitation of a single perspective and ultimately demonstrates diverse perspective learning of SoM-TP. We also show that SoM-TP outperforms CNN models based on other temporal poolings and state-of-the-art models in TSC with extensive UCR/UEA repositories.

Furong Peng, Jiachen Luo, Xuan Lu, Sheng Wang, Feijiang Li

Most deep learning-based time series clustering models concentrate on data representation in a separate process from clustering. This leads to that clustering loss cannot guide feature extraction. Moreover, most methods solely analyze data from the temporal domain, disregarding the potential within the frequency domain. To address these challenges, we introduce a novel end-to-end Cross-Domain Contrastive learning model for time series Clustering (CDCC). Firstly, it integrates the clustering process and feature extraction using contrastive constraints at both cluster-level and instance-level. Secondly, the data is encoded simultaneously in both temporal and frequency domains, leveraging contrastive learning to enhance within-domain representation. Thirdly, cross-domain constraints are proposed to align the latent representations and category distribution across domains. With the above strategies, CDCC not only achieves end-to-end output but also effectively integrates frequency domains. Extensive experiments and visualization analysis are conducted on 40 time series datasets from UCR, demonstrating the superior performance of the proposed model.

Poonam Goyal, Arshveer Kaur, Arvind Ram, Navneet Goyal

Satellite data bolstered by their increasing accessibility is leading to many endeavors of automated monitoring of the earth's surface for various applications. Such applications demand high spatial resolution images at a temporal resolution of a few days which entails the challenge of processing a huge volume of image time series data. To overcome this computing bottleneck, we present PatchNet, a bespoke adaptation of beam search and attention mechanism. PatchNet is an automated patch selection neural network that requires only a partial spatial traversal of an image time series and yet achieves impressive results. Satellite systems face a trade-off between spatial and temporal resolutions due to budget/technical constraints e.g., Landsat-8/9 or Sentinel-2 have high spatial resolution whereas, MODIS has high temporal resolution. To deal with the limitation of coarse temporal resolution, we propose FuSITSNet, a twofold feature-based generic fusion model with multimodal learning in a contrastive setting. It produces a learned representation after fusion of two satellite image time series leveraging finer spatial resolution of Landsat and finer temporal resolution of MODIS. The patch alignment module of FuSITSNet aligns the PatchNet processed patches of Landsat-8 with the corresponding MODIS regions to incorporate its finer resolution temporal features. The untraversed patches are handled by the cross-modality attention which highlights additional hot spot features from the two modalities. We conduct extensive experiments on more than 2000 counties of US for crop yield, snow cover, and solar energy prediction and show that even one-fourth spatial processing of image time series produces state-of-the-art results. FuSITSNet outperforms the predictions of single modality and data obtained using existing generative fusion models and allows for monitoring of dynamic phenomena using freely accessible images, thereby unlocking new opportunities.

Shunran Zhang, Xiubo Zhang, Tsz Nam Chan, Shenghui Zhang, Leong Hou U

Learning-based point cloud completion tasks have shown potential in various critical tasks, such as object detection, assignment, and registration. However, accurately and efficiently quantifying the shape error between the predicted point clouds generated by networks and the ground truth remains challenging. While EMD-based loss functions excel in shape detail and perceived density distribution, their approach can only yield results with significant discrepancies from the actual EMD within a tolerable training time. To address these challenges, we first propose the initial price based on the auction algorithm, reducing the number of iterations required for the algorithm while ensuring the correctness of the assignment results. We then introduce an algorithm to compute the initial price through a successive shortest path and the Euclidean information between its nodes. Finally, we adopt a series of optimization strategies to speed up the algorithm and offer an EMD approximation scheme for point cloud problems that balances time loss and computational accuracy based on point cloud data characteristics. Our experimental results confirm that our algorithm achieves the smallest gap with the real EMD within an acceptable time range and yields the best results in end-to-end training.