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Last update: 2024-07-23

Time Series

Title Date Abstract Comment
Nonlinear Schrödinger Network 2024-07-19
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Deep neural networks (DNNs) have achieved exceptional performance across various fields by learning complex nonlinear mappings from large-scale datasets. However, they encounter challenges such as high computational costs and limited interpretability. To address these issues, hybrid approaches that integrate physics with AI are gaining interest. This paper introduces a novel physics-based AI model called the "Nonlinear Schr"odinger Network", which treats the Nonlinear Schr"odinger Equation (NLSE) as a general-purpose trainable model for learning complex patterns including nonlinear mappings and memory effects from data. Existing physics-informed machine learning methods use neural networks to approximate the solutions of partial differential equations (PDEs). In contrast, our approach directly treats the PDE as a trainable model to obtain general nonlinear mappings that would otherwise require neural networks. As a physics-inspired approach, it offers a more interpretable and parameter-efficient alternative to traditional black-box neural networks, achieving comparable or better accuracy in time series classification tasks while significantly reducing the number of required parameters. Notably, the trained Nonlinear Schr"odinger Network is interpretable, with all parameters having physical meanings as properties of a virtual physical system that transforms the data to a more separable space. This interpretability allows for insight into the underlying dynamics of the data transformation process. Applications to time series forecasting have also been explored. While our current implementation utilizes the NLSE, the proposed method of using physics equations as trainable models to learn nonlinear mappings from data is not limited to the NLSE and may be extended to other master equations of physics.

Time series on compact spaces, with an application to dynamic modeling of relative abundance data in Ecology 2024-07-19
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Motivated by the dynamic modeling of relative abundance data in ecology, we introduce a general approach to model stationary Markovian or non Markovian time series on (relatively) compact spaces such as a hypercube, the simplex or a sphere in the Euclidean space. Our approach is based on a general construction of infinite memory models, called chains with complete connections. The two main ingredients involved in our generic construction are a parametric family of probability distributions on the state space and a map from the state space to the parameter space. Our framework encompasses Markovian models, observation-driven models and more general infinite memory models. Simple conditions ensuring the existence and uniqueness of a stationary and ergodic path are given. We then study in more details statistical inference in two time series models on the simplex, based on either a Dirichlet or a multivariate logistic-normal conditional distribution. Usefulness of our models to analyze abundance data in ecosystems is also discussed.

Wildfire Risk Prediction: A Review 2024-07-19
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Wildfires have significant impacts on global vegetation, wildlife, and humans. They destroy plant communities and wildlife habitats and contribute to increased emissions of carbon dioxide, nitrogen oxides, methane, and other pollutants. The prediction of wildfires relies on various independent variables combined with regression or machine learning methods. In this technical review, we describe the options for independent variables, data processing techniques, models, independent variables collinearity and importance estimation methods, and model performance evaluation metrics. First, we divide the independent variables into 4 aspects, including climate and meteorology conditions, socio-economical factors, terrain and hydrological features, and wildfire historical records. Second, preprocessing methods are described for different magnitudes, different spatial-temporal resolutions, and different formats of data. Third, the collinearity and importance evaluation methods of independent variables are also considered. Fourth, we discuss the application of statistical models, traditional machine learning models, and deep learning models in wildfire risk prediction. In this subsection, compared with other reviews, this manuscript particularly discusses the evaluation metrics and recent advancements in deep learning methods. Lastly, addressing the limitations of current research, this paper emphasizes the need for more effective deep learning time series forecasting algorithms, the utilization of three-dimensional data including ground and trunk fuel, extraction of more accurate historical fire point data, and improved model evaluation metrics.

tidychangepoint: a unified framework for analyzing changepoint detection in univariate time series 2024-07-19
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We present tidychangepoint, a new R package for changepoint detection analysis. tidychangepoint leverages existing packages like changepoint, GA, tsibble, and broom to provide tidyverse-compliant tools for segmenting univariate time series using various changepoint detection algorithms. In addition, tidychangepoint also provides model-fitting procedures for commonly-used parametric models, tools for computing various penalized objective functions, and graphical diagnostic displays. tidychangepoint wraps both deterministic algorithms like PELT, and also flexible, randomized, genetic algorithms that can be used with any compliant model-fitting function and any penalized objective function. By bringing all of these disparate tools together in a cohesive fashion, tidychangepoint facilitates comparative analysis of changepoint detection algorithms and models.

Bayesian Inference for High-dimensional Time Series by Latent Process Modeling 2024-07-19
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Time series data arising in many applications nowadays are high-dimensional. A large number of parameters describe features of these time series. We propose a novel approach to modeling a high-dimensional time series through several independent univariate time series, which are then orthogonally rotated and sparsely linearly transformed. With this approach, any specified intrinsic relations among component time series given by a graphical structure can be maintained at all time snapshots. We call the resulting process an Orthogonally-rotated Univariate Time series (OUT). Key structural properties of time series such as stationarity and causality can be easily accommodated in the OUT model. For Bayesian inference, we put suitable prior distributions on the spectral densities of the independent latent times series, the orthogonal rotation matrix, and the common precision matrix of the component times series at every time point. A likelihood is constructed using the Whittle approximation for univariate latent time series. An efficient Markov Chain Monte Carlo (MCMC) algorithm is developed for posterior computation. We study the convergence of the pseudo-posterior distribution based on the Whittle likelihood for the model's parameters upon developing a new general posterior convergence theorem for pseudo-posteriors. We find that the posterior contraction rate for independent observations essentially prevails in the OUT model under very mild conditions on the temporal dependence described in terms of the smoothness of the corresponding spectral densities. Through a simulation study, we compare the accuracy of estimating the parameters and identifying the graphical structure with other approaches. We apply the proposed methodology to analyze a dataset on different industrial components of the US gross domestic product between 2010 and 2019 and predict future observations.

Domain Adaptation for Industrial Time-series Forecasting via Counterfactual Inference 2024-07-19
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Industrial time-series, as a structural data responds to production process information, can be utilized to perform data-driven decision-making for effective monitoring of industrial production process. However, there are some challenges for time-series forecasting in industry, e.g., predicting few-shot caused by data shortage, and decision-confusing caused by unknown treatment policy. To cope with the problems, we propose a novel causal domain adaptation framework, Causal Domain Adaptation (CDA) forecaster to improve the performance on the interested domain with limited data (target). Firstly, we analyze the causality existing along with treatments, and thus ensure the shared causality over time. Subsequently, we propose an answer-based attention mechanism to achieve domain-invariant representation by the shared causality in both domains. Then, a novel domain-adaptation is built to model treatments and outcomes jointly training on source and target domain. The main insights are that our designed answer-based attention mechanism allows the target domain to leverage the existed causality in source time-series even with different treatments, and our forecaster can predict the counterfactual outcome of industrial time-series, meaning a guidance in production process. Compared with commonly baselines, our method on real-world and synthetic oilfield datasets demonstrates the effectiveness in across-domain prediction and the practicality in guiding production process

Reduced Data-Driven Turbulence Closure for Capturing Long-Term Statistics 2024-07-19
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We introduce a simple, stochastic, a-posteriori, turbulence closure model based on a reduced subgrid scale term. This subgrid scale term is tailor-made to capture the statistics of a small set of spatially-integrate quantities of interest (QoIs), with only one unresolved scalar time series per QoI. In contrast to other data-driven surrogates the dimension of the ``learning problem" is reduced from an evolving field to one scalar time series per QoI. We use an a-posteriori, nudging approach to find the distribution of the scalar series over time. This approach has the advantage of taking the interaction between the solver and the surrogate into account. A stochastic surrogate parametrization is obtained by random sampling from the found distribution for the scalar time series. Compared to an a-priori trained convolutional neural network, evaluating the new method is computationally much cheaper and gives similar long-term statistics.

19 pa...

19 pages, 15 figures, submitted to Elsevier

Time Series Generative Learning with Application to Brain Imaging Analysis 2024-07-19
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This paper focuses on the analysis of sequential image data, particularly brain imaging data such as MRI, fMRI, CT, with the motivation of understanding the brain aging process and neurodegenerative diseases. To achieve this goal, we investigate image generation in a time series context. Specifically, we formulate a min-max problem derived from the $f$-divergence between neighboring pairs to learn a time series generator in a nonparametric manner. The generator enables us to generate future images by transforming prior lag-k observations and a random vector from a reference distribution. With a deep neural network learned generator, we prove that the joint distribution of the generated sequence converges to the latent truth under a Markov and a conditional invariance condition. Furthermore, we extend our generation mechanism to a panel data scenario to accommodate multiple samples. The effectiveness of our mechanism is evaluated by generating real brain MRI sequences from the Alzheimer's Disease Neuroimaging Initiative. These generated image sequences can be used as data augmentation to enhance the performance of further downstream tasks, such as Alzheimer's disease detection.

45 pages
Omni-Dimensional Frequency Learner for General Time Series Analysis 2024-07-19
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Frequency domain representation of time series feature offers a concise representation for handling real-world time series data with inherent complexity and dynamic nature. However, current frequency-based methods with complex operations still fall short of state-of-the-art time domain methods for general time series analysis. In this work, we present Omni-Dimensional Frequency Learner (ODFL) model based on a in depth analysis among all the three aspects of the spectrum feature: channel redundancy property among the frequency dimension, the sparse and un-salient frequency energy distribution among the frequency dimension, and the semantic diversity among the variable dimension. Technically, our method is composed of a semantic-adaptive global filter with attention to the un-salient frequency bands and partial operation among the channel dimension. Empirical results show that ODFL achieves consistent state-of-the-art in five mainstream time series analysis tasks, including short- and long-term forecasting, imputation, classification, and anomaly detection, offering a promising foundation for time series analysis.

Deep Functional Factor Models: Forecasting High-Dimensional Functional Time Series via Bayesian Nonparametric Factorization 2024-07-18
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This paper introduces the Deep Functional Factor Model (DF2M), a Bayesian nonparametric model designed for analysis of high-dimensional functional time series. DF2M is built upon the Indian Buffet Process and the multi-task Gaussian Process, incorporating a deep kernel function that captures non-Markovian and nonlinear temporal dynamics. Unlike many black-box deep learning models, DF2M offers an explainable approach to utilizing neural networks by constructing a factor model and integrating deep neural networks within the kernel function. Additionally, we develop a computationally efficient variational inference algorithm to infer DF2M. Empirical results from four real-world datasets demonstrate that DF2M provides better explainability and superior predictive accuracy compared to conventional deep learning models for high-dimensional functional time series.

SignSpeak: Open-Source Time Series Classification for ASL Translation 2024-07-18
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The lack of fluency in sign language remains a barrier to seamless communication for hearing and speech-impaired communities. In this work, we propose a low-cost, real-time ASL-to-speech translation glove and an exhaustive training dataset of sign language patterns. We then benchmarked this dataset with supervised learning models, such as LSTMs, GRUs and Transformers, where our best model achieved 92% accuracy. The SignSpeak dataset has 7200 samples encompassing 36 classes (A-Z, 1-10) and aims to capture realistic signing patterns by using five low-cost flex sensors to measure finger positions at each time step at 36 Hz. Our open-source dataset, models and glove designs, provide an accurate and efficient ASL translator while maintaining cost-effectiveness, establishing a framework for future work to build on.

6 pag...

6 pages, 2 figures, NeurIPS

Scalable Spatiotemporal Prediction with Bayesian Neural Fields 2024-07-18
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Spatiotemporal datasets, which consist of spatially-referenced time series, are ubiquitous in many scientific and business-intelligence applications, such as air pollution monitoring, disease tracking, and cloud-demand forecasting. As modern datasets continue to increase in size and complexity, there is a growing need for new statistical methods that are flexible enough to capture complex spatiotemporal dynamics and scalable enough to handle large prediction problems. This work presents the Bayesian Neural Field (BayesNF), a domain-general statistical model for inferring rich probability distributions over a spatiotemporal domain, which can be used for data-analysis tasks including forecasting, interpolation, and variography. BayesNF integrates a novel deep neural network architecture for high-capacity function estimation with hierarchical Bayesian inference for robust uncertainty quantification. By defining the prior through a sequence of smooth differentiable transforms, posterior inference is conducted on large-scale data using variationally learned surrogates trained via stochastic gradient descent. We evaluate BayesNF against prominent statistical and machine-learning baselines, showing considerable improvements on diverse prediction problems from climate and public health datasets that contain tens to hundreds of thousands of measurements. The paper is accompanied with an open-source software package (https://github.com/google/bayesnf) that is easy-to-use and compatible with modern GPU and TPU accelerators on the JAX machine learning platform.

27 pa...

27 pages, 7 figures, 3 tables, 2 listings

Exploring Facial Biomarkers for Depression through Temporal Analysis of Action Units 2024-07-18
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Depression is characterized by persistent sadness and loss of interest, significantly impairing daily functioning and now a widespread mental disorder. Traditional diagnostic methods rely on subjective assessments, necessitating objective approaches for accurate diagnosis. Our study investigates the use of facial action units (AUs) and emotions as biomarkers for depression. We analyzed facial expressions from video data of participants classified with or without depression. Our methodology involved detailed feature extraction, mean intensity comparisons of key AUs, and the application of time series classification models. Furthermore, we employed Principal Component Analysis (PCA) and various clustering algorithms to explore the variability in emotional expression patterns. Results indicate significant differences in the intensities of AUs associated with sadness and happiness between the groups, highlighting the potential of facial analysis in depression assessment.

Temporal Representation Learning for Stock Similarities and Its Applications in Investment Management 2024-07-18
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In the era of rapid globalization and digitalization, accurate identification of similar stocks has become increasingly challenging due to the non-stationary nature of financial markets and the ambiguity in conventional regional and sector classifications. To address these challenges, we examine SimStock, a novel temporal self-supervised learning framework that combines techniques from self-supervised learning (SSL) and temporal domain generalization to learn robust and informative representations of financial time series data. The primary focus of our study is to understand the similarities between stocks from a broader perspective, considering the complex dynamics of the global financial landscape. We conduct extensive experiments on four real-world datasets with thousands of stocks and demonstrate the effectiveness of SimStock in finding similar stocks, outperforming existing methods. The practical utility of SimStock is showcased through its application to various investment strategies, such as pairs trading, index tracking, and portfolio optimization, where it leads to superior performance compared to conventional methods. Our findings empirically examine the potential of data-driven approach to enhance investment decision-making and risk management practices by leveraging the power of temporal self-supervised learning in the face of the ever-changing global financial landscape.

Tensor Factor Model Estimation by Iterative Projection 2024-07-18
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Tensor time series, which is a time series consisting of tensorial observations, has become ubiquitous. It typically exhibits high dimensionality. One approach for dimension reduction is to use a factor model structure, in a form similar to Tucker tensor decomposition, except that the time dimension is treated as a dynamic process with a time dependent structure. In this paper we introduce two approaches to estimate such a tensor factor model by using iterative orthogonal projections of the original tensor time series. These approaches extend the existing estimation procedures and improve the estimation accuracy and convergence rate significantly as proven in our theoretical investigation. Our algorithms are similar to the higher order orthogonal projection method for tensor decomposition, but with significant differences due to the need to unfold tensors in the iterations and the use of autocorrelation. Consequently, our analysis is significantly different from the existing ones. Computational and statistical lower bounds are derived to prove the optimality of the sample size requirement and convergence rate for the proposed methods. Simulation study is conducted to further illustrate the statistical properties of these estimators.

Permutation Entropy for Signal Analysis 2024-07-18
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Shannon Entropy is the preeminent tool for measuring the level of uncertainty (and conversely, information content) in a random variable. In the field of communications, entropy can be used to express the information content of given signals (represented as time series) by considering random variables which sample from specified subsequences. In this paper, we will discuss how an entropy variant, the \textit{permutation entropy} can be used to study and classify radio frequency signals in a noisy environment. The permutation entropy is the entropy of the random variable which samples occurrences of permutation patterns from time series given a fixed window length, making it a function of the distribution of permutation patterns. Since the permutation entropy is a function of the relative order of data, it is (global) amplitude agnostic and thus allows for comparison between signals at different scales. This article is intended to describe a permutation patterns approach to a data driven problem in radio frequency communications research, and includes a primer on all non-permutation pattern specific background. An empirical analysis of the methods herein on radio frequency data is included. No prior knowledge of signals analysis is assumed, and permutation pattern specific notation will be included. This article serves as a self-contained introduction to the relationship between permutation patterns, entropy, and signals analysis for studying radio frequency signals and includes results on a classification task.

Hidden Markov models with an unknown number of states and a repulsive prior on the state parameters 2024-07-18
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Hidden Markov models (HMMs) offer a robust and efficient framework for analyzing time series data, modelling both the underlying latent state progression over time and the observation process, conditional on the latent state. However, a critical challenge lies in determining the appropriate number of underlying states, often unknown in practice. In this paper, we employ a Bayesian framework, treating the number of states as a random variable and employing reversible jump Markov chain Monte Carlo to sample from the posterior distributions of all parameters, including the number of states. Additionally, we introduce repulsive priors for the state parameters in HMMs, and hence avoid overfitting issues and promote parsimonious models with dissimilar state components. We perform an extensive simulation study comparing performance of models with independent and repulsive prior distributions on the state parameters, and demonstrate our proposed framework on two ecological case studies: GPS tracking data on muskox in Antarctica and acoustic data on Cape gannets in South Africa. Our results highlight how our framework effectively explores the model space, defined by models with different latent state dimensions, while leading to latent states that are distinguished better and hence are more interpretable, enabling better understanding of complex dynamic systems.

No More Sliding-Windows: Dynamic Functional Connectivity Based On Random Convolutions Without Learning 2024-07-18
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Compared to static functional connectivity, dynamic functional connectivity provides more detailed temporal information. The traditional sliding window method constructs functional connectivity matrices by applying a moving time window across the entire time series to calculate correlations between brain regions. However, as a method of feature extraction, it exhibits significant limitations, such as the dependency of feature dimensions on the window length and the generation of features lacking information from other time points within the window. This paper presents RandCon, a novel method for calculating dynamic functional connectivity (DFC), which employs randomly generated multi-dimensional convolution kernels. This method performs convolution operations directly on the BOLD signal without the need for learning, extracting functional connectivity features. Compared to the sliding window method, RandCon shows notable improvements in performance on simulated data, particularly in terms of temporal accuracy and noise resistance. Results from real data indicate that this method maintains stability within short time windows and better identifies gender differences. Furthermore, we propose a more comprehensive theoretical framework, the multi-dimensional convolution method, where the sliding window method and its variants are specific cases of this method. The proposed method is straightforward and efficient, significantly broadening the scope of dynamic functional connectivity research and offering substantial theoretical and practical potential.

Evaluating the effect of viral news on social media engagement 2024-07-18
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This study examines Facebook and YouTube content from over a thousand news outlets in four European languages from 2018 to 2023, using a Bayesian structural time-series model to evaluate the impact of viral posts. Our results show that most viral events do not significantly increase engagement and rarely lead to sustained growth. The virality effect usually depends on the engagement trend preceding the viral post, typically reversing it. When news emerges unexpectedly, viral events enhances users' engagement, reactivating the collective response process. In contrast, when virality manifests after a sustained growth phase, it represents the final burst of that growth process, followed by a decline in attention. Moreover, quick viral effects fade faster, while slower processes lead to more persistent growth. These findings highlight the transient effect of viral events and underscore the importance of consistent, steady attention-building strategies to establish a solid connection with the user base rather than relying on sudden visibility spikes.

EnergyDiff: Universal Time-Series Energy Data Generation using Diffusion Models 2024-07-18
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High-resolution time series data are crucial for operation and planning in energy systems such as electrical power systems and heating systems. However, due to data collection costs and privacy concerns, such data is often unavailable or insufficient for downstream tasks. Data synthesis is a potential solution for this data scarcity. With the recent development of generative AI, we propose EnergyDiff, a universal data generation framework for energy time series data. EnergyDiff builds on state-of-the-art denoising diffusion probabilistic models, utilizing a proposed denoising network dedicated to high-resolution time series data and introducing a novel Marginal Calibration technique. Our extensive experimental results demonstrate that EnergyDiff achieves significant improvement in capturing temporal dependencies and marginal distributions compared to baselines, particularly at the 1-minute resolution. Additionally, EnergyDiff consistently generates high-quality time series data across diverse energy domains, time resolutions, and at both customer and transformer levels with reduced computational need.

10 pages, 8 figures
Topological Analysis of Seizure-Induced Changes in Brain Hierarchy Through Effective Connectivity 2024-07-18
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Traditional Topological Data Analysis (TDA) methods, such as Persistent Homology (PH), rely on distance measures (e.g., cross-correlation, partial correlation, coherence, and partial coherence) that are symmetric by definition. While useful for studying topological patterns in functional brain connectivity, the main limitation of these methods is their inability to capture the directional dynamics - which is crucial for understanding effective brain connectivity. We propose the Causality-Based Topological Ranking (CBTR) method, which integrates Causal Inference (CI) to assess effective brain connectivity with Hodge Decomposition (HD) to rank brain regions based on their mutual influence. Our simulations confirm that the CBTR method accurately and consistently identifies hierarchical structures in multivariate time series data. Moreover, this method effectively identifies brain regions showing the most significant interaction changes with other regions during seizures using electroencephalogram (EEG) data. These results provide novel insights into the brain's hierarchical organization and illuminate the impact of seizures on its dynamics.

Instance Selection for Dynamic Algorithm Configuration with Reinforcement Learning: Improving Generalization 2024-07-18
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Dynamic Algorithm Configuration (DAC) addresses the challenge of dynamically setting hyperparameters of an algorithm for a diverse set of instances rather than focusing solely on individual tasks. Agents trained with Deep Reinforcement Learning (RL) offer a pathway to solve such settings. However, the limited generalization performance of these agents has significantly hindered the application in DAC. Our hypothesis is that a potential bias in the training instances limits generalization capabilities. We take a step towards mitigating this by selecting a representative subset of training instances to overcome overrepresentation and then retraining the agent on this subset to improve its generalization performance. For constructing the meta-features for the subset selection, we particularly account for the dynamic nature of the RL agent by computing time series features on trajectories of actions and rewards generated by the agent's interaction with the environment. Through empirical evaluations on the Sigmoid and CMA-ES benchmarks from the standard benchmark library for DAC, called DACBench, we discuss the potentials of our selection technique compared to training on the entire instance set. Our results highlight the efficacy of instance selection in refining DAC policies for diverse instance spaces.

Higher-order Spatio-temporal Physics-incorporated Graph Neural Network for Multivariate Time Series Imputation 2024-07-18
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Exploring the missing values is an essential but challenging issue due to the complex latent spatio-temporal correlation and dynamic nature of time series. Owing to the outstanding performance in dealing with structure learning potentials, Graph Neural Networks (GNNs) and Recurrent Neural Networks (RNNs) are often used to capture such complex spatio-temporal features in multivariate time series. However, these data-driven models often fail to capture the essential spatio-temporal relationships when significant signal corruption occurs. Additionally, calculating the high-order neighbor nodes in these models is of high computational complexity. To address these problems, we propose a novel higher-order spatio-temporal physics-incorporated GNN (HSPGNN). Firstly, the dynamic Laplacian matrix can be obtained by the spatial attention mechanism. Then, the generic inhomogeneous partial differential equation (PDE) of physical dynamic systems is used to construct the dynamic higher-order spatio-temporal GNN to obtain the missing time series values. Moreover, we estimate the missing impact by Normalizing Flows (NF) to evaluate the importance of each node in the graph for better explainability. Experimental results on four benchmark datasets demonstrate the effectiveness of HSPGNN and the superior performance when combining various order neighbor nodes. Also, graph-like optical flow, dynamic graphs, and missing impact can be obtained naturally by HSPGNN, which provides better dynamic analysis and explanation than traditional data-driven models. Our code is available at https://github.com/gorgen2020/HSPGNN.

18 pa...

18 pages, 7 figures, CIKM 2024

Towards Dynamic Feature Acquisition on Medical Time Series by Maximizing Conditional Mutual Information 2024-07-18
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Knowing which features of a multivariate time series to measure and when is a key task in medicine, wearables, and robotics. Better acquisition policies can reduce costs while maintaining or even improving the performance of downstream predictors. Inspired by the maximization of conditional mutual information, we propose an approach to train acquirers end-to-end using only the downstream loss. We show that our method outperforms random acquisition policy, matches a model with an unrestrained budget, but does not yet overtake a static acquisition strategy. We highlight the assumptions and outline avenues for future work.

Prese...

Presented at the ICML 2024 Next Generation of Sequence Modeling Architectures (NGSM) Workshop

DeepClair: Utilizing Market Forecasts for Effective Portfolio Selection 2024-07-18
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Utilizing market forecasts is pivotal in optimizing portfolio selection strategies. We introduce DeepClair, a novel framework for portfolio selection. DeepClair leverages a transformer-based time-series forecasting model to predict market trends, facilitating more informed and adaptable portfolio decisions. To integrate the forecasting model into a deep reinforcement learning-driven portfolio selection framework, we introduced a two-step strategy: first, pre-training the time-series model on market data, followed by fine-tuning the portfolio selection architecture using this model. Additionally, we investigated the optimization technique, Low-Rank Adaptation (LoRA), to enhance the pre-trained forecasting model for fine-tuning in investment scenarios. This work bridges market forecasting and portfolio selection, facilitating the advancement of investment strategies.

CIKM 2024 Accepted
Not All Frequencies Are Created Equal:Towards a Dynamic Fusion of Frequencies in Time-Series Forecasting 2024-07-18
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Long-term time series forecasting is a long-standing challenge in various applications. A central issue in time series forecasting is that methods should expressively capture long-term dependency. Furthermore, time series forecasting methods should be flexible when applied to different scenarios. Although Fourier analysis offers an alternative to effectively capture reusable and periodic patterns to achieve long-term forecasting in different scenarios, existing methods often assume high-frequency components represent noise and should be discarded in time series forecasting. However, we conduct a series of motivation experiments and discover that the role of certain frequencies varies depending on the scenarios. In some scenarios, removing high-frequency components from the original time series can improve the forecasting performance, while in others scenarios, removing them is harmful to forecasting performance. Therefore, it is necessary to treat the frequencies differently according to specific scenarios. To achieve this, we first reformulate the time series forecasting problem as learning a transfer function of each frequency in the Fourier domain. Further, we design Frequency Dynamic Fusion (FreDF), which individually predicts each Fourier component, and dynamically fuses the output of different frequencies. Moreover, we provide a novel insight into the generalization ability of time series forecasting and propose the generalization bound of time series forecasting. Then we prove FreDF has a lower bound, indicating that FreDF has better generalization ability. Extensive experiments conducted on multiple benchmark datasets and ablation studies demonstrate the effectiveness of FreDF.

Accpe...

Accpeted by ACMMM2024

NIRVAR: Network Informed Restricted Vector Autoregression 2024-07-18
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High-dimensional panels of time series arise in many scientific disciplines such as neuroscience, finance, and macroeconomics. Often, co-movements within groups of the panel components occur. Extracting these groupings from the data provides a course-grained description of the complex system in question and can inform subsequent prediction tasks. We develop a novel methodology to model such a panel as a restricted vector autoregressive process, where the coefficient matrix is the weighted adjacency matrix of a stochastic block model. This network time series model, which we call the Network Informed Restricted Vector Autoregression (NIRVAR) model, yields a coefficient matrix that has a sparse block-diagonal structure. We propose an estimation procedure that embeds each panel component in a low-dimensional latent space and clusters the embedded points to recover the blocks of the coefficient matrix. Crucially, the method allows for network-based time series modelling when the underlying network is unobserved. We derive the bias, consistency and asymptotic normality of the NIRVAR estimator. Simulation studies suggest that the NIRVAR estimated embedded points are Gaussian distributed around the ground truth latent positions. On three applications to finance, macroeconomics, and transportation systems, NIRVAR outperforms competing factor and network time series models in terms of out-of-sample prediction.

26 pages
Sortability of Time Series Data 2024-07-18
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Evaluating the performance of causal discovery algorithms that aim to find causal relationships between time-dependent processes remains a challenging topic. In this paper, we show that certain characteristics of datasets, such as varsortability (Reisach et al. 2021) and $R^2$-sortability (Reisach et al. 2023), also occur in datasets for autocorrelated stationary time series. We illustrate this empirically using four types of data: simulated data based on SVAR models and Erd\H{o}s-R'enyi graphs, the data used in the 2019 causality-for-climate challenge (Runge et al. 2019), real-world river stream datasets, and real-world data generated by the Causal Chamber of (Gamella et al. 2024). To do this, we adapt var- and $R^2$-sortability to time series data. We also investigate the extent to which the performance of score-based causal discovery methods goes hand in hand with high sortability. Arguably, our most surprising finding is that the investigated real-world datasets exhibit high varsortability and low $R^2$-sortability indicating that scales may carry a significant amount of causal information.

Contr...

Contribution for the Causal Inference for Time Series Data Workshop at the 40th Conference on Uncertainty in Artificial Intelligence (CI4TS 2024)

Dynamic Dimension Wrapping (DDW) Algorithm: A Novel Approach for Efficient Cross-Dimensional Search in Dynamic Multidimensional Spaces 2024-07-18
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In the real world, as the complexity of optimization problems continues to increase, there is an urgent need to research more efficient optimization methods. Current optimization algorithms excel in solving problems with a fixed number of dimensions. However, their efficiency in searching dynamic multi-dimensional spaces is unsatisfactory. In response to the challenge of cross-dimensional search in multi-dimensional spaces with varying numbers of dimensions, this study proposes a new optimization algorithm-Dynamic Dimension Wrapping (DDW) algorithm. Firstly, by utilizing the Dynamic Time Warping (DTW) algorithm and Euclidean distance, a mapping relationship between different time series across dimensions is established, thus creating a fitness function suitable for dimensionally dynamic multi-dimensional space. Additionally, DDW introduces a novel, more efficient cross-dimensional search mechanism for dynamic multidimensional spaces. Finally, through comparative tests with 31 optimization algorithms in dynamic multidimensional space search, the results demonstrate that DDW exhibits outstanding search efficiency and provides search results closest to the actual optimal solution.

Deep Time Series Models: A Comprehensive Survey and Benchmark 2024-07-18
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Time series, characterized by a sequence of data points arranged in a discrete-time order, are ubiquitous in real-world applications. Different from other modalities, time series present unique challenges due to their complex and dynamic nature, including the entanglement of nonlinear patterns and time-variant trends. Analyzing time series data is of great significance in real-world scenarios and has been widely studied over centuries. Recent years have witnessed remarkable breakthroughs in the time series community, with techniques shifting from traditional statistical methods to advanced deep learning models. In this paper, we delve into the design of deep time series models across various analysis tasks and review the existing literature from two perspectives: basic modules and model architectures. Further, we develop and release Time Series Library (TSLib) as a fair benchmark of deep time series models for diverse analysis tasks, which implements 24 mainstream models, covers 30 datasets from different domains, and supports five prevalent analysis tasks. Based on TSLib, we thoroughly evaluate 12 advanced deep time series models on different tasks. Empirical results indicate that models with specific structures are well-suited for distinct analytical tasks, which offers insights for research and adoption of deep time series models. Code is available at https://github.com/thuml/Time-Series-Library.

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NODER: Image Sequence Regression Based on Neural Ordinary Differential Equations 2024-07-18
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Regression on medical image sequences can capture temporal image pattern changes and predict images at missing or future time points. However, existing geodesic regression methods limit their regression performance by a strong underlying assumption of linear dynamics, while diffusion-based methods have high computational costs and lack constraints to preserve image topology. In this paper, we propose an optimization-based new framework called NODER, which leverages neural ordinary differential equations to capture complex underlying dynamics and reduces its high computational cost of handling high-dimensional image volumes by introducing the latent space. We compare our NODER with two recent regression methods, and the experimental results on ADNI and ACDC datasets demonstrate that our method achieves the state-of-the-art performance in 3D image regression. Our model needs only a couple of images in a sequence for prediction, which is practical, especially for clinical situations where extremely limited image time series are available for analysis. Our source code is available at https://github.com/ZedKing12138/NODER-pytorch.

MICCAI2024
Disturbance Observer for Estimating Coupled Disturbances 2024-07-18
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High-precision control for nonlinear systems is impeded by the low-fidelity dynamical model and external disturbance. Especially, the intricate coupling between internal uncertainty and external disturbance is usually difficult to be modeled explicitly. Here we show an effective and convergent algorithm enabling accurate estimation of the coupled disturbance via combining control and learning philosophies. Specifically, by resorting to Chebyshev series expansion, the coupled disturbance is firstly decomposed into an unknown parameter matrix and two known structures depending on system state and external disturbance respectively. A Regularized Least Squares (RLS) algorithm is subsequently formalized to learn the parameter matrix by using historical time-series data. Finally, a higher-order disturbance observer (HODO) is developed to achieve a high-precision estimation of the coupled disturbance by utilizing the learned portion. The efficiency of the proposed algorithm is evaluated through extensive simulations. We believe this work can offer a new option to merge learning schemes into the control framework for addressing existing intractable control problems.

8 pages, 3 figures
Revisiting Attention for Multivariate Time Series Forecasting 2024-07-18
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Current Transformer methods for Multivariate Time-Series Forecasting (MTSF) are all based on the conventional attention mechanism. They involve sequence embedding and performing a linear projection of Q, K, and V, and then computing attention within this latent space. We have never delved into the attention mechanism to explore whether such a mapping space is optimal for MTSF. To investigate this issue, this study first proposes Frequency Spectrum attention (FSatten), a novel attention mechanism based on the frequency domain space. It employs the Fourier transform for embedding and introduces Multi-head Spectrum Scaling (MSS) to replace the conventional linear mapping of Q and K. FSatten can accurately capture the periodic dependencies between sequences and outperform the conventional attention without changing mainstream architectures. We further design a more general method dubbed Scaled Orthogonal attention (SOatten). We propose an orthogonal embedding and a Head-Coupling Convolution (HCC) based on the neighboring similarity bias to guide the model in learning comprehensive dependency patterns. Experiments show that FSatten and SOatten surpass the SOTA which uses conventional attention, making it a good alternative as a basic attention mechanism for MTSF. The codes and log files will be released at: https://github.com/Joeland4/FSatten-SOatten.

Robust Multivariate Time Series Forecasting against Intra- and Inter-Series Transitional Shift 2024-07-18
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The non-stationary nature of real-world Multivariate Time Series (MTS) data presents forecasting models with a formidable challenge of the time-variant distribution of time series, referred to as distribution shift. Existing studies on the distribution shift mostly adhere to adaptive normalization techniques for alleviating temporal mean and covariance shifts or time-variant modeling for capturing temporal shifts. Despite improving model generalization, these normalization-based methods often assume a time-invariant transition between outputs and inputs but disregard specific intra-/inter-series correlations, while time-variant models overlook the intrinsic causes of the distribution shift. This limits model expressiveness and interpretability of tackling the distribution shift for MTS forecasting. To mitigate such a dilemma, we present a unified Probabilistic Graphical Model to Jointly capturing intra-/inter-series correlations and modeling the time-variant transitional distribution, and instantiate a neural framework called JointPGM for non-stationary MTS forecasting. Specifically, JointPGM first employs multiple Fourier basis functions to learn dynamic time factors and designs two distinct learners: intra-series and inter-series learners. The intra-series learner effectively captures temporal dynamics by utilizing temporal gates, while the inter-series learner explicitly models spatial dynamics through multi-hop propagation, incorporating Gumbel-softmax sampling. These two types of series dynamics are subsequently fused into a latent variable, which is inversely employed to infer time factors, generate final prediction, and perform reconstruction. We validate the effectiveness and efficiency of JointPGM through extensive experiments on six highly non-stationary MTS datasets, achieving state-of-the-art forecasting performance of MTS forecasting.

19 pages, 11 figures
Latent Gaussian dynamic factor modeling and forecasting for multivariate count time series 2024-07-18
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This work considers estimation and forecasting in a multivariate, possibly high-dimensional count time series model constructed from a transformation of a latent Gaussian dynamic factor series. The estimation of the latent model parameters is based on second-order properties of the count and underlying Gaussian time series, yielding estimators of the underlying covariance matrices for which standard principal component analysis applies. Theoretical consistency results are established for the proposed estimation, building on certain concentration results for the models of the type considered. They also involve the memory of the latent Gaussian process, quantified through a spectral gap, shown to be suitably bounded as the model dimension increases, which is of independent interest. In addition, novel cross-validation schemes are suggested for model selection. The forecasting is carried out through a particle-based sequential Monte Carlo, leveraging Kalman filtering techniques. A simulation study and an application are also considered.

Improving the Accuracy of Transaction-Based Ponzi Detection on Ethereum 2024-07-18
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The Ponzi scheme, an old-fashioned fraud, is now popular on the Ethereum blockchain, causing considerable financial losses to many crypto investors. A few Ponzi detection methods have been proposed in the literature, most of which detect a Ponzi scheme based on its smart contract source code. This contract-code-based approach, while achieving very high accuracy, is not robust because a Ponzi developer can fool a detection model by obfuscating the opcode or inventing a new profit distribution logic that cannot be detected. On the contrary, a transaction-based approach could improve the robustness of detection because transactions, unlike smart contracts, are harder to be manipulated. However, the current transaction-based detection models achieve fairly low accuracy. In this paper, we aim to improve the accuracy of the transaction-based models by employing time-series features, which turn out to be crucial in capturing the life-time behaviour a Ponzi application but were completely overlooked in previous works. We propose a new set of 85 features (22 known account-based and 63 new time-series features), which allows off-the-shelf machine learning algorithms to achieve up to 30% higher F1-scores compared to existing works.

17 pa...

17 pages, 9 figures, 4 tables

Tree semantic segmentation from aerial image time series 2024-07-18
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Earth's forests play an important role in the fight against climate change, and are in turn negatively affected by it. Effective monitoring of different tree species is essential to understanding and improving the health and biodiversity of forests. In this work, we address the challenge of tree species identification by performing semantic segmentation of trees using an aerial image dataset spanning over a year. We compare models trained on single images versus those trained on time series to assess the impact of tree phenology on segmentation performances. We also introduce a simple convolutional block for extracting spatio-temporal features from image time series, enabling the use of popular pretrained backbones and methods. We leverage the hierarchical structure of tree species taxonomy by incorporating a custom loss function that refines predictions at three levels: species, genus, and higher-level taxa. Our findings demonstrate the superiority of our methodology in exploiting the time series modality and confirm that enriching labels using taxonomic information improves the semantic segmentation performance.

19 pa...

19 pages, 8 figures, 4 tables. . Preprint under review

CE-NAS: An End-to-End Carbon-Efficient Neural Architecture Search Framework 2024-07-18
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This work presents a novel approach to neural architecture search (NAS) that aims to increase carbon efficiency for the model design process. The proposed framework CE-NAS addresses the key challenge of high carbon cost associated with NAS by exploring the carbon emission variations of energy and energy differences of different NAS algorithms. At the high level, CE-NAS leverages a reinforcement-learning agent to dynamically adjust GPU resources based on carbon intensity, predicted by a time-series transformer, to balance energy-efficient sampling and energy-intensive evaluation tasks. Furthermore, CE-NAS leverages a recently proposed multi-objective optimizer to effectively reduce the NAS search space. We demonstrate the efficacy of CE-NAS in lowering carbon emissions while achieving SOTA results for both NAS datasets and open-domain NAS tasks. For example, on the HW-NasBench dataset, CE-NAS reduces carbon emissions by up to 7.22X while maintaining a search efficiency comparable to vanilla NAS. For open-domain NAS tasks, CE-NAS achieves SOTA results with 97.35% top-1 accuracy on CIFAR-10 with only 1.68M parameters and a carbon consumption of 38.53 lbs of CO2. On ImageNet, our searched model achieves 80.6% top-1 accuracy with a 0.78 ms TensorRT latency using FP16 on NVIDIA V100, consuming only 909.86 lbs of CO2, making it comparable to other one-shot-based NAS baselines.

arXiv...

arXiv admin note: text overlap with arXiv:2307.04131

Pre-Trained Foundation Model representations to uncover Breathing patterns in Speech 2024-07-17
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The process of human speech production involves coordinated respiratory action to elicit acoustic speech signals. Typically, speech is produced when air is forced from the lungs and is modulated by the vocal tract, where such actions are interspersed by moments of breathing in air (inhalation) to refill the lungs again. Respiratory rate (RR) is a vital metric that is used to assess the overall health, fitness, and general well-being of an individual. Existing approaches to measure RR (number of breaths one takes in a minute) are performed using specialized equipment or training. Studies have demonstrated that machine learning algorithms can be used to estimate RR using bio-sensor signals as input. Speech-based estimation of RR can offer an effective approach to measure the vital metric without requiring any specialized equipment or sensors. This work investigates a machine learning based approach to estimate RR from speech segments obtained from subjects speaking to a close-talking microphone device. Data were collected from N=26 individuals, where the groundtruth RR was obtained through commercial grade chest-belts and then manually corrected for any errors. A convolutional long-short term memory network (Conv-LSTM) is proposed to estimate respiration time-series data from the speech signal. We demonstrate that the use of pre-trained representations obtained from a foundation model, such as Wav2Vec2, can be used to estimate respiration-time-series with low root-mean-squared error and high correlation coefficient, when compared with the baseline. The model-driven time series can be used to estimate $RR$ with a low mean absolute error (MAE) ~ 1.6 breaths/min.

8 pag...

8 pages, 6 figures, BioKDD workshop paper

Retrieval-Enhanced Machine Learning: Synthesis and Opportunities 2024-07-17
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In the field of language modeling, models augmented with retrieval components have emerged as a promising solution to address several challenges faced in the natural language processing (NLP) field, including knowledge grounding, interpretability, and scalability. Despite the primary focus on NLP, we posit that the paradigm of retrieval-enhancement can be extended to a broader spectrum of machine learning (ML) such as computer vision, time series prediction, and computational biology. Therefore, this work introduces a formal framework of this paradigm, Retrieval-Enhanced Machine Learning (REML), by synthesizing the literature in various domains in ML with consistent notations which is missing from the current literature. Also, we found that while a number of studies employ retrieval components to augment their models, there is a lack of integration with foundational Information Retrieval (IR) research. We bridge this gap between the seminal IR research and contemporary REML studies by investigating each component that comprises the REML framework. Ultimately, the goal of this work is to equip researchers across various disciplines with a comprehensive, formally structured framework of retrieval-enhanced models, thereby fostering interdisciplinary future research.

Learning-assisted Stochastic Capacity Expansion Planning: A Bayesian Optimization Approach 2024-07-17
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Solving large-scale capacity expansion problems (CEPs) is central to cost-effective decarbonization of regional-scale energy systems. To ensure the intended outcomes of CEPs, modeling uncertainty due to weather-dependent variable renewable energy (VRE) supply and energy demand becomes crucially important. However, the resulting stochastic optimization models are often less computationally tractable than their deterministic counterparts. Here, we propose a learning-assisted approximate solution method to tractably solve two-stage stochastic CEPs. Our method identifies low-cost planning decisions by constructing and solving a sequence of tractable temporally aggregated surrogate problems. We adopt a Bayesian optimization approach to searching the space of time series aggregation hyperparameters and compute approximate solutions that minimize costs on a validation set of supply-demand projections. Importantly, we evaluate solved planning outcomes on a held-out set of test projections. We apply our approach to generation and transmission expansion planning for a joint power-gas system spanning New England. We show that our approach yields an estimated cost savings of up to 3.8% in comparison to benchmark time series aggregation approaches.

TimeDRL: Disentangled Representation Learning for Multivariate Time-Series 2024-07-17
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Multivariate time-series data in numerous real-world applications (e.g., healthcare and industry) are informative but challenging due to the lack of labels and high dimensionality. Recent studies in self-supervised learning have shown their potential in learning rich representations without relying on labels, yet they fall short in learning disentangled embeddings and addressing issues of inductive bias (e.g., transformation-invariance). To tackle these challenges, we propose TimeDRL, a generic multivariate time-series representation learning framework with disentangled dual-level embeddings. TimeDRL is characterized by three novel features: (i) disentangled derivation of timestamp-level and instance-level embeddings from patched time-series data using a [CLS] token strategy; (ii) utilization of timestamp-predictive and instance-contrastive tasks for disentangled representation learning, with the former optimizing timestamp-level embeddings with predictive loss, and the latter optimizing instance-level embeddings with contrastive loss; and (iii) avoidance of augmentation methods to eliminate inductive biases, such as transformation-invariance from cropping and masking. Comprehensive experiments on 6 time-series forecasting datasets and 5 time-series classification datasets have shown that TimeDRL consistently surpasses existing representation learning approaches, achieving an average improvement of forecasting by 58.02% in MSE and classification by 1.48% in accuracy. Furthermore, extensive ablation studies confirmed the relative contribution of each component in TimeDRL's architecture, and semi-supervised learning evaluations demonstrated its effectiveness in real-world scenarios, even with limited labeled data. The code is available at https://github.com/blacksnail789521/TimeDRL.

This ...

This paper has been accepted by the International Conference on Data Engineering (ICDE) 2024

Neural Compression of Atmospheric States 2024-07-17
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Atmospheric states derived from reanalysis comprise a substantial portion of weather and climate simulation outputs. Many stakeholders -- such as researchers, policy makers, and insurers -- use this data to better understand the earth system and guide policy decisions. Atmospheric states have also received increased interest as machine learning approaches to weather prediction have shown promising results. A key issue for all audiences is that dense time series of these high-dimensional states comprise an enormous amount of data, precluding all but the most well resourced groups from accessing and using historical data and future projections. To address this problem, we propose a method for compressing atmospheric states using methods from the neural network literature, adapting spherical data to processing by conventional neural architectures through the use of the area-preserving HEALPix projection. We investigate two model classes for building neural compressors: the hyperprior model from the neural image compression literature and recent vector-quantised models. We show that both families of models satisfy the desiderata of small average error, a small number of high-error reconstructed pixels, faithful reproduction of extreme events such as hurricanes and heatwaves, preservation of the spectral power distribution across spatial scales. We demonstrate compression ratios in excess of 1000x, with compression and decompression at a rate of approximately one second per global atmospheric state.

44 pages, 25 figures
On filter-type estimation of discretely sampled cyclic long-memory processes 2024-07-17
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The generalized filtered method of moments was developed in the recent papers by Alomari et al., 2020, and Ayache et al., 2022. It used functional data obtained from continuously sampled cyclic long-memory stochastic processes to simultaneously estimate their parameters. However, the majority of applications deal with discretely sampled processes or time series. This paper extends the approach to accommodate discrete-time scenarios. It proves that the new discrete estimates exhibit analogous properties to the continuous case and are strongly consistent with the same rates of convergence. The numerical study results are presented to illustrate the theoretical findings and to indicate the sampling rates and resolution levels required for accurate estimates.

22 pages, 6 figures
Semantic-Aware Representation of Multi-Modal Data for Data Ingress: A Literature Review 2024-07-17
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Machine Learning (ML) is continuously permeating a growing amount of application domains. Generative AI such as Large Language Models (LLMs) also sees broad adoption to process multi-modal data such as text, images, audio, and video. While the trend is to use ever-larger datasets for training, managing this data efficiently has become a significant practical challenge in the industry-double as much data is certainly not double as good. Rather the opposite is important since getting an understanding of the inherent quality and diversity of the underlying data lakes is a growing challenge for application-specific ML as well as for fine-tuning foundation models. Furthermore, information retrieval (IR) from expanding data lakes is complicated by the temporal dimension inherent in time-series data which must be considered to determine its semantic value. This study focuses on the different semantic-aware techniques to extract embeddings from mono-modal, multi-modal, and cross-modal data to enhance IR capabilities in a growing data lake. Articles were collected to summarize information about the state-of-the-art techniques focusing on applications of embedding for three different categories of data modalities.

Accep...

Accepted at the 50th Euromicro Conference on Software Engineering and Advanced Applications (SEAA) 2024 as a short paper

Learning High-Frequency Functions Made Easy with Sinusoidal Positional Encoding 2024-07-17
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Fourier features based positional encoding (PE) is commonly used in machine learning tasks that involve learning high-frequency features from low-dimensional inputs, such as 3D view synthesis and time series regression with neural tangent kernels. Despite their effectiveness, existing PEs require manual, empirical adjustment of crucial hyperparameters, specifically the Fourier features, tailored to each unique task. Further, PEs face challenges in efficiently learning high-frequency functions, particularly in tasks with limited data. In this paper, we introduce sinusoidal PE (SPE), designed to efficiently learn adaptive frequency features closely aligned with the true underlying function. Our experiments demonstrate that SPE, without hyperparameter tuning, consistently achieves enhanced fidelity and faster training across various tasks, including 3D view synthesis, Text-to-Speech generation, and 1D regression. SPE is implemented as a direct replacement for existing PEs. Its plug-and-play nature lets numerous tasks easily adopt and benefit from SPE.

16 pa...

16 pages, Conference, Accepted by ICML 2024

OmniSat: Self-Supervised Modality Fusion for Earth Observation 2024-07-17
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The diversity and complementarity of sensors available for Earth Observations (EO) calls for developing bespoke self-supervised multimodal learning approaches. However, current multimodal EO datasets and models typically focus on a single data type, either mono-date images or time series, which limits their impact. To address this issue, we introduce OmniSat, a novel architecture able to merge diverse EO modalities into expressive features without labels by exploiting their alignment. To demonstrate the advantages of our approach, we create two new multimodal datasets by augmenting existing ones with new modalities. As demonstrated for three downstream tasks -- forestry, land cover classification, and crop mapping -- OmniSat can learn rich representations without supervision, leading to state-of-the-art performances in semi- and fully supervised settings. Furthermore, our multimodal pretraining scheme improves performance even when only one modality is available for inference. The code and dataset are available at https://github.com/gastruc/OmniSat.

Spatiotemporal factor models for functional data with application to population map forecast 2024-07-17
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The proliferation of mobile devices has led to the collection of large amounts of population data. This situation has prompted the need to utilize this rich, multidimensional data in practical applications. In response to this trend, we have integrated functional data analysis (FDA) and factor analysis to address the challenge of predicting hourly population changes across various districts in Tokyo. Specifically, by assuming a Gaussian process, we avoided the large covariance matrix parameters of the multivariate normal distribution. In addition, the data were both time and spatially dependent between districts. To capture these characteristics, a Bayesian factor model was introduced, which modeled the time series of a small number of common factors and expressed the spatial structure through factor loading matrices. Furthermore, the factor loading matrices were made identifiable and sparse to ensure the interpretability of the model. We also proposed a Bayesian shrinkage method as a systematic approach for factor selection. Through numerical experiments and data analysis, we investigated the predictive accuracy and interpretability of our proposed method. We concluded that the flexibility of the method allows for the incorporation of additional time series features, thereby improving its accuracy.

Gaussian Approximation for Lag-Window Estimators and the Construction of Confidence bands for the Spectral Density 2024-07-17
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In this paper we consider the construction of simultaneous confidence bands for the spectral density of a stationary time series using a Gaussian approximation for classical lag-window spectral density estimators evaluated at the set of all positive Fourier frequencies. The Gaussian approximation opens up the possibility to verify asymptotic validity of a multiplier bootstrap procedure and, even further, to derive the corresponding rate of convergence. A small simulation study sheds light on the finite sample properties of this bootstrap proposal.

30
Estimating invertible processes in Hilbert spaces, with applications to functional ARMA processes 2024-07-17
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Invertible processes naturally arise in many aspects of functional time series analysis, and consistent estimation of the infinite dimensional operators that define them are of interest. Asymptotic upper bounds for the estimation error of such operators for processes in the Hilbert space $L^2[0, 1]$ have been considered in recent years. This article adds to the theory in this area in several ways. We derive consistent estimates for the operators defining an invertible representation of a stationary process in a general separable Hilbert space under mild conditions that hold for many classes of functional time series. Moreover, based on these results, we derive consistency results with explicit rates for related operator estimates for Hilbert space-valued causal linear processes, as well as functional MA, AR and ARMA processes.

On the optimal prediction of extreme events in heavy-tailed time series with applications to solar flare forecasting 2024-07-16
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The prediction of extreme events in time series is a fundamental problem arising in many financial, scientific, engineering, and other applications. We begin by establishing a general Neyman-Pearson-type characterization of optimal extreme event predictors in terms of density ratios. This yields new insights and several closed-form optimal extreme event predictors for additive models. These results naturally extend to time series, where we study optimal extreme event prediction for heavy-tailed autoregressive and moving average models. Using a uniform law of large numbers for ergodic time series, we establish the asymptotic optimality of an empirical version of the optimal predictor for autoregressive models. Using multivariate regular variation, we also obtain expressions for the optimal extremal precision in heavy-tailed infinite moving averages, which provide theoretical bounds on the ability to predict extremes in this general class of models. The developed theory and methodology is applied to the important problem of solar flare prediction based on the state-of-the-art GOES satellite flux measurements of the Sun. Our results demonstrate the success and limitations of long-memory autoregressive as well as long-range dependent heavy-tailed FARIMA models for the prediction of extreme solar flares.

57 pages, 5 figures
Variance Norms for Kernelized Anomaly Detection 2024-07-16
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We present a unified theory for Mahalanobis-type anomaly detection on Banach spaces, using ideas from Cameron-Martin theory applied to non-Gaussian measures. This approach leads to a basis-free, data-driven notion of anomaly distance through the so-called variance norm of a probability measure, which can be consistently estimated using empirical measures. Our framework generalizes the classical $\mathbb{R}^d$, functional $(L^2[0,1])^d$, and kernelized settings, including the general case of non-injective covariance operator. We prove that the variance norm depends solely on the inner product in a given Hilbert space, and hence that the kernelized Mahalanobis distance can naturally be recovered by working on reproducing kernel Hilbert spaces. Using the variance norm, we introduce the notion of a kernelized nearest-neighbour Mahalanobis distance for semi-supervised anomaly detection. In an empirical study on 12 real-world datasets, we demonstrate that the kernelized nearest-neighbour Mahalanobis distance outperforms the traditional kernelized Mahalanobis distance for multivariate time series anomaly detection, using state-of-the-art time series kernels such as the signature, global alignment, and Volterra reservoir kernels. Moreover, we provide an initial theoretical justification of nearest-neighbour Mahalanobis distances by developing concentration inequalities in the finite-dimensional Gaussian case.

Tiled Bit Networks: Sub-Bit Neural Network Compression Through Reuse of Learnable Binary Vectors 2024-07-16
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Binary Neural Networks (BNNs) enable efficient deep learning by saving on storage and computational costs. However, as the size of neural networks continues to grow, meeting computational requirements remains a challenge. In this work, we propose a new form of quantization to tile neural network layers with sequences of bits to achieve sub-bit compression of binary-weighted neural networks. The method learns binary vectors (i.e. tiles) to populate each layer of a model via aggregation and reshaping operations. During inference, the method reuses a single tile per layer to represent the full tensor. We employ the approach to both fully-connected and convolutional layers, which make up the breadth of space in most neural architectures. Empirically, the approach achieves near fullprecision performance on a diverse range of architectures (CNNs, Transformers, MLPs) and tasks (classification, segmentation, and time series forecasting) with up to an 8x reduction in size compared to binary-weighted models. We provide two implementations for Tiled Bit Networks: 1) we deploy the model to a microcontroller to assess its feasibility in resource-constrained environments, and 2) a GPU-compatible inference kernel to facilitate the reuse of a single tile per layer in memory.

User Behavior Analysis and Clustering in Peace Elite: Insights and Recommendations 2024-07-16
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This study presents a comprehensive analysis of user behavior and clustering in Peace Elite, a popular mobile battle royale game, employing temporal and static data mining techniques to uncover distinct player segments. Our methodology encompasses time series K-means clustering, graph-based algorithms (DeepWalk and LINE), and static attribute clustering, visualized through innovative hybrid charts. Key findings reveal significant variations in player engagement, skill levels, and social interactions across five primary user segments, ranging from highly active and skilled players to inactive or new users. We also analyze the impact of external factors on user retention and the network structure within clusters, uncovering correlations between cluster cohesion and player activity levels. This research provides valuable insights for game developers and marketers, offering data-driven recommendations for personalized game experiences, targeted marketing strategies, and improved player retention in online gaming environments.

Learning Global and Local Features of Power Load Series Through Transformer and 2D-CNN: An image-based Multi-step Forecasting Approach Incorporating Phase Space Reconstruction 2024-07-16
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As modern power systems continue to evolve, accurate power load forecasting remains a critical issue. The phase space reconstruction method can effectively retain the chaotic characteristics of power load from a system dynamics perspective and thus is a promising knowledge-based preprocessing method for power load forecasting. However, limited by its fundamental theory, there is still a gap in implementing a multi-step forecasting scheme in current studies. To bridge this gap, this study proposes a novel multi-step forecasting approach by integrating the PSR with neural networks. Firstly, the useful features in the phase trajectory obtained from the preprocessing of PSR are discussed in detail. Through mathematical derivation, the equivalent characterization of the PSR and another time series preprocessing method, patch segmentation, is demonstrated for the first time. Based on this prior knowledge, an image-based modeling perspective with the global and local feature extraction strategy is introduced. Subsequently, a novel deep learning model, namely PSR-GALIEN, is designed for end-to-end processing, in which the Transformer Encoder and 2D-convolutional neural networks are employed for the extraction of the global and local patterns in the image, and a multi-layer perception based predictor is used for the efficient correlation modeling. Then, extensive experiments are conducted on five real-world benchmark datasets to verify the effectiveness as well as to have an insight into the detailed properties. The results show that, comparing it with six state-of-the-art deep learning models, the forecasting performance of PSR-GALIEN consistently surpasses these baselines, which achieves superior accuracy in both intra-day and day-ahead forecasting scenarios. At the same time, a visualization-based method is proposed to explain the attributions of the forecasting results.

Diff-MTS: Temporal-Augmented Conditional Diffusion-based AIGC for Industrial Time Series Towards the Large Model Era 2024-07-16
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Industrial Multivariate Time Series (MTS) is a critical view of the industrial field for people to understand the state of machines. However, due to data collection difficulty and privacy concerns, available data for building industrial intelligence and industrial large models is far from sufficient. Therefore, industrial time series data generation is of great importance. Existing research usually applies Generative Adversarial Networks (GANs) to generate MTS. However, GANs suffer from unstable training process due to the joint training of the generator and discriminator. This paper proposes a temporal-augmented conditional adaptive diffusion model, termed Diff-MTS, for MTS generation. It aims to better handle the complex temporal dependencies and dynamics of MTS data. Specifically, a conditional Adaptive Maximum-Mean Discrepancy (Ada-MMD) method has been proposed for the controlled generation of MTS, which does not require a classifier to control the generation. It improves the condition consistency of the diffusion model. Moreover, a Temporal Decomposition Reconstruction UNet (TDR-UNet) is established to capture complex temporal patterns and further improve the quality of the synthetic time series. Comprehensive experiments on the C-MAPSS and FEMTO datasets demonstrate that the proposed Diff-MTS performs substantially better in terms of diversity, fidelity, and utility compared with GAN-based methods. These results show that Diff-MTS facilitates the generation of industrial data, contributing to intelligent maintenance and the construction of industrial large models.

11 pa...

11 pages,4 figures. This work has been submitted to the IEEE for possible publication. Copyright may be transferred without notice, after which this version may no longer be accessible

AIGC for Industrial Time Series: From Deep Generative Models to Large Generative Models 2024-07-16
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With the remarkable success of generative models like ChatGPT, Artificial Intelligence Generated Content (AIGC) is undergoing explosive development. Not limited to text and images, generative models can generate industrial time series data, addressing challenges such as the difficulty of data collection and data annotation. Due to their outstanding generation ability, they have been widely used in Internet of Things, metaverse, and cyber-physical-social systems to enhance the efficiency of industrial production. In this paper, we present a comprehensive overview of generative models for industrial time series from deep generative models (DGMs) to large generative models (LGMs). First, a DGM-based AIGC framework is proposed for industrial time series generation. Within this framework, we survey advanced industrial DGMs and present a multi-perspective categorization. Furthermore, we systematically analyze the critical technologies required to construct industrial LGMs from four aspects: large-scale industrial dataset, LGMs architecture for complex industrial characteristics, self-supervised training for industrial time series, and fine-tuning of industrial downstream tasks. Finally, we conclude the challenges and future directions to enable the development of generative models in industry.

17 pa...

17 pages, 4 figures.This work has been submitted to the IEEE for possible publication. Copyright may be transferred without notice, after which this version may no longer be accessible

XTraffic: A Dataset Where Traffic Meets Incidents with Explainability and More 2024-07-16
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Long-separated research has been conducted on two highly correlated tracks: traffic and incidents. Traffic track witnesses complicating deep learning models, e.g., to push the prediction a few percent more accurate, and the incident track only studies the incidents alone, e.g., to infer the incident risk. We, for the first time, spatiotemporally aligned the two tracks in a large-scale region (16,972 traffic nodes) over the whole year of 2023: our XTraffic dataset includes traffic, i.e., time-series indexes on traffic flow, lane occupancy, and average vehicle speed, and incidents, whose records are spatiotemporally-aligned with traffic data, with seven different incident classes. Additionally, each node includes detailed physical and policy-level meta-attributes of lanes. Our data can revolutionalize traditional traffic-related tasks towards higher interpretability and practice: instead of traditional prediction or classification tasks, we conduct: (1) post-incident traffic forecasting to quantify the impact of different incidents on traffic indexes; (2) incident classification using traffic indexes to determine the incidents types for precautions measures; (3) global causal analysis among the traffic indexes, meta-attributes, and incidents to give high-level guidance of the interrelations of various factors; (4) local causal analysis within road nodes to examine how different incidents affect the road segments' relations. The dataset is available at http://xaitraffic.github.io.

Self Attention with Temporal Prior: Can We Learn More from Arrow of Time? 2024-07-16
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Many diverse phenomena in nature often inherently encode both short- and long-term temporal dependencies, which especially result from the direction of the flow of time. In this respect, we discovered experimental evidence suggesting that interrelations of these events are higher for closer time stamps. However, to be able for attention-based models to learn these regularities in short-term dependencies, it requires large amounts of data, which are often infeasible. This is because, while they are good at learning piece-wise temporal dependencies, attention-based models lack structures that encode biases in time series. As a resolution, we propose a simple and efficient method that enables attention layers to better encode the short-term temporal bias of these data sets by applying learnable, adaptive kernels directly to the attention matrices. We chose various prediction tasks for the experiments using Electronic Health Records (EHR) data sets since they are great examples with underlying long- and short-term temporal dependencies. Our experiments show exceptional classification results compared to best-performing models on most tasks and data sets.

Impacts of Climate Change on Mortality: An extrapolation of temperature effects based on time series data in France 2024-07-16
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Most contemporary mortality models rely on extrapolating trends or past events. However, population dynamics will be significantly impacted by climate change, notably the influence of temperatures on mortality. In this paper, we introduce a novel approach to incorporate temperature effects on projected mortality using a multi-population mortality model. This method combines a stochastic mortality model with a climate epidemiology model, predicting mortality variations due to daily temperature fluctuations, be it excesses or insufficiencies. The significance of this approach lies in its ability to disrupt mortality projections by utilizing temperature forecasts from climate models and to assess the impact of this unaccounted risk factor in conventional mortality models. We illustrate this proposed mortality model using French data stratified by gender, focusing on past temperatures and mortality. Utilizing climate model predictions across various IPCC scenarios, we investigate gains and loss in life expectancy linked to temperatures and the additional mortality induced by extreme heatwaves, and quantify them by assessing this new risk factor in prediction intervals. Furthermore, we analyze the geographical differences across the Metropolitan France.

Semi-Supervised Generative Models for Disease Trajectories: A Case Study on Systemic Sclerosis 2024-07-16
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We propose a deep generative approach using latent temporal processes for modeling and holistically analyzing complex disease trajectories, with a particular focus on Systemic Sclerosis (SSc). We aim to learn temporal latent representations of the underlying generative process that explain the observed patient disease trajectories in an interpretable and comprehensive way. To enhance the interpretability of these latent temporal processes, we develop a semi-supervised approach for disentangling the latent space using established medical knowledge. By combining the generative approach with medical definitions of different characteristics of SSc, we facilitate the discovery of new aspects of the disease. We show that the learned temporal latent processes can be utilized for further data analysis and clinical hypothesis testing, including finding similar patients and clustering SSc patient trajectories into novel sub-types. Moreover, our method enables personalized online monitoring and prediction of multivariate time series with uncertainty quantification.

Accep...

Accepted at Machine Learning for Healthcare 2024. arXiv admin note: substantial text overlap with arXiv:2311.08149

Bayesian Online Multiple Testing: A Resource Allocation Approach 2024-07-16
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We consider the problem of sequentially conducting multiple experiments where each experiment corresponds to a hypothesis testing task. At each time point, the experimenter must make an irrevocable decision of whether to reject the null hypothesis (or equivalently claim a discovery) before the next experimental result arrives. The goal is to maximize the number of discoveries while maintaining a low error rate at all time points measured by Local False Discovery Rate (LFDR). We formulate the problem as an online knapsack problem with exogenous random budget replenishment. We start with general arrival distributions and show that a simple policy achieves a $O(\sqrt{T})$ regret. We complement the result by showing that such regret rate is in general not improvable. We then shift our focus to discrete arrival distributions. We find that many existing re-solving heuristics in the online resource allocation literature, albeit achieve bounded loss in canonical settings, may incur a $\Omega(\sqrt{T})$ or even a $\Omega(T)$ regret. With the observation that canonical policies tend to be too optimistic and over claim discoveries, we propose a novel policy that incorporates budget safety buffers. It turns out that a little more safety can greatly enhance efficiency -- small additional logarithmic buffers suffice to reduce the regret from $\Omega(\sqrt{T})$ or even $\Omega(T)$ to $O(\ln^2 T)$. From a practical perspective, we extend the policy to the scenario with continuous arrival distributions, time-dependent information structures, as well as unknown $T$. We conduct both synthetic experiments and empirical applications on a time series data from New York City taxi passengers to validate the performance of our proposed policies. Our results emphasize how effective policies should be designed in online resource allocation problems with exogenous budget replenishment.

Multiple Network Embedding for Anomaly Detection in Time Series of Graphs 2024-07-16
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This paper considers the graph signal processing problem of anomaly detection in time series of graphs. We examine two related, complementary inference tasks: the detection of anomalous graphs within a time series, and the detection of temporally anomalous vertices. We approach these tasks via the adaptation of statistically principled methods for joint graph inference, specifically \emph{multiple adjacency spectral embedding} (MASE). We demonstrate that our method is effective for our inference tasks. Moreover, we assess the performance of our method in terms of the underlying nature of detectable anomalies. We further provide the theoretical justification for our method and insight into its use. Applied to the Enron communication graph, a large-scale commercial search engine time series of graphs, and a larval Drosophila connectome data, our approaches demonstrate their applicability and identify the anomalous vertices beyond just large degree change.

51 pages, 17 figures
Enhancing Multistep Brent Oil Price Forecasting with a Multi-Aspect Metaheuristic Optimization Approach and Ensemble Deep Learning Models 2024-07-15
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Accurate crude oil price forecasting is crucial for various economic activities, including energy trading, risk management, and investment planning. Although deep learning models have emerged as powerful tools for crude oil price forecasting, achieving accurate forecasts remains challenging. Deep learning models' performance is heavily influenced by hyperparameters tuning, and they are expected to perform differently under various circumstances. Furthermore, price volatility is also sensitive to external factors such as world events. To address these limitations, we propose a hybrid approach combining metaheuristic optimisation and an ensemble of five popular neural network architectures used in time series forecasting. Unlike existing methods that apply metaheuristics to optimise hyperparameters within the neural network architecture, we exploit the GWO metaheuristic optimiser at four levels: feature selection, data preparation, model training, and forecast blending. The proposed approach has been evaluated for forecasting three-ahead days using real-world Brent crude oil price data, and the obtained results demonstrate that the proposed approach improves the forecasting performance measured using various benchmarks, achieving 0.000127 of MSE.

Enhancing Multi-Step Brent Oil Price Forecasting with Ensemble Multi-Scenario Bi-GRU Networks 2024-07-15
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Despite numerous research efforts in applying deep learning to time series forecasting, achieving high accuracy in multi-step predictions for volatile time series like crude oil prices remains a significant challenge. Moreover, most existing approaches primarily focus on one-step forecasting, and the performance often varies depending on the dataset and specific case study. In this paper, we introduce an ensemble model to capture Brent oil price volatility and enhance the multi-step prediction. Our methodology employs a two-pronged approach. First, we assess popular deep-learning models and the impact of various external factors on forecasting accuracy. Then, we introduce an ensemble multi-step forecasting model for Brent oil prices. Our approach generates accurate forecasts by employing ensemble techniques across multiple forecasting scenarios using three BI-GRU networks.Extensive experiments were conducted on a dataset encompassing the COVID-19 pandemic period, which had a significant impact on energy markets. The proposed model's performance was evaluated using the standard evaluation metrics of MAE, MSE, and RMSE. The results demonstrate that the proposed model outperforms benchmark and established models.

Sparse Transformer with Local and Seasonal Adaptation for Multivariate Time Series Forecasting 2024-07-15
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Transformers have achieved remarkable performance in multivariate time series(MTS) forecasting due to their capability to capture long-term dependencies. However, the canonical attention mechanism has two key limitations: (1) its quadratic time complexity limits the sequence length, and (2) it generates future values from the entire historical sequence. To address this, we propose a Dozer Attention mechanism consisting of three sparse components: (1) Local, each query exclusively attends to keys within a localized window of neighboring time steps. (2) Stride, enables each query to attend to keys at predefined intervals. (3) Vary, allows queries to selectively attend to keys from a subset of the historical sequence. Notably, the size of this subset dynamically expands as forecasting horizons extend. Those three components are designed to capture essential attributes of MTS data, including locality, seasonality, and global temporal dependencies. Additionally, we present the Dozerformer Framework, incorporating the Dozer Attention mechanism for the MTS forecasting task. We evaluated the proposed Dozerformer framework with recent state-of-the-art methods on nine benchmark datasets and confirmed its superior performance. The experimental results indicate that excluding a subset of historical time steps from the time series forecasting process does not compromise accuracy while significantly improving efficiency. Code is available at https://github.com/GRYGY1215/Dozerformer.

TLRN: Temporal Latent Residual Networks For Large Deformation Image Registration 2024-07-15
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This paper presents a novel approach, termed {\em Temporal Latent Residual Network (TLRN)}, to predict a sequence of deformation fields in time-series image registration. The challenge of registering time-series images often lies in the occurrence of large motions, especially when images differ significantly from a reference (e.g., the start of a cardiac cycle compared to the peak stretching phase). To achieve accurate and robust registration results, we leverage the nature of motion continuity and exploit the temporal smoothness in consecutive image frames. Our proposed TLRN highlights a temporal residual network with residual blocks carefully designed in latent deformation spaces, which are parameterized by time-sequential initial velocity fields. We treat a sequence of residual blocks over time as a dynamic training system, where each block is designed to learn the residual function between desired deformation features and current input accumulated from previous time frames. We validate the effectivenss of TLRN on both synthetic data and real-world cine cardiac magnetic resonance (CMR) image videos. Our experimental results shows that TLRN is able to achieve substantially improved registration accuracy compared to the state-of-the-art. Our code is publicly available at https://github.com/nellie689/TLRN.

10 pa...

10 pages. Accepted by MICCAI 2024

Topo4D: Topology-Preserving Gaussian Splatting for High-Fidelity 4D Head Capture 2024-07-15
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4D head capture aims to generate dynamic topological meshes and corresponding texture maps from videos, which is widely utilized in movies and games for its ability to simulate facial muscle movements and recover dynamic textures in pore-squeezing. The industry often adopts the method involving multi-view stereo and non-rigid alignment. However, this approach is prone to errors and heavily reliant on time-consuming manual processing by artists. To simplify this process, we propose Topo4D, a novel framework for automatic geometry and texture generation, which optimizes densely aligned 4D heads and 8K texture maps directly from calibrated multi-view time-series images. Specifically, we first represent the time-series faces as a set of dynamic 3D Gaussians with fixed topology in which the Gaussian centers are bound to the mesh vertices. Afterward, we perform alternative geometry and texture optimization frame-by-frame for high-quality geometry and texture learning while maintaining temporal topology stability. Finally, we can extract dynamic facial meshes in regular wiring arrangement and high-fidelity textures with pore-level details from the learned Gaussians. Extensive experiments show that our method achieves superior results than the current SOTA face reconstruction methods both in the quality of meshes and textures. Project page: https://xuanchenli.github.io/Topo4D/.

MSegRNN:Enhanced SegRNN Model with Mamba for Long-Term Time Series Forecasting 2024-07-15
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The field of long-term time series forecasting demands handling extensive look-back windows and long-range prediction steps, posing significant challenges for RNN-based methodologies. Among these, SegRNN, a robust RNN-driven model, has gained considerable attention in LTSF analysis for achieving state-of-the-art results while maintaining a remarkably streamlined architecture. Concurrently, the Mamba structure has demonstrated its advantages in small to medium-sized models due to its capability for information selection. This study introduces a variant of SegRNN that preprocesses information using a fine-tuned single-layer Mamba structure. Additionally, it incorporates implicit segmentation and residual structures into the model's encoding section to further reduce the inherent data iterative cycles of RNN architectures and implicitly integrate inter-channel correlations. This variant, named MSegRNN, utilizes the Mamba structure to select useful information, resulting in a transformed sequence. The linear-strategy-adapted derivative retains the superior memory efficiency of the original SegRNN while demonstrating enhanced performance. Empirical evaluations on real-world LTSF datasets demonstrate the superior performance of our model, thereby contributing to the advancement of LTSF methodologies.

On-Device Training of Fully Quantized Deep Neural Networks on Cortex-M Microcontrollers 2024-07-15
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On-device training of DNNs allows models to adapt and fine-tune to newly collected data or changing domains while deployed on microcontroller units (MCUs). However, DNN training is a resource-intensive task, making the implementation and execution of DNN training algorithms on MCUs challenging due to low processor speeds, constrained throughput, limited floating-point support, and memory constraints. In this work, we explore on-device training of DNNs for Cortex-M MCUs. We present a method that enables efficient training of DNNs completely in place on the MCU using fully quantized training (FQT) and dynamic partial gradient updates. We demonstrate the feasibility of our approach on multiple vision and time-series datasets and provide insights into the tradeoff between training accuracy, memory overhead, energy, and latency on real hardware.

12 pages, 9 figures
Inference at the data's edge: Gaussian processes for modeling and inference under model-dependency, poor overlap, and extrapolation 2024-07-15
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The Gaussian Process (GP) is a highly flexible non-linear regression approach that provides a principled approach to handling our uncertainty over predicted (counterfactual) values. It does so by computing a posterior distribution over predicted point as a function of a chosen model space and the observed data, in contrast to conventional approaches that effectively compute uncertainty estimates conditionally on placing full faith in a fitted model. This is especially valuable under conditions of extrapolation or weak overlap, where model dependency poses a severe threat. We first offer an accessible explanation of GPs, and provide an implementation suitable to social science inference problems. In doing so we reduce the number of user-chosen hyperparameters from three to zero. We then illustrate the settings in which GPs can be most valuable: those where conventional approaches have poor properties due to model-dependency/extrapolation in data-sparse regions. Specifically, we apply it to (i) comparisons in which treated and control groups have poor covariate overlap; (ii) interrupted time-series designs, where models are fitted prior to an event by extrapolated after it; and (iii) regression discontinuity, which depends on model estimates taken at or just beyond the edge of their supporting data.

Draft manuscript
TimeAutoDiff: Combining Autoencoder and Diffusion model for time series tabular data synthesizing 2024-07-15
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In this paper, we leverage the power of latent diffusion models to generate synthetic time series tabular data. Along with the temporal and feature correlations, the heterogeneous nature of the feature in the table has been one of the main obstacles in time series tabular data modeling. We tackle this problem by combining the ideas of the variational auto-encoder (VAE) and the denoising diffusion probabilistic model (DDPM). Our model named as \texttt{TimeAutoDiff} has several key advantages including (1) Generality: the ability to handle the broad spectrum of time series tabular data from single to multi-sequence datasets; (2) Good fidelity and utility guarantees: numerical experiments on six publicly available datasets demonstrating significant improvements over state-of-the-art models in generating time series tabular data, across four metrics measuring fidelity and utility; (3) Fast sampling speed: entire time series data generation as opposed to the sequential data sampling schemes implemented in the existing diffusion-based models, eventually leading to significant improvements in sampling speed, (4) Entity conditional generation: the first implementation of conditional generation of multi-sequence time series tabular data with heterogenous features in the literature, enabling scenario exploration across multiple scientific and engineering domains. Codes are in preparation for release to the public, but available upon request.

Adaptive Matrix Change Point Detection: Leveraging Structured Mean Shifts 2024-07-15
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In high-dimensional time series, the component processes are often assembled into a matrix to display their interrelationship. We focus on detecting mean shifts with unknown change point locations in these matrix time series. Series that are activated by a change may cluster along certain rows (columns), which forms mode-specific change point alignment. Leveraging mode-specific change point alignments may substantially enhance the power for change point detection. Yet, there may be no mode-specific alignments in the change point structure. We propose a powerful test to detect mode-specific change points, yet robust to non-mode-specific changes. We show the validity of using the multiplier bootstrap to compute the p-value of the proposed methods, and derive non-asymptotic bounds on the size and power of the tests. We also propose a parallel bootstrap, a computationally efficient approach for computing the p-value of the proposed adaptive test. In particular, we show the consistency of the proposed test, under mild regularity conditions. To obtain the theoretical results, we derive new, sharp bounds on Gaussian approximation and multiplier bootstrap approximation, which are of independent interest for high dimensional problems with diverging sparsity.

Two-way Threshold Matrix Autoregression 2024-07-14
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Matrix-valued time series data are widely available in various applications, attracting increasing attention in the literature. However, while nonlinearity has been recognized, the literature has so far neglected a deeper and more intricate level of nonlinearity, namely the {\it row-level} nonlinear dynamics and the {\it column-level} nonlinear dynamics, which are often observed in economic and financial data. In this paper, we propose a novel two-way threshold matrix autoregression (TWTMAR) model. This model is designed to effectively characterize the threshold structure in both rows and columns of matrix-valued time series. Unlike existing models that consider a single threshold variable or assume a uniform structure change across the matrix, the TWTMAR model allows for distinct threshold effects for rows and columns using two threshold variables. This approach achieves greater dimension reduction and yields better interpretation compared to existing methods. Moreover, we propose a parameter estimation procedure leveraging the intrinsic matrix structure and investigate the asymptotic properties. The efficacy and flexibility of the model are demonstrated through both simulation studies and an empirical analysis of the Fama-French Portfolio dataset.

Theory and inference for multivariate autoregressive binary models with an application to absence-presence data in ecology 2024-07-14
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We introduce a general class of autoregressive models for studying the dynamic of multivariate binary time series with stationary exogenous covariates. Using a high-level set of assumptions, we show that existence of a stationary path for such models is almost automatic and does not require parameter restrictions when the noise term is not compactly supported. We then study in details statistical inference in a dynamic version of a multivariate probit type model, as a particular case of our general construction. To avoid a complex likelihood optimization, we combine pseudo-likelihood and pairwise likelihood methods for which asymptotic results are obtained for a single path analysis and also for panel data, using ergodic theorems for multi-indexed partial sums. The latter scenario is particularly important for analyzing absence-presence of species in Ecology, a field where data are often collected from surveys at various locations. Our results also give a theoretical background for such models which are often used by the practitioners but without a probabilistic framework.

xLSTMTime : Long-term Time Series Forecasting With xLSTM 2024-07-14
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In recent years, transformer-based models have gained prominence in multivariate long-term time series forecasting (LTSF), demonstrating significant advancements despite facing challenges such as high computational demands, difficulty in capturing temporal dynamics, and managing long-term dependencies. The emergence of LTSF-Linear, with its straightforward linear architecture, has notably outperformed transformer-based counterparts, prompting a reevaluation of the transformer's utility in time series forecasting. In response, this paper presents an adaptation of a recent architecture termed extended LSTM (xLSTM) for LTSF. xLSTM incorporates exponential gating and a revised memory structure with higher capacity that has good potential for LTSF. Our adopted architecture for LTSF termed as xLSTMTime surpasses current approaches. We compare xLSTMTime's performance against various state-of-the-art models across multiple real-world da-tasets, demonstrating superior forecasting capabilities. Our findings suggest that refined recurrent architectures can offer competitive alternatives to transformer-based models in LTSF tasks, po-tentially redefining the landscape of time series forecasting.

TwinS: Revisiting Non-Stationarity in Multivariate Time Series Forecasting 2024-07-14
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Recently, multivariate time series forecasting tasks have garnered increasing attention due to their significant practical applications, leading to the emergence of various deep forecasting models. However, real-world time series exhibit pronounced non-stationary distribution characteristics. These characteristics are not solely limited to time-varying statistical properties highlighted by non-stationary Transformer but also encompass three key aspects: nested periodicity, absence of periodic distributions, and hysteresis among time variables. In this paper, we begin by validating this theory through wavelet analysis and propose the Transformer-based TwinS model, which consists of three modules to address the non-stationary periodic distributions: Wavelet Convolution, Period-Aware Attention, and Channel-Temporal Mixed MLP. Specifically, The Wavelet Convolution models nested periods by scaling the convolution kernel size like wavelet transform. The Period-Aware Attention guides attention computation by generating period relevance scores through a convolutional sub-network. The Channel-Temporal Mixed MLP captures the overall relationships between time series through channel-time mixing learning. TwinS achieves SOTA performance compared to mainstream TS models, with a maximum improvement in MSE of 25.8% over PatchTST.

Attractor Memory for Long-Term Time Series Forecasting: A Chaos Perspective 2024-07-14
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In long-term time series forecasting (LTSF) tasks, an increasing number of models have acknowledged that discrete time series originate from continuous dynamic systems and have attempted to model their dynamical structures. Recognizing the chaotic nature of real-world data, our model, \textbf{\textit{Attraos}}, incorporates chaos theory into LTSF, perceiving real-world time series as observations from unknown high-dimensional chaotic dynamic systems. Under the concept of attractor invariance, Attraos utilizes non-parametric Phase Space Reconstruction embedding and the proposed multi-scale dynamic memory unit to memorize historical dynamics structure and predicts by a frequency-enhanced local evolution strategy. Detailed theoretical analysis and abundant empirical evidence consistently show that Attraos outperforms various LTSF methods on mainstream LTSF datasets and chaotic datasets with only one-twelfth of the parameters compared to PatchTST.

Time-SSM: Simplifying and Unifying State Space Models for Time Series Forecasting 2024-07-14
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State Space Models (SSMs) have emerged as a potent tool in sequence modeling tasks in recent years. These models approximate continuous systems using a set of basis functions and discretize them to handle input data, making them well-suited for modeling time series data collected at specific frequencies from continuous systems. Despite its potential, the application of SSMs in time series forecasting remains underexplored, with most existing models treating SSMs as a black box for capturing temporal or channel dependencies. To address this gap, this paper proposes a novel theoretical framework termed Dynamic Spectral Operator, offering more intuitive and general guidance on applying SSMs to time series data. Building upon our theory, we introduce Time-SSM, a novel SSM-based foundation model with only one-seventh of the parameters compared to Mamba. Various experiments validate both our theoretical framework and the superior performance of Time-SSM.

arXiv...

arXiv admin note: text overlap with arXiv:2402.11463

Harnessing Feature Clustering For Enhanced Anomaly Detection With Variational Autoencoder And Dynamic Threshold 2024-07-14
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We introduce an anomaly detection method for multivariate time series data with the aim of identifying critical periods and features influencing extreme climate events like snowmelt in the Arctic. This method leverages the Variational Autoencoder (VAE) integrated with dynamic thresholding and correlation-based feature clustering. This framework enhances the VAE's ability to identify localized dependencies and learn the temporal relationships in climate data, thereby improving the detection of anomalies as demonstrated by its higher F1-score on benchmark datasets. The study's main contributions include the development of a robust anomaly detection method, improving feature representation within VAEs through clustering, and creating a dynamic threshold algorithm for localized anomaly detection. This method offers explainability of climate anomalies across different regions.

This ...

This work was presented at the 2024 IEEE International Geoscience and Remote Sensing Symposium, IGARSS 2024, 07-12 July 2024, Athens, Greece

Convolutional and Deep Learning based techniques for Time Series Ordinal Classification 2024-07-13
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Time Series Classification (TSC) covers the supervised learning problem where input data is provided in the form of series of values observed through repeated measurements over time, and whose objective is to predict the category to which they belong. When the class values are ordinal, classifiers that take this into account can perform better than nominal classifiers. Time Series Ordinal Classification (TSOC) is the field covering this gap, yet unexplored in the literature. There are a wide range of time series problems showing an ordered label structure, and TSC techniques that ignore the order relationship discard useful information. Hence, this paper presents a first benchmarking of TSOC methodologies, exploiting the ordering of the target labels to boost the performance of current TSC state-of-the-art. Both convolutional- and deep learning-based methodologies (among the best performing alternatives for nominal TSC) are adapted for TSOC. For the experiments, a selection of 29 ordinal problems from two well-known archives has been made. In this way, this paper contributes to the establishment of the state-of-the-art in TSOC. The results obtained by ordinal versions are found to be significantly better than current nominal TSC techniques in terms of ordinal performance metrics, outlining the importance of considering the ordering of the labels when dealing with this kind of problems.

12 pa...

12 pages, 9 figures, 2 tables

ST-RetNet: A Long-term Spatial-Temporal Traffic Flow Prediction Method 2024-07-13
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Traffic flow forecasting is considered a critical task in the field of intelligent transportation systems. In this paper, to address the issue of low accuracy in long-term forecasting of spatial-temporal big data on traffic flow, we propose an innovative model called Spatial-Temporal Retentive Network (ST-RetNet). We extend the Retentive Network to address the task of traffic flow forecasting. At the spatial scale, we integrate a topological graph structure into Spatial Retentive Network(S-RetNet), utilizing an adaptive adjacency matrix to extract dynamic spatial features of the road network. We also employ Graph Convolutional Networks to extract static spatial features of the road network. These two components are then fused to capture dynamic and static spatial correlations. At the temporal scale, we propose the Temporal Retentive Network(T-RetNet), which has been demonstrated to excel in capturing long-term dependencies in traffic flow patterns compared to other time series models, including Recurrent Neural Networks based and transformer models. We achieve the spatial-temporal traffic flow forecasting task by integrating S-RetNet and T-RetNet to form ST-RetNet. Through experimental comparisons conducted on four real-world datasets, we demonstrate that ST-RetNet outperforms the state-of-the-art approaches in traffic flow forecasting.

Regressions under Adverse Conditions 2024-07-12
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We introduce a new regression method that relates the mean of an outcome variable to covariates, given the "adverse condition" that a distress variable falls in its tail. This allows to tailor classical mean regressions to adverse economic scenarios, which receive increasing interest in managing macroeconomic and financial risks, among many others. In the terminology of the systemic risk literature, our method can be interpreted as a regression for the Marginal Expected Shortfall. We propose a two-step procedure to estimate the new models, show consistency and asymptotic normality of the estimator, and propose feasible inference under weak conditions allowing for cross-sectional and time series applications. The accuracy of the asymptotic approximations of the two-step estimator is verified in simulations. Two empirical applications show that our regressions under adverse conditions are valuable in such diverse fields as the study of the relation between systemic risk and asset price bubbles, and dissecting macroeconomic growth vulnerabilities into individual components.

Trajectory

Title Date Abstract Comment
Dataset Distillation by Automatic Training Trajectories 2024-07-19
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Dataset Distillation is used to create a concise, yet informative, synthetic dataset that can replace the original dataset for training purposes. Some leading methods in this domain prioritize long-range matching, involving the unrolling of training trajectories with a fixed number of steps (NS) on the synthetic dataset to align with various expert training trajectories. However, traditional long-range matching methods possess an overfitting-like problem, the fixed step size NS forces synthetic dataset to distortedly conform seen expert training trajectories, resulting in a loss of generality-especially to those from unencountered architecture. We refer to this as the Accumulated Mismatching Problem (AMP), and propose a new approach, Automatic Training Trajectories (ATT), which dynamically and adaptively adjusts trajectory length NS to address the AMP. Our method outperforms existing methods particularly in tests involving cross-architectures. Moreover, owing to its adaptive nature, it exhibits enhanced stability in the face of parameter variations.

The p...

The paper is accepted at ECCV 2024

A Survey of Distance-Based Vessel Trajectory Clustering: Data Pre-processing, Methodologies, Applications, and Experimental Evaluation 2024-07-19
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Vessel trajectory clustering, a crucial component of the maritime intelligent transportation systems, provides valuable insights for applications such as anomaly detection and trajectory prediction. This paper presents a comprehensive survey of the most prevalent distance-based vessel trajectory clustering methods, which encompass two main steps: trajectory similarity measurement and clustering. Initially, we conducted a thorough literature review using relevant keywords to gather and summarize pertinent research papers and datasets. Then, this paper discussed the principal methods of data pre-processing that prepare data for further analysis. The survey progresses to detail the leading algorithms for measuring vessel trajectory similarity and the main clustering techniques used in the field today. Furthermore, the various applications of trajectory clustering within the maritime context are explored. Finally, the paper evaluates the effectiveness of different algorithm combinations and pre-processing methods through experimental analysis, focusing on their impact on the performance of distance-based trajectory clustering algorithms. The experimental results demonstrate the effectiveness of various trajectory clustering algorithms and notably highlight the significant improvements that trajectory compression techniques contribute to the efficiency and accuracy of trajectory clustering. This comprehensive approach ensures a deep understanding of current capabilities and future directions in vessel trajectory clustering.

Risk-Aware Vehicle Trajectory Prediction Under Safety-Critical Scenarios 2024-07-18
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Trajectory prediction is significant for intelligent vehicles to achieve high-level autonomous driving, and a lot of relevant research achievements have been made recently. Despite the rapid development, most existing studies solely focused on normal safe scenarios while largely neglecting safety-critical scenarios, particularly those involving imminent collisions. This oversight may result in autonomous vehicles lacking the essential predictive ability in such situations, posing a significant threat to safety. To tackle these, this paper proposes a risk-aware trajectory prediction framework tailored to safety-critical scenarios. Leveraging distinctive hazardous features, we develop three core risk-aware components. First, we introduce a risk-incorporated scene encoder, which augments conventional encoders with quantitative risk information to achieve risk-aware encoding of hazardous scene contexts. Next, we incorporate endpoint-risk-combined intention queries as prediction priors in the decoder to ensure that the predicted multimodal trajectories cover both various spatial intentions and risk levels. Lastly, an auxiliary risk prediction task is implemented for the ultimate risk-aware prediction. Furthermore, to support model training and performance evaluation, we introduce a safety-critical trajectory prediction dataset and tailored evaluation metrics. We conduct comprehensive evaluations and compare our model with several SOTA models. Results demonstrate the superior performance of our model, with a significant improvement in most metrics. This prediction advancement enables autonomous vehicles to execute correct collision avoidance maneuvers under safety-critical scenarios, eventually enhancing road traffic safety.

Improving Out-of-Distribution Generalization of Trajectory Prediction for Autonomous Driving via Polynomial Representations 2024-07-18
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Robustness against Out-of-Distribution (OoD) samples is a key performance indicator of a trajectory prediction model. However, the development and ranking of state-of-the-art (SotA) models are driven by their In-Distribution (ID) performance on individual competition datasets. We present an OoD testing protocol that homogenizes datasets and prediction tasks across two large-scale motion datasets. We introduce a novel prediction algorithm based on polynomial representations for agent trajectory and road geometry on both the input and output sides of the model. With a much smaller model size, training effort, and inference time, we reach near SotA performance for ID testing and significantly improve robustness in OoD testing. Within our OoD testing protocol, we further study two augmentation strategies of SotA models and their effects on model generalization. Highlighting the contrast between ID and OoD performance, we suggest adding OoD testing to the evaluation criteria of trajectory prediction models.

Exploring Robot Trajectory Planning -- A Comparative Analysis of Algorithms And Software Implementations in Dynamic Environments 2024-07-18
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Trajectory Planning is a crucial word in Modern & Advanced Robotics. It's a way of generating a smooth and feasible path for the robot to follow over time. The process primarily takes several factors to generate the path, such as velocity, acceleration and jerk. The process deals with how the robot can follow a desired motion path in a suitable environment. This trajectory planning is extensively used in Automobile Industrial Robot, Manipulators, and Mobile Robots. Trajectory planning is a fundamental component of motion control systems. To perform tasks like pick and place operations, assembly, welding, painting, path following, and obstacle avoidance. This paper introduces a comparative analysis of trajectory planning algorithms and their key software elements working strategy in complex and dynamic environments. Adaptability and real-time analysis are the most common problems in trajectory planning. The paper primarily focuses on getting a better understanding of these unpredictable environments.

Deterministic Trajectory Optimization through Probabilistic Optimal Control 2024-07-18
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This article proposes two new algorithms tailored to discrete-time deterministic finite-horizon nonlinear optimal control problems or so-called trajectory optimization problems. Both algorithms are inspired by a novel theoretical paradigm known as probabilistic optimal control, that reformulates optimal control as an equivalent probabilistic inference problem. This perspective allows to address the problem using the Expectation-Maximization algorithm. We show that the application of this algorithm results in a fixed point iteration of probabilistic policies that converge to the deterministic optimal policy. Two strategies for policy evaluation are discussed, using state-of-the-art uncertainty quantification methods resulting into two distinct algorithms. The algorithms are structurally closest related to the differential dynamic programming algorithm and related methods that use sigma-point methods to avoid direct gradient evaluations. The main advantage of our work is an improved balance between exploration and exploitation over the iterations, leading to improved numerical stability and accelerated convergence. These properties are demonstrated on different nonlinear systems.

Trajectory Planning Using Tire Thermodynamics for Automated Drifting 2024-07-17
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Automated vehicles need to estimate tire-road friction information, as it plays a key role in safe trajectory planning and vehicle dynamics control. Notably, friction is not solely dependent on road surface conditions, but also varies significantly depending on the tire temperature. However, tire parameters such as the friction coefficient have been conventionally treated as constant values in automated vehicle motion planning. This paper develops a simple thermodynamic model that captures tire friction temperature variation. To verify the model, it is implemented into trajectory planning for automated drifting - a challenging application that requires leveraging an unstable, drifting equilibrium at the friction limits. The proposed method which captures the hidden tire dynamics provides a dynamically feasible trajectory, leading to more precise tracking during experiments with an LQR (Linear Quadratic Regulator) controller.

This ...

This manuscript was accepted from IEEE Intelligent Vehicle Symposium (IV 2024) and will be published late August

Forward Invariance in Trajectory Spaces for Safety-critical Control 2024-07-17
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Useful robot control algorithms should not only achieve performance objectives but also adhere to hard safety constraints. Control Barrier Functions (CBFs) have been developed to provably ensure system safety through forward invariance. However, they often unnecessarily sacrifice performance for safety since they are purely reactive. Receding horizon control (RHC), on the other hand, consider planned trajectories to account for the future evolution of a system. This work provides a new perspective on safety-critical control by introducing Forward Invariance in Trajectory Spaces (FITS). We lift the problem of safe RHC into the trajectory space and describe the evolution of planned trajectories as a controlled dynamical system. Safety constraints defined over states can be converted into sets in the trajectory space which we render forward invariant via a CBF framework. We derive an efficient quadratic program (QP) to synthesize trajectories that provably satisfy safety constraints. Our experiments support that FITS improves the adherence to safety specifications without sacrificing performance over alternative CBF and NMPC methods.

8 pages, 4 figures
UniTE: A Survey and Unified Pipeline for Pre-training ST Trajectory Embeddings 2024-07-17
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Spatio-temporal (ST) trajectories are sequences of timestamped locations, which enable a variety of analyses that in turn enable important real-world applications. It is common to map trajectories to vectors, called embeddings, before subsequent analyses. Thus, the qualities of embeddings are very important. Methods for pre-training embeddings, which leverage unlabeled trajectories for training universal embeddings, have shown promising applicability across different tasks, thus attracting considerable interest. However, research progress on this topic faces two key challenges: a lack of a comprehensive overview of existing methods, resulting in several related methods not being well-recognized, and the absence of a unified pipeline, complicating the development new methods and the analysis of methods. To overcome these obstacles and advance the field of pre-training of trajectory embeddings, we present UniTE, a survey and a unified pipeline for this domain. In doing so, we present a comprehensive list of existing methods for pre-training trajectory embeddings, which includes methods that either explicitly or implicitly employ pre-training techniques. Further, we present a unified and modular pipeline with publicly available underlying code, simplifying the process of constructing and evaluating methods for pre-training trajectory embeddings. Additionally, we contribute a selection of experimental results using the proposed pipeline on real-world datasets.

VisionTrap: Vision-Augmented Trajectory Prediction Guided by Textual Descriptions 2024-07-17
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Predicting future trajectories for other road agents is an essential task for autonomous vehicles. Established trajectory prediction methods primarily use agent tracks generated by a detection and tracking system and HD map as inputs. In this work, we propose a novel method that also incorporates visual input from surround-view cameras, allowing the model to utilize visual cues such as human gazes and gestures, road conditions, vehicle turn signals, etc, which are typically hidden from the model in prior methods. Furthermore, we use textual descriptions generated by a Vision-Language Model (VLM) and refined by a Large Language Model (LLM) as supervision during training to guide the model on what to learn from the input data. Despite using these extra inputs, our method achieves a latency of 53 ms, making it feasible for real-time processing, which is significantly faster than that of previous single-agent prediction methods with similar performance. Our experiments show that both the visual inputs and the textual descriptions contribute to improvements in trajectory prediction performance, and our qualitative analysis highlights how the model is able to exploit these additional inputs. Lastly, in this work we create and release the nuScenes-Text dataset, which augments the established nuScenes dataset with rich textual annotations for every scene, demonstrating the positive impact of utilizing VLM on trajectory prediction. Our project page is at https://moonseokha.github.io/VisionTrap/

Accep...

Accepted at ECCV 2024

Multi-Agent Probabilistic Ensembles with Trajectory Sampling for Connected Autonomous Vehicles 2024-07-17
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Autonomous Vehicles (AVs) have attracted significant attention in recent years and Reinforcement Learning (RL) has shown remarkable performance in improving the autonomy of vehicles. In that regard, the widely adopted Model-Free RL (MFRL) promises to solve decision-making tasks in connected AVs (CAVs), contingent on the readiness of a significant amount of data samples for training. Nevertheless, it might be infeasible in practice and possibly lead to learning instability. In contrast, Model-Based RL (MBRL) manifests itself in sample-efficient learning, but the asymptotic performance of MBRL might lag behind the state-of-the-art MFRL algorithms. Furthermore, most studies for CAVs are limited to the decision-making of a single AV only, thus underscoring the performance due to the absence of communications. In this study, we try to address the decision-making problem of multiple CAVs with limited communications and propose a decentralized Multi-Agent Probabilistic Ensembles with Trajectory Sampling algorithm MA-PETS. In particular, in order to better capture the uncertainty of the unknown environment, MA-PETS leverages Probabilistic Ensemble (PE) neural networks to learn from communicated samples among neighboring CAVs. Afterwards, MA-PETS capably develops Trajectory Sampling (TS)-based model-predictive control for decision-making. On this basis, we derive the multi-agent group regret bound affected by the number of agents within the communication range and mathematically validate that incorporating effective information exchange among agents into the multi-agent learning scheme contributes to reducing the group regret bound in the worst case. Finally, we empirically demonstrate the superiority of MA-PETS in terms of the sample efficiency comparable to MFBL.

Trajectory and Power Optimization for Multi-UAV Enabled Emergency Wireless Communications Networks 2024-07-16
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Recently, unmanned aerial vehicle (UAV) has attracted much attention due to its flexible deployment and controllable mobility. As the general communication network cannot meet the emergency requirements, in this paper we study the multi-UAV enabled wireless emergency communication system. Our goal is to maximize the capacity with jointly optimizing trajectory and allocating power. To tackle this non-convex optimization problem, we first decompose it into two sub-problems to optimize the trajectory and power allocation, respectively. Then, we propose the successive convex approximation technique and the block coordinate update algorithm to solve the two subproblems. The approximate optimal solution can be obtained after continuous iterations. Simulation results show that the capacity can be greatly increased using our proposed joint trajectory optimization and power allocation.

6 pages, 3 figures
Progressive Pretext Task Learning for Human Trajectory Prediction 2024-07-16
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Human trajectory prediction is a practical task of predicting the future positions of pedestrians on the road, which typically covers all temporal ranges from short-term to long-term within a trajectory. However, existing works attempt to address the entire trajectory prediction with a singular, uniform training paradigm, neglecting the distinction between short-term and long-term dynamics in human trajectories. To overcome this limitation, we introduce a novel Progressive Pretext Task learning (PPT) framework, which progressively enhances the model's capacity of capturing short-term dynamics and long-term dependencies for the final entire trajectory prediction. Specifically, we elaborately design three stages of training tasks in the PPT framework. In the first stage, the model learns to comprehend the short-term dynamics through a stepwise next-position prediction task. In the second stage, the model is further enhanced to understand long-term dependencies through a destination prediction task. In the final stage, the model aims to address the entire future trajectory task by taking full advantage of the knowledge from previous stages. To alleviate the knowledge forgetting, we further apply a cross-task knowledge distillation. Additionally, we design a Transformer-based trajectory predictor, which is able to achieve highly efficient two-step reasoning by integrating a destination-driven prediction strategy and a group of learnable prompt embeddings. Extensive experiments on popular benchmarks have demonstrated that our proposed approach achieves state-of-the-art performance with high efficiency. Code is available at https://github.com/iSEE-Laboratory/PPT.

Accep...

Accepted to ECCV 2024

SciConNav: Knowledge navigation through contextual learning of extensive scientific research trajectories 2024-07-16
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New knowledge builds upon existing foundations, which means an interdependent relationship exists between knowledge, manifested in the historical development of the scientific system for hundreds of years. By leveraging natural language processing techniques, this study introduces the Scientific Concept Navigator (SciConNav), an embedding-based navigation model to infer the "knowledge pathway" from the research trajectories of millions of scholars. We validate that the learned representations effectively delineate disciplinary boundaries and capture the intricate relationships between diverse concepts. The utility of the inferred navigation space is showcased through multiple applications. Firstly, we demonstrated the multi-step analogy inferences within the knowledge space and the interconnectivity between concepts in different disciplines. Secondly, we formulated the attribute dimensions of knowledge across domains, observing the distributional shifts in the arrangement of 19 disciplines along these conceptual dimensions, including "Theoretical" to "Applied", and "Chemical" to "Biomedical', highlighting the evolution of functional attributes within knowledge domains. Lastly, by analyzing the high-dimensional knowledge network structure, we found that knowledge connects with shorter global pathways, and interdisciplinary knowledge plays a critical role in the accessibility of the global knowledge network. Our framework offers a novel approach to mining knowledge inheritance pathways in extensive scientific literature, which is of great significance for understanding scientific progression patterns, tailoring scientific learning trajectories, and accelerating scientific progress.

21pag...

21pages, 13 figures, 6 tables

PRET: Planning with Directed Fidelity Trajectory for Vision and Language Navigation 2024-07-16
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Vision and language navigation is a task that requires an agent to navigate according to a natural language instruction. Recent methods predict sub-goals on constructed topology map at each step to enable long-term action planning. However, they suffer from high computational cost when attempting to support such high-level predictions with GCN-like models. In this work, we propose an alternative method that facilitates navigation planning by considering the alignment between instructions and directed fidelity trajectories, which refers to a path from the initial node to the candidate locations on a directed graph without detours. This planning strategy leads to an efficient model while achieving strong performance. Specifically, we introduce a directed graph to illustrate the explored area of the environment, emphasizing directionality. Then, we firstly define the trajectory representation as a sequence of directed edge features, which are extracted from the panorama based on the corresponding orientation. Ultimately, we assess and compare the alignment between instruction and different trajectories during navigation to determine the next navigation target. Our method outperforms previous SOTA method BEVBert on RxR dataset and is comparable on R2R dataset while largely reducing the computational cost. Code is available: https://github.com/iSEE-Laboratory/VLN-PRET.

Semi-Supervised Generative Models for Disease Trajectories: A Case Study on Systemic Sclerosis 2024-07-16
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We propose a deep generative approach using latent temporal processes for modeling and holistically analyzing complex disease trajectories, with a particular focus on Systemic Sclerosis (SSc). We aim to learn temporal latent representations of the underlying generative process that explain the observed patient disease trajectories in an interpretable and comprehensive way. To enhance the interpretability of these latent temporal processes, we develop a semi-supervised approach for disentangling the latent space using established medical knowledge. By combining the generative approach with medical definitions of different characteristics of SSc, we facilitate the discovery of new aspects of the disease. We show that the learned temporal latent processes can be utilized for further data analysis and clinical hypothesis testing, including finding similar patients and clustering SSc patient trajectories into novel sub-types. Moreover, our method enables personalized online monitoring and prediction of multivariate time series with uncertainty quantification.

Accep...

Accepted at Machine Learning for Healthcare 2024. arXiv admin note: substantial text overlap with arXiv:2311.08149

RetailOpt: Opt-In, Easy-to-Deploy Trajectory Estimation from Smartphone Motion Data and Retail Facility Information 2024-07-16
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We present RetailOpt, a novel opt-in, easy-to-deploy system for tracking customer movements offline in indoor retail environments. The system uses readily accessible information from customer smartphones and retail apps, including motion data, store maps, and purchase records. This eliminates the need for additional hardware installations/maintenance and ensures customers full data control. Specifically, RetailOpt first uses inertial navigation to recover relative trajectories from smartphone motion data. The store map and purchase records are cross-referenced to identify a list of visited shelves, providing anchors to localize the relative trajectories in a store through continuous and discrete optimization. We demonstrate the effectiveness of our system in five diverse environments. The system, if successful, would produce accurate customer movement data, essential for a broad range of retail applications including customer behavior analysis and in-store navigation.

Trajectory Tracking for Unmanned Aerial Vehicles in 3D Spaces under Motion Constraints 2024-07-15
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This article presents a three-dimensional nonlinear trajectory tracking control strategy for unmanned aerial vehicles (UAVs) in the presence of spatial constraints. As opposed to many existing control strategies, which do not consider spatial constraints, the proposed strategy considers spatial constraints on each degree of freedom movement of the UAV. Such consideration makes the design appealing for many practical applications, such as pipeline inspection, boundary tracking, etc. The proposed design accounts for the limited information about the inertia matrix, thereby affirming its inherent robustness against unmodeled dynamics and other imperfections. We rigorously show that the UAV will converge to its desired path by maintaining bounded position, orientation, and linear and angular speeds. Finally, we demonstrate the effectiveness of the proposed strategy through various numerical simulations.

Ada-NAV: Adaptive Trajectory Length-Based Sample Efficient Policy Learning for Robotic Navigation 2024-07-14
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Trajectory length stands as a crucial hyperparameter within reinforcement learning (RL) algorithms, significantly contributing to the sample inefficiency in robotics applications. Motivated by the pivotal role trajectory length plays in the training process, we introduce Ada-NAV, a novel adaptive trajectory length scheme designed to enhance the training sample efficiency of RL algorithms in robotic navigation tasks. Unlike traditional approaches that treat trajectory length as a fixed hyperparameter, we propose to dynamically adjust it based on the entropy of the underlying navigation policy. Interestingly, Ada-NAV can be applied to both existing on-policy and off-policy RL methods, which we demonstrate by empirically validating its efficacy on three popular RL methods: REINFORCE, Proximal Policy Optimization (PPO), and Soft Actor-Critic (SAC). We demonstrate through simulated and real-world robotic experiments that Ada-NAV outperforms conventional methods that employ constant or randomly sampled trajectory lengths. Specifically, for a fixed sample budget, Ada-NAV achieves an 18% increase in navigation success rate, a 20-38% reduction in navigation path length, and a 9.32% decrease in elevation costs. Furthermore, we showcase the versatility of Ada-NAV by integrating it with the Clearpath Husky robot, illustrating its applicability in complex outdoor environments.

11 pa...

11 pages, 9 figures, 2 tables

Boosting Transferability in Vision-Language Attacks via Diversification along the Intersection Region of Adversarial Trajectory 2024-07-14
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Vision-language pre-training (VLP) models exhibit remarkable capabilities in comprehending both images and text, yet they remain susceptible to multimodal adversarial examples (AEs). Strengthening attacks and uncovering vulnerabilities, especially common issues in VLP models (e.g., high transferable AEs), can advance reliable and practical VLP models. A recent work (i.e., Set-level guidance attack) indicates that augmenting image-text pairs to increase AE diversity along the optimization path enhances the transferability of adversarial examples significantly. However, this approach predominantly emphasizes diversity around the online adversarial examples (i.e., AEs in the optimization period), leading to the risk of overfitting the victim model and affecting the transferability. In this study, we posit that the diversity of adversarial examples towards the clean input and online AEs are both pivotal for enhancing transferability across VLP models. Consequently, we propose using diversification along the intersection region of adversarial trajectory to expand the diversity of AEs. To fully leverage the interaction between modalities, we introduce text-guided adversarial example selection during optimization. Furthermore, to further mitigate the potential overfitting, we direct the adversarial text deviating from the last intersection region along the optimization path, rather than adversarial images as in existing methods. Extensive experiments affirm the effectiveness of our method in improving transferability across various VLP models and downstream vision-and-language tasks.

ECCV2...

ECCV2024. Code is available at https://github.com/SensenGao/VLPTransferAttack

Reinforcement Learning in a Safety-Embedded MDP with Trajectory Optimization 2024-07-14
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Safe Reinforcement Learning (RL) plays an important role in applying RL algorithms to safety-critical real-world applications, addressing the trade-off between maximizing rewards and adhering to safety constraints. This work introduces a novel approach that combines RL with trajectory optimization to manage this trade-off effectively. Our approach embeds safety constraints within the action space of a modified Markov Decision Process (MDP). The RL agent produces a sequence of actions that are transformed into safe trajectories by a trajectory optimizer, thereby effectively ensuring safety and increasing training stability. This novel approach excels in its performance on challenging Safety Gym tasks, achieving significantly higher rewards and near-zero safety violations during inference. The method's real-world applicability is demonstrated through a safe and effective deployment in a real robot task of box-pushing around obstacles.

Synergistic Multi-Agent Framework with Trajectory Learning for Knowledge-Intensive Tasks 2024-07-13
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Recent advancements in Large Language Models (LLMs) have led to significant breakthroughs in various natural language processing tasks. However, generating factually consistent responses in knowledge-intensive scenarios remains a challenge due to issues such as hallucination, difficulty in acquiring long-tailed knowledge, and limited memory expansion. This paper introduces SMART, a novel multi-agent framework that leverages external knowledge to enhance the interpretability and factual consistency of LLM-generated responses. SMART comprises four specialized agents, each performing a specific sub-trajectory action to navigate complex knowledge-intensive tasks. We propose a multi-agent co-training paradigm, Long- and Short-Trajectory Learning, which ensures synergistic collaboration among agents while maintaining fine-grained execution by each agent. Extensive experiments on 5 tasks demonstrate SMART's superior performance compared to previous widely adopted methods.

Generating 6-D Trajectories for Omnidirectional Multirotor Aerial Vehicles in Cluttered Environments 2024-07-13
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As fully-actuated systems, omnidirectional multirotor aerial vehicles (OMAVs) have more flexible maneuverability and advantages in aggressive flight in cluttered environments than traditional underactuated MAVs. %Due to the high dimensionality of configuration space, making the designed trajectory generation algorithm efficient is challenging. This paper aims to achieve safe flight of OMAVs in cluttered environments. Considering existing static obstacles, an efficient optimization-based framework is proposed to generate 6-D $SE(3)$ trajectories for OMAVs. Given the kinodynamic constraints and the 3D collision-free region represented by a series of intersecting convex polyhedra, the proposed method finally generates a safe and dynamically feasible 6-D trajectory. First, we parameterize the vehicle's attitude into a free 3D vector using stereographic projection to eliminate the constraints inherent in the $SO(3)$ manifold, while the complete $SE(3)$ trajectory is represented as a 6-D polynomial in time without inherent constraints. The vehicle's shape is modeled as a cuboid attached to the body frame to achieve whole-body collision evaluation. Then, we formulate the origin trajectory generation problem as a constrained optimization problem. The original constrained problem is finally transformed into an unconstrained one that can be solved efficiently. To verify the proposed framework's performance, simulations and real-world experiments based on a tilt-rotor hexarotor aerial vehicle are carried out.

This ...

This work has been submitted to the IEEE for possible publication. Copyright may be transferred without notice, after which this version may no longer be accessible. arXiv admin note: text overlap with arXiv:2209.06764

Physics-Informed Learning of Characteristic Trajectories for Smoke Reconstruction 2024-07-12
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We delve into the physics-informed neural reconstruction of smoke and obstacles through sparse-view RGB videos, tackling challenges arising from limited observation of complex dynamics. Existing physics-informed neural networks often emphasize short-term physics constraints, leaving the proper preservation of long-term conservation less explored. We introduce Neural Characteristic Trajectory Fields, a novel representation utilizing Eulerian neural fields to implicitly model Lagrangian fluid trajectories. This topology-free, auto-differentiable representation facilitates efficient flow map calculations between arbitrary frames as well as efficient velocity extraction via auto-differentiation. Consequently, it enables end-to-end supervision covering long-term conservation and short-term physics priors. Building on the representation, we propose physics-informed trajectory learning and integration into NeRF-based scene reconstruction. We enable advanced obstacle handling through self-supervised scene decomposition and seamless integrated boundary constraints. Our results showcase the ability to overcome challenges like occlusion uncertainty, density-color ambiguity, and static-dynamic entanglements. Code and sample tests are at \url{https://github.com/19reborn/PICT_smoke}.

SIGGR...

SIGGRAPH 2024 (conference track), Project Website: \url{https://19reborn.github.io/PICT_Smoke.github.io/}

Towards Personalised Patient Risk Prediction Using Temporal Hospital Data Trajectories 2024-07-12
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Quantifying a patient's health status provides clinicians with insight into patient risk, and the ability to better triage and manage resources. Early Warning Scores (EWS) are widely deployed to measure overall health status, and risk of adverse outcomes, in hospital patients. However, current EWS are limited both by their lack of personalisation and use of static observations. We propose a pipeline that groups intensive care unit patients by the trajectories of observations data throughout their stay as a basis for the development of personalised risk predictions. Feature importance is considered to provide model explainability. Using the MIMIC-IV dataset, six clusters were identified, capturing differences in disease codes, observations, lengths of admissions and outcomes. Applying the pipeline to data from just the first four hours of each ICU stay assigns the majority of patients to the same cluster as when the entire stay duration is considered. In-hospital mortality prediction models trained on individual clusters had higher F1 score performance in five of the six clusters when compared against the unclustered patient cohort. The pipeline could form the basis of a clinical decision support tool, working to improve the clinical characterisation of risk groups and the early detection of patient deterioration.

FedVAE: Trajectory privacy preserving based on Federated Variational AutoEncoder 2024-07-12
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The use of trajectory data with abundant spatial-temporal information is pivotal in Intelligent Transport Systems (ITS) and various traffic system tasks. Location-Based Services (LBS) capitalize on this trajectory data to offer users personalized services tailored to their location information. However, this trajectory data contains sensitive information about users' movement patterns and habits, necessitating confidentiality and protection from unknown collectors. To address this challenge, privacy-preserving methods like K-anonymity and Differential Privacy have been proposed to safeguard private information in the dataset. Despite their effectiveness, these methods can impact the original features by introducing perturbations or generating unrealistic trajectory data, leading to suboptimal performance in downstream tasks. To overcome these limitations, we propose a Federated Variational AutoEncoder (FedVAE) approach, which effectively generates a new trajectory dataset while preserving the confidentiality of private information and retaining the structure of the original features. In addition, FedVAE leverages Variational AutoEncoder (VAE) to maintain the original feature space and generate new trajectory data, and incorporates Federated Learning (FL) during the training stage, ensuring that users' data remains locally stored to protect their personal information. The results demonstrate its superior performance compared to other existing methods, affirming FedVAE as a promising solution for enhancing data privacy and utility in location-based applications.

2023 ...

2023 IEEE 98th Vehicular Technology Conference

Any-point Trajectory Modeling for Policy Learning 2024-07-12
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Learning from demonstration is a powerful method for teaching robots new skills, and having more demonstration data often improves policy learning. However, the high cost of collecting demonstration data is a significant bottleneck. Videos, as a rich data source, contain knowledge of behaviors, physics, and semantics, but extracting control-specific information from them is challenging due to the lack of action labels. In this work, we introduce a novel framework, Any-point Trajectory Modeling (ATM), that utilizes video demonstrations by pre-training a trajectory model to predict future trajectories of arbitrary points within a video frame. Once trained, these trajectories provide detailed control guidance, enabling the learning of robust visuomotor policies with minimal action-labeled data. Across over 130 language-conditioned tasks we evaluated in both simulation and the real world, ATM outperforms strong video pre-training baselines by 80% on average. Furthermore, we show effective transfer learning of manipulation skills from human videos and videos from a different robot morphology. Visualizations and code are available at: \url{https://xingyu-lin.github.io/atm}.

18 pages, 15 figures
Fast and Accurate Multi-Agent Trajectory Prediction For Crowded Unknown Scenes 2024-07-12
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This paper studies the problem of multi-agent trajectory prediction in crowded unknown environments. A novel energy function optimization-based framework is proposed to generate prediction trajectories. Firstly, a new energy function is designed for easier optimization. Secondly, an online optimization pipeline for calculating parameters and agents' velocities is developed. In this pipeline, we first design an efficient group division method based on Frechet distance to classify agents online. Then the strategy on decoupling the optimization of velocities and critical parameters in the energy function is developed, where the the slap swarm algorithm and gradient descent algorithms are integrated to solve the optimization problems more efficiently. Thirdly, we propose a similarity-based resample evaluation algorithm to predict agents' optimal goals, defined as the target-moving headings of agents, which effectively extracts hidden information in observed states and avoids learning agents' destinations via the training dataset in advance. Experiments and comparison studies verify the advantages of the proposed method in terms of prediction accuracy and speed.

ImageFlowNet: Forecasting Multiscale Trajectories of Disease Progression with Irregularly-Sampled Longitudinal Medical Images 2024-07-12
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The forecasting of disease progression from images is a holy grail for clinical decision making. However, this task is complicated by the inherent high dimensionality, temporal sparsity and sampling irregularity in longitudinal image acquisitions. Existing methods often rely on extracting hand-crafted features and performing time-series analysis in this vector space, leading to a loss of rich spatial information within the images. To overcome these challenges, we introduce ImageFlowNet, a novel framework that learns latent-space flow fields that evolve multiscale representations in joint embedding spaces using neural ODEs and SDEs to model disease progression in the image domain. Notably, ImageFlowNet learns multiscale joint representation spaces by combining cohorts of patients together so that information can be transferred between the patient samples. The dynamics then provide plausible trajectories of progression, with the SDE providing alternative trajectories from the same starting point. We provide theoretical insights that support our formulation of ODEs, and motivate our regularizations involving high-level visual features, latent space organization, and trajectory smoothness. We then demonstrate ImageFlowNet's effectiveness through empirical evaluations on three longitudinal medical image datasets depicting progression in retinal geographic atrophy, multiple sclerosis, and glioblastoma.

Fixed...

Fixed some typos. Merged multibib

Adaptive Human Trajectory Prediction via Latent Corridors 2024-07-12
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Human trajectory prediction is typically posed as a zero-shot generalization problem: a predictor is learnt on a dataset of human motion in training scenes, and then deployed on unseen test scenes. While this paradigm has yielded tremendous progress, it fundamentally assumes that trends in human behavior within the deployment scene are constant over time. As such, current prediction models are unable to adapt to scene-specific transient human behaviors, such as crowds temporarily gathering to see buskers, pedestrians hurrying through the rain and avoiding puddles, or a protest breaking out. We formalize the problem of scene-specific adaptive trajectory prediction and propose a new adaptation approach inspired by prompt tuning called latent corridors. By augmenting the input of any pre-trained human trajectory predictor with learnable image prompts, the predictor can improve in the deployment scene by inferring trends from extremely small amounts of new data (e.g., 2 humans observed for 30 seconds). With less than 0.1% additional model parameters, we see up to 23.9% ADE improvement in MOTSynth simulated data and 16.4% ADE in MOT and Wildtrack real pedestrian data. Qualitatively, we observe that latent corridors imbue predictors with an awareness of scene geometry and scene-specific human behaviors that non-adaptive predictors struggle to capture. The project website can be found at https://neerja.me/atp_latent_corridors/.

Accep...

Accepted to ECCV 2024. Project website can be found at https://neerja.me/atp_latent_corridors/

Using iterated local alignment to aggregate trajectory data into a traffic flow map 2024-07-11
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Desire line maps are widely deployed for traffic flow analysis by virtue of their ease of interpretation and computation. They can be considered to be simplified traffic flow maps, whereas the computational challenges in aggregating small scale traffic flows prevent the wider dissemination of high resolution flow maps. Vehicle trajectories are a promising data source to solve this challenging problem. The solution begins with the alignment (or map matching) of the trajectories to the road network. However even the state-of-the-art map matching implementations produce sub-optimal results with small misalignments. While these misalignments are negligible for large scale flow aggregation in desire line maps, they pose substantial obstacles for small scale flow aggregation in high resolution maps. To remove these remaining misalignments, we introduce innovative local alignment algorithms, where we infer road segments to serve as local reference segments, and proceed to align nearby road segments to them. With each local alignment iteration, the misalignments of the trajectories with each other and with the road network are reduced, and so converge closer to a minimal flow map. By analysing a set of empirical trajectories collected in Hannover, Germany, we confirm that our minimal flow map has high levels of spatial resolution, accuracy and coverage.

Multi-Path Long-Term Vessel Trajectories Forecasting with Probabilistic Feature Fusion for Problem Shifting 2024-07-10
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This paper addresses the challenge of boosting the precision of multi-path long-term vessel trajectory forecasting on engineered sequences of Automatic Identification System (AIS) data using feature fusion for problem shifting. We have developed a deep auto-encoder model and a phased framework approach to predict the next 12 hours of vessel trajectories using 1 to 3 hours of AIS data as input. To this end, we fuse the spatiotemporal features from the AIS messages with probabilistic features engineered from historical AIS data referring to potential routes and destinations. As a result, we reduce the forecasting uncertainty by shifting the problem into a trajectory reconstruction problem. The probabilistic features have an F1-Score of approximately 85% and 75% for the vessel route and destination prediction, respectively. Under such circumstances, we achieved an R2 Score of over 98% with different layer structures and varying feature combinations; the high R2 Score is a natural outcome of the well-defined shipping lanes in the study region. However, our proposal stands out among competing approaches as it demonstrates the capability of complex decision-making during turnings and route selection. Furthermore, we have shown that our model achieves more accurate forecasting with average and median errors of 11km and 6km, respectively, a 25% improvement from the current state-of-the-art approaches. The resulting model from this proposal is deployed as part of a broader Decision Support System to safeguard whales by preventing the risk of vessel-whale collisions under the smartWhales initiative and acting on the Gulf of St. Lawrence in Atlantic Canada.

Trial and Error: Exploration-Based Trajectory Optimization for LLM Agents 2024-07-10
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Large Language Models (LLMs) have become integral components in various autonomous agent systems. In this study, we present an exploration-based trajectory optimization approach, referred to as ETO. This learning method is designed to enhance the performance of open LLM agents. Contrary to previous studies that exclusively train on successful expert trajectories, our method allows agents to learn from their exploration failures. This leads to improved performance through an iterative optimization framework. During the exploration phase, the agent interacts with the environment while completing given tasks, gathering failure trajectories to create contrastive trajectory pairs. In the subsequent training phase, the agent utilizes these trajectory preference pairs to update its policy using contrastive learning methods like DPO. This iterative cycle of exploration and training fosters continued improvement in the agents. Our experiments on three complex tasks demonstrate that ETO consistently surpasses baseline performance by a large margin. Furthermore, an examination of task-solving efficiency and potential in scenarios lacking expert trajectory underscores the effectiveness of our approach.

Accep...

Accepted to ACL 2024 Main Conference; Camera Ready

The Hybrid Extended Bicycle: A Simple Model for High Dynamic Vehicle Trajectory Planning 2024-07-10
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While highly automated driving relies most of the time on a smooth driving assumption, the possibility of a vehicle performing harsh maneuvers with high dynamic driving to face unexpected events is very likely. The modeling of the behavior of the vehicle in these events is crucial to proper planning and controlling; the used model should present accurate and computationally efficient properties to ensure consistency with the dynamics of the vehicle and to be employed in real-time systems. In this article, we propose an LSTM-based hybrid extended bicycle model able to present an accurate description of the state of the vehicle for both normal and aggressive situations. The introduced model is used in a Model Predictive Path Integral (MPPI) plan and control framework for performing trajectories in high-dynamic scenarios. The proposed model and framework prove their ability to plan feasible trajectories ensuring an accurate vehicle behavior even at the limits of handling.

CATP: Context-Aware Trajectory Prediction with Competition Symbiosis 2024-07-10
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Contextual information is vital for accurate trajectory prediction. For instance, the intricate flying behavior of migratory birds hinges on their analysis of environmental cues such as wind direction and air pressure. However, the diverse and dynamic nature of contextual information renders it an arduous task for AI models to comprehend its impact on trajectories and consequently predict them accurately. To address this issue, we propose a ``manager-worker'' framework to unleash the full potential of contextual information and construct CATP model, an implementation of the framework for Context-Aware Trajectory Prediction. The framework comprises a manager model, several worker models, and a tailored training mechanism inspired by competition symbiosis in nature. Taking CATP as an example, each worker needs to compete against others for training data and develop an advantage in predicting specific moving patterns. The manager learns the workers' performance in different contexts and selects the best one in the given context to predict trajectories, enabling CATP as a whole to operate in a symbiotic manner. We conducted two comparative experiments and an ablation study to quantitatively evaluate the proposed framework and CATP model. The results showed that CATP could outperform SOTA models, and the framework could be generalized to different context-aware tasks.

Proactive Eavesdropping in Relay Systems via Trajectory and Power Optimization 2024-07-10
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Wireless relays can effectively extend the transmission range of information. However, if relay technology is utilized unlawfully, it can amplify potential harm. Effectively surveilling illegitimate relay links poses a challenging problem. Unmanned aerial vehicles (UAVs) can proactively surveil wireless relay systems due to their flexible mobility. This work focuses on maximizing the eavesdropping rate (ER) of UAVs by jointly optimizing the trajectory and jamming power. To address this challenge, we propose a new iterative algorithm based on block coordinate descent and successive convex approximation technologies. Simulation results demonstrate that the proposed algorithm significantly enhances the ER through trajectory and jamming power optimization.

14 pa...

14 pages, 8 figures, submitted to IEEE Journal for review

What's Wrong with the Absolute Trajectory Error? 2024-07-09
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One of the limitations of the commonly used Absolute Trajectory Error (ATE) is that it is highly sensitive to outliers. As a result, in the presence of just a few outliers, it often fails to reflect the varying accuracy as the inlier trajectory error or the number of outliers varies. In this work, we propose an alternative error metric for evaluating the accuracy of the reconstructed camera trajectory. Our metric, named Discernible Trajectory Error (DTE), is computed in five steps: (1) Shift the ground-truth and estimated trajectories such that both of their geometric medians are located at the origin. (2) Rotate the estimated trajectory such that it minimizes the sum of geodesic distances between the corresponding camera orientations. (3) Scale the estimated trajectory such that the median distance of the cameras to their geometric median is the same as that of the ground truth. (4) Compute, winsorize and normalize the distances between the corresponding cameras. (5) Obtain the DTE by taking the average of the mean and the root-mean-square (RMS) of the resulting distances. This metric is an attractive alternative to the ATE, in that it is capable of discerning the varying trajectory accuracy as the inlier trajectory error or the number of outliers varies. Using the similar idea, we also propose a novel rotation error metric, named Discernible Rotation Error (DRE), which has similar advantages to the DTE. Furthermore, we propose a simple yet effective method for calibrating the camera-to-marker rotation, which is needed for the computation of our metrics. Our methods are verified through extensive simulations.

Trajectory Data Mining and Trip Travel Time Prediction on Specific Roads 2024-07-09
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Predicting a trip's travel time is essential for route planning and navigation applications. The majority of research is based on international data that does not apply to Pakistan's road conditions. We designed a complete pipeline for mining trajectories from sensors data. On this data, we employed state-of-the-art approaches, including a shallow artificial neural network, a deep multi-layered perceptron, and a long-short-term memory, to explore the issue of travel time prediction on frequent routes. The experimental results demonstrate an average prediction error ranging from 30 seconds to 1.2 minutes on trips lasting 10 minutes to 60 minutes on six most frequent routes in regions of Islamabad, Pakistan.

N/A
Less is More: Efficient Brain-Inspired Learning for Autonomous Driving Trajectory Prediction 2024-07-09
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Accurately and safely predicting the trajectories of surrounding vehicles is essential for fully realizing autonomous driving (AD). This paper presents the Human-Like Trajectory Prediction model (HLTP++), which emulates human cognitive processes to improve trajectory prediction in AD. HLTP++ incorporates a novel teacher-student knowledge distillation framework. The "teacher" model equipped with an adaptive visual sector, mimics the dynamic allocation of attention human drivers exhibit based on factors like spatial orientation, proximity, and driving speed. On the other hand, the "student" model focuses on real-time interaction and human decision-making, drawing parallels to the human memory storage mechanism. Furthermore, we improve the model's efficiency by introducing a new Fourier Adaptive Spike Neural Network (FA-SNN), allowing for faster and more precise predictions with fewer parameters. Evaluated using the NGSIM, HighD, and MoCAD benchmarks, HLTP++ demonstrates superior performance compared to existing models, which reduces the predicted trajectory error with over 11% on the NGSIM dataset and 25% on the HighD datasets. Moreover, HLTP++ demonstrates strong adaptability in challenging environments with incomplete input data. This marks a significant stride in the journey towards fully AD systems.

arXiv...

arXiv admin note: substantial text overlap with arXiv:2402.19251

Sampling for Model Predictive Trajectory Planning in Autonomous Driving using Normalizing Flows 2024-07-09
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Alongside optimization-based planners, sampling-based approaches are often used in trajectory planning for autonomous driving due to their simplicity. Model predictive path integral control is a framework that builds upon optimization principles while incorporating stochastic sampling of input trajectories. This paper investigates several sampling approaches for trajectory generation. In this context, normalizing flows originating from the field of variational inference are considered for the generation of sampling distributions, as they model transformations of simple to more complex distributions. Accordingly, learning-based normalizing flow models are trained for a more efficient exploration of the input domain for the task at hand. The developed algorithm and the proposed sampling distributions are evaluated in two simulation scenarios.

Accep...

Accepted to be published as part of the 2024 IEEE Intelligent Vehicles Symposium (IV), Jeju Shinhwa World, Jeju Island, Korea, June 2-5, 2024

Transfer Learning Study of Motion Transformer-based Trajectory Predictions 2024-07-09
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Trajectory planning in autonomous driving is highly dependent on predicting the emergent behavior of other road users. Learning-based methods are currently showing impressive results in simulation-based challenges, with transformer-based architectures technologically leading the way. Ultimately, however, predictions are needed in the real world. In addition to the shifts from simulation to the real world, many vehicle- and country-specific shifts, i.e. differences in sensor systems, fusion and perception algorithms as well as traffic rules and laws, are on the agenda. Since models that can cover all system setups and design domains at once are not yet foreseeable, model adaptation plays a central role. Therefore, a simulation-based study on transfer learning techniques is conducted on basis of a transformer-based model. Furthermore, the study aims to provide insights into possible trade-offs between computational time and performance to support effective transfers into the real world.

Accep...

Accepted to be published as part of the 2024 IEEE Intelligent Vehicles Symposium (IV), Jeju Shinhwa World, Jeju Island, Korea, June 2-5, 2024

Geospatial Trajectory Generation via Efficient Abduction: Deployment for Independent Testing 2024-07-08
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The ability to generate artificial human movement patterns while meeting location and time constraints is an important problem in the security community, particularly as it enables the study of the analog problem of detecting such patterns while maintaining privacy. We frame this problem as an instance of abduction guided by a novel parsimony function represented as an aggregate truth value over an annotated logic program. This approach has the added benefit of affording explainability to an analyst user. By showing that any subset of such a program can provide a lower bound on this parsimony requirement, we are able to abduce movement trajectories efficiently through an informed (i.e., A*) search. We describe how our implementation was enhanced with the application of multiple techniques in order to be scaled and integrated with a cloud-based software stack that included bottom-up rule learning, geolocated knowledge graph retrieval/management, and interfaces with government systems for independently conducted government-run tests for which we provide results. We also report on our own experiments showing that we not only provide exact results but also scale to very large scenarios and provide realistic agent trajectories that can go undetected by machine learning anomaly detectors.

Accep...

Accepted at ICLP 2024

MapsTP: HD Map Images Based Multimodal Trajectory Prediction for Automated Vehicles 2024-07-08
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Predicting ego vehicle trajectories remains a critical challenge, especially in urban and dense areas due to the unpredictable behaviours of other vehicles and pedestrians. Multimodal trajectory prediction enhances decision-making by considering multiple possible future trajectories based on diverse sources of environmental data. In this approach, we leverage ResNet-50 to extract image features from high-definition map data and use IMU sensor data to calculate speed, acceleration, and yaw rate. A temporal probabilistic network is employed to compute potential trajectories, selecting the most accurate and highly probable trajectory paths. This method integrates HD map data to improve the robustness and reliability of trajectory predictions for autonomous vehicles.

Accep...

Accepted for publication at th 26th Irish Machine Vision and Image Processing Conference, 2024

MSTF: Multiscale Transformer for Incomplete Trajectory Prediction 2024-07-08
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Motion forecasting plays a pivotal role in autonomous driving systems, enabling vehicles to execute collision warnings and rational local-path planning based on predictions of the surrounding vehicles. However, prevalent methods often assume complete observed trajectories, neglecting the potential impact of missing values induced by object occlusion, scope limitation, and sensor failures. Such oversights inevitably compromise the accuracy of trajectory predictions. To tackle this challenge, we propose an end-to-end framework, termed Multiscale Transformer (MSTF), meticulously crafted for incomplete trajectory prediction. MSTF integrates a Multiscale Attention Head (MAH) and an Information Increment-based Pattern Adaptive (IIPA) module. Specifically, the MAH component concurrently captures multiscale motion representation of trajectory sequence from various temporal granularities, utilizing a multi-head attention mechanism. This approach facilitates the modeling of global dependencies in motion across different scales, thereby mitigating the adverse effects of missing values. Additionally, the IIPA module adaptively extracts continuity representation of motion across time steps by analyzing missing patterns in the data. The continuity representation delineates motion trend at a higher level, guiding MSTF to generate predictions consistent with motion continuity. We evaluate our proposed MSTF model using two large-scale real-world datasets. Experimental results demonstrate that MSTF surpasses state-of-the-art (SOTA) models in the task of incomplete trajectory prediction, showcasing its efficacy in addressing the challenges posed by missing values in motion forecasting for autonomous driving systems.

An open-source framework for data-driven trajectory extraction from AIS data -- the $α$-method 2024-07-05
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Ship trajectories from Automatic Identification System (AIS) messages are important in maritime safety, domain awareness, and algorithmic testing. Although the specifications for transmitting and receiving AIS messages are fixed, it is well known that technical inaccuracies and lacking seafarer compliance lead to severe data quality impairment. This paper proposes an adaptable, data-driven, $\alpha$-quantile-based framework for decoding, constructing, splitting, and assessing trajectories from raw AIS records to improve transparency in AIS data mining. Results indicate the proposed filtering algorithm robustly extracts clean, long, and uninterrupted trajectories for further processing. An open-source Python implementation of the framework is provided.

A Data Model and Predicate Logic for Trajectory Data (Extended Version) 2024-07-03
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With recent sensor and tracking technology advances, the volume of available trajectory data is steadily increasing. Consequently, managing and analyzing trajectory data has seen significant interest from the research community. The challenges presented by trajectory data arise from their spatio-temporal nature as well as the uncertainty regarding locations between sampled points. In this paper, we present a data model that treats trajectories as first-class citizens, thus fully capturing their spatio-temporal properties. We also introduce a predicate logic that enable query processing under different uncertainty assumptions. Finally, we show that our predicate logic is expressive enough to capture all spatial and temporal relations put forward by previous work.

Exten...

Extended version of the ADBIS 2024 paper with the same title

Fast maneuver recovery from aerial observation: trajectory clustering and outliers rejection 2024-07-03
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The implementation of road user models that realistically reproduce a credible behavior in a multi-agentsimulation is still an open problem. A data-driven approach consists on to deduce behaviors that may exist in real situation to obtain different types of trajectories from a large set of observations. The data, and its classification, could then be used to train models capable to extrapolate such behavior. Cars and two different types of Vulnerable Road Users (VRU) will be considered by the trajectory clustering methods proposed: pedestrians and cyclists. The results reported here evaluate methods to extract well-defined trajectory classes from raw data without the use of map information while also separating ''eccentric'' or incomplete trajectories from the ones that are complete and representative in any scenario. Two environments will serve as test for the methods develop, three different intersections and one roundabout. The resulting clusters of trajectories can then be used for prediction or learning tasks or discarded if it is composed by outliers.

PWTO: A Heuristic Approach for Trajectory Optimization in Complex Terrains 2024-07-03
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This paper considers a trajectory planning problem for a robot navigating complex terrains, which arises in applications ranging from autonomous mining vehicles to planetary rovers. The problem seeks to find a low-cost dynamically feasible trajectory for the robot. The problem is challenging as it requires solving a non-linear optimization problem that often has many local minima due to the complex terrain. To address the challenge, we propose a method called Pareto-optimal Warm-started Trajectory Optimization (PWTO) that attempts to combine the benefits of graph search and trajectory optimization, two very different approaches to planning. PWTO first creates a state lattice using simplified dynamics of the robot and leverages a multi-objective graph search method to obtain a set of paths. Each of the paths is then used to warm-start a local trajectory optimization process, so that different local minima are explored to find a globally low-cost solution. In our tests, the solution cost computed by PWTO is often less than half of the costs computed by the baselines. In addition, we verify the trajectories generated by PWTO in Gazebo simulation in complex terrains with both wheeled and quadruped robots. The code of this paper is open sourced and can be found at https://github.com/rap-lab-org/public_pwto.

TrAME: Trajectory-Anchored Multi-View Editing for Text-Guided 3D Gaussian Splatting Manipulation 2024-07-02
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Despite significant strides in the field of 3D scene editing, current methods encounter substantial challenge, particularly in preserving 3D consistency in multi-view editing process. To tackle this challenge, we propose a progressive 3D editing strategy that ensures multi-view consistency via a Trajectory-Anchored Scheme (TAS) with a dual-branch editing mechanism. Specifically, TAS facilitates a tightly coupled iterative process between 2D view editing and 3D updating, preventing error accumulation yielded from text-to-image process. Additionally, we explore the relationship between optimization-based methods and reconstruction-based methods, offering a unified perspective for selecting superior design choice, supporting the rationale behind the designed TAS. We further present a tuning-free View-Consistent Attention Control (VCAC) module that leverages cross-view semantic and geometric reference from the source branch to yield aligned views from the target branch during the editing of 2D views. To validate the effectiveness of our method, we analyze 2D examples to demonstrate the improved consistency with the VCAC module. Further extensive quantitative and qualitative results in text-guided 3D scene editing indicate that our method achieves superior editing quality compared to state-of-the-art methods. We will make the complete codebase publicly available following the conclusion of the double-blind review process.

Trajectory Tracking for UAVs: An Interpolating Control Approach 2024-07-02
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Building on our previous work, this paper investigates the effectiveness of interpolating control (IC) for real-time trajectory tracking. Unlike prior studies that focused on trajectory tracking itself or UAV stabilization control in simulation, we evaluate the performance of a modified extended IC (eIC) controller compared to Model Predictive Control (MPC) through both simulated and laboratory experiments with a remotely controlled UAV. The evaluation focuses on the computational efficiency and control quality of real-time UAV trajectory tracking compared to previous IC applications. The results demonstrate that the eIC controller achieves competitive performance compared to MPC while significantly reducing computational complexity, making it a promising alternative for resource-constrained platforms.

7 pag...

7 pages, submitted to MMAR2024 conference

E.T. the Exceptional Trajectories: Text-to-camera-trajectory generation with character awareness 2024-07-01
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Stories and emotions in movies emerge through the effect of well-thought-out directing decisions, in particular camera placement and movement over time. Crafting compelling camera trajectories remains a complex iterative process, even for skilful artists. To tackle this, in this paper, we propose a dataset called the Exceptional Trajectories (E.T.) with camera trajectories along with character information and textual captions encompassing descriptions of both camera and character. To our knowledge, this is the first dataset of its kind. To show the potential applications of the E.T. dataset, we propose a diffusion-based approach, named DIRECTOR, which generates complex camera trajectories from textual captions that describe the relation and synchronisation between the camera and characters. To ensure robust and accurate evaluations, we train on the E.T. dataset CLaTr, a Contrastive Language-Trajectory embedding for evaluation metrics. We posit that our proposed dataset and method significantly advance the democratization of cinematography, making it more accessible to common users.

ECCV ...

ECCV 2024. Project page: https://www.lix.polytechnique.fr/vista/projects/2024_et_courant/

AdaFold: Adapting Folding Trajectories of Cloths via Feedback-loop Manipulation 2024-07-01
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We present AdaFold, a model-based feedback-loop framework for optimizing folding trajectories. AdaFold extracts a particle-based representation of cloth from RGB-D images and feeds back the representation to a model predictive control to re-plan folding trajectory at every time-step. A key component of AdaFold that enables feedback-loop manipulation is the use of semantic descriptors extracted from geometric features. These descriptors enhance the particle representation of the cloth to distinguish between ambiguous point clouds of differently folded cloths. Our experiments demonstrate AdaFold's ability to adapt folding trajectories to cloths with varying physical properties and generalize from simulated training to real-world execution.

8 pag...

8 pages, 6 figures, 5 tables. Currently under review

UAV Trajectory Planning with Path Processing 2024-07-01
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This paper examines the influence of initial guesses on trajectory planning for Unmanned Aerial Vehicles (UAVs) formulated in terms of Optimal Control Problem (OCP). The OCP is solved numerically using the Pseudospectral collocation method. Our approach leverages a path identified through Lazy Theta* and incorporates known constraints and a model of the UAV's behavior for the initial guess. Our findings indicate that a suitable initial guess has a beneficial influence on the planned trajectory. They also suggest promising directions for future research.

6 pag...

6 pages, submitted to ICARCV2024 conference

Small Aerial Target Detection for Airborne Infrared Detection Systems using LightGBM and Trajectory Constraints 2024-07-01
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Factors, such as rapid relative motion, clutter background, etc., make robust small aerial target detection for airborne infrared detection systems a challenge. Existing methods are facing difficulties when dealing with such cases. We consider that a continuous and smooth trajectory is critical in boosting small infrared aerial target detection performance. A simple and effective small aerial target detection method for airborne infrared detection system using light gradient boosting model (LightGBM) and trajectory constraints is proposed in this article. First, we simply formulate target candidate detection as a binary classification problem. Target candidates in every individual frame are detected via interesting pixel detection and a trained LightGBM model. Then, the local smoothness and global continuous characteristic of the target trajectory are modeled as short-strict and long-loose constraints. The trajectory constraints are used efficiently for detecting the true small infrared aerial targets from numerous target candidates. Experiments on public datasets demonstrate that the proposed method performs better than other existing methods. Furthermore, a public dataset for small aerial target detection in airborne infrared detection systems is constructed. To the best of our knowledge, this dataset has the largest data scale and richest scene types within this field.

15 pages,10 figures
SemanticFormer: Holistic and Semantic Traffic Scene Representation for Trajectory Prediction using Knowledge Graphs 2024-07-01
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Trajectory prediction in autonomous driving relies on accurate representation of all relevant contexts of the driving scene, including traffic participants, road topology, traffic signs, as well as their semantic relations to each other. Despite increased attention to this issue, most approaches in trajectory prediction do not consider all of these factors sufficiently. We present SemanticFormer, an approach for predicting multimodal trajectories by reasoning over a semantic traffic scene graph using a hybrid approach. It utilizes high-level information in the form of meta-paths, i.e. trajectories on which an agent is allowed to drive from a knowledge graph which is then processed by a novel pipeline based on multiple attention mechanisms to predict accurate trajectories. SemanticFormer comprises a hierarchical heterogeneous graph encoder to capture spatio-temporal and relational information across agents as well as between agents and road elements. Further, it includes a predictor to fuse different encodings and decode trajectories with probabilities. Finally, a refinement module assesses permitted meta-paths of trajectories and speed profiles to obtain final predicted trajectories. Evaluation of the nuScenes benchmark demonstrates improved performance compared to several SOTA methods. In addition, we demonstrate that our knowledge graph can be easily added to two graph-based existing SOTA methods, namely VectorNet and Laformer, replacing their original homogeneous graphs. The evaluation results suggest that by adding our knowledge graph the performance of the original methods is enhanced by 5% and 4%, respectively.

8 pag...

8 pages, 7 figures, has been accepted for publication in the IEEE Robotics and Automation Letters (RA-L)

Beyond Human Preferences: Exploring Reinforcement Learning Trajectory Evaluation and Improvement through LLMs 2024-07-01
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Reinforcement learning (RL) faces challenges in evaluating policy trajectories within intricate game tasks due to the difficulty in designing comprehensive and precise reward functions. This inherent difficulty curtails the broader application of RL within game environments characterized by diverse constraints. Preference-based reinforcement learning (PbRL) presents a pioneering framework that capitalizes on human preferences as pivotal reward signals, thereby circumventing the need for meticulous reward engineering. However, obtaining preference data from human experts is costly and inefficient, especially under conditions marked by complex constraints. To tackle this challenge, we propose a LLM-enabled automatic preference generation framework named LLM4PG , which harnesses the capabilities of large language models (LLMs) to abstract trajectories, rank preferences, and reconstruct reward functions to optimize conditioned policies. Experiments on tasks with complex language constraints demonstrated the effectiveness of our LLM-enabled reward functions, accelerating RL convergence and overcoming stagnation caused by slow or absent progress under original reward structures. This approach mitigates the reliance on specialized human knowledge and demonstrates the potential of LLMs to enhance RL's effectiveness in complex environments in the wild.

accep...

accepted by IJCAI 2024 GAAMAL

Identifying User Goals from UI Trajectories 2024-06-30
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Autonomous agents that interact with graphical user interfaces (GUIs) hold significant potential for enhancing user experiences. To further improve these experiences, agents need to be personalized and proactive. By effectively comprehending user intentions through their actions and interactions with GUIs, agents will be better positioned to achieve these goals. This paper introduces the task of goal identification from observed UI trajectories, aiming to infer the user's intended task based on their GUI interactions. We propose a novel evaluation metric to assess whether two task descriptions are paraphrases within a specific UI environment. By Leveraging the inverse relation with the UI automation task, we utilized the Android-In-The-Wild and Mind2Web datasets for our experiments. Using our metric and these datasets, we conducted several experiments comparing the performance of humans and state-of-the-art models, specifically GPT-4 and Gemini-1.5 Pro. Our results show that Gemini performs better than GPT but still underperforms compared to humans, indicating significant room for improvement.

A Fast Online Omnidirectional Quadrupedal Jumping Framework Via Virtual-Model Control and Minimum Jerk Trajectory Generation 2024-06-30
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Exploring the limits of quadruped robot agility, particularly in the context of rapid and real-time planning and execution of omnidirectional jump trajectories, presents significant challenges due to the complex dynamics involved, especially when considering significant impulse contacts. This paper introduces a new framework to enable fast, omnidirectional jumping capabilities for quadruped robots. Utilizing minimum jerk technology, the proposed framework efficiently generates jump trajectories that exploit its analytical solutions, ensuring numerical stability and dynamic compatibility with minimal computational resources. The virtual model control is employed to formulate a Quadratic Programming (QP) optimization problem to accurately track the Center of Mass (CoM) trajectories during the jump phase. The whole-body control strategies facilitate precise and compliant landing motion. Moreover, the different jumping phase is triggered by time-schedule. The framework's efficacy is demonstrated through its implementation on an enhanced version of the open-source Mini Cheetah robot. Omnidirectional jumps-including forward, backward, and other directional-were successfully executed, showcasing the robot's capability to perform rapid and consecutive jumps with an average trajectory generation and tracking solution time of merely 50 microseconds.

IROS2...

IROS2024 paper,7 pages,8 figures

Guided Trajectory Generation with Diffusion Models for Offline Model-based Optimization 2024-06-29
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Optimizing complex and high-dimensional black-box functions is ubiquitous in science and engineering fields. Unfortunately, the online evaluation of these functions is restricted due to time and safety constraints in most cases. In offline model-based optimization (MBO), we aim to find a design that maximizes the target function using only a pre-existing offline dataset. While prior methods consider forward or inverse approaches to address the problem, these approaches are limited by conservatism and the difficulty of learning highly multi-modal mappings. Recently, there has been an emerging paradigm of learning to improve solutions with synthetic trajectories constructed from the offline dataset. In this paper, we introduce a novel conditional generative modeling approach to produce trajectories toward high-scoring regions. First, we construct synthetic trajectories toward high-scoring regions using the dataset while injecting locality bias for consistent improvement directions. Then, we train a conditional diffusion model to generate trajectories conditioned on their scores. Lastly, we sample multiple trajectories from the trained model with guidance to explore high-scoring regions beyond the dataset and select high-fidelity designs among generated trajectories with the proxy function. Extensive experiment results demonstrate that our method outperforms competitive baselines on Design-Bench and its practical variants. The code is publicly available in \texttt{https://github.com/dbsxodud-11/GTG}.

29 pa...

29 pages, 11 figures, 17 tables

Koopman based trajectory model and computation offloading for high mobility paradigm in ISAC enabled IoT system 2024-06-28
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User experience on mobile devices is constrained by limited battery capacity and processing power, but 6G technology advancements are diving rapidly into mobile technical evolution. Mobile edge computing (MEC) offers a solution, offloading computationally intensive tasks to edge cloud servers, reducing battery drain compared to local processing. The upcoming integrated sensing and communication in mobile communication may improve the trajectory prediction and processing delays. This study proposes a greedy resource allocation optimization strategy for multi-user networks to minimize aggregate energy usage. Numerical results show potential improvement at 33% for every 1000 iteration. Addressing prediction model division and velocity accuracy issues is crucial for better results. A plan for further improvement and achieving objectives is outlined for the upcoming work phase.

StreamMOTP: Streaming and Unified Framework for Joint 3D Multi-Object Tracking and Trajectory Prediction 2024-06-28
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3D multi-object tracking and trajectory prediction are two crucial modules in autonomous driving systems. Generally, the two tasks are handled separately in traditional paradigms and a few methods have started to explore modeling these two tasks in a joint manner recently. However, these approaches suffer from the limitations of single-frame training and inconsistent coordinate representations between tracking and prediction tasks. In this paper, we propose a streaming and unified framework for joint 3D Multi-Object Tracking and trajectory Prediction (StreamMOTP) to address the above challenges. Firstly, we construct the model in a streaming manner and exploit a memory bank to preserve and leverage the long-term latent features for tracked objects more effectively. Secondly, a relative spatio-temporal positional encoding strategy is introduced to bridge the gap of coordinate representations between the two tasks and maintain the pose-invariance for trajectory prediction. Thirdly, we further improve the quality and consistency of predicted trajectories with a dual-stream predictor. We conduct extensive experiments on popular nuSences dataset and the experimental results demonstrate the effectiveness and superiority of StreamMOTP, which outperforms previous methods significantly on both tasks. Furthermore, we also prove that the proposed framework has great potential and advantages in actual applications of autonomous driving.

Towards Stable and Storage-efficient Dataset Distillation: Matching Convexified Trajectory 2024-06-28
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The rapid evolution of deep learning and large language models has led to an exponential growth in the demand for training data, prompting the development of Dataset Distillation methods to address the challenges of managing large datasets. Among these, Matching Training Trajectories (MTT) has been a prominent approach, which replicates the training trajectory of an expert network on real data with a synthetic dataset. However, our investigation found that this method suffers from three significant limitations: 1. Instability of expert trajectory generated by Stochastic Gradient Descent (SGD); 2. Low convergence speed of the distillation process; 3. High storage consumption of the expert trajectory. To address these issues, we offer a new perspective on understanding the essence of Dataset Distillation and MTT through a simple transformation of the objective function, and introduce a novel method called Matching Convexified Trajectory (MCT), which aims to provide better guidance for the student trajectory. MCT leverages insights from the linearized dynamics of Neural Tangent Kernel methods to create a convex combination of expert trajectories, guiding the student network to converge rapidly and stably. This trajectory is not only easier to store, but also enables a continuous sampling strategy during distillation, ensuring thorough learning and fitting of the entire expert trajectory. Comprehensive experiments across three public datasets validate the superiority of MCT over traditional MTT methods.

11 pages
Multi-UAVs end-to-end Distributed Trajectory Generation over Point Cloud Data 2024-06-28
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This paper introduces an end-to-end trajectory planning algorithm tailored for multi-UAV systems that generates collision-free trajectories in environments populated with both static and dynamic obstacles, leveraging point cloud data. Our approach consists of a 2-fork neural network fed with sensing and localization data, able to communicate intermediate learned features among the agents. One network branch crafts an initial collision-free trajectory estimate, while the other devises a neural collision constraint for subsequent optimization, ensuring trajectory continuity and adherence to physicalactuation limits. Extensive simulations in challenging cluttered environments, involving up to 25 robots and 25% obstacle density, show a collision avoidance success rate in the range of 100 -- 85%. Finally, we introduce a saliency map computation method acting on the point cloud data, offering qualitative insights into our methodology.

Viewport Prediction for Volumetric Video Streaming by Exploring Video Saliency and Trajectory Information 2024-06-28
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Volumetric video, also known as hologram video, is a novel medium that portrays natural content in Virtual Reality (VR), Augmented Reality (AR), and Mixed Reality (MR). It is expected to be the next-gen video technology and a prevalent use case for 5G and beyond wireless communication. Considering that each user typically only watches a section of the volumetric video, known as the viewport, it is essential to have precise viewport prediction for optimal performance. However, research on this topic is still in its infancy. In the end, this paper presents and proposes a novel approach, named Saliency and Trajectory Viewport Prediction (STVP), which aims to improve the precision of viewport prediction in volumetric video streaming. The STVP extensively utilizes video saliency information and viewport trajectory. To our knowledge, this is the first comprehensive study of viewport prediction in volumetric video streaming. In particular, we introduce a novel sampling method, Uniform Random Sampling (URS), to reduce computational complexity while still preserving video features in an efficient manner. Then we present a saliency detection technique that incorporates both spatial and temporal information for detecting static, dynamic geometric, and color salient regions. Finally, we intelligently fuse saliency and trajectory information to achieve more accurate viewport prediction. We conduct extensive simulations to evaluate the effectiveness of our proposed viewport prediction methods using state-of-the-art volumetric video sequences. The experimental results show the superiority of the proposed method over existing schemes. The dataset and source code will be publicly accessible after acceptance.

Empowering Interdisciplinary Insights with Dynamic Graph Embedding Trajectories 2024-06-28
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We developed DyGETViz, a novel framework for effectively visualizing dynamic graphs (DGs) that are ubiquitous across diverse real-world systems. This framework leverages recent advancements in discrete-time dynamic graph (DTDG) models to adeptly handle the temporal dynamics inherent in dynamic graphs. DyGETViz effectively captures both micro- and macro-level structural shifts within these graphs, offering a robust method for representing complex and massive dynamic graphs. The application of DyGETViz extends to a diverse array of domains, including ethology, epidemiology, finance, genetics, linguistics, communication studies, social studies, and international relations. Through its implementation, DyGETViz has revealed or confirmed various critical insights. These include the diversity of content sharing patterns and the degree of specialization within online communities, the chronological evolution of lexicons across decades, and the distinct trajectories exhibited by aging-related and non-related genes. Importantly, DyGETViz enhances the accessibility of scientific findings to non-domain experts by simplifying the complexities of dynamic graphs. Our framework is released as an open-source Python package for use across diverse disciplines. Our work not only addresses the ongoing challenges in visualizing and analyzing DTDG models but also establishes a foundational framework for future investigations into dynamic graph representation and analysis across various disciplines.

27 pages, 11 figures
SoK: Can Trajectory Generation Combine Privacy and Utility? 2024-06-27
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While location trajectories represent a valuable data source for analyses and location-based services, they can reveal sensitive information, such as political and religious preferences. Differentially private publication mechanisms have been proposed to allow for analyses under rigorous privacy guarantees. However, the traditional protection schemes suffer from a limiting privacy-utility trade-off and are vulnerable to correlation and reconstruction attacks. Synthetic trajectory data generation and release represent a promising alternative to protection algorithms. While initial proposals achieve remarkable utility, they fail to provide rigorous privacy guarantees. This paper proposes a framework for designing a privacy-preserving trajectory publication approach by defining five design goals, particularly stressing the importance of choosing an appropriate Unit of Privacy. Based on this framework, we briefly discuss the existing trajectory protection approaches, emphasising their shortcomings. This work focuses on the systematisation of the state-of-the-art generative models for trajectories in the context of the proposed framework. We find that no existing solution satisfies all requirements. Thus, we perform an experimental study evaluating the applicability of six sequential generative models to the trajectory domain. Finally, we conclude that a generative trajectory model providing semantic guarantees remains an open research question and propose concrete next steps for future research.

Added...

Added DOI: 10.56553/popets-2024-0068

AeroTraj: Trajectory Planning for Fast, and Accurate 3D Reconstruction Using a Drone-based LiDAR 2024-06-26
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This paper presents AeroTraj, a system that enables fast, accurate, and automated reconstruction of 3D models of large buildings using a drone-mounted LiDAR. LiDAR point clouds can be used directly to assemble 3D models if their positions are accurately determined. AeroTraj uses SLAM for this, but must ensure complete and accurate reconstruction while minimizing drone battery usage. Doing this requires balancing competing constraints: drone speed, height, and orientation. AeroTraj exploits building geometry in designing an optimal trajectory that incorporates these constraints. Even with an optimal trajectory, SLAM's position error can drift over time, so AeroTraj tracks drift in-flight by offloading computations to the cloud and invokes a re-calibration procedure to minimize error. AeroTraj can reconstruct large structures with centimeter-level accuracy and with an average end-to-end latency below 250 ms, significantly outperforming the state of the art.

Optimal Multi-Robot Communication-Aware Trajectory Planning by Constraining the Fiedler Value 2024-06-26
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The paper present a novel approach for the solution of the Multi-Robot Communication-Aware Trajectory Planning, which builds on a general optimisation framework where the changes in robots positions are used as decision variable, and linear constraints on the trajectories of the robots are introduced to ensure communication performance and collision avoidance. The Fiedler value is adopted as communication performance metric. The validity of the method in computing both feasible and optimal trajectories for the robots is demonstrated both in simulation and experimentally. Results show that the constraint on the Fiedler value ensures that the robot network fulfils its objective while maintaining communication connectivity at all times. Further, the paper shows that the introduction of approximations for the constraints enables a significant improvement in the computational time of the solution, which remain very close to the optimal solution.

A Multi-Stage Goal-Driven Network for Pedestrian Trajectory Prediction 2024-06-26
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Pedestrian trajectory prediction plays a pivotal role in ensuring the safety and efficiency of various applications, including autonomous vehicles and traffic management systems. This paper proposes a novel method for pedestrian trajectory prediction, called multi-stage goal-driven network (MGNet). Diverging from prior approaches relying on stepwise recursive prediction and the singular forecasting of a long-term goal, MGNet directs trajectory generation by forecasting intermediate stage goals, thereby reducing prediction errors. The network comprises three main components: a conditional variational autoencoder (CVAE), an attention module, and a multi-stage goal evaluator. Trajectories are encoded using conditional variational autoencoders to acquire knowledge about the approximate distribution of pedestrians' future trajectories, and combined with an attention mechanism to capture the temporal dependency between trajectory sequences. The pivotal module is the multi-stage goal evaluator, which utilizes the encoded feature vectors to predict intermediate goals, effectively minimizing cumulative errors in the recursive inference process. The effectiveness of MGNet is demonstrated through comprehensive experiments on the JAAD and PIE datasets. Comparative evaluations against state-of-the-art algorithms reveal significant performance improvements achieved by our proposed method.

Paper...

Paper accepted by 5th International Conference on Computer Vision, Image and Deep Learning (CVIDL 2024)

Optimizing Energy-Efficient Braking Trajectories with Anticipatory Road Data for Automated Vehicles 2024-06-25
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Trajectory planning in automated driving typically focuses on satisfying safety and comfort requirements within the vehicle's onboard sensor range. This paper introduces a method that leverages anticipatory road data, such as speed limits, road slopes, and traffic lights, beyond the local perception range to optimize energy-efficient braking trajectories. For that, coasting, which reduces energy consumption, and active braking are combined to transition from the current vehicle velocity to a lower target velocity at a given distance ahead. Finding the switching instants between the coasting phases and the continuous control for the braking phase is addressed as an optimal trade-off between maximizing coasting periods and minimizing braking effort. The resulting switched optimal control problem is solved by deriving necessary optimality conditions. To facilitate the incorporation of additional feasibility constraints for multi-phase trajectories, a sub-optimal alternative solution based on parametric optimization is proposed. Both methods are compared in simulation.

Prepr...

Preprint to appear at the European Control Conference 2024 (ECC'24)

Director3D: Real-world Camera Trajectory and 3D Scene Generation from Text 2024-06-25
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Recent advancements in 3D generation have leveraged synthetic datasets with ground truth 3D assets and predefined cameras. However, the potential of adopting real-world datasets, which can produce significantly more realistic 3D scenes, remains largely unexplored. In this work, we delve into the key challenge of the complex and scene-specific camera trajectories found in real-world captures. We introduce Director3D, a robust open-world text-to-3D generation framework, designed to generate both real-world 3D scenes and adaptive camera trajectories. To achieve this, (1) we first utilize a Trajectory Diffusion Transformer, acting as the Cinematographer, to model the distribution of camera trajectories based on textual descriptions. (2) Next, a Gaussian-driven Multi-view Latent Diffusion Model serves as the Decorator, modeling the image sequence distribution given the camera trajectories and texts. This model, fine-tuned from a 2D diffusion model, directly generates pixel-aligned 3D Gaussians as an immediate 3D scene representation for consistent denoising. (3) Lastly, the 3D Gaussians are refined by a novel SDS++ loss as the Detailer, which incorporates the prior of the 2D diffusion model. Extensive experiments demonstrate that Director3D outperforms existing methods, offering superior performance in real-world 3D generation.

Code:...

Code: https://github.com/imlixinyang/director3d

Robot Agnostic Visual Servoing considering kinematic constraints enabled by a decoupled network trajectory planner structure 2024-06-25
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We propose a visual servoing method consisting of a detection network and a velocity trajectory planner. First, the detection network estimates the objects position and orientation in the image space. Furthermore, these are normalized and filtered. The direction and orientation is then the input to the trajectory planner, which considers the kinematic constrains of the used robotic system. This allows safe and stable control, since the kinematic boundary values are taken into account in planning. Also, by having direction estimation and velocity planner separated, the learning part of the method does not directly influence the control value. This also enables the transfer of the method to different robotic systems without retraining, therefore being robot agnostic. We evaluate our method on different visual servoing tasks with and without clutter on two different robotic systems. Our method achieved mean absolute position errors of <0.5 mm and orientation errors of <1{\deg}. Additionally, we transferred the method to a new system which differs in robot and camera, emphasizing robot agnostic capability of our method.

This ...

This work has been submitted to the IEEE for possible publication. Copyright may be transferred without notice, after which this version may no longer be accessible

FreeTraj: Tuning-Free Trajectory Control in Video Diffusion Models 2024-06-24
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Diffusion model has demonstrated remarkable capability in video generation, which further sparks interest in introducing trajectory control into the generation process. While existing works mainly focus on training-based methods (e.g., conditional adapter), we argue that diffusion model itself allows decent control over the generated content without requiring any training. In this study, we introduce a tuning-free framework to achieve trajectory-controllable video generation, by imposing guidance on both noise construction and attention computation. Specifically, 1) we first show several instructive phenomenons and analyze how initial noises influence the motion trajectory of generated content. 2) Subsequently, we propose FreeTraj, a tuning-free approach that enables trajectory control by modifying noise sampling and attention mechanisms. 3) Furthermore, we extend FreeTraj to facilitate longer and larger video generation with controllable trajectories. Equipped with these designs, users have the flexibility to provide trajectories manually or opt for trajectories automatically generated by the LLM trajectory planner. Extensive experiments validate the efficacy of our approach in enhancing the trajectory controllability of video diffusion models.

Proje...

Project Page: http://haonanqiu.com/projects/FreeTraj.html, Code Repo: https://github.com/arthur-qiu/FreeTraj

A Non-autoregressive Multi-Horizon Flight Trajectory Prediction Framework with Gray Code Representation 2024-06-24
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Flight Trajectory Prediction (FTP) is an essential task in Air Traffic Control (ATC), which can assist air traffic controllers in managing airspace more safely and efficiently. Existing approaches generally perform multi-horizon FTP tasks in an autoregressive manner, thereby suffering from error accumulation and low-efficiency problems. In this paper, a novel framework, called FlightBERT++, is proposed to i) forecast multi-horizon flight trajectories directly in a non-autoregressive way, and ii) improve the limitation of the binary encoding (BE) representation in the FlightBERT framework. Specifically, the proposed framework is implemented by a generalized encoder-decoder architecture, in which the encoder learns the temporal-spatial patterns from historical observations and the decoder predicts the flight status for the future horizons. Compared to conventional architecture, an innovative horizon-aware contexts generator is dedicatedly designed to consider the prior horizon information, which further enables non-autoregressive multi-horizon prediction. Additionally, the Gray code representation and the differential prediction paradigm are designed to cope with the high-bit misclassifications of the BE representation, which significantly reduces the outliers in the predictions. Moreover, a differential prompted decoder is proposed to enhance the capability of the differential predictions by leveraging the stationarity of the differential sequence. Extensive experiments are conducted to validate the proposed framework on a real-world flight trajectory dataset. The experimental results demonstrated that the proposed framework outperformed the competitive baselines in both FTP performance and computational efficiency.

An ex...

An extend version based on the AAAI version

Bad Habits: Policy Confounding and Out-of-Trajectory Generalization in RL 2024-06-24
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Reinforcement learning agents tend to develop habits that are effective only under specific policies. Following an initial exploration phase where agents try out different actions, they eventually converge onto a particular policy. As this occurs, the distribution over state-action trajectories becomes narrower, leading agents to repeatedly experience the same transitions. This repetitive exposure fosters spurious correlations between certain observations and rewards. Agents may then pick up on these correlations and develop simplistic habits tailored to the specific set of trajectories dictated by their policy. The problem is that these habits may yield incorrect outcomes when agents are forced to deviate from their typical trajectories, prompted by changes in the environment. This paper presents a mathematical characterization of this phenomenon, termed policy confounding, and illustrates, through a series of examples, the circumstances under which it occurs.

Hallmarks of Optimization Trajectories in Neural Networks: Directional Exploration and Redundancy 2024-06-24
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We propose a fresh take on understanding the mechanisms of neural networks by analyzing the rich directional structure of optimization trajectories, represented by their pointwise parameters. Towards this end, we introduce some natural notions of the complexity of optimization trajectories, both qualitative and quantitative, which hallmark the directional nature of optimization in neural networks: when is there redundancy, and when exploration. We use them to reveal the inherent nuance and interplay involved between various optimization choices, such as momentum and weight decay. Further, the trajectory perspective helps us see the effect of scale on regularizing the directional nature of trajectories, and as a by-product, we also observe an intriguing heterogeneity of Q,K,V dynamics in the middle attention layers in LLMs and which is homogenized by scale. Importantly, we put the significant directional redundancy observed to the test by demonstrating that training only scalar batchnorm parameters some while into training matches the performance of training the entire network, which thus exhibits the potential of hybrid optimization schemes that are geared towards efficiency.

Preprint, 57 pages
Chauhan Weighted Trajectory Analysis reduces sample size requirements and expedites time-to-efficacy signals in advanced cancer clinical trials 2024-06-24
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As Kaplan-Meier (KM) analysis is limited to single unidirectional endpoints, most advanced cancer randomized clinical trials (RCTs) are powered for either progression free survival (PFS) or overall survival (OS). This discards efficacy information carried by partial responses, complete responses, and stable disease that frequently precede progressive disease and death. Chauhan Weighted Trajectory Analysis (CWTA) is a generalization of KM that simultaneously assesses multiple rank-ordered endpoints. We hypothesized that CWTA could use this efficacy information to reduce sample size requirements and expedite efficacy signals in advanced cancer trials. We performed 100-fold and 1000-fold simulations of solid tumour systemic therapy RCTs with health statuses rank ordered from complete response (Stage 0) to death (Stage 4). At increments of sample size and hazard ratio, we compared KM PFS and OS with CWTA for (i) sample size requirements to achieve a power of 0.8 and (ii) time-to-first significant efficacy signal. CWTA consistently demonstrated greater power, and reduced sample size requirements by 18% to 35% compared to KM PFS and 14% to 20% compared to KM OS. CWTA also expedited time-to-efficacy signals 2- to 6-fold. CWTA, by incorporating all efficacy signals in the cancer treatment trajectory, provides clinically relevant reduction in required sample size and meaningfully expedites the efficacy signals of cancer treatments compared to KM PFS and KM OS. Using CWTA rather than KM as the primary trial outcome has the potential to meaningfully reduce the numbers of patients, trial duration, and costs to evaluate therapies in advanced cancer.

Provably Feasible and Stable White-Box Trajectory Optimization 2024-06-23
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We study the problem of Trajectory Optimization (TO) for a general class of stiff and constrained dynamic systems. We establish a set of mild assumptions, under which we show that TO converges numerically stably to a locally optimal and feasible solution up to arbitrary user-specified error tolerance. Our key observation is that all prior works use SQP as a black-box solver, where a TO problem is formulated as a Nonlinear Program (NLP) and the underlying SQP solver is not allowed to modify the NLP. Instead, we propose a white-box TO solver, where the SQP solver is informed with characteristics of the objective function and the dynamic system. It then uses these characteristics to derive approximate dynamic systems and customize the discretization schemes.

Graph Neural Networks

Title Date Abstract Comment
PolyFormer: Scalable Node-wise Filters via Polynomial Graph Transformer 2024-07-19
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Spectral Graph Neural Networks have demonstrated superior performance in graph representation learning. However, many current methods focus on employing shared polynomial coefficients for all nodes, i.e., learning node-unified filters, which limits the filters' flexibility for node-level tasks. The recent DSF attempts to overcome this limitation by learning node-wise coefficients based on positional encoding. However, the initialization and updating process of the positional encoding are burdensome, hindering scalability on large-scale graphs. In this work, we propose a scalable node-wise filter, PolyAttn. Leveraging the attention mechanism, PolyAttn can directly learn node-wise filters in an efficient manner, offering powerful representation capabilities. Building on PolyAttn, we introduce the whole model, named PolyFormer. In the lens of Graph Transformer models, PolyFormer, which calculates attention scores within nodes, shows great scalability. Moreover, the model captures spectral information, enhancing expressiveness while maintaining efficiency. With these advantages, PolyFormer offers a desirable balance between scalability and expressiveness for node-level tasks. Extensive experiments demonstrate that our proposed methods excel at learning arbitrary node-wise filters, showing superior performance on both homophilic and heterophilic graphs, and handling graphs containing up to 100 million nodes. The code is available at https://github.com/air029/PolyFormer.

ACM SIGKDD 2024
L^2CL: Embarrassingly Simple Layer-to-Layer Contrastive Learning for Graph Collaborative Filtering 2024-07-19
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Graph neural networks (GNNs) have recently emerged as an effective approach to model neighborhood signals in collaborative filtering. Towards this research line, graph contrastive learning (GCL) demonstrates robust capabilities to address the supervision label shortage issue through generating massive self-supervised signals. Despite its effectiveness, GCL for recommendation suffers seriously from two main challenges: i) GCL relies on graph augmentation to generate semantically different views for contrasting, which could potentially disrupt key information and introduce unwanted noise; ii) current works for GCL primarily focus on contrasting representations using sophisticated networks architecture (usually deep) to capture high-order interactions, which leads to increased computational complexity and suboptimal training efficiency. To this end, we propose L2CL, a principled Layer-to-Layer Contrastive Learning framework that contrasts representations from different layers. By aligning the semantic similarities between different layers, L2CL enables the learning of complex structural relationships and gets rid of the noise perturbation in stochastic data augmentation. Surprisingly, we find that L2CL, using only one-hop contrastive learning paradigm, is able to capture intrinsic semantic structures and improve the quality of node representation, leading to a simple yet effective architecture. We also provide theoretical guarantees for L2CL in minimizing task-irrelevant information. Extensive experiments on five real-world datasets demonstrate the superiority of our model over various state-of-the-art collaborative filtering methods. Our code is available at https://github.com/downeykking/L2CL.

Comparing and Contrasting Deep Learning Weather Prediction Backbones on Navier-Stokes and Atmospheric Dynamics 2024-07-19
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Remarkable progress in the development of Deep Learning Weather Prediction (DLWP) models positions them to become competitive with traditional numerical weather prediction (NWP) models. Indeed, a wide number of DLWP architectures -- based on various backbones, including U-Net, Transformer, Graph Neural Network (GNN), and Fourier Neural Operator (FNO) -- have demonstrated their potential at forecasting atmospheric states. However, due to differences in training protocols, forecast horizons, and data choices, it remains unclear which (if any) of these methods and architectures are most suitable for weather forecasting and for future model development. Here, we step back and provide a detailed empirical analysis, under controlled conditions, comparing and contrasting the most prominent DLWP models, along with their backbones. We accomplish this by predicting synthetic two-dimensional incompressible Navier-Stokes and real-world global weather dynamics. In terms of accuracy, memory consumption, and runtime, our results illustrate various tradeoffs. For example, on synthetic data, we observe favorable performance of FNO; and on the real-world WeatherBench dataset, our results demonstrate the suitability of ConvLSTM and SwinTransformer for short-to-mid-ranged forecasts. For long-ranged weather rollouts of up to 365 days, we observe superior stability and physical soundness in architectures that formulate a spherical data representation, i.e., GraphCast and Spherical FNO. In addition, we observe that all of these model backbones ``saturate,'' i.e., none of them exhibit so-called neural scaling, which highlights an important direction for future work on these and related models.

SlideGCD: Slide-based Graph Collaborative Training with Knowledge Distillation for Whole Slide Image Classification 2024-07-19
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Existing WSI analysis methods lie on the consensus that histopathological characteristics of tumors are significant guidance for cancer diagnostics. Particularly, as the evolution of cancers is a continuous process, the correlations and differences across various stages, anatomical locations and patients should be taken into account. However, recent research mainly focuses on the inner-contextual information in a single WSI, ignoring the correlations between slides. To verify whether introducing the slide inter-correlations can bring improvements to WSI representation learning, we propose a generic WSI analysis pipeline SlideGCD that considers the existing multi-instance learning (MIL) methods as the backbone and forge the WSI classification task as a node classification problem. More specifically, SlideGCD declares a node buffer that stores previous slide embeddings for subsequent extensive slide-based graph construction and conducts graph learning to explore the inter-correlations implied in the slide-based graph. Moreover, we frame the MIL classifier and graph learning into two parallel workflows and deploy the knowledge distillation to transfer the differentiable information to the graph neural network. The consistent performance boosting, brought by SlideGCD, of four previous state-of-the-art MIL methods is observed on two TCGA benchmark datasets. The code is available at https://github.com/HFUT-miaLab/SlideGCD.

Accep...

Accepted for MICCAI 2024

Enhancing Data-Limited Graph Neural Networks by Actively Distilling Knowledge from Large Language Models 2024-07-19
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Graphs have emerged as critical data structures for content analysis in various domains, such as social network analysis, bioinformatics, and recommendation systems. Node classification, a fundamental task in this context, is typically tackled using graph neural networks (GNNs). Unfortunately, conventional GNNs still face challenges in scenarios with few labeled nodes, despite the prevalence of few-shot node classification tasks in real-world applications. To address this challenge, various approaches have been proposed, including graph meta-learning, transfer learning, and methods based on Large Language Models (LLMs). However, traditional meta-learning and transfer learning methods often require prior knowledge from base classes or fail to exploit the potential advantages of unlabeled nodes. Meanwhile, LLM-based methods may overlook the zero-shot capabilities of LLMs and rely heavily on the quality of generated contexts. In this paper, we propose a novel approach that integrates LLMs and GNNs, leveraging the zero-shot inference and reasoning capabilities of LLMs and employing a Graph-LLM-based active learning paradigm to enhance GNNs' performance. Extensive experiments demonstrate the effectiveness of our model in improving node classification accuracy with considerably limited labeled data, surpassing state-of-the-art baselines by significant margins.

10 pages, 3 Figures
EggNet: An Evolving Graph-based Graph Attention Network for Particle Track Reconstruction 2024-07-18
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Track reconstruction is a crucial task in particle experiments and is traditionally very computationally expensive due to its combinatorial nature. Recently, graph neural networks (GNNs) have emerged as a promising approach that can improve scalability. Most of these GNN-based methods, including the edge classification (EC) and the object condensation (OC) approach, require an input graph that needs to be constructed beforehand. In this work, we consider a one-shot OC approach that reconstructs particle tracks directly from a set of hits (point cloud) by recursively applying graph attention networks with an evolving graph structure. This approach iteratively updates the graphs and can better facilitate the message passing across each graph. Preliminary studies on the TrackML dataset show better track performance compared to the methods that require a fixed input graph.

7 pages, 5 figures
Conformalized Link Prediction on Graph Neural Networks 2024-07-18
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Graph Neural Networks (GNNs) excel in diverse tasks, yet their applications in high-stakes domains are often hampered by unreliable predictions. Although numerous uncertainty quantification methods have been proposed to address this limitation, they often lack \textit{rigorous} uncertainty estimates. This work makes the first attempt to introduce a distribution-free and model-agnostic uncertainty quantification approach to construct a predictive interval with a statistical guarantee for GNN-based link prediction. We term it as \textit{conformalized link prediction.} Our approach builds upon conformal prediction (CP), a framework that promises to construct statistically robust prediction sets or intervals. We first theoretically and empirically establish a permutation invariance condition for the application of CP in link prediction tasks, along with an exact test-time coverage. Leveraging the important structural information in graphs, we then identify a novel and crucial connection between a graph's adherence to the power law distribution and the efficiency of CP. This insight leads to the development of a simple yet effective sampling-based method to align the graph structure with a power law distribution prior to the standard CP procedure. Extensive experiments demonstrate that for conformalized link prediction, our approach achieves the desired marginal coverage while significantly improving the efficiency of CP compared to baseline methods.

Improving Malware Detection with Adversarial Domain Adaptation and Control Flow Graphs 2024-07-18
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In the application of deep learning for malware classification, it is crucial to account for the prevalence of malware evolution, which can cause trained classifiers to fail on drifted malware. Existing solutions to combat concept drift use active learning: they select new samples for analysts to label, and then retrain the classifier with the new labels. Our key finding is, the current retraining techniques do not achieve optimal results. These models overlook that updating the model with scarce drifted samples requires learning features that remain consistent across pre-drift and post-drift data. Furthermore, the model should be capable of disregarding specific features that, while beneficial for classification of pre-drift data, are absent in post-drift data, thereby preventing prediction degradation. In this paper, we propose a method that learns retained information in malware control flow graphs post-drift by leveraging graph neural network with adversarial domain adaptation. Our approach considers drift-invariant features within assembly instructions and flow of code execution. We further propose building blocks for more robust evaluation of drift adaptation techniques that computes statistically distant malware clusters. Our approach is compared with the previously published training methods in active learning systems, and the other domain adaptation technique. Our approach demonstrates a significant enhancement in predicting unseen malware family in a binary classification task and predicting drifted malware families in a multi-class setting. In addition, we assess alternative malware representations. The best results are obtained when our adaptation method is applied to our graph representations.

E(n) Equivariant Topological Neural Networks 2024-07-18
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Graph neural networks excel at modeling pairwise interactions, but they cannot flexibly accommodate higher-order interactions and features. Topological deep learning (TDL) has emerged recently as a promising tool for addressing this issue. TDL enables the principled modeling of arbitrary multi-way, hierarchical higher-order interactions by operating on combinatorial topological spaces, such as simplicial or cell complexes, instead of graphs. However, little is known about how to leverage geometric features such as positions and velocities for TDL. This paper introduces E(n)-Equivariant Topological Neural Networks (ETNNs), which are E(n)-equivariant message-passing networks operating on combinatorial complexes, formal objects unifying graphs, hypergraphs, simplicial, path, and cell complexes. ETNNs incorporate geometric node features while respecting rotation and translation equivariance. Moreover, ETNNs are natively ready for settings with heterogeneous interactions. We provide a theoretical analysis to show the improved expressiveness of ETNNs over architectures for geometric graphs. We also show how several E(n) equivariant variants of TDL models can be directly derived from our framework. The broad applicability of ETNNs is demonstrated through two tasks of vastly different nature: i) molecular property prediction on the QM9 benchmark and ii) land-use regression for hyper-local estimation of air pollution with multi-resolution irregular geospatial data. The experiment results indicate that ETNNs are an effective tool for learning from diverse types of richly structured data, highlighting the benefits of principled geometric inductive bias.

36 pa...

36 pages, 11 figures, 9 tables

Temperature Distribution Prediction in Laser Powder Bed Fusion using Transferable and Scalable Graph Neural Networks 2024-07-18
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This study presents novel predictive models using Graph Neural Networks (GNNs) for simulating thermal dynamics in Laser Powder Bed Fusion (L-PBF) processes. By developing and validating Single-Laser GNN (SL-GNN) and Multi-Laser GNN (ML-GNN) surrogates, the research introduces a scalable data-driven approach that learns fundamental physics from small-scale Finite Element Analysis (FEA) simulations and applies them to larger domains. Achieving a Mean Absolute Percentage Error (MAPE) of 3.77% with the baseline SL-GNN model, GNNs effectively learn from high-resolution simulations and generalize well across larger geometries. The proposed models capture the complexity of the heat transfer process in L-PBF while significantly reducing computational costs. For example, a thermomechanical simulation for a 2 mm x 2 mm domain typically requires about 4 hours, whereas the SL-GNN model can predict thermal distributions almost instantly. Calibrating models to larger domains enhances predictive performance, with significant drops in MAPE for 3 mm x 3 mm and 4 mm x 4 mm domains, highlighting the scalability and efficiency of this approach. Additionally, models show a decreasing trend in Root Mean Square Error (RMSE) when tuned to larger domains, suggesting potential for becoming geometry-agnostic. The interaction of multiple lasers complicates heat transfer, necessitating larger model architectures and advanced feature engineering. Using hyperparameters from Gaussian process-based Bayesian optimization, the best ML-GNN model demonstrates a 46.4% improvement in MAPE over the baseline ML-GNN model. In summary, this approach enables more efficient and flexible predictive modeling in L-PBF additive manufacturing.

Higher-order Spatio-temporal Physics-incorporated Graph Neural Network for Multivariate Time Series Imputation 2024-07-18
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Exploring the missing values is an essential but challenging issue due to the complex latent spatio-temporal correlation and dynamic nature of time series. Owing to the outstanding performance in dealing with structure learning potentials, Graph Neural Networks (GNNs) and Recurrent Neural Networks (RNNs) are often used to capture such complex spatio-temporal features in multivariate time series. However, these data-driven models often fail to capture the essential spatio-temporal relationships when significant signal corruption occurs. Additionally, calculating the high-order neighbor nodes in these models is of high computational complexity. To address these problems, we propose a novel higher-order spatio-temporal physics-incorporated GNN (HSPGNN). Firstly, the dynamic Laplacian matrix can be obtained by the spatial attention mechanism. Then, the generic inhomogeneous partial differential equation (PDE) of physical dynamic systems is used to construct the dynamic higher-order spatio-temporal GNN to obtain the missing time series values. Moreover, we estimate the missing impact by Normalizing Flows (NF) to evaluate the importance of each node in the graph for better explainability. Experimental results on four benchmark datasets demonstrate the effectiveness of HSPGNN and the superior performance when combining various order neighbor nodes. Also, graph-like optical flow, dynamic graphs, and missing impact can be obtained naturally by HSPGNN, which provides better dynamic analysis and explanation than traditional data-driven models. Our code is available at https://github.com/gorgen2020/HSPGNN.

18 pa...

18 pages, 7 figures, CIKM 2024

Performance Comparison of Session-based Recommendation Algorithms based on GNNs 2024-07-18
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In session-based recommendation settings, a recommender system has no access to long-term user profiles and thus has to base its suggestions on the user interactions that are observed in an ongoing session. Since such sessions can consist of only a small set of interactions, various approaches based on Graph Neural Networks (GNN) were recently proposed, as they allow us to integrate various types of side information about the items in a natural way. Unfortunately, a variety of evaluation settings are used in the literature, e.g., in terms of protocols, metrics and baselines, making it difficult to assess what represents the state of the art. In this work, we present the results of an evaluation of eight recent GNN-based approaches that were published in high-quality outlets. For a fair comparison, all models are systematically tuned and tested under identical conditions using three common datasets. We furthermore include k-nearest-neighbor and sequential rules-based models as baselines, as such models have previously exhibited competitive performance results for similar settings. To our surprise, the evaluation showed that the simple models outperform all recent GNN models in terms of the Mean Reciprocal Rank, which we used as an optimization criterion, and were only outperformed in three cases in terms of the Hit Rate. Additional analyses furthermore reveal that several other factors that are often not deeply discussed in papers, e.g., random seeds, can markedly impact the performance of GNN-based models. Our results therefore (a) point to continuing issues in the community in terms of research methodology and (b) indicate that there is ample room for improvement in session-based recommendation.

Accep...

Accepted at ECIR 2024

Exploring End-to-end Differentiable Neural Charged Particle Tracking -- A Loss Landscape Perspective 2024-07-18
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Measurement and analysis of high energetic particles for scientific, medical or industrial applications is a complex procedure, requiring the design of sophisticated detector and data processing systems. The development of adaptive and differentiable software pipelines using a combination of conventional and machine learning algorithms is therefore getting ever more important to optimize and operate the system efficiently while maintaining end-to-end (E2E) differentiability. We propose for the application of charged particle tracking an E2E differentiable decision-focused learning scheme using graph neural networks with combinatorial components solving a linear assignment problem for each detector layer. We demonstrate empirically that including differentiable variations of discrete assignment operations allows for efficient network optimization, working better or on par with approaches that lack E2E differentiability. In additional studies, we dive deeper into the optimization process and provide further insights from a loss landscape perspective. We demonstrate that while both methods converge into similar performing, globally well-connected regions, they suffer under substantial predictive instability across initialization and optimization methods, which can have unpredictable consequences on the performance of downstream tasks such as image reconstruction. We also point out a dependency between the interpolation factor of the gradient estimator and the prediction stability of the model, suggesting the choice of sufficiently small values. Given the strong global connectivity of learned solutions and the excellent training performance, we argue that E2E differentiability provides, besides the general availability of gradient information, an important tool for robust particle tracking to mitigate prediction instabilities by favoring solutions that perform well on downstream tasks.

Injecting Hierarchical Biological Priors into Graph Neural Networks for Flow Cytometry Prediction 2024-07-18
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In the complex landscape of hematologic samples such as peripheral blood or bone marrow derived from flow cytometry (FC) data, cell-level prediction presents profound challenges. This work explores injecting hierarchical prior knowledge into graph neural networks (GNNs) for single-cell multi-class classification of tabular cellular data. By representing the data as graphs and encoding hierarchical relationships between classes, we propose our hierarchical plug-in method to be applied to several GNN models, namely, FCHC-GNN, and effectively designed to capture neighborhood information crucial for single-cell FC domain. Extensive experiments on our cohort of 19 distinct patients, demonstrate that incorporating hierarchical biological constraints boosts performance significantly across multiple metrics compared to baseline GNNs without such priors. The proposed approach highlights the importance of structured inductive biases for gaining improved generalization in complex biological prediction tasks.

14 pa...

14 pages, ICML Conference Workshop 2024. arXiv admin note: text overlap with arXiv:2402.18610

MSPipe: Efficient Temporal GNN Training via Staleness-Aware Pipeline 2024-07-18
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Memory-based Temporal Graph Neural Networks (MTGNNs) are a class of temporal graph neural networks that utilize a node memory module to capture and retain long-term temporal dependencies, leading to superior performance compared to memory-less counterparts. However, the iterative reading and updating process of the memory module in MTGNNs to obtain up-to-date information needs to follow the temporal dependencies. This introduces significant overhead and limits training throughput. Existing optimizations for static GNNs are not directly applicable to MTGNNs due to differences in training paradigm, model architecture, and the absence of a memory module. Moreover, they do not effectively address the challenges posed by temporal dependencies, making them ineffective for MTGNN training. In this paper, we propose MSPipe, a general and efficient framework for MTGNNs that maximizes training throughput while maintaining model accuracy. Our design addresses the unique challenges associated with fetching and updating node memory states in MTGNNs by integrating staleness into the memory module. However, simply introducing a predefined staleness bound in the memory module to break temporal dependencies may lead to suboptimal performance and lack of generalizability across different models and datasets. To solve this, we introduce an online pipeline scheduling algorithm in MSPipe that strategically breaks temporal dependencies with minimal staleness and delays memory fetching to obtain fresher memory states. Moreover, we design a staleness mitigation mechanism to enhance training convergence and model accuracy. We provide convergence analysis and prove that MSPipe maintains the same convergence rate as vanilla sample-based GNN training. Experimental results show that MSPipe achieves up to 2.45x speed-up without sacrificing accuracy, making it a promising solution for efficient MTGNN training.

E(n) Equivariant Message Passing Cellular Networks 2024-07-18
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This paper introduces E(n) Equivariant Message Passing Cellular Networks (EMPCNs), an extension of E(n) Equivariant Graph Neural Networks to CW-complexes. Our approach addresses two aspects of geometric message passing networks: 1) enhancing their expressiveness by incorporating arbitrary cells, and 2) achieving this in a computationally efficient way with a decoupled EMPCNs technique. We demonstrate that EMPCNs achieve close to state-of-the-art performance on multiple tasks without the need for steerability, including many-body predictions and motion capture. Moreover, ablation studies confirm that decoupled EMPCNs exhibit stronger generalization capabilities than their non-topologically informed counterparts. These findings show that EMPCNs can be used as a scalable and expressive framework for higher-order message passing in geometric and topological graphs

Graph Attention with Random Rewiring 2024-07-18
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Graph Neural Networks (GNNs) have become fundamental in graph-structured deep learning. Key paradigms of modern GNNs include message passing, graph rewiring, and Graph Transformers. This paper introduces Graph-Rewiring Attention with Stochastic Structures (GRASS), a novel GNN architecture that combines the advantages of these three paradigms. GRASS rewires the input graph by superimposing a random regular graph, enhancing long-range information propagation while preserving structural features of the input graph. It also employs a unique additive attention mechanism tailored for graph-structured data, providing a graph inductive bias while remaining computationally efficient. Our empirical evaluations demonstrate that GRASS achieves state-of-the-art performance on multiple benchmark datasets, confirming its practical efficacy.

HHGT: Hierarchical Heterogeneous Graph Transformer for Heterogeneous Graph Representation Learning 2024-07-18
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Despite the success of Heterogeneous Graph Neural Networks (HGNNs) in modeling real-world Heterogeneous Information Networks (HINs), challenges such as expressiveness limitations and over-smoothing have prompted researchers to explore Graph Transformers (GTs) for enhanced HIN representation learning. However, research on GT in HINs remains limited, with two key shortcomings in existing work: (1) A node's neighbors at different distances in HINs convey diverse semantics. Unfortunately, existing methods ignore such differences and uniformly treat neighbors within a given distance in a coarse manner, which results in semantic confusion. (2) Nodes in HINs have various types, each with unique semantics. Nevertheless, existing methods mix nodes of different types during neighbor aggregation, hindering the capture of proper correlations between nodes of diverse types. To bridge these gaps, we design an innovative structure named (k,t)-ring neighborhood, where nodes are initially organized by their distance, forming different non-overlapping k-ring neighborhoods for each distance. Within each k-ring structure, nodes are further categorized into different groups according to their types, thus emphasizing the heterogeneity of both distances and types in HINs naturally. Based on this structure, we propose a novel Hierarchical Heterogeneous Graph Transformer (HHGT) model, which seamlessly integrates a Type-level Transformer for aggregating nodes of different types within each k-ring neighborhood, followed by a Ring-level Transformer for aggregating different k-ring neighborhoods in a hierarchical manner. Extensive experiments are conducted on downstream tasks to verify HHGT's superiority over 14 baselines, with a notable improvement of up to 24.75% in NMI and 29.25% in ARI for node clustering task on the ACM dataset compared to the best baseline.

Simple Graph Condensation 2024-07-18
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The burdensome training costs on large-scale graphs have aroused significant interest in graph condensation, which involves tuning Graph Neural Networks (GNNs) on a small condensed graph for use on the large-scale original graph. Existing methods primarily focus on aligning key metrics between the condensed and original graphs, such as gradients, output distribution and trajectories of GNNs, yielding satisfactory performance on downstream tasks. However, these complex metrics necessitate intricate external parameters and can potentially disrupt the optimization process of the condensation graph, making the condensation process highly demanding and unstable. Motivated by the recent success of simplified models across various domains, we propose a simplified approach to metric alignment in graph condensation, aiming to reduce unnecessary complexity inherited from intricate metrics. We introduce the Simple Graph Condensation (SimGC) framework, which aligns the condensed graph with the original graph from the input layer to the prediction layer, guided by a pre-trained Simple Graph Convolution (SGC) model on the original graph. Importantly, SimGC eliminates external parameters and exclusively retains the target condensed graph during the condensation process. This straightforward yet effective strategy achieves a significant speedup of up to 10 times compared to existing graph condensation methods while performing on par with state-of-the-art baselines. Comprehensive experiments conducted on seven benchmark datasets demonstrate the effectiveness of SimGC in prediction accuracy, condensation time, and generalization capability. Our code is available at https://github.com/BangHonor/SimGC.

ECML-PKDD 2024
Characterizing and Understanding HGNN Training on GPUs 2024-07-18
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Owing to their remarkable representation capabilities for heterogeneous graph data, Heterogeneous Graph Neural Networks (HGNNs) have been widely adopted in many critical real-world domains such as recommendation systems and medical analysis. Prior to their practical application, identifying the optimal HGNN model parameters tailored to specific tasks through extensive training is a time-consuming and costly process. To enhance the efficiency of HGNN training, it is essential to characterize and analyze the execution semantics and patterns within the training process to identify performance bottlenecks. In this study, we conduct an in-depth quantification and analysis of two mainstream HGNN training scenarios, including single-GPU and multi-GPU distributed training. Based on the characterization results, we disclose the performance bottlenecks and their underlying causes in different HGNN training scenarios and provide optimization guidelines from both software and hardware perspectives.

23 pa...

23 pages, 14 figures, submitted to ACM TACO

Krait: A Backdoor Attack Against Graph Prompt Tuning 2024-07-18
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Graph prompt tuning has emerged as a promising paradigm to effectively transfer general graph knowledge from pre-trained models to various downstream tasks, particularly in few-shot contexts. However, its susceptibility to backdoor attacks, where adversaries insert triggers to manipulate outcomes, raises a critical concern. We conduct the first study to investigate such vulnerability, revealing that backdoors can disguise benign graph prompts, thus evading detection. We introduce Krait, a novel graph prompt backdoor. Specifically, we propose a simple yet effective model-agnostic metric called label non-uniformity homophily to select poisoned candidates, significantly reducing computational complexity. To accommodate diverse attack scenarios and advanced attack types, we design three customizable trigger generation methods to craft prompts as triggers. We propose a novel centroid similarity-based loss function to optimize prompt tuning for attack effectiveness and stealthiness. Experiments on four real-world graphs demonstrate that Krait can efficiently embed triggers to merely 0.15% to 2% of training nodes, achieving high attack success rates without sacrificing clean accuracy. Notably, in one-to-one and all-to-one attacks, Krait can achieve 100% attack success rates by poisoning as few as 2 and 22 nodes, respectively. Our experiments further show that Krait remains potent across different transfer cases, attack types, and graph neural network backbones. Additionally, Krait can be successfully extended to the black-box setting, posing more severe threats. Finally, we analyze why Krait can evade both classical and state-of-the-art defenses, and provide practical insights for detecting and mitigating this class of attacks.

Previ...

Previously submitted to CCS on 04/29

GraphMuse: A Library for Symbolic Music Graph Processing 2024-07-17
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Graph Neural Networks (GNNs) have recently gained traction in symbolic music tasks, yet a lack of a unified framework impedes progress. Addressing this gap, we present GraphMuse, a graph processing framework and library that facilitates efficient music graph processing and GNN training for symbolic music tasks. Central to our contribution is a new neighbor sampling technique specifically targeted toward meaningful behavior in musical scores. Additionally, GraphMuse integrates hierarchical modeling elements that augment the expressivity and capabilities of graph networks for musical tasks. Experiments with two specific musical prediction tasks -- pitch spelling and cadence detection -- demonstrate significant performance improvement over previous methods. Our hope is that GraphMuse will lead to a boost in, and standardization of, symbolic music processing based on graph representations. The library is available at https://github.com/manoskary/graphmuse

Accep...

Accepted at the 25th International Society for Music Information Retrieval Conference (ISMIR 2024)

Fusion Flow-enhanced Graph Pooling Residual Networks for Unmanned Aerial Vehicles Surveillance in Day and Night Dual Visions 2024-07-17
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Recognizing unauthorized Unmanned Aerial Vehicles (UAVs) within designated no-fly zones throughout the day and night is of paramount importance, where the unauthorized UAVs pose a substantial threat to both civil and military aviation safety. However, recognizing UAVs day and night with dual-vision cameras is nontrivial, since red-green-blue (RGB) images suffer from a low detection rate under an insufficient light condition, such as on cloudy or stormy days, while black-and-white infrared (IR) images struggle to capture UAVs that overlap with the background at night. In this paper, we propose a new optical flow-assisted graph-pooling residual network (OF-GPRN), which significantly enhances the UAV detection rate in day and night dual visions. The proposed OF-GPRN develops a new optical fusion to remove superfluous backgrounds, which improves RGB/IR imaging clarity. Furthermore, OF-GPRN extends optical fusion by incorporating a graph residual split attention network and a feature pyramid, which refines the perception of UAVs, leading to a higher success rate in UAV detection. A comprehensive performance evaluation is conducted using a benchmark UAV catch dataset. The results indicate that the proposed OF-GPRN elevates the UAV mean average precision (mAP) detection rate to 87.8%, marking a 17.9% advancement compared to the residual graph neural network (ResGCN)-based approach.

The a...

The article is accepted at July 08, 2024 with 13 pages and 10 figures in the Journal of Engineering Applications of Artificial Intelligence, Elsevier

A Brief Review of Quantum Machine Learning for Financial Services 2024-07-17
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This review paper examines state-of-the-art algorithms and techniques in quantum machine learning with potential applications in finance. We discuss QML techniques in supervised learning tasks, such as Quantum Variational Classifiers, Quantum Kernel Estimation, and Quantum Neural Networks (QNNs), along with quantum generative AI techniques like Quantum Transformers and Quantum Graph Neural Networks (QGNNs). The financial applications considered include risk management, credit scoring, fraud detection, and stock price prediction. We also provide an overview of the challenges, potential, and limitations of QML, both in these specific areas and more broadly across the field. We hope that this can serve as a quick guide for data scientists, professionals in the financial sector, and enthusiasts in this area to understand why quantum computing and QML in particular could be interesting to explore in their field of expertise.

19 pages
GraphCNNpred: A stock market indices prediction using a Graph based deep learning system 2024-07-17
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The application of deep learning techniques for predicting stock market prices is a prominent and widely researched topic in the field of data science. To effectively predict market trends, it is essential to utilize a diversified dataset. In this paper, we give a graph neural network based convolutional neural network (CNN) model, that can be applied on diverse source of data, in the attempt to extract features to predict the trends of indices of \text{S}&\text{P} 500, NASDAQ, DJI, NYSE, and RUSSEL. The experiments show that the associated models improve the performance of prediction in all indices over the baseline algorithms by about $4% \text{ to } 15%$, in terms of F-measure. A trading simulation is generated from predictions and gained a Sharpe ratio of over 3.

10 pages.Version 2
SENC: Handling Self-collision in Neural Cloth Simulation 2024-07-17
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We present SENC, a novel self-supervised neural cloth simulator that addresses the challenge of cloth self-collision. This problem has remained unresolved due to the gap in simulation setup between recent collision detection and response approaches and self-supervised neural simulators. The former requires collision-free initial setups, while the latter necessitates random cloth instantiation during training. To tackle this issue, we propose a novel loss based on Global Intersection Analysis (GIA). This loss extracts the volume surrounded by the cloth region that forms the penetration. By constructing an energy based on this volume, our self-supervised neural simulator can effectively address cloth self-collisions. Moreover, we develop a self-collision-aware graph neural network capable of learning to handle self-collisions, even for parts that are topologically distant from one another. Additionally, we introduce an effective external force scheme that enables the simulation to learn the cloth's behavior in response to random external forces. We validate the efficacy of SENC through extensive quantitative and qualitative experiments, demonstrating that it effectively reduces cloth self-collision while maintaining high-quality animation results.

Accep...

Accepted at ECCV 2024

SafePowerGraph: Safety-aware Evaluation of Graph Neural Networks for Transmission Power Grids 2024-07-17
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Power grids are critical infrastructures of paramount importance to modern society and their rapid evolution and interconnections has heightened the complexity of power systems (PS) operations. Traditional methods for grid analysis struggle with the computational demands of large-scale RES and ES integration, prompting the adoption of machine learning (ML) techniques, particularly Graph Neural Networks (GNNs). GNNs have proven effective in solving the alternating current (AC) Power Flow (PF) and Optimal Power Flow (OPF) problems, crucial for operational planning. However, existing benchmarks and datasets completely ignore safety and robustness requirements in their evaluation and never consider realistic safety-critical scenarios that most impact the operations of the power grids. We present SafePowerGraph, the first simulator-agnostic, safety-oriented framework and benchmark for GNNs in PS operations. SafePowerGraph integrates multiple PF and OPF simulators and assesses GNN performance under diverse scenarios, including energy price variations and power line outages. Our extensive experiments underscore the importance of self-supervised learning and graph attention architectures for GNN robustness. We provide at https://github.com/yamizi/SafePowerGraph our open-source repository, a comprehensive leaderboard, a dataset and model zoo and expect our framework to standardize and advance research in the critical field of GNN for power systems.

Dirac--Bianconi Graph Neural Networks -- Enabling Non-Diffusive Long-Range Graph Predictions 2024-07-17
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The geometry of a graph is encoded in dynamical processes on the graph. Many graph neural network (GNN) architectures are inspired by such dynamical systems, typically based on the graph Laplacian. Here, we introduce Dirac--Bianconi GNNs (DBGNNs), which are based on the topological Dirac equation recently proposed by Bianconi. Based on the graph Laplacian, we demonstrate that DBGNNs explore the geometry of the graph in a fundamentally different way than conventional message passing neural networks (MPNNs). While regular MPNNs propagate features diffusively, analogous to the heat equation, DBGNNs allow for coherent long-range propagation. Experimental results showcase the superior performance of DBGNNs over existing conventional MPNNs for long-range predictions of power grid stability and peptide properties. This study highlights the effectiveness of DBGNNs in capturing intricate graph dynamics, providing notable advancements in GNN architectures.

14 pages, 7 figures
Backdoor Graph Condensation 2024-07-17
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Recently, graph condensation has emerged as a prevalent technique to improve the training efficiency for graph neural networks (GNNs). It condenses a large graph into a small one such that a GNN trained on this small synthetic graph can achieve comparable performance to a GNN trained on a large graph. However, while existing graph condensation studies mainly focus on the best trade-off between graph size and the GNNs' performance (model utility), the security issues of graph condensation have not been studied. To bridge this research gap, we propose the task of backdoor graph condensation. While graph backdoor attacks have been extensively explored, applying existing graph backdoor methods for graph condensation is not practical since they can undermine the model utility and yield low attack success rate. To alleviate these issues, we introduce two primary objectives for backdoor attacks against graph condensation: 1) the injection of triggers cannot affect the quality of condensed graphs, maintaining the utility of GNNs trained on them; and 2) the effectiveness of triggers should be preserved throughout the condensation process, achieving high attack success rate. To pursue the objectives, we devise the first backdoor attack against graph condensation, denoted as BGC. Specifically, we inject triggers during condensation and iteratively update the triggers to ensure effective attacks. Further, we propose a poisoned node selection module to minimize the influence of triggers on condensed graphs' quality. The extensive experiments demonstrate the effectiveness of our attack. BGC achieves a high attack success rate (close to 1.0) and good model utility in all cases. Furthermore, the results demonstrate our method's resilience against multiple defense methods. Finally, we conduct comprehensive studies to analyze the factors that influence the attack performance.

Generalized Graph Prompt: Toward a Unification of Pre-Training and Downstream Tasks on Graphs 2024-07-17
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Graph neural networks have emerged as a powerful tool for graph representation learning, but their performance heavily relies on abundant task-specific supervision. To reduce labeling requirement, the "pre-train, prompt" paradigms have become increasingly common. However, existing study of prompting on graphs is limited, lacking a universal treatment to appeal to different downstream tasks. In this paper, we propose GraphPrompt, a novel pre-training and prompting framework on graphs. GraphPrompt not only unifies pre-training and downstream tasks into a common task template but also employs a learnable prompt to assist a downstream task in locating the most relevant knowledge from the pre-trained model in a task-specific manner. To further enhance GraphPrompt in these two stages, we extend it into GraphPrompt+ with two major enhancements. First, we generalize several popular graph pre-training tasks beyond simple link prediction to broaden the compatibility with our task template. Second, we propose a more generalized prompt design that incorporates a series of prompt vectors within every layer of the pre-trained graph encoder, in order to capitalize on the hierarchical information across different layers beyond just the readout layer. Finally, we conduct extensive experiments on five public datasets to evaluate and analyze GraphPrompt and GraphPrompt+.

Accep...

Accepted by TKDE. Extension of "GraphPrompt: Unifying Pre-Training and Downstream Tasks for Graph Neural Networks". arXiv admin note: substantial text overlap with arXiv:2302.08043

Urban Traffic Forecasting with Integrated Travel Time and Data Availability in a Conformal Graph Neural Network Framework 2024-07-17
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Traffic flow prediction is a big challenge for transportation authorities as it helps in planning and developing better infrastructure. State-of-the-art models often struggle to consider the data in the best way possible, intrinsic uncertainties, and the actual physics of the traffic. In this study, we propose a novel framework to incorporate travel times between stations into a weighted adjacency matrix of a Graph Neural Network (GNN) architecture with information from traffic stations based on their data availability. To handle uncertainty, we utilized the Adaptive Conformal Prediction (ACP) method that adjusts prediction intervals based on real-time validation residuals. To validate our results, we model a microscopic traffic scenario and perform a Monte-Carlo simulation to get a travel time distribution for a Vehicle Under Test (VUT) while it is navigating the traffic scenario, and this distribution is compared against the actual data. Experiments show that the proposed model outperformed the next-best model by approximately 24% in MAE and 8% in RMSE and validation showed the simulated travel time closely matches the 95th percentile of the observed travel time value.

This ...

This manuscript has been accepted at the IEEE International Transportation Systems Conference (ITSC) 2024 which will be held September 24- 27, 2024 in Edmonton, Canada

Molecular Topological Profile (MOLTOP) -- Simple and Strong Baseline for Molecular Graph Classification 2024-07-16
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We revisit the effectiveness of topological descriptors for molecular graph classification and design a simple, yet strong baseline. We demonstrate that a simple approach to feature engineering - employing histogram aggregation of edge descriptors and one-hot encoding for atomic numbers and bond types - when combined with a Random Forest classifier, can establish a strong baseline for Graph Neural Networks (GNNs). The novel algorithm, Molecular Topological Profile (MOLTOP), integrates Edge Betweenness Centrality, Adjusted Rand Index and SCAN Structural Similarity score. This approach proves to be remarkably competitive when compared to modern GNNs, while also being simple, fast, low-variance and hyperparameter-free. Our approach is rigorously tested on MoleculeNet datasets using fair evaluation protocol provided by Open Graph Benchmark. We additionally show out-of-domain generation capabilities on peptide classification task from Long Range Graph Benchmark. The evaluations across eleven benchmark datasets reveal MOLTOP's strong discriminative capabilities, surpassing the $1$-WL test and even $3$-WL test for some classes of graphs. Our conclusion is that descriptor-based baselines, such as the one we propose, are still crucial for accurately assessing advancements in the GNN domain.

A Graph-based Adversarial Imitation Learning Framework for Reliable & Realtime Fleet Scheduling in Urban Air Mobility 2024-07-16
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The advent of Urban Air Mobility (UAM) presents the scope for a transformative shift in the domain of urban transportation. However, its widespread adoption and economic viability depends in part on the ability to optimally schedule the fleet of aircraft across vertiports in a UAM network, under uncertainties attributed to airspace congestion, changing weather conditions, and varying demands. This paper presents a comprehensive optimization formulation of the fleet scheduling problem, while also identifying the need for alternate solution approaches, since directly solving the resulting integer nonlinear programming problem is computationally prohibitive for daily fleet scheduling. Previous work has shown the effectiveness of using (graph) reinforcement learning (RL) approaches to train real-time executable policy models for fleet scheduling. However, such policies can often be brittle on out-of-distribution scenarios or edge cases. Moreover, training performance also deteriorates as the complexity (e.g., number of constraints) of the problem increases. To address these issues, this paper presents an imitation learning approach where the RL-based policy exploits expert demonstrations yielded by solving the exact optimization using a Genetic Algorithm. The policy model comprises Graph Neural Network (GNN) based encoders that embed the space of vertiports and aircraft, Transformer networks to encode demand, passenger fare, and transport cost profiles, and a Multi-head attention (MHA) based decoder. Expert demonstrations are used through the Generative Adversarial Imitation Learning (GAIL) algorithm. Interfaced with a UAM simulation environment involving 8 vertiports and 40 aircrafts, in terms of the daily profits earned reward, the new imitative approach achieves better mean performance and remarkable improvement in the case of unseen worst-case scenarios, compared to pure RL results.

Accep...

Accepted for presentation at the AIAA Aviation Forum 2024

Tackling Oversmoothing in GNN via Graph Sparsification: A Truss-based Approach 2024-07-16
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Graph Neural Network (GNN) achieves great success for node-level and graph-level tasks via encoding meaningful topological structures of networks in various domains, ranging from social to biological networks. However, repeated aggregation operations lead to excessive mixing of node representations, particularly in dense regions with multiple GNN layers, resulting in nearly indistinguishable embeddings. This phenomenon leads to the oversmoothing problem that hampers downstream graph analytics tasks. To overcome this issue, we propose a novel and flexible truss-based graph sparsification model that prunes edges from dense regions of the graph. Pruning redundant edges in dense regions helps to prevent the aggregation of excessive neighborhood information during hierarchical message passing and pooling in GNN models. We then utilize our sparsification model in the state-of-the-art baseline GNNs and pooling models, such as GIN, SAGPool, GMT, DiffPool, MinCutPool, HGP-SL, DMonPool, and AdamGNN. Extensive experiments on different real-world datasets show that our model significantly improves the performance of the baseline GNN models in the graph classification task.

GraphFM: A Scalable Framework for Multi-Graph Pretraining 2024-07-16
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Graph neural networks are typically trained on individual datasets, often requiring highly specialized models and extensive hyperparameter tuning. This dataset-specific approach arises because each graph dataset often has unique node features and diverse connectivity structures, making it difficult to build a generalist model. To address these challenges, we introduce a scalable multi-graph multi-task pretraining approach specifically tailored for node classification tasks across diverse graph datasets from different domains. Our method, Graph Foundation Model (GraphFM), leverages a Perceiver-based encoder that employs learned latent tokens to compress domain-specific features into a common latent space. This approach enhances the model's ability to generalize across different graphs and allows for scaling across diverse data. We demonstrate the efficacy of our approach by training a model on 152 different graph datasets comprising over 7.4 million nodes and 189 million edges, establishing the first set of scaling laws for multi-graph pretraining on datasets spanning many domains (e.g., molecules, citation and product graphs). Our results show that pretraining on a diverse array of real and synthetic graphs improves the model's adaptability and stability, while performing competitively with state-of-the-art specialist models. This work illustrates that multi-graph pretraining can significantly reduce the burden imposed by the current graph training paradigm, unlocking new capabilities for the field of graph neural networks by creating a single generalist model that performs competitively across a wide range of datasets and tasks.

Relaxing Graph Transformers for Adversarial Attacks 2024-07-16
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Existing studies have shown that Graph Neural Networks (GNNs) are vulnerable to adversarial attacks. Even though Graph Transformers (GTs) surpassed Message-Passing GNNs on several benchmarks, their adversarial robustness properties are unexplored. However, attacking GTs is challenging due to their Positional Encodings (PEs) and special attention mechanisms which can be difficult to differentiate. We overcome these challenges by targeting three representative architectures based on (1) random-walk PEs, (2) pair-wise-shortest-path PEs, and (3) spectral PEs - and propose the first adaptive attacks for GTs. We leverage our attacks to evaluate robustness to (a) structure perturbations on node classification; and (b) node injection attacks for (fake-news) graph classification. Our evaluation reveals that they can be catastrophically fragile and underlines our work's importance and the necessity for adaptive attacks.

Rethinking Fair Graph Neural Networks from Re-balancing 2024-07-16
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Driven by the powerful representation ability of Graph Neural Networks (GNNs), plentiful GNN models have been widely deployed in many real-world applications. Nevertheless, due to distribution disparities between different demographic groups, fairness in high-stake decision-making systems is receiving increasing attention. Although lots of recent works devoted to improving the fairness of GNNs and achieved considerable success, they all require significant architectural changes or additional loss functions requiring more hyper-parameter tuning. Surprisingly, we find that simple re-balancing methods can easily match or surpass existing fair GNN methods. We claim that the imbalance across different demographic groups is a significant source of unfairness, resulting in imbalanced contributions from each group to the parameters updating. However, these simple re-balancing methods have their own shortcomings during training. In this paper, we propose FairGB, Fair Graph Neural Network via re-Balancing, which mitigates the unfairness of GNNs by group balancing. Technically, FairGB consists of two modules: counterfactual node mixup and contribution alignment loss. Firstly, we select counterfactual pairs across inter-domain and inter-class, and interpolate the ego-networks to generate new samples. Guided by analysis, we can reveal the debiasing mechanism of our model by the causal view and prove that our strategy can make sensitive attributes statistically independent from target labels. Secondly, we reweigh the contribution of each group according to gradients. By combining these two modules, they can mutually promote each other. Experimental results on benchmark datasets show that our method can achieve state-of-the-art results concerning both utility and fairness metrics. Code is available at https://github.com/ZhixunLEE/FairGB.

Accep...

Accepted by SIGKDD 2024, research track

Graph Dimension Attention Networks for Enterprise Credit Assessment 2024-07-16
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Enterprise credit assessment is critical for evaluating financial risk, and Graph Neural Networks (GNNs), with their advanced capability to model inter-entity relationships, are a natural tool to get a deeper understanding of these financial networks. However, existing GNN-based methodologies predominantly emphasize entity-level attention mechanisms for contagion risk aggregation, often overlooking the heterogeneous importance of different feature dimensions, thus falling short in adequately modeling credit risk levels. To address this issue, we propose a novel architecture named Graph Dimension Attention Network (GDAN), which incorporates a dimension-level attention mechanism to capture fine-grained risk-related characteristics. Furthermore, we explore the interpretability of the GNN-based method in financial scenarios and propose a simple but effective data-centric explainer for GDAN, called GDAN-DistShift. DistShift provides edge-level interpretability by quantifying distribution shifts during the message-passing process. Moreover, we collected a real-world, multi-source Enterprise Credit Assessment Dataset (ECAD) and have made it accessible to the research community since high-quality datasets are lacking in this field. Extensive experiments conducted on ECAD demonstrate the effectiveness of our methods. In addition, we ran GDAN on the well-known datasets SMEsD and DBLP, also with excellent results.

HyperAggregation: Aggregating over Graph Edges with Hypernetworks 2024-07-16
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HyperAggregation is a hypernetwork-based aggregation function for Graph Neural Networks. It uses a hypernetwork to dynamically generate weights in the size of the current neighborhood, which are then used to aggregate this neighborhood. This aggregation with the generated weights is done like an MLP-Mixer channel mixing over variable-sized vertex neighborhoods. We demonstrate HyperAggregation in two models, GraphHyperMixer is a model based on MLP-Mixer while GraphHyperConv is derived from a GCN but with a hypernetwork-based aggregation function. We perform experiments on diverse benchmark datasets for the vertex classification, graph classification, and graph regression tasks. The results show that HyperAggregation can be effectively used for homophilic and heterophilic datasets in both inductive and transductive settings. GraphHyperConv performs better than GraphHyperMixer and is especially strong in the transductive setting. On the heterophilic dataset Roman-Empire it reaches a new state of the art. On the graph-level tasks our models perform in line with similarly sized models. Ablation studies investigate the robustness against various hyperparameter choices. The implementation of HyperAggregation as well code to reproduce all experiments is available under https://github.com/Foisunt/HyperAggregation .

Accep...

Accepted at IJCNN 2024

SparseRadNet: Sparse Perception Neural Network on Subsampled Radar Data 2024-07-16
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Radar-based perception has gained increasing attention in autonomous driving, yet the inherent sparsity of radars poses challenges. Radar raw data often contains excessive noise, whereas radar point clouds retain only limited information. In this work, we holistically treat the sparse nature of radar data by introducing an adaptive subsampling method together with a tailored network architecture that exploits the sparsity patterns to discover global and local dependencies in the radar signal. Our subsampling module selects a subset of pixels from range-doppler (RD) spectra that contribute most to the downstream perception tasks. To improve the feature extraction on sparse subsampled data, we propose a new way of applying graph neural networks on radar data and design a novel two-branch backbone to capture both global and local neighbor information. An attentive fusion module is applied to combine features from both branches. Experiments on the RADIal dataset show that our SparseRadNet exceeds state-of-the-art (SOTA) performance in object detection and achieves close to SOTA accuracy in freespace segmentation, meanwhile using sparse subsampled input data.

18 pa...

18 pages, 4 figures, 5 tables, with supplement

AU-vMAE: Knowledge-Guide Action Units Detection via Video Masked Autoencoder 2024-07-16
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Current Facial Action Unit (FAU) detection methods generally encounter difficulties due to the scarcity of labeled video training data and the limited number of training face IDs, which renders the trained feature extractor insufficient coverage for modeling the large diversity of inter-person facial structures and movements. To explicitly address the above challenges, we propose a novel video-level pre-training scheme by fully exploring the multi-label property of FAUs in the video as well as the temporal label consistency. At the heart of our design is a pre-trained video feature extractor based on the video-masked autoencoder together with a fine-tuning network that jointly completes the multi-level video FAUs analysis tasks, \emph{i.e.} integrating both video-level and frame-level FAU detections, thus dramatically expanding the supervision set from sparse FAUs annotations to ALL video frames including masked ones. Moreover, we utilize inter-frame and intra-frame AU pair state matrices as prior knowledge to guide network training instead of traditional Graph Neural Networks, for better temporal supervision. Our approach demonstrates substantial enhancement in performance compared to the existing state-of-the-art methods used in BP4D and DISFA FAUs datasets.

Improved particle-flow event reconstruction with scalable neural networks for current and future particle detectors 2024-07-16
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Efficient and accurate algorithms are necessary to reconstruct particles in the highly granular detectors anticipated at the High-Luminosity Large Hadron Collider and the Future Circular Collider. We study scalable machine learning models for event reconstruction in electron-positron collisions based on a full detector simulation. Particle-flow reconstruction can be formulated as a supervised learning task using tracks and calorimeter clusters. We compare a graph neural network and kernel-based transformer and demonstrate that we can avoid quadratic operations while achieving realistic reconstruction. We show that hyperparameter tuning significantly improves the performance of the models. The best graph neural network model shows improvement in the jet transverse momentum resolution by up to 50% compared to the rule-based algorithm. The resulting model is portable across Nvidia, AMD and Habana hardware. Accurate and fast machine-learning based reconstruction can significantly improve future measurements at colliders.

21 pages, 10 figures
Accounting for Work Zone Disruptions in Traffic Flow Forecasting 2024-07-16
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Traffic speed forecasting is an important task in intelligent transportation system management. The objective of much of the current computational research is to minimize the difference between predicted and actual speeds, but information modalities other than speed priors are largely not taken into account. In particular, though state of the art performance is achieved on speed forecasting with graph neural network methods, these methods do not incorporate information on roadway maintenance work zones and their impacts on predicted traffic flows; yet, the impacts of construction work zones are of significant interest to roadway management agencies, because they translate to impacts on the local economy and public well-being. In this paper, we build over the convolutional graph neural network architecture and present a novel ``Graph Convolutional Network for Roadway Work Zones" model that includes a novel data fusion mechanism and a new heterogeneous graph aggregation methodology to accommodate work zone information in spatio-temporal dependencies among traffic states. The model is evaluated on two data sets that capture traffic flows in the presence of work zones in the Commonwealth of Virginia. Extensive comparative evaluation and ablation studies show that the proposed model can capture complex and nonlinear spatio-temporal relationships across a transportation corridor, outperforming baseline models, particularly when predicting traffic flow during a workzone event.

Traff...

Traffic speed prediction, graph neural network, spatio-temporal correlation, hypergraph, work zone, maintenance downtime. arXiv admin note: text overlap with arXiv:2110.01535

Graph Structure Prompt Learning: A Novel Methodology to Improve Performance of Graph Neural Networks 2024-07-16
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Graph neural networks (GNNs) are widely applied in graph data modeling. However, existing GNNs are often trained in a task-driven manner that fails to fully capture the intrinsic nature of the graph structure, resulting in sub-optimal node and graph representations. To address this limitation, we propose a novel Graph structure Prompt Learning method (GPL) to enhance the training of GNNs, which is inspired by prompt mechanisms in natural language processing. GPL employs task-independent graph structure losses to encourage GNNs to learn intrinsic graph characteristics while simultaneously solving downstream tasks, producing higher-quality node and graph representations. In extensive experiments on eleven real-world datasets, after being trained by GPL, GNNs significantly outperform their original performance on node classification, graph classification, and edge prediction tasks (up to 10.28%, 16.5%, and 24.15%, respectively). By allowing GNNs to capture the inherent structural prompts of graphs in GPL, they can alleviate the issue of over-smooth and achieve new state-of-the-art performances, which introduces a novel and effective direction for GNN research with potential applications in various domains.

SES: Bridging the Gap Between Explainability and Prediction of Graph Neural Networks 2024-07-16
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Despite the Graph Neural Networks' (GNNs) proficiency in analyzing graph data, achieving high-accuracy and interpretable predictions remains challenging. Existing GNN interpreters typically provide post-hoc explanations disjointed from GNNs' predictions, resulting in misrepresentations. Self-explainable GNNs offer built-in explanations during the training process. However, they cannot exploit the explanatory outcomes to augment prediction performance, and they fail to provide high-quality explanations of node features and require additional processes to generate explainable subgraphs, which is costly. To address the aforementioned limitations, we propose a self-explained and self-supervised graph neural network (SES) to bridge the gap between explainability and prediction. SES comprises two processes: explainable training and enhanced predictive learning. During explainable training, SES employs a global mask generator co-trained with a graph encoder and directly produces crucial structure and feature masks, reducing time consumption and providing node feature and subgraph explanations. In the enhanced predictive learning phase, mask-based positive-negative pairs are constructed utilizing the explanations to compute a triplet loss and enhance the node representations by contrastive learning.

20pages,8pages
ApproxPilot: A GNN-based Accelerator Approximation Framework 2024-07-16
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A typical optimization of customized accelerators for error-tolerant applications such as multimedia, recognition, and classification is to replace traditional arithmetic units like multipliers and adders with the approximate ones to enhance energy efficiency while adhering to accuracy requirements. However, the plethora of arithmetic units and diverse approximate unit options result in an exceedingly large design space. Therefore, there is a pressing need for an end-to-end design framework capable of navigating this intricate design space for approximation optimization. Traditional methods relying on simulation-based or blackbox model evaluations suffer from either high computational costs or limitations in accuracy and scalability, posing significant challenges to the optimization process. In this paper, we propose a Graph Neural Network (GNN) model that leverages the physical connections of arithmetic units to capture their influence on the performance, power, area (PPA), and accuracy of the accelerator. Particularly, we notice that critical path plays a key role in node feature of the GNN model and having it embedded in the feature vector greatly enhances the prediction quality of the models. On top of the models that allow rapid and efficient PPA and accuracy prediction of various approximate accelerator configurations, we can further explore the large design space effectively and build an end-to-end accelerator approximation framework named ApproxPilot to optimize the accelerator approximation. Our experimental results demonstrate that ApproxPilot outperforms state-of-the-art approximation optimization frameworks in both performance and hardware overhead with the same accuracy constraints.

Provable Robustness of (Graph) Neural Networks Against Data Poisoning and Backdoor Attacks 2024-07-15
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Generalization of machine learning models can be severely compromised by data poisoning, where adversarial changes are applied to the training data, as well as backdoor attacks that additionally manipulate the test data. These vulnerabilities have led to interest in certifying (i.e., proving) that such changes up to a certain magnitude do not affect test predictions. We, for the first time, certify Graph Neural Networks (GNNs) against poisoning and backdoor attacks targeting the node features of a given graph. Our certificates are white-box and based upon $(i)$ the neural tangent kernel, which characterizes the training dynamics of sufficiently wide networks; and $(ii)$ a novel reformulation of the bilevel optimization problem describing poisoning as a mixed-integer linear program. Consequently, we leverage our framework to provide fundamental insights into the role of graph structure and its connectivity on the worst-case robustness behavior of convolution-based and PageRank-based GNNs. We note that our framework is more general and constitutes the first approach to derive white-box poisoning certificates for NNs, which can be of independent interest beyond graph-related tasks.

Rotationally Invariant Latent Distances for Uncertainty Estimation of Relaxed Energy Predictions by Graph Neural Network Potentials 2024-07-15
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Graph neural networks (GNNs) have been shown to be astonishingly capable models for molecular property prediction, particularly as surrogates for expensive density functional theory calculations of relaxed energy for novel material discovery. However, one limitation of GNNs in this context is the lack of useful uncertainty prediction methods, as this is critical to the material discovery pipeline. In this work, we show that uncertainty quantification for relaxed energy calculations is more complex than uncertainty quantification for other kinds of molecular property prediction, due to the effect that structure optimizations have on the error distribution. We propose that distribution-free techniques are more useful tools for assessing calibration, recalibrating, and developing uncertainty prediction methods for GNNs performing relaxed energy calculations. We also develop a relaxed energy task for evaluating uncertainty methods for equivariant GNNs, based on distribution-free recalibration and using the Open Catalyst Project dataset. We benchmark a set of popular uncertainty prediction methods on this task, and show that latent distance methods, with our novel improvements, are the most well-calibrated and economical approach for relaxed energy calculations. Finally, we demonstrate that our latent space distance method produces results which align with our expectations on a clustering example, and on specific equation of state and adsorbate coverage examples from outside the training dataset.

Graph Neural Networks for Vulnerability Detection: A Counterfactual Explanation 2024-07-15
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Vulnerability detection is crucial for ensuring the security and reliability of software systems. Recently, Graph Neural Networks (GNNs) have emerged as a prominent code embedding approach for vulnerability detection, owing to their ability to capture the underlying semantic structure of source code. However, GNNs face significant challenges in explainability due to their inherently black-box nature. To this end, several factual reasoning-based explainers have been proposed. These explainers provide explanations for the predictions made by GNNs by analyzing the key features that contribute to the outcomes. We argue that these factual reasoning-based explanations cannot answer critical what-if questions: What would happen to the GNN's decision if we were to alter the code graph into alternative structures? Inspired by advancements of counterfactual reasoning in artificial intelligence, we propose CFExplainer, a novel counterfactual explainer for GNN-based vulnerability detection. Unlike factual reasoning-based explainers, CFExplainer seeks the minimal perturbation to the input code graph that leads to a change in the prediction, thereby addressing the what-if questions for vulnerability detection. We term this perturbation a counterfactual explanation, which can pinpoint the root causes of the detected vulnerability and furnish valuable insights for developers to undertake appropriate actions for fixing the vulnerability. Extensive experiments on four GNN-based vulnerability detection models demonstrate the effectiveness of CFExplainer over existing state-of-the-art factual reasoning-based explainers.

This ...

This paper was accepted in the proceedings of the 33rd ACM SIGSOFT International Symposium on Software Testing and Analysis (ISSTA 2024)

Probability Passing for Graph Neural Networks: Graph Structure and Representations Joint Learning 2024-07-15
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Graph Neural Networks (GNNs) have achieved notable success in the analysis of non-Euclidean data across a wide range of domains. However, their applicability is constrained by the dependence on the observed graph structure. To solve this problem, Latent Graph Inference (LGI) is proposed to infer a task-specific latent structure by computing similarity or edge probability of node features and then apply a GNN to produce predictions. Even so, existing approaches neglect the noise from node features, which affects generated graph structure and performance. In this work, we introduce a novel method called Probability Passing to refine the generated graph structure by aggregating edge probabilities of neighboring nodes based on observed graph. Furthermore, we continue to utilize the LGI framework, inputting the refined graph structure and node features into GNNs to obtain predictions. We name the proposed scheme as Probability Passing-based Graph Neural Network (PPGNN). Moreover, the anchor-based technique is employed to reduce complexity and improve efficiency. Experimental results demonstrate the effectiveness of the proposed method.

Automated Label Unification for Multi-Dataset Semantic Segmentation with GNNs 2024-07-15
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Deep supervised models possess significant capability to assimilate extensive training data, thereby presenting an opportunity to enhance model performance through training on multiple datasets. However, conflicts arising from different label spaces among datasets may adversely affect model performance. In this paper, we propose a novel approach to automatically construct a unified label space across multiple datasets using graph neural networks. This enables semantic segmentation models to be trained simultaneously on multiple datasets, resulting in performance improvements. Unlike existing methods, our approach facilitates seamless training without the need for additional manual reannotation or taxonomy reconciliation. This significantly enhances the efficiency and effectiveness of multi-dataset segmentation model training. The results demonstrate that our method significantly outperforms other multi-dataset training methods when trained on seven datasets simultaneously, and achieves state-of-the-art performance on the WildDash 2 benchmark.

Expanding the Scope: Inductive Knowledge Graph Reasoning with Multi-Starting Progressive Propagation 2024-07-15
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Knowledge graphs (KGs) are widely acknowledged as incomplete, and new entities are constantly emerging in the real world. Inductive KG reasoning aims to predict missing facts for these new entities. Among existing models, graph neural networks (GNNs) based ones have shown promising performance for this task. However, they are still challenged by inefficient message propagation due to the distance and scalability issues. In this paper, we propose a new inductive KG reasoning model, MStar, by leveraging conditional message passing neural networks (C-MPNNs). Our key insight is to select multiple query-specific starting entities to expand the scope of progressive propagation. To propagate query-related messages to a farther area within limited steps, we subsequently design a highway layer to propagate information toward these selected starting entities. Moreover, we introduce a training strategy called LinkVerify to mitigate the impact of noisy training samples. Experimental results validate that MStar achieves superior performance compared with state-of-the-art models, especially for distant entities.

Accep...

Accepted in the 23rd International Semantic Web Conference (ISWC 2024)

DeepGate3: Towards Scalable Circuit Representation Learning 2024-07-15
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Circuit representation learning has shown promising results in advancing the field of Electronic Design Automation (EDA). Existing models, such as DeepGate Family, primarily utilize Graph Neural Networks (GNNs) to encode circuit netlists into gate-level embeddings. However, the scalability of GNN-based models is fundamentally constrained by architectural limitations, impacting their ability to generalize across diverse and complex circuit designs. To address these challenges, we introduce DeepGate3, an enhanced architecture that integrates Transformer modules following the initial GNN processing. This novel architecture not only retains the robust gate-level representation capabilities of its predecessor, DeepGate2, but also enhances them with the ability to model subcircuits through a novel pooling transformer mechanism. DeepGate3 is further refined with multiple innovative supervision tasks, significantly enhancing its learning process and enabling superior representation of both gate-level and subcircuit structures. Our experiments demonstrate marked improvements in scalability and generalizability over traditional GNN-based approaches, establishing a significant step forward in circuit representation learning technology.

Logical Distillation of Graph Neural Networks 2024-07-14
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We present a logic based interpretable model for learning on graphs and an algorithm to distill this model from a Graph Neural Network (GNN). Recent results have shown connections between the expressivity of GNNs and the two-variable fragment of first-order logic with counting quantifiers (C2). We introduce a decision-tree based model which leverages an extension of C2 to distill interpretable logical classifiers from GNNs. We test our approach on multiple GNN architectures. The distilled models are interpretable, succinct, and attain similar accuracy to the underlying GNN. Furthermore, when the ground truth is expressible in C2, our approach outperforms the GNN.

Fixed...

Fixed errors in the statement of Theorem 1

Toward Explainable Reasoning in 6G: A Proof of Concept Study on Radio Resource Allocation 2024-07-14
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The move toward artificial intelligence (AI)-native sixth-generation (6G) networks has put more emphasis on the importance of explainability and trustworthiness in network management operations, especially for mission-critical use-cases. Such desired trust transcends traditional post-hoc explainable AI (XAI) methods to using contextual explanations for guiding the learning process in an in-hoc way. This paper proposes a novel graph reinforcement learning (GRL) framework named TANGO which relies on a symbolic subsystem. It consists of a Bayesian-graph neural network (GNN) Explainer, whose outputs, in terms of edge/node importance and uncertainty, are periodically translated to a logical GRL reward function. This adjustment is accomplished through defined symbolic reasoning rules within a Reasoner. Considering a real-world testbed proof-of-concept (PoC), a gNodeB (gNB) radio resource allocation problem is formulated, which aims to minimize under- and over-provisioning of physical resource blocks (PRBs) while penalizing decisions emanating from the uncertain and less important edge-nodes relations. Our findings reveal that the proposed in-hoc explainability solution significantly expedites convergence compared to standard GRL baseline and other benchmarks in the deep reinforcement learning (DRL) domain. The experiment evaluates performance in AI, complexity, energy consumption, robustness, network, scalability, and explainability metrics. Specifically, the results show that TANGO achieves a noteworthy accuracy of 96.39% in terms of optimal PRB allocation in inference phase, outperforming the baseline by 1.22x.

21 pa...

21 pages, 11 Figures, 5 Tables

Warming Up Cold-Start CTR Prediction by Learning Item-Specific Feature Interactions 2024-07-14
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In recommendation systems, new items are continuously introduced, initially lacking interaction records but gradually accumulating them over time. Accurately predicting the click-through rate (CTR) for these items is crucial for enhancing both revenue and user experience. While existing methods focus on enhancing item ID embeddings for new items within general CTR models, they tend to adopt a global feature interaction approach, often overshadowing new items with sparse data by those with abundant interactions. Addressing this, our work introduces EmerG, a novel approach that warms up cold-start CTR prediction by learning item-specific feature interaction patterns. EmerG utilizes hypernetworks to generate an item-specific feature graph based on item characteristics, which is then processed by a Graph Neural Network (GNN). This GNN is specially tailored to provably capture feature interactions at any order through a customized message passing mechanism. We further design a meta learning strategy that optimizes parameters of hypernetworks and GNN across various item CTR prediction tasks, while only adjusting a minimal set of item-specific parameters within each task. This strategy effectively reduces the risk of overfitting when dealing with limited data. Extensive experiments on benchmark datasets validate that EmerG consistently performs the best given no, a few and sufficient instances of new items.

KDD 2024
Learning Multiplex Representations on Text-Attributed Graphs with One Language Model Encoder 2024-07-13
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In real-world scenarios, texts in a graph are often linked by multiple semantic relations (e.g., papers in an academic graph are referenced by other publications, written by the same author, or published in the same venue), where text documents and their relations form a multiplex text-attributed graph. Mainstream text representation learning methods use pretrained language models (PLMs) to generate one embedding for each text unit, expecting that all types of relations between texts can be captured by these single-view embeddings. However, this presumption does not hold particularly in multiplex text-attributed graphs. Along another line of work, multiplex graph neural networks (GNNs) directly initialize node attributes as a feature vector for node representation learning, but they cannot fully capture the semantics of the nodes' associated texts. To bridge these gaps, we propose METAG, a new framework for learning Multiplex rEpresentations on Text-Attributed Graphs. In contrast to existing methods, METAG uses one text encoder to model the shared knowledge across relations and leverages a small number of parameters per relation to derive relation-specific representations. This allows the encoder to effectively capture the multiplex structures in the graph while also preserving parameter efficiency. We conduct experiments on nine downstream tasks in five graphs from both academic and e-commerce domains, where METAG outperforms baselines significantly and consistently. The code is available at https://github.com/PeterGriffinJin/METAG.

9 pag...

9 pages, 11 appendix pages

Empowering Graph Invariance Learning with Deep Spurious Infomax 2024-07-13
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Recently, there has been a surge of interest in developing graph neural networks that utilize the invariance principle on graphs to generalize the out-of-distribution (OOD) data. Due to the limited knowledge about OOD data, existing approaches often pose assumptions about the correlation strengths of the underlying spurious features and the target labels. However, this prior is often unavailable and will change arbitrarily in the real-world scenarios, which may lead to severe failures of the existing graph invariance learning methods. To bridge this gap, we introduce a novel graph invariance learning paradigm, which induces a robust and general inductive bias. The paradigm is built upon the observation that the infomax principle encourages learning spurious features regardless of spurious correlation strengths. We further propose the EQuAD framework that realizes this learning paradigm and employs tailored learning objectives that provably elicit invariant features by disentangling them from the spurious features learned through infomax. Notably, EQuAD shows stable and enhanced performance across different degrees of bias in synthetic datasets and challenging real-world datasets up to $31.76%$. Our code is available at \url{https://github.com/tianyao-aka/EQuAD}.

ICML2...

ICML2024 camera-ready version

Imbalanced Graph-Level Anomaly Detection via Counterfactual Augmentation and Feature Learning 2024-07-13
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Graph-level anomaly detection (GLAD) has already gained significant importance and has become a popular field of study, attracting considerable attention across numerous downstream works. The core focus of this domain is to capture and highlight the anomalous information within given graph datasets. In most existing studies, anomalies are often the instances of few. The stark imbalance misleads current GLAD methods to focus on learning the patterns of normal graphs more, further impacting anomaly detection performance. Moreover, existing methods predominantly utilize the inherent features of nodes to identify anomalous graph patterns which is approved suboptimal according to our experiments. In this work, we propose an imbalanced GLAD method via counterfactual augmentation and feature learning. Specifically, we first construct anomalous samples based on counterfactual learning, aiming to expand and balance the datasets. Additionally, we construct a module based on Graph Neural Networks (GNNs), which allows us to utilize degree attributes to complement the inherent attribute features of nodes. Then, we design an adaptive weight learning module to integrate features tailored to different datasets effectively to avoid indiscriminately treating all features as equivalent. Furthermore, extensive baseline experiments conducted on public datasets substantiate the robustness and effectiveness. Besides, we apply the model to brain disease datasets, which can prove the generalization capability of our work. The source code of our work is available online.

12 pa...

12 pages, 4 figures, SSDBM2024

Biased Backpressure Routing Using Link Features and Graph Neural Networks 2024-07-13
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To reduce the latency of Backpressure (BP) routing in wireless multi-hop networks, we propose to enhance the existing shortest path-biased BP (SP-BP) and sojourn time-based backlog metrics, since they introduce no additional time step-wise signaling overhead to the basic BP. Rather than relying on hop-distance, we introduce a new edge-weighted shortest path bias built on the scheduling duty cycle of wireless links, which can be predicted by a graph convolutional neural network based on the topology and traffic of wireless networks. Additionally, we tackle three long-standing challenges associated with SP-BP: optimal bias scaling, efficient bias maintenance, and integration of delay awareness. Our proposed solutions inherit the throughput optimality of the basic BP, as well as its practical advantages of low complexity and fully distributed implementation. Our approaches rely on common link features and introduces only a one-time constant overhead to previous SP-BP schemes, or a one-time overhead linear in the network size to the basic BP. Numerical experiments show that our solutions can effectively address the major drawbacks of slow startup, random walk, and the last packet problem in basic BP, improving the end-to-end delay of existing low-overhead BP algorithms under various settings of network traffic, interference, and mobility.

14 pa...

14 pages, 15 figures, submitted to IEEE Transactions on Machine Learning in Communications and Networking. arXiv admin note: text overlap with arXiv:2310.04364, arXiv:2211.10748

The Heterophilic Graph Learning Handbook: Benchmarks, Models, Theoretical Analysis, Applications and Challenges 2024-07-12
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Homophily principle, \ie{} nodes with the same labels or similar attributes are more likely to be connected, has been commonly believed to be the main reason for the superiority of Graph Neural Networks (GNNs) over traditional Neural Networks (NNs) on graph-structured data, especially on node-level tasks. However, recent work has identified a non-trivial set of datasets where GNN's performance compared to the NN's is not satisfactory. Heterophily, i.e. low homophily, has been considered the main cause of this empirical observation. People have begun to revisit and re-evaluate most existing graph models, including graph transformer and its variants, in the heterophily scenario across various kinds of graphs, e.g. heterogeneous graphs, temporal graphs and hypergraphs. Moreover, numerous graph-related applications are found to be closely related to the heterophily problem. In the past few years, considerable effort has been devoted to studying and addressing the heterophily issue. In this survey, we provide a comprehensive review of the latest progress on heterophilic graph learning, including an extensive summary of benchmark datasets and evaluation of homophily metrics on synthetic graphs, meticulous classification of the most updated supervised and unsupervised learning methods, thorough digestion of the theoretical analysis on homophily/heterophily, and broad exploration of the heterophily-related applications. Notably, through detailed experiments, we are the first to categorize benchmark heterophilic datasets into three sub-categories: malignant, benign and ambiguous heterophily. Malignant and ambiguous datasets are identified as the real challenging datasets to test the effectiveness of new models on the heterophily challenge. Finally, we propose several challenges and future directions for heterophilic graph representation learning.

Sugge...

Suggestions and comments are welcomed at [email protected]!

The $μ\mathcal{G}$ Language for Programming Graph Neural Networks 2024-07-12
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Graph neural networks form a class of deep learning architectures specifically designed to work with graph-structured data. As such, they share the inherent limitations and problems of deep learning, especially regarding the issues of explainability and trustworthiness. We propose $\mu\mathcal{G}$, an original domain-specific language for the specification of graph neural networks that aims to overcome these issues. The language's syntax is introduced, and its meaning is rigorously defined by a denotational semantics. An equivalent characterization in the form of an operational semantics is also provided and, together with a type system, is used to prove the type soundness of $\mu\mathcal{G}$. We show how $\mu\mathcal{G}$ programs can be represented in a more user-friendly graphical visualization, and provide examples of its generality by showing how it can be used to define some of the most popular graph neural network models, or to develop any custom graph processing application.

A Perspective on Foundation Models for the Electric Power Grid 2024-07-12
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Foundation models (FMs) currently dominate news headlines. They employ advanced deep learning architectures to extract structural information autonomously from vast datasets through self-supervision. The resulting rich representations of complex systems and dynamics can be applied to many downstream applications. Therefore, FMs can find uses in electric power grids, challenged by the energy transition and climate change. In this paper, we call for the development of, and state why we believe in, the potential of FMs for electric grids. We highlight their strengths and weaknesses amidst the challenges of a changing grid. We argue that an FM learning from diverse grid data and topologies could unlock transformative capabilities, pioneering a new approach in leveraging AI to redefine how we manage complexity and uncertainty in the electric grid. Finally, we discuss a power grid FM concept, namely GridFM, based on graph neural networks and show how different downstream tasks benefit.

Lead ...

Lead contact: H.F.H.; Major equal contributors: H.F.H., T.B., B.G., L.S.A.M., A.P., A.V., J.W.; Significant equal contributors: J.B., A.B.M., S.C., I.F., B.H., R.J., K.K., V.M., F.M., M.D.M., O.R., H.S., L.X., E.S.Y., A.Z.; Other equal contributors: A.J.B., R.J.B., B.P.B., J.S., S.S

The Effectiveness of Curvature-Based Rewiring and the Role of Hyperparameters in GNNs Revisited 2024-07-12
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Message passing is the dominant paradigm in Graph Neural Networks (GNNs). The efficiency of message passing, however, can be limited by the topology of the graph. This happens when information is lost during propagation due to being oversquashed when travelling through bottlenecks. To remedy this, recent efforts have focused on graph rewiring techniques, which disconnect the input graph originating from the data and the computational graph, on which message passing is performed. A prominent approach for this is to use discrete graph curvature measures, of which several variants have been proposed, to identify and rewire around bottlenecks, facilitating information propagation. While oversquashing has been demonstrated in synthetic datasets, in this work we reevaluate the performance gains that curvature-based rewiring brings to real-world datasets. We show that in these datasets, edges selected during the rewiring process are not in line with theoretical criteria identifying bottlenecks. This implies they do not necessarily oversquash information during message passing. Subsequently, we demonstrate that SOTA accuracies on these datasets are outliers originating from sweeps of hyperparameters -- both the ones for training and dedicated ones related to the rewiring algorithm -- instead of consistent performance gains. In conclusion, our analysis nuances the effectiveness of curvature-based rewiring in real-world datasets and brings a new perspective on the methods to evaluate GNN accuracy improvements.

19 pages, 10 figures
Graph Neural Network Causal Explanation via Neural Causal Models 2024-07-12
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Graph neural network (GNN) explainers identify the important subgraph that ensures the prediction for a given graph. Until now, almost all GNN explainers are based on association, which is prone to spurious correlations. We propose {\name}, a GNN causal explainer via causal inference. Our explainer is based on the observation that a graph often consists of a causal underlying subgraph. {\name} includes three main steps: 1) It builds causal structure and the corresponding structural causal model (SCM) for a graph, which enables the cause-effect calculation among nodes. 2) Directly calculating the cause-effect in real-world graphs is computationally challenging. It is then enlightened by the recent neural causal model (NCM), a special type of SCM that is trainable, and design customized NCMs for GNNs. By training these GNN NCMs, the cause-effect can be easily calculated. 3) It uncovers the subgraph that causally explains the GNN predictions via the optimized GNN-NCMs. Evaluation results on multiple synthetic and real-world graphs validate that {\name} significantly outperforms existing GNN explainers in exact groundtruth explanation identification

Logical Characterizations of Recurrent Graph Neural Networks with Reals and Floats 2024-07-12
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In pioneering work from 2019, Barcel'o and coauthors identified logics that precisely match the expressive power of constant iteration-depth graph neural networks (GNNs) relative to properties definable in first-order logic. In this article, we give exact logical characterizations of recurrent GNNs in two scenarios: (1) in the setting with floating-point numbers and (2) with reals. For floats, the formalism matching recurrent GNNs is a rule-based modal logic with counting, while for reals we use a suitable infinitary modal logic, also with counting. These results give exact matches between logics and GNNs in the recurrent setting without relativising to a background logic in either case, but using some natural assumptions about floating-point arithmetic. Applying our characterizations, we also prove that, relative to graph properties definable in monadic second-order logic (MSO), our infinitary and rule-based logics are equally expressive. This implies that recurrent GNNs with reals and floats have the same expressive power over MSO-definable properties and shows that, for such properties, also recurrent GNNs with reals are characterized by a (finitary!) rule-based modal logic. In the general case, in contrast, the expressive power with floats is weaker than with reals. In addition to logic-oriented results, we also characterize recurrent GNNs, with both reals and floats, via distributed automata, drawing links to distributed computing models.

GNN with Model-based RL for Multi-agent Systems 2024-07-12
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Multi-agent systems (MAS) constitute a significant role in exploring machine intelligence and advanced applications. In order to deeply investigate complicated interactions within MAS scenarios, we originally propose "GNN for MBRL" model, which utilizes a state-spaced Graph Neural Networks with Model-based Reinforcement Learning to address specific MAS missions (e.g., Billiard-Avoidance, Autonomous Driving Cars). In detail, we firstly used GNN model to predict future states and trajectories of multiple agents, then applied the Cross-Entropy Method (CEM) optimized Model Predictive Control to assist the ego-agent planning actions and successfully accomplish certain MAS tasks.

Conformal Inductive Graph Neural Networks 2024-07-12
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Conformal prediction (CP) transforms any model's output into prediction sets guaranteed to include (cover) the true label. CP requires exchangeability, a relaxation of the i.i.d. assumption, to obtain a valid distribution-free coverage guarantee. This makes it directly applicable to transductive node-classification. However, conventional CP cannot be applied in inductive settings due to the implicit shift in the (calibration) scores caused by message passing with the new nodes. We fix this issue for both cases of node and edge-exchangeable graphs, recovering the standard coverage guarantee without sacrificing statistical efficiency. We further prove that the guarantee holds independently of the prediction time, e.g. upon arrival of a new node/edge or at any subsequent moment.

Publi...

Published as a conference paper at ICLR 2024

Domain-Hierarchy Adaptation via Chain of Iterative Reasoning for Few-shot Hierarchical Text Classification 2024-07-12
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Recently, various pre-trained language models (PLMs) have been proposed to prove their impressive performances on a wide range of few-shot tasks. However, limited by the unstructured prior knowledge in PLMs, it is difficult to maintain consistent performance on complex structured scenarios, such as hierarchical text classification (HTC), especially when the downstream data is extremely scarce. The main challenge is how to transfer the unstructured semantic space in PLMs to the downstream domain hierarchy. Unlike previous work on HTC which directly performs multi-label classification or uses graph neural network (GNN) to inject label hierarchy, in this work, we study the HTC problem under a few-shot setting to adapt knowledge in PLMs from an unstructured manner to the downstream hierarchy. Technically, we design a simple yet effective method named Hierarchical Iterative Conditional Random Field (HierICRF) to search the most domain-challenging directions and exquisitely crafts domain-hierarchy adaptation as a hierarchical iterative language modeling problem, and then it encourages the model to make hierarchical consistency self-correction during the inference, thereby achieving knowledge transfer with hierarchical consistency preservation. We perform HierICRF on various architectures, and extensive experiments on two popular HTC datasets demonstrate that prompt with HierICRF significantly boosts the few-shot HTC performance with an average Micro-F1 by 28.80% to 1.50% and Macro-F1 by 36.29% to 1.5% over the previous state-of-the-art (SOTA) baselines under few-shot settings, while remaining SOTA hierarchical consistency performance.

9 pag...

9 pages, 2 figures, Accepted by IJCAI2024

Rethinking Graph Backdoor Attacks: A Distribution-Preserving Perspective 2024-07-12
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Graph Neural Networks (GNNs) have shown remarkable performance in various tasks. However, recent works reveal that GNNs are vulnerable to backdoor attacks. Generally, backdoor attack poisons the graph by attaching backdoor triggers and the target class label to a set of nodes in the training graph. A GNN trained on the poisoned graph will then be misled to predict test nodes attached with trigger to the target class. Despite their effectiveness, our empirical analysis shows that triggers generated by existing methods tend to be out-of-distribution (OOD), which significantly differ from the clean data. Hence, these injected triggers can be easily detected and pruned with widely used outlier detection methods in real-world applications. Therefore, in this paper, we study a novel problem of unnoticeable graph backdoor attacks with in-distribution (ID) triggers. To generate ID triggers, we introduce an OOD detector in conjunction with an adversarial learning strategy to generate the attributes of the triggers within distribution. To ensure a high attack success rate with ID triggers, we introduce novel modules designed to enhance trigger memorization by the victim model trained on poisoned graph. Extensive experiments on real-world datasets demonstrate the effectiveness of the proposed method in generating in distribution triggers that can by-pass various defense strategies while maintaining a high attack success rate.

Accepted by KDD 2024
Deep Inverse Design for High-Level Synthesis 2024-07-11
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High-level synthesis (HLS) has significantly advanced the automation of digital circuits design, yet the need for expertise and time in pragma tuning remains challenging. Existing solutions for the design space exploration (DSE) adopt either heuristic methods, lacking essential information for further optimization potential, or predictive models, missing sufficient generalization due to the time-consuming nature of HLS and the exponential growth of the design space. To address these challenges, we propose Deep Inverse Design for HLS (DID4HLS), a novel approach that integrates graph neural networks and generative models. DID4HLS iteratively optimizes hardware designs aimed at compute-intensive algorithms by learning conditional distributions of design features from post-HLS data. Compared to four state-of-the-art DSE baselines, our method achieved an average improvement of 42.5% on average distance to reference set (ADRS) compared to the best-performing baselines across six benchmarks, while demonstrating high robustness and efficiency.

Neural Bipartite Matching 2024-07-11
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Graph neural networks (GNNs) have found application for learning in the space of algorithms. However, the algorithms chosen by existing research (sorting, Breadth-First search, shortest path finding, etc.) usually align perfectly with a standard GNN architecture. This report describes how neural execution is applied to a complex algorithm, such as finding maximum bipartite matching by reducing it to a flow problem and using Ford-Fulkerson to find the maximum flow. This is achieved via neural execution based only on features generated from a single GNN. The evaluation shows strongly generalising results with the network achieving optimal matching almost 100% of the time.

Robust Generalization of Graph Neural Networks for Carrier Scheduling 2024-07-11
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Battery-free sensor tags are devices that leverage backscatter techniques to communicate with standard IoT devices, thereby augmenting a network's sensing capabilities in a scalable way. For communicating, a sensor tag relies on an unmodulated carrier provided by a neighboring IoT device, with a schedule coordinating this provisioning across the network. Carrier scheduling--computing schedules to interrogate all sensor tags while minimizing energy, spectrum utilization, and latency--is an NP-Hard optimization problem. Recent work introduces learning-based schedulers that achieve resource savings over a carefully-crafted heuristic, generalizing to networks of up to 60 nodes. However, we find that their advantage diminishes in networks with hundreds of nodes, and degrades further in larger setups. This paper introduces RobustGANTT, a GNN-based scheduler that improves generalization (without re-training) to networks up to 1000 nodes (100x training topology sizes). RobustGANTT not only achieves better and more consistent generalization, but also computes schedules requiring up to 2x less resources than existing systems. Our scheduler exhibits average runtimes of hundreds of milliseconds, allowing it to react fast to changing network conditions. Our work not only improves resource utilization in large-scale backscatter networks, but also offers valuable insights in learning-based scheduling.

15 Pa...

15 Pages, 12 Figures. Pre-print, under review

Improving Molecular Modeling with Geometric GNNs: an Empirical Study 2024-07-11
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Rapid advancements in machine learning (ML) are transforming materials science by significantly speeding up material property calculations. However, the proliferation of ML approaches has made it challenging for scientists to keep up with the most promising techniques. This paper presents an empirical study on Geometric Graph Neural Networks for 3D atomic systems, focusing on the impact of different (1) canonicalization methods, (2) graph creation strategies, and (3) auxiliary tasks, on performance, scalability and symmetry enforcement. Our findings and insights aim to guide researchers in selecting optimal modeling components for molecular modeling tasks.

GLBench: A Comprehensive Benchmark for Graph with Large Language Models 2024-07-11
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The emergence of large language models (LLMs) has revolutionized the way we interact with graphs, leading to a new paradigm called GraphLLM. Despite the rapid development of GraphLLM methods in recent years, the progress and understanding of this field remain unclear due to the lack of a benchmark with consistent experimental protocols. To bridge this gap, we introduce GLBench, the first comprehensive benchmark for evaluating GraphLLM methods in both supervised and zero-shot scenarios. GLBench provides a fair and thorough evaluation of different categories of GraphLLM methods, along with traditional baselines such as graph neural networks. Through extensive experiments on a collection of real-world datasets with consistent data processing and splitting strategies, we have uncovered several key findings. Firstly, GraphLLM methods outperform traditional baselines in supervised settings, with LLM-as-enhancers showing the most robust performance. However, using LLMs as predictors is less effective and often leads to uncontrollable output issues. We also notice that no clear scaling laws exist for current GraphLLM methods. In addition, both structures and semantics are crucial for effective zero-shot transfer, and our proposed simple baseline can even outperform several models tailored for zero-shot scenarios. The data and code of the benchmark can be found at https://github.com/NineAbyss/GLBench.

arXiv...

arXiv admin note: text overlap with arXiv:2306.10280 by other authors

Graph convolutional network for predicting abnormal grain growth in Monte Carlo simulations of microstructural evolution 2024-07-11
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Recent developments in graph neural networks show promise for predicting the occurrence of abnormal grain growth, which has been a particularly challenging area of research due to its apparent stochastic nature. In this study, we generate a large dataset of Monte Carlo simulations of abnormal grain growth. We train simple graph convolution networks to predict which initial microstructures will exhibit abnormal grain growth, and compare the results to a standard computer vision approach for the same task. The graph neural network outperformed the computer vision method and achieved 73% prediction accuracy and fewer false positives. It also provided some physical insight into feature importance and the relevant length scale required to maximize predictive performance. Analysis of the uncertainty in the Monte Carlo simulations provides additional insights for ongoing work in this area.

14 pages, 10 figures
TinyGraph: Joint Feature and Node Condensation for Graph Neural Networks 2024-07-10
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Training graph neural networks (GNNs) on large-scale graphs can be challenging due to the high computational expense caused by the massive number of nodes and high-dimensional nodal features. Existing graph condensation studies tackle this problem only by reducing the number of nodes in the graph. However, the resulting condensed graph data can still be cumbersome. Specifically, although the nodes of the Citeseer dataset are reduced to 0.9% (30 nodes) in training, the number of features is 3,703, severely exceeding the training sample magnitude. Faced with this challenge, we study the problem of joint condensation for both features and nodes in large-scale graphs. This task is challenging mainly due to 1) the intertwined nature of the node features and the graph structure calls for the feature condensation solver to be structure-aware; and 2) the difficulty of keeping useful information in the condensed graph. To address these challenges, we propose a novel framework TinyGraph, to condense features and nodes simultaneously in graphs. Specifically, we cast the problem as matching the gradients of GNN weights trained on the condensed graph and the gradients obtained from training over the original graph, where the feature condensation is achieved by a trainable function. The condensed graph obtained by minimizing the matching loss along the training trajectory can henceforth retain critical information in the original graph. Extensive experiments were carried out to demonstrate the effectiveness of the proposed TinyGraph. For example, a GNN trained with TinyGraph retains 98.5% and 97.5% of the original test accuracy on the Cora and Citeseer datasets, respectively, while significantly reducing the number of nodes by 97.4% and 98.2%, and the number of features by 90.0% on both datasets.

Uncertainty-Aware Probabilistic Graph Neural Networks for Road-Level Traffic Accident Prediction 2024-07-10
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Traffic accidents present substantial challenges to human safety and socio-economic development in urban areas. Developing a reliable and responsible traffic accident prediction model is crucial to addressing growing public safety concerns and enhancing the safety of urban mobility systems. Traditional methods face limitations at fine spatiotemporal scales due to the sporadic nature of highrisk accidents and the predominance of non-accident characteristics. Furthermore, while most current models show promising occurrence prediction, they overlook the uncertainties arising from the inherent nature of accidents, and then fail to adequately map the hierarchical ranking of accident risk values for more precise insights. To address these issues, we introduce the Spatiotemporal Zero-Inflated Tweedie Graph Neural Network STZITDGNN -- the first uncertainty-aware probabilistic graph deep learning model in roadlevel traffic accident prediction for multisteps. This model integrates the interpretability of the statistical Tweedie family model and the expressive power of graph neural networks. Its decoder innovatively employs a compound Tweedie model,a Poisson distribution to model the frequency of accident occurrences and a Gamma distribution to assess injury severity, supplemented by a zeroinflated component to effectively identify exessive nonincident instances. Empirical tests using realworld traffic data from London, UK, demonstrate that the STZITDGNN surpasses other baseline models across multiple benchmarks and metrics, including accident risk value prediction, uncertainty minimisation, non-accident road identification and accident occurrence accuracy. Our study demonstrates that STZTIDGNN can effectively inform targeted road monitoring, thereby improving urban road safety strategies.

AdaptiGraph: Material-Adaptive Graph-Based Neural Dynamics for Robotic Manipulation 2024-07-10
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Predictive models are a crucial component of many robotic systems. Yet, constructing accurate predictive models for a variety of deformable objects, especially those with unknown physical properties, remains a significant challenge. This paper introduces AdaptiGraph, a learning-based dynamics modeling approach that enables robots to predict, adapt to, and control a wide array of challenging deformable materials with unknown physical properties. AdaptiGraph leverages the highly flexible graph-based neural dynamics (GBND) framework, which represents material bits as particles and employs a graph neural network (GNN) to predict particle motion. Its key innovation is a unified physical property-conditioned GBND model capable of predicting the motions of diverse materials with varying physical properties without retraining. Upon encountering new materials during online deployment, AdaptiGraph utilizes a physical property optimization process for a few-shot adaptation of the model, enhancing its fit to the observed interaction data. The adapted models can precisely simulate the dynamics and predict the motion of various deformable materials, such as ropes, granular media, rigid boxes, and cloth, while adapting to different physical properties, including stiffness, granular size, and center of pressure. On prediction and manipulation tasks involving a diverse set of real-world deformable objects, our method exhibits superior prediction accuracy and task proficiency over non-material-conditioned and non-adaptive models. The project page is available at https://robopil.github.io/adaptigraph/ .

Proje...

Project page: https://robopil.github.io/adaptigraph/

A review of graph neural network applications in mechanics-related domains 2024-07-10
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Mechanics-related problems often present unique challenges in achieving accurate geometric and physical representations, particularly for non-uniform structures. Graph neural networks (GNNs) have emerged as a promising tool to tackle these challenges by adeptly learning from graph data with irregular underlying structures. Consequently, recent years have witnessed a surge in complex mechanics-related applications inspired by the advancements of GNNs. Despite this process, there is a notable absence of a systematic review addressing the recent advancement of GNNs in solving mechanics-related problems. To bridge this gap, this review article aims to provide an in-depth overview of the GNN applications in mechanics-related domains while identifying key challenges and outlining potential future research directions. In this review article, we begin by introducing the fundamental algorithms of GNNs that are widely employed in mechanics-related applications. We provide a concise explanation of their underlying principles to establish a solid understanding that will serve as a basis for exploring the applications of GNNs in mechanics-related domains. The scope of this paper is intended to cover the categorisation of literature into solid mechanics, fluid mechanics, and interdisciplinary mechanics-related domains, providing a comprehensive summary of graph representation methodologies, GNN architectures, and further discussions in their respective subdomains. Additionally, open data and source codes relevant to these applications are summarised for the convenience of future researchers. This article promotes an interdisciplinary integration of GNNs and mechanics and provides a guide for researchers interested in applying GNNs to solve complex mechanics-related problems.

28 pa...

28 pages, 10 figures, 4 tables

Deep-Graph-Sprints: Accelerated Representation Learning in Continuous-Time Dynamic Graphs 2024-07-10
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Continuous-time dynamic graphs (CTDGs) are essential for modeling interconnected, evolving systems. Traditional methods for extracting knowledge from these graphs often depend on feature engineering or deep learning. Feature engineering is limited by the manual and time-intensive nature of crafting features, while deep learning approaches suffer from high inference latency, making them impractical for real-time applications. This paper introduces Deep-Graph-Sprints (DGS), a novel deep learning architecture designed for efficient representation learning on CTDGs with low-latency inference requirements. We benchmark DGS against state-of-the-art feature engineering and graph neural network methods using five diverse datasets. The results indicate that DGS achieves competitive performance while improving inference speed up to 12x compared to other deep learning approaches on our tested benchmarks. Our method effectively bridges the gap between deep representation learning and low-latency application requirements for CTDGs.

Explaining Graph Neural Networks for Node Similarity on Graphs 2024-07-10
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Similarity search is a fundamental task for exploiting information in various applications dealing with graph data, such as citation networks or knowledge graphs. While this task has been intensively approached from heuristics to graph embeddings and graph neural networks (GNNs), providing explanations for similarity has received less attention. In this work we are concerned with explainable similarity search over graphs, by investigating how GNN-based methods for computing node similarities can be augmented with explanations. Specifically, we evaluate the performance of two prominent approaches towards explanations in GNNs, based on the concepts of mutual information (MI), and gradient-based explanations (GB). We discuss their suitability and empirically validate the properties of their explanations over different popular graph benchmarks. We find that unlike MI explanations, gradient-based explanations have three desirable properties. First, they are actionable: selecting inputs depending on them results in predictable changes in similarity scores. Second, they are consistent: the effect of selecting certain inputs overlaps very little with the effect of discarding them. Third, they can be pruned significantly to obtain sparse explanations that retain the effect on similarity scores.

Multivector Neurons: Better and Faster O(n)-Equivariant Clifford Graph Neural Networks 2024-07-10
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Most current deep learning models equivariant to $O(n)$ or $SO(n)$ either consider mostly scalar information such as distances and angles or have a very high computational complexity. In this work, we test a few novel message passing graph neural networks (GNNs) based on Clifford multivectors, structured similarly to other prevalent equivariant models in geometric deep learning. Our approach leverages efficient invariant scalar features while simultaneously performing expressive learning on multivector representations, particularly through the use of the equivariant geometric product operator. By integrating these elements, our methods outperform established efficient baseline models on an N-Body simulation task and protein denoising task while maintaining a high efficiency. In particular, we push the state-of-the-art error on the N-body dataset to 0.0035 (averaged over 3 runs); an 8% improvement over recent methods. Our implementation is available on Github.

STAGE: Simplified Text-Attributed Graph Embeddings Using Pre-trained LLMs 2024-07-10
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We present Simplified Text-Attributed Graph Embeddings (STAGE), a straightforward yet effective method for enhancing node features in Graph Neural Network (GNN) models that encode Text-Attributed Graphs (TAGs). Our approach leverages Large-Language Models (LLMs) to generate embeddings for textual attributes. STAGE achieves competitive results on various node classification benchmarks while also maintaining a simplicity in implementation relative to current state-of-the-art (SoTA) techniques. We show that utilizing pre-trained LLMs as embedding generators provides robust features for ensemble GNN training, enabling pipelines that are simpler than current SoTA approaches which require multiple expensive training and prompting stages. We also implement diffusion-pattern GNNs in an effort to make this pipeline scalable to graphs beyond academic benchmarks.

SPIN: SE(3)-Invariant Physics Informed Network for Binding Affinity Prediction 2024-07-10
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Accurate prediction of protein-ligand binding affinity is crucial for rapid and efficient drug development. Recently, the importance of predicting binding affinity has led to increased attention on research that models the three-dimensional structure of protein-ligand complexes using graph neural networks to predict binding affinity. However, traditional methods often fail to accurately model the complex's spatial information or rely solely on geometric features, neglecting the principles of protein-ligand binding. This can lead to overfitting, resulting in models that perform poorly on independent datasets and ultimately reducing their usefulness in real drug development. To address this issue, we propose SPIN, a model designed to achieve superior generalization by incorporating various inductive biases applicable to this task, beyond merely training on empirical data from datasets. For prediction, we defined two types of inductive biases: a geometric perspective that maintains consistent binding affinity predictions regardless of the complexs rotations and translations, and a physicochemical perspective that necessitates minimal binding free energy along their reaction coordinate for effective protein-ligand binding. These prior knowledge inputs enable the SPIN to outperform comparative models in benchmark sets such as CASF-2016 and CSAR HiQ. Furthermore, we demonstrated the practicality of our model through virtual screening experiments and validated the reliability and potential of our proposed model based on experiments assessing its interpretability.

Accep...

Accepted to ECAI 2024

ConGraT: Self-Supervised Contrastive Pretraining for Joint Graph and Text Embeddings 2024-07-09
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Learning on text-attributed graphs (TAGs), in which nodes are associated with one or more texts, has been the subject of much recent work. However, most approaches tend to make strong assumptions about the downstream task of interest, are reliant on hand-labeled data, or fail to equally balance the importance of both text and graph representations. In this work, we propose Contrastive Graph-Text pretraining (ConGraT), a general, self-supervised approach for jointly learning separate representations of texts and nodes in a TAG. Our method trains a language model (LM) and a graph neural network (GNN) to align their representations in a common latent space using a batch-wise contrastive learning objective inspired by CLIP. We further propose an extension to the CLIP objective that leverages graph structure to incorporate information about inter-node similarity. Extensive experiments demonstrate that ConGraT outperforms baselines on various downstream tasks, including node and text category classification, link prediction, and language modeling. Finally, we present an application of our method to community detection in social graphs, which enables finding more textually grounded communities, rather than purely graph-based ones. Code and certain datasets are available at https://github.com/wwbrannon/congrat.

New v...

New visualizations, added references, and an application to community detection. To appear at the TextGraphs workshop @ ACL 2024. 21 pages, 5 figures, 13 tables

Parallelized Multi-Agent Bayesian Optimization in Lava 2024-07-09
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In parallel with the continuously increasing parameter space dimensionality, search and optimization algorithms should support distributed parameter evaluations to reduce cumulative runtime. Intel's neuromorphic optimization library, Lava-Optimization, was introduced as an abstract optimization system compatible with neuromorphic systems developed in the broader Lava software framework. In this work, we introduce Lava Multi-Agent Optimization (LMAO) with native support for distributed parameter evaluations communicating with a central Bayesian optimization system. LMAO provides an abstract framework for deploying distributed optimization and search algorithms within the Lava software framework. Moreover, LMAO introduces support for random and grid search along with process connections across multiple levels of mathematical precision. We evaluate the algorithmic performance of LMAO with a traditional non-convex optimization problem, a fixed-precision transductive spiking graph neural network for citation graph classification, and a neuromorphic satellite scheduling problem. Our results highlight LMAO's efficient scaling to multiple processes, reducing cumulative runtime and minimizing the likelihood of converging to local optima.

4 pag...

4 pages, 2 figures, 2 algorithms, 2 tables

Decoding Climate Disagreement: A Graph Neural Network-Based Approach to Understanding Social Media Dynamics 2024-07-09
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This work introduces the ClimateSent-GAT Model, an innovative method that integrates Graph Attention Networks (GATs) with techniques from natural language processing to accurately identify and predict disagreements within Reddit comment-reply pairs. Our model classifies disagreements into three categories: agree, disagree, and neutral. Leveraging the inherent graph structure of Reddit comment-reply pairs, the model significantly outperforms existing benchmarks by capturing complex interaction patterns and sentiment dynamics. This research advances graph-based NLP methodologies and provides actionable insights for policymakers and educators in climate science communication.

Changepoint Detection in Highly-Attributed Dynamic Graphs 2024-07-09
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Detecting anomalous behavior in dynamic networks remains a constant challenge. This problem is further exacerbated when the underlying topology of these networks is affected by individual highly-dimensional node attributes. We address this issue by tracking a network's modularity as a proxy of its community structure. We leverage Graph Neural Networks (GNNs) to estimate each snapshot's modularity. GNNs can account for both network structure and high-dimensional node attributes, providing a comprehensive approach for estimating network statistics. Our method is validated through simulations that demonstrate its ability to detect changes in highly-attributed networks by analyzing shifts in modularity. Moreover, we find our method is able to detect a real-world event within the #Iran Twitter reply network, where each node has high-dimensional textual attributes.

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Latest 15 Papers - March 16, 2024

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Time Series

Title Date Abstract Comment
Cloud gap-filling with deep learning for improved grassland monitoring 2024-03-14
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Uninterrupted optical image time series are crucial for the timely monitoring of agricultural land changes. However, the continuity of such time series is often disrupted by clouds. In response to this challenge, we propose a deep learning method that integrates cloud-free optical (Sentinel-2) observations and weather-independent (Sentinel-1) Synthetic Aperture Radar (SAR) data, using a combined Convolutional Neural Network (CNN)-Recurrent Neural Network (RNN) architecture to generate continuous Normalized Difference Vegetation Index (NDVI) time series. We emphasize the significance of observation continuity by assessing the impact of the generated time series on the detection of grassland mowing events. We focus on Lithuania, a country characterized by extensive cloud coverage, and compare our approach with alternative interpolation techniques (i.e., linear, Akima, quadratic). Our method surpasses these techniques, with an average MAE of 0.024 and R^2 of 0.92. It not only improves the accuracy of event detection tasks by employing a continuous time series, but also effectively filters out sudden shifts and noise originating from cloudy observations that cloud masks often fail to detect.

iTransformer: Inverted Transformers Are Effective for Time Series Forecasting 2024-03-14
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The recent boom of linear forecasting models questions the ongoing passion for architectural modifications of Transformer-based forecasters. These forecasters leverage Transformers to model the global dependencies over temporal tokens of time series, with each token formed by multiple variates of the same timestamp. However, Transformers are challenged in forecasting series with larger lookback windows due to performance degradation and computation explosion. Besides, the embedding for each temporal token fuses multiple variates that represent potential delayed events and distinct physical measurements, which may fail in learning variate-centric representations and result in meaningless attention maps. In this work, we reflect on the competent duties of Transformer components and repurpose the Transformer architecture without any modification to the basic components. We propose iTransformer that simply applies the attention and feed-forward network on the inverted dimensions. Specifically, the time points of individual series are embedded into variate tokens which are utilized by the attention mechanism to capture multivariate correlations; meanwhile, the feed-forward network is applied for each variate token to learn nonlinear representations. The iTransformer model achieves state-of-the-art on challenging real-world datasets, which further empowers the Transformer family with promoted performance, generalization ability across different variates, and better utilization of arbitrary lookback windows, making it a nice alternative as the fundamental backbone of time series forecasting. Code is available at this repository: https://github.com/thuml/iTransformer.

MCformer: Multivariate Time Series Forecasting with Mixed-Channels Transformer 2024-03-14
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The massive generation of time-series data by largescale Internet of Things (IoT) devices necessitates the exploration of more effective models for multivariate time-series forecasting. In previous models, there was a predominant use of the Channel Dependence (CD) strategy (where each channel represents a univariate sequence). Current state-of-the-art (SOTA) models primarily rely on the Channel Independence (CI) strategy. The CI strategy treats all channels as a single channel, expanding the dataset to improve generalization performance and avoiding inter-channel correlation that disrupts long-term features. However, the CI strategy faces the challenge of interchannel correlation forgetting. To address this issue, we propose an innovative Mixed Channels strategy, combining the data expansion advantages of the CI strategy with the ability to counteract inter-channel correlation forgetting. Based on this strategy, we introduce MCformer, a multivariate time-series forecasting model with mixed channel features. The model blends a specific number of channels, leveraging an attention mechanism to effectively capture inter-channel correlation information when modeling long-term features. Experimental results demonstrate that the Mixed Channels strategy outperforms pure CI strategy in multivariate time-series forecasting tasks.

Diffusion-TS: Interpretable Diffusion for General Time Series Generation 2024-03-14
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Denoising diffusion probabilistic models (DDPMs) are becoming the leading paradigm for generative models. It has recently shown breakthroughs in audio synthesis, time series imputation and forecasting. In this paper, we propose Diffusion-TS, a novel diffusion-based framework that generates multivariate time series samples of high quality by using an encoder-decoder transformer with disentangled temporal representations, in which the decomposition technique guides Diffusion-TS to capture the semantic meaning of time series while transformers mine detailed sequential information from the noisy model input. Different from existing diffusion-based approaches, we train the model to directly reconstruct the sample instead of the noise in each diffusion step, combining a Fourier-based loss term. Diffusion-TS is expected to generate time series satisfying both interpretablity and realness. In addition, it is shown that the proposed Diffusion-TS can be easily extended to conditional generation tasks, such as forecasting and imputation, without any model changes. This also motivates us to further explore the performance of Diffusion-TS under irregular settings. Finally, through qualitative and quantitative experiments, results show that Diffusion-TS achieves the state-of-the-art results on various realistic analyses of time series.

Diffusion Policy: Visuomotor Policy Learning via Action Diffusion 2024-03-14
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This paper introduces Diffusion Policy, a new way of generating robot behavior by representing a robot's visuomotor policy as a conditional denoising diffusion process. We benchmark Diffusion Policy across 12 different tasks from 4 different robot manipulation benchmarks and find that it consistently outperforms existing state-of-the-art robot learning methods with an average improvement of 46.9%. Diffusion Policy learns the gradient of the action-distribution score function and iteratively optimizes with respect to this gradient field during inference via a series of stochastic Langevin dynamics steps. We find that the diffusion formulation yields powerful advantages when used for robot policies, including gracefully handling multimodal action distributions, being suitable for high-dimensional action spaces, and exhibiting impressive training stability. To fully unlock the potential of diffusion models for visuomotor policy learning on physical robots, this paper presents a set of key technical contributions including the incorporation of receding horizon control, visual conditioning, and the time-series diffusion transformer. We hope this work will help motivate a new generation of policy learning techniques that are able to leverage the powerful generative modeling capabilities of diffusion models. Code, data, and training details is publicly available diffusion-policy.cs.columbia.edu

An ex...

An extended journal version of the original RSS2023 paper

DiTMoS: Delving into Diverse Tiny-Model Selection on Microcontrollers 2024-03-14
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Enabling efficient and accurate deep neural network (DNN) inference on microcontrollers is non-trivial due to the constrained on-chip resources. Current methodologies primarily focus on compressing larger models yet at the expense of model accuracy. In this paper, we rethink the problem from the inverse perspective by constructing small/weak models directly and improving their accuracy. Thus, we introduce DiTMoS, a novel DNN training and inference framework with a selector-classifiers architecture, where the selector routes each input sample to the appropriate classifier for classification. DiTMoS is grounded on a key insight: a composition of weak models can exhibit high diversity and the union of them can significantly boost the accuracy upper bound. To approach the upper bound, DiTMoS introduces three strategies including diverse training data splitting to increase the classifiers' diversity, adversarial selector-classifiers training to ensure synergistic interactions thereby maximizing their complementarity, and heterogeneous feature aggregation to improve the capacity of classifiers. We further propose a network slicing technique to alleviate the extra memory overhead incurred by feature aggregation. We deploy DiTMoS on the Neucleo STM32F767ZI board and evaluate it based on three time-series datasets for human activity recognition, keywords spotting, and emotion recognition, respectively. The experiment results manifest that: (a) DiTMoS achieves up to 13.4% accuracy improvement compared to the best baseline; (b) network slicing almost completely eliminates the memory overhead incurred by feature aggregation with a marginal increase of latency.

Classification of Volatile Organic Compounds by Differential Mobility Spectrometry Based on Continuity of Alpha Curves 2024-03-13
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Background: Classification of volatile organic compounds (VOCs) is of interest in many fields. Examples include but are not limited to medicine, detection of explosives, and food quality control. Measurements collected with electronic noses can be used for classification and analysis of VOCs. One type of electronic noses that has seen considerable development in recent years is Differential Mobility Spectrometry (DMS). DMS yields measurements that are visualized as dispersion plots that contain traces, also known as alpha curves. Current methods used for analyzing DMS dispersion plots do not usually utilize the information stored in the continuity of these traces, which suggests that alternative approaches should be investigated. Results: In this work, for the first time, dispersion plots were interpreted as a series of measurements evolving sequentially. Thus, it was hypothesized that time-series classification algorithms can be effective for classification and analysis of dispersion plots. An extensive dataset of 900 dispersion plots for five chemicals measured at five flow rates and two concentrations was collected. The data was used to analyze the classification performance of six algorithms. According to our hypothesis, the highest classification accuracy of 88% was achieved by a Long-Short Term Memory neural network, which supports our hypothesis. Significance: A new concept for approaching classification tasks of dispersion plots is presented and compared with other well-known classification algorithms. This creates a new angle of view for analysis and classification of the dispersion plots. In addition, a new dataset of dispersion plots is openly shared to public.

Covariance Fitting Interferometric Phase Linking: Modular Framework and Optimization Algorithms 2024-03-13
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Interferometric phase linking (IPL) has become a prominent technique for processing images of areas containing distributed scaterrers in SAR interferometry. Traditionally, IPL consists in estimating consistent phase differences between all pairs of SAR images in a time series from the sample covariance matrix of pixel patches on a sliding window. This paper reformulates this task as a covariance fitting problem: in this setup, IPL appears as a form of projection of an input covariance matrix so that it satisfies the phase closure property. Given this modular formulation, we propose an overview of covariance matrix estimates, regularization options, and matrix distances, that can be of interest when processing multi-temporal SAR data. In particular, we will observe that most of the existing IPL algorithms appear as special instances of this framework. We then present tools to efficiently solve related optimization problems on the torus of phase-only complex vectors: majorization-minimization and Riemannian optimization. We conclude by illustrating the merits of different options on a real-world case study.

Leveraging Non-Decimated Wavelet Packet Features and Transformer Models for Time Series Forecasting 2024-03-13
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This article combines wavelet analysis techniques with machine learning methods for univariate time series forecasting, focusing on three main contributions. Firstly, we consider the use of Daubechies wavelets with different numbers of vanishing moments as input features to both non-temporal and temporal forecasting methods, by selecting these numbers during the cross-validation phase. Secondly, we compare the use of both the non-decimated wavelet transform and the non-decimated wavelet packet transform for computing these features, the latter providing a much larger set of potentially useful coefficient vectors. The wavelet coefficients are computed using a shifted version of the typical pyramidal algorithm to ensure no leakage of future information into these inputs. Thirdly, we evaluate the use of these wavelet features on a significantly wider set of forecasting methods than previous studies, including both temporal and non-temporal models, and both statistical and deep learning-based methods. The latter include state-of-the-art transformer-based neural network architectures. Our experiments suggest significant benefit in replacing higher-order lagged features with wavelet features across all examined non-temporal methods for one-step-forward forecasting, and modest benefit when used as inputs for temporal deep learning-based models for long-horizon forecasting.

Data-Efficient Sleep Staging with Synthetic Time Series Pretraining 2024-03-13
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Analyzing electroencephalographic (EEG) time series can be challenging, especially with deep neural networks, due to the large variability among human subjects and often small datasets. To address these challenges, various strategies, such as self-supervised learning, have been suggested, but they typically rely on extensive empirical datasets. Inspired by recent advances in computer vision, we propose a pretraining task termed "frequency pretraining" to pretrain a neural network for sleep staging by predicting the frequency content of randomly generated synthetic time series. Our experiments demonstrate that our method surpasses fully supervised learning in scenarios with limited data and few subjects, and matches its performance in regimes with many subjects. Furthermore, our results underline the relevance of frequency information for sleep stage scoring, while also demonstrating that deep neural networks utilize information beyond frequencies to enhance sleep staging performance, which is consistent with previous research. We anticipate that our approach will be advantageous across a broad spectrum of applications where EEG data is limited or derived from a small number of subjects, including the domain of brain-computer interfaces.

Caformer: Rethinking Time Series Analysis from Causal Perspective 2024-03-13
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Time series analysis is a vital task with broad applications in various domains. However, effectively capturing cross-dimension and cross-time dependencies in non-stationary time series poses significant challenges, particularly in the context of environmental factors. The spurious correlation induced by the environment confounds the causal relationships between cross-dimension and cross-time dependencies. In this paper, we introduce a novel framework called Caformer (\underline{\textbf{Ca}}usal Trans\underline{\textbf{former}}) for time series analysis from a causal perspective. Specifically, our framework comprises three components: Dynamic Learner, Environment Learner, and Dependency Learner. The Dynamic Learner unveils dynamic interactions among dimensions, the Environment Learner mitigates spurious correlations caused by environment with a back-door adjustment, and the Dependency Learner aims to infer robust interactions across both time and dimensions. Our Caformer demonstrates consistent state-of-the-art performance across five mainstream time series analysis tasks, including long- and short-term forecasting, imputation, classification, and anomaly detection, with proper interpretability.

Koopman Ensembles for Probabilistic Time Series Forecasting 2024-03-13
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In the context of an increasing popularity of data-driven models to represent dynamical systems, many machine learning-based implementations of the Koopman operator have recently been proposed. However, the vast majority of those works are limited to deterministic predictions, while the knowledge of uncertainty is critical in fields like meteorology and climatology. In this work, we investigate the training of ensembles of models to produce stochastic outputs. We show through experiments on real remote sensing image time series that ensembles of independently trained models are highly overconfident and that using a training criterion that explicitly encourages the members to produce predictions with high inter-model variances greatly improves the uncertainty quantification of the ensembles.

A Prediction Model for Rumor Forwarding Behavior Based on Uncertain Time Series 2024-03-13
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The rapid spread of rumors in social media is mainly caused by individual retweets. This paper applies uncertainty time series analysis (UTSA) to analyze a rumor retweeting behavior on Weibo. First, the rumor forwarding is modeled using uncertain time series, including order selection, parameter estimation, residual analysis, uncertainty hypothesis testing and forecast, and the validity of using uncertain time series analysis is further supported by analyzing the characteristics of the residual plot. The experimental results show that the uncertain time series can better predict the next stage of rumor forwarding. The results of the study have important practical significance for rumor management and the management of social media information dissemination.

FSDR: A Novel Deep Learning-based Feature Selection Algorithm for Pseudo Time-Series Data using Discrete Relaxation 2024-03-13
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Conventional feature selection algorithms applied to Pseudo Time-Series (PTS) data, which consists of observations arranged in sequential order without adhering to a conventional temporal dimension, often exhibit impractical computational complexities with high dimensional data. To address this challenge, we introduce a Deep Learning (DL)-based feature selection algorithm: Feature Selection through Discrete Relaxation (FSDR), tailored for PTS data. Unlike the existing feature selection algorithms, FSDR learns the important features as model parameters using discrete relaxation, which refers to the process of approximating a discrete optimisation problem with a continuous one. FSDR is capable of accommodating a high number of feature dimensions, a capability beyond the reach of existing DL-based or traditional methods. Through testing on a hyperspectral dataset (i.e., a type of PTS data), our experimental results demonstrate that FSDR outperforms three commonly used feature selection algorithms, taking into account a balance among execution time, $R^2$, and $RMSE$.

TimeDRL: Disentangled Representation Learning for Multivariate Time-Series 2024-03-13
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Multivariate time-series data in numerous real-world applications (e.g., healthcare and industry) are informative but challenging due to the lack of labels and high dimensionality. Recent studies in self-supervised learning have shown their potential in learning rich representations without relying on labels, yet they fall short in learning disentangled embeddings and addressing issues of inductive bias (e.g., transformation-invariance). To tackle these challenges, we propose TimeDRL, a generic multivariate time-series representation learning framework with disentangled dual-level embeddings. TimeDRL is characterized by three novel features: (i) disentangled derivation of timestamp-level and instance-level embeddings from patched time-series data using a [CLS] token strategy; (ii) utilization of timestamp-predictive and instance-contrastive tasks for disentangled representation learning, with the former optimizing timestamp-level embeddings with predictive loss, and the latter optimizing instance-level embeddings with contrastive loss; and (iii) avoidance of augmentation methods to eliminate inductive biases, such as transformation-invariance from cropping and masking. Comprehensive experiments on 6 time-series forecasting datasets and 5 time-series classification datasets have shown that TimeDRL consistently surpasses existing representation learning approaches, achieving an average improvement of forecasting by 58.02% in MSE and classification by 1.48% in accuracy. Furthermore, extensive ablation studies confirmed the relative contribution of each component in TimeDRL's architecture, and semi-supervised learning evaluations demonstrated its effectiveness in real-world scenarios, even with limited labeled data. The code is available at https://github.com/blacksnail789521/TimeDRL.

This ...

This paper has been accepted by the International Conference on Data Engineering (ICDE) 2024

Latest 15 Papers Friday, March 15th

Time Series

Title Date Abstract Comment
Cloud gap-filling with deep learning for improved grassland monitoring 2024-03-14
Show

Uninterrupted optical image time series are crucial for the timely monitoring of agricultural land changes. However, the continuity of such time series is often disrupted by clouds. In response to this challenge, we propose a deep learning method that integrates cloud-free optical (Sentinel-2) observations and weather-independent (Sentinel-1) Synthetic Aperture Radar (SAR) data, using a combined Convolutional Neural Network (CNN)-Recurrent Neural Network (RNN) architecture to generate continuous Normalized Difference Vegetation Index (NDVI) time series. We emphasize the significance of observation continuity by assessing the impact of the generated time series on the detection of grassland mowing events. We focus on Lithuania, a country characterized by extensive cloud coverage, and compare our approach with alternative interpolation techniques (i.e., linear, Akima, quadratic). Our method surpasses these techniques, with an average MAE of 0.024 and R^2 of 0.92. It not only improves the accuracy of event detection tasks by employing a continuous time series, but also effectively filters out sudden shifts and noise originating from cloudy observations that cloud masks often fail to detect.

MCformer: Multivariate Time Series Forecasting with Mixed-Channels Transformer 2024-03-14
Show

The massive generation of time-series data by largescale Internet of Things (IoT) devices necessitates the exploration of more effective models for multivariate time-series forecasting. In previous models, there was a predominant use of the Channel Dependence (CD) strategy (where each channel represents a univariate sequence). Current state-of-the-art (SOTA) models primarily rely on the Channel Independence (CI) strategy. The CI strategy treats all channels as a single channel, expanding the dataset to improve generalization performance and avoiding inter-channel correlation that disrupts long-term features. However, the CI strategy faces the challenge of interchannel correlation forgetting. To address this issue, we propose an innovative Mixed Channels strategy, combining the data expansion advantages of the CI strategy with the ability to counteract inter-channel correlation forgetting. Based on this strategy, we introduce MCformer, a multivariate time-series forecasting model with mixed channel features. The model blends a specific number of channels, leveraging an attention mechanism to effectively capture inter-channel correlation information when modeling long-term features. Experimental results demonstrate that the Mixed Channels strategy outperforms pure CI strategy in multivariate time-series forecasting tasks.

DiTMoS: Delving into Diverse Tiny-Model Selection on Microcontrollers 2024-03-14
Show

Enabling efficient and accurate deep neural network (DNN) inference on microcontrollers is non-trivial due to the constrained on-chip resources. Current methodologies primarily focus on compressing larger models yet at the expense of model accuracy. In this paper, we rethink the problem from the inverse perspective by constructing small/weak models directly and improving their accuracy. Thus, we introduce DiTMoS, a novel DNN training and inference framework with a selector-classifiers architecture, where the selector routes each input sample to the appropriate classifier for classification. DiTMoS is grounded on a key insight: a composition of weak models can exhibit high diversity and the union of them can significantly boost the accuracy upper bound. To approach the upper bound, DiTMoS introduces three strategies including diverse training data splitting to increase the classifiers' diversity, adversarial selector-classifiers training to ensure synergistic interactions thereby maximizing their complementarity, and heterogeneous feature aggregation to improve the capacity of classifiers. We further propose a network slicing technique to alleviate the extra memory overhead incurred by feature aggregation. We deploy DiTMoS on the Neucleo STM32F767ZI board and evaluate it based on three time-series datasets for human activity recognition, keywords spotting, and emotion recognition, respectively. The experiment results manifest that: (a) DiTMoS achieves up to 13.4% accuracy improvement compared to the best baseline; (b) network slicing almost completely eliminates the memory overhead incurred by feature aggregation with a marginal increase of latency.

Covariance Fitting Interferometric Phase Linking: Modular Framework and Optimization Algorithms 2024-03-13
Show

Interferometric phase linking (IPL) has become a prominent technique for processing images of areas containing distributed scaterrers in SAR interferometry. Traditionally, IPL consists in estimating consistent phase differences between all pairs of SAR images in a time series from the sample covariance matrix of pixel patches on a sliding window. This paper reformulates this task as a covariance fitting problem: in this setup, IPL appears as a form of projection of an input covariance matrix so that it satisfies the phase closure property. Given this modular formulation, we propose an overview of covariance matrix estimates, regularization options, and matrix distances, that can be of interest when processing multi-temporal SAR data. In particular, we will observe that most of the existing IPL algorithms appear as special instances of this framework. We then present tools to efficiently solve related optimization problems on the torus of phase-only complex vectors: majorization-minimization and Riemannian optimization. We conclude by illustrating the merits of different options on a real-world case study.

Leveraging Non-Decimated Wavelet Packet Features and Transformer Models for Time Series Forecasting 2024-03-13
Show

This article combines wavelet analysis techniques with machine learning methods for univariate time series forecasting, focusing on three main contributions. Firstly, we consider the use of Daubechies wavelets with different numbers of vanishing moments as input features to both non-temporal and temporal forecasting methods, by selecting these numbers during the cross-validation phase. Secondly, we compare the use of both the non-decimated wavelet transform and the non-decimated wavelet packet transform for computing these features, the latter providing a much larger set of potentially useful coefficient vectors. The wavelet coefficients are computed using a shifted version of the typical pyramidal algorithm to ensure no leakage of future information into these inputs. Thirdly, we evaluate the use of these wavelet features on a significantly wider set of forecasting methods than previous studies, including both temporal and non-temporal models, and both statistical and deep learning-based methods. The latter include state-of-the-art transformer-based neural network architectures. Our experiments suggest significant benefit in replacing higher-order lagged features with wavelet features across all examined non-temporal methods for one-step-forward forecasting, and modest benefit when used as inputs for temporal deep learning-based models for long-horizon forecasting.

Data-Efficient Sleep Staging with Synthetic Time Series Pretraining 2024-03-13
Show

Analyzing electroencephalographic (EEG) time series can be challenging, especially with deep neural networks, due to the large variability among human subjects and often small datasets. To address these challenges, various strategies, such as self-supervised learning, have been suggested, but they typically rely on extensive empirical datasets. Inspired by recent advances in computer vision, we propose a pretraining task termed "frequency pretraining" to pretrain a neural network for sleep staging by predicting the frequency content of randomly generated synthetic time series. Our experiments demonstrate that our method surpasses fully supervised learning in scenarios with limited data and few subjects, and matches its performance in regimes with many subjects. Furthermore, our results underline the relevance of frequency information for sleep stage scoring, while also demonstrating that deep neural networks utilize information beyond frequencies to enhance sleep staging performance, which is consistent with previous research. We anticipate that our approach will be advantageous across a broad spectrum of applications where EEG data is limited or derived from a small number of subjects, including the domain of brain-computer interfaces.

Caformer: Rethinking Time Series Analysis from Causal Perspective 2024-03-13
Show

Time series analysis is a vital task with broad applications in various domains. However, effectively capturing cross-dimension and cross-time dependencies in non-stationary time series poses significant challenges, particularly in the context of environmental factors. The spurious correlation induced by the environment confounds the causal relationships between cross-dimension and cross-time dependencies. In this paper, we introduce a novel framework called Caformer (\underline{\textbf{Ca}}usal Trans\underline{\textbf{former}}) for time series analysis from a causal perspective. Specifically, our framework comprises three components: Dynamic Learner, Environment Learner, and Dependency Learner. The Dynamic Learner unveils dynamic interactions among dimensions, the Environment Learner mitigates spurious correlations caused by environment with a back-door adjustment, and the Dependency Learner aims to infer robust interactions across both time and dimensions. Our Caformer demonstrates consistent state-of-the-art performance across five mainstream time series analysis tasks, including long- and short-term forecasting, imputation, classification, and anomaly detection, with proper interpretability.

A Prediction Model for Rumor Forwarding Behavior Based on Uncertain Time Series 2024-03-13
Show

The rapid spread of rumors in social media is mainly caused by individual retweets. This paper applies uncertainty time series analysis (UTSA) to analyze a rumor retweeting behavior on Weibo. First, the rumor forwarding is modeled using uncertain time series, including order selection, parameter estimation, residual analysis, uncertainty hypothesis testing and forecast, and the validity of using uncertain time series analysis is further supported by analyzing the characteristics of the residual plot. The experimental results show that the uncertain time series can better predict the next stage of rumor forwarding. The results of the study have important practical significance for rumor management and the management of social media information dissemination.

FSDR: A Novel Deep Learning-based Feature Selection Algorithm for Pseudo Time-Series Data using Discrete Relaxation 2024-03-13
Show

Conventional feature selection algorithms applied to Pseudo Time-Series (PTS) data, which consists of observations arranged in sequential order without adhering to a conventional temporal dimension, often exhibit impractical computational complexities with high dimensional data. To address this challenge, we introduce a Deep Learning (DL)-based feature selection algorithm: Feature Selection through Discrete Relaxation (FSDR), tailored for PTS data. Unlike the existing feature selection algorithms, FSDR learns the important features as model parameters using discrete relaxation, which refers to the process of approximating a discrete optimisation problem with a continuous one. FSDR is capable of accommodating a high number of feature dimensions, a capability beyond the reach of existing DL-based or traditional methods. Through testing on a hyperspectral dataset (i.e., a type of PTS data), our experimental results demonstrate that FSDR outperforms three commonly used feature selection algorithms, taking into account a balance among execution time, $R^2$, and $RMSE$.

Mean-Field Microcanonical Gradient Descent 2024-03-13
Show

Microcanonical gradient descent is a sampling procedure for energy-based models allowing for efficient sampling of distributions in high dimension. It works by transporting samples from a high-entropy distribution, such as Gaussian white noise, to a low-energy region using gradient descent. We put this model in the framework of normalizing flows, showing how it can often overfit by losing an unnecessary amount of entropy in the descent. As a remedy, we propose a mean-field microcanonical gradient descent that samples several weakly coupled data points simultaneously, allowing for better control of the entropy loss while paying little in terms of likelihood fit. We study these models in the context of financial time series, illustrating the improvements on both synthetic and real data.

Unsupervised Learning of Hybrid Latent Dynamics: A Learn-to-Identify Framework 2024-03-13
Show

Modern applications increasingly require unsupervised learning of latent dynamics from high-dimensional time-series. This presents a significant challenge of identifiability: many abstract latent representations may reconstruct observations, yet do they guarantee an adequate identification of the governing dynamics? This paper investigates this challenge from two angles: the use of physics inductive bias specific to the data being modeled, and a learn-to-identify strategy that separates forecasting objectives from the data used for the identification. We combine these two strategies in a novel framework for unsupervised meta-learning of hybrid latent dynamics (Meta-HyLaD) with: 1) a latent dynamic function that hybridize known mathematical expressions of prior physics with neural functions describing its unknown errors, and 2) a meta-learning formulation to learn to separately identify both components of the hybrid dynamics. Through extensive experiments on five physics and one biomedical systems, we provide strong evidence for the benefits of Meta-HyLaD to integrate rich prior knowledge while identifying their gap to observed data.

Supervised Time Series Classification for Anomaly Detection in Subsea Engineering 2024-03-12
Show

Time series classification is of significant importance in monitoring structural systems. In this work, we investigate the use of supervised machine learning classification algorithms on simulated data based on a physical system with two states: Intact and Broken. We provide a comprehensive discussion of the preprocessing of temporal data, using measures of statistical dispersion and dimension reduction techniques. We present an intuitive baseline method and discuss its efficiency. We conclude with a comparison of the various methods based on different performance metrics, showing the advantage of using machine learning techniques as a tool in decision making.

Chronos: Learning the Language of Time Series 2024-03-12
Show

We introduce Chronos, a simple yet effective framework for pretrained probabilistic time series models. Chronos tokenizes time series values using scaling and quantization into a fixed vocabulary and trains existing transformer-based language model architectures on these tokenized time series via the cross-entropy loss. We pretrained Chronos models based on the T5 family (ranging from 20M to 710M parameters) on a large collection of publicly available datasets, complemented by a synthetic dataset that we generated via Gaussian processes to improve generalization. In a comprehensive benchmark consisting of 42 datasets, and comprising both classical local models and deep learning methods, we show that Chronos models: (a) significantly outperform other methods on datasets that were part of the training corpus; and (b) have comparable and occasionally superior zero-shot performance on new datasets, relative to methods that were trained specifically on them. Our results demonstrate that Chronos models can leverage time series data from diverse domains to improve zero-shot accuracy on unseen forecasting tasks, positioning pretrained models as a viable tool to greatly simplify forecasting pipelines.

Infer...

Inference code and model checkpoints available at https://github.com/amazon-science/chronos-forecasting

Scalable Spatiotemporal Prediction with Bayesian Neural Fields 2024-03-12
Show

Spatiotemporal datasets, which consist of spatially-referenced time series, are ubiquitous in many scientific and business-intelligence applications, such as air pollution monitoring, disease tracking, and cloud-demand forecasting. As modern datasets continue to increase in size and complexity, there is a growing need for new statistical methods that are flexible enough to capture complex spatiotemporal dynamics and scalable enough to handle large prediction problems. This work presents the Bayesian Neural Field (BayesNF), a domain-general statistical model for inferring rich probability distributions over a spatiotemporal domain, which can be used for data-analysis tasks including forecasting, interpolation, and variography. BayesNF integrates a novel deep neural network architecture for high-capacity function estimation with hierarchical Bayesian inference for robust uncertainty quantification. By defining the prior through a sequence of smooth differentiable transforms, posterior inference is conducted on large-scale data using variationally learned surrogates trained via stochastic gradient descent. We evaluate BayesNF against prominent statistical and machine-learning baselines, showing considerable improvements on diverse prediction problems from climate and public health datasets that contain tens to hundreds of thousands of measurements. The paper is accompanied with an open-source software package (https://github.com/google/bayesnf) that is easy-to-use and compatible with modern GPU and TPU accelerators on the JAX machine learning platform.

22 pa...

22 pages, 6 figures, 3 tables

Exploring Challenges in Deep Learning of Single-Station Ground Motion Records 2024-03-12
Show

Contemporary deep learning models have demonstrated promising results across various applications within seismology and earthquake engineering. These models rely primarily on utilizing ground motion records for tasks such as earthquake event classification, localization, earthquake early warning systems, and structural health monitoring. However, the extent to which these models effectively learn from these complex time-series signals has not been thoroughly analyzed. In this study, our objective is to evaluate the degree to which auxiliary information, such as seismic phase arrival times or seismic station distribution within a network, dominates the process of deep learning from ground motion records, potentially hindering its effectiveness. We perform a hyperparameter search on two deep learning models to assess their effectiveness in deep learning from ground motion records while also examining the impact of auxiliary information on model performance. Experimental results reveal a strong reliance on the highly correlated P and S phase arrival information. Our observations highlight a potential gap in the field, indicating an absence of robust methodologies for deep learning of single-station ground motion recordings independent of any auxiliary information.

9 Pag...

9 Pages, 12 Figures, 5 Tables

Latest 15 Papers - April 01, 2024

Please check the Github page for a better reading experience and more papers.

Time Series

Title Date Comment
Swarm Characteristics Classification Using Neural Networks 2024-03-28
Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies 2024-03-28 minor edits
Improved Genetic Algorithm Based on Greedy and Simulated Annealing Ideas for Vascular Robot Ordering Strategy 2024-03-28 17 pages
Exploiting Individual Graph Structures to Enhance Ecological Momentary Assessment (EMA) Forecasting 2024-03-28
9 pag...

9 pages, 3 figures, 2024 IEEE 40th International Conference on Data Engineering Workshops

Constants of Motion for Conserved and Non-conserved Dynamics 2024-03-28 14 pages, 5 figures
Towards Enhancing Time Series Contrastive Learning: A Dynamic Bad Pair Mining Approach 2024-03-28
ICLR ...

ICLR 2024 Camera Ready (https://openreview.net/pdf?id=K2c04ulKXn)

A loss discounting framework for model averaging and selection in time series models 2024-03-28
Visualizing High-Dimensional Temporal Data Using Direction-Aware t-SNE 2024-03-27
Heterogeneous Matrix Factorization: When Features Differ by Datasets 2024-03-27
InceptionTime vs. Wavelet -- A comparison for time series classification 2024-03-27 4 pages, 1 figure
Generative Pre-Training of Time-Series Data for Unsupervised Fault Detection in Semiconductor Manufacturing 2024-03-27
Can Language Beat Numerical Regression? Language-Based Multimodal Trajectory Prediction 2024-03-27
Accep...

Accepted at CVPR 2024

IIP-Mixer:Intra-Inter Patch Mixing Architecture for Battery Remaining Useful Life Prediction 2024-03-27
A log-linear model for non-stationary time series of counts 2024-03-27
Multi-Modal Contrastive Learning for Online Clinical Time-Series Applications 2024-03-27
Accep...

Accepted as a Workshop Paper at TS4H@ICLR2024

Trajectory

Title Date Comment
Egocentric Scene-aware Human Trajectory Prediction 2024-03-27 14 pages, 9 figures
SingularTrajectory: Universal Trajectory Predictor Using Diffusion Model 2024-03-27
Accep...

Accepted at CVPR 2024

Can Language Beat Numerical Regression? Language-Based Multimodal Trajectory Prediction 2024-03-27
Accep...

Accepted at CVPR 2024

UniTraj: A Unified Framework for Scalable Vehicle Trajectory Prediction 2024-03-27
World Models via Policy-Guided Trajectory Diffusion 2024-03-27
Publi...

Published in TMLR, March 2024

LC-LLM: Explainable Lane-Change Intention and Trajectory Predictions with Large Language Models 2024-03-27
TC4D: Trajectory-Conditioned Text-to-4D Generation 2024-03-26
Proje...

Project Page: https://sherwinbahmani.github.io/tc4d

Hierarchical Light Transformer Ensembles for Multimodal Trajectory Forecasting 2024-03-26
SocialCircle: Learning the Angle-based Social Interaction Representation for Pedestrian Trajectory Prediction 2024-03-26 CVPR 2024 accepted
Multi-Objective Trajectory Planning with Dual-Encoder 2024-03-26
6 pag...

6 pages, 7 figures, conference

TRAM: Global Trajectory and Motion of 3D Humans from in-the-wild Videos 2024-03-26
The p...

The project website: https://yufu-wang.github.io/tram4d/

Offline Reinforcement Learning: Role of State Aggregation and Trajectory Data 2024-03-25
Trajectory Optimization with Global Yaw Parameterization for Field-of-View Constrained Autonomous Flight 2024-03-25
Spline Trajectory Tracking and Obstacle Avoidance for Mobile Agents via Convex Optimization 2024-03-25
ReAct Meets ActRe: Autonomous Annotation of Agent Trajectories for Contrastive Self-Training 2024-03-25

Graph Neural Networks

Title Date Comment
SG-PGM: Partial Graph Matching Network with Semantic Geometric Fusion for 3D Scene Graph Alignment and Its Downstream Tasks 2024-03-28 16 pages, 10 figures
Graph Neural Networks for Carbon Dioxide Adsorption Prediction in Aluminium-Exchanged Zeolites 2024-03-28
Exploiting Individual Graph Structures to Enhance Ecological Momentary Assessment (EMA) Forecasting 2024-03-28
9 pag...

9 pages, 3 figures, 2024 IEEE 40th International Conference on Data Engineering Workshops

On the Two Sides of Redundancy in Graph Neural Networks 2024-03-28
On the Power of the Weisfeiler-Leman Test for Graph Motif Parameters 2024-03-28
Graph Neural Networks for Treatment Effect Prediction 2024-03-28
Enhancing Recommender Systems: A Strategy to Mitigate False Negative Impact 2024-03-28 9 pages, 16 figures
Lightweight Embeddings for Graph Collaborative Filtering 2024-03-28
Accep...

Accepted by SIGIR '24

Tiny Graph Neural Networks for Radio Resource Management 2024-03-28
Accep...

Accepted as a full paper by the tinyML Research Symposium 2024

Dual-Channel Multiplex Graph Neural Networks for Recommendation 2024-03-28
Rayleigh Quotient Graph Neural Networks for Graph-level Anomaly Detection 2024-03-28
Integration of Graph Neural Network and Neural-ODEs for Tumor Dynamic Prediction 2024-03-27
Physics-Informed Graph Neural Networks for Water Distribution Systems 2024-03-27
Exten...

Extended version of the paper with the same title published at Proceedings of the AAAI Conference on Artificial Intelligence 2024

Intrinsic Subgraph Generation for Interpretable Graph based Visual Question Answering 2024-03-27
Accep...

Accepted at LREC-COLING 2024

GeNet: A Graph Neural Network-based Anti-noise Task-Oriented Semantic Communication Paradigm 2024-03-27

Latest 15 Papers - March 16, 2024

Please check the Github page for a better reading experience and compatibility.

Time Series

Title Date Abstract Comment
Cloud gap-filling with deep learning for improved grassland monitoring 2024-03-14
Show

Uninterrupted optical image time series are crucial for the timely monitoring of agricultural land changes. However, the continuity of such time series is often disrupted by clouds. In response to this challenge, we propose a deep learning method that integrates cloud-free optical (Sentinel-2) observations and weather-independent (Sentinel-1) Synthetic Aperture Radar (SAR) data, using a combined Convolutional Neural Network (CNN)-Recurrent Neural Network (RNN) architecture to generate continuous Normalized Difference Vegetation Index (NDVI) time series. We emphasize the significance of observation continuity by assessing the impact of the generated time series on the detection of grassland mowing events. We focus on Lithuania, a country characterized by extensive cloud coverage, and compare our approach with alternative interpolation techniques (i.e., linear, Akima, quadratic). Our method surpasses these techniques, with an average MAE of 0.024 and R^2 of 0.92. It not only improves the accuracy of event detection tasks by employing a continuous time series, but also effectively filters out sudden shifts and noise originating from cloudy observations that cloud masks often fail to detect.

iTransformer: Inverted Transformers Are Effective for Time Series Forecasting 2024-03-14
Show

The recent boom of linear forecasting models questions the ongoing passion for architectural modifications of Transformer-based forecasters. These forecasters leverage Transformers to model the global dependencies over temporal tokens of time series, with each token formed by multiple variates of the same timestamp. However, Transformers are challenged in forecasting series with larger lookback windows due to performance degradation and computation explosion. Besides, the embedding for each temporal token fuses multiple variates that represent potential delayed events and distinct physical measurements, which may fail in learning variate-centric representations and result in meaningless attention maps. In this work, we reflect on the competent duties of Transformer components and repurpose the Transformer architecture without any modification to the basic components. We propose iTransformer that simply applies the attention and feed-forward network on the inverted dimensions. Specifically, the time points of individual series are embedded into variate tokens which are utilized by the attention mechanism to capture multivariate correlations; meanwhile, the feed-forward network is applied for each variate token to learn nonlinear representations. The iTransformer model achieves state-of-the-art on challenging real-world datasets, which further empowers the Transformer family with promoted performance, generalization ability across different variates, and better utilization of arbitrary lookback windows, making it a nice alternative as the fundamental backbone of time series forecasting. Code is available at this repository: https://github.com/thuml/iTransformer.

MCformer: Multivariate Time Series Forecasting with Mixed-Channels Transformer 2024-03-14
Show

The massive generation of time-series data by largescale Internet of Things (IoT) devices necessitates the exploration of more effective models for multivariate time-series forecasting. In previous models, there was a predominant use of the Channel Dependence (CD) strategy (where each channel represents a univariate sequence). Current state-of-the-art (SOTA) models primarily rely on the Channel Independence (CI) strategy. The CI strategy treats all channels as a single channel, expanding the dataset to improve generalization performance and avoiding inter-channel correlation that disrupts long-term features. However, the CI strategy faces the challenge of interchannel correlation forgetting. To address this issue, we propose an innovative Mixed Channels strategy, combining the data expansion advantages of the CI strategy with the ability to counteract inter-channel correlation forgetting. Based on this strategy, we introduce MCformer, a multivariate time-series forecasting model with mixed channel features. The model blends a specific number of channels, leveraging an attention mechanism to effectively capture inter-channel correlation information when modeling long-term features. Experimental results demonstrate that the Mixed Channels strategy outperforms pure CI strategy in multivariate time-series forecasting tasks.

Diffusion-TS: Interpretable Diffusion for General Time Series Generation 2024-03-14
Show

Denoising diffusion probabilistic models (DDPMs) are becoming the leading paradigm for generative models. It has recently shown breakthroughs in audio synthesis, time series imputation and forecasting. In this paper, we propose Diffusion-TS, a novel diffusion-based framework that generates multivariate time series samples of high quality by using an encoder-decoder transformer with disentangled temporal representations, in which the decomposition technique guides Diffusion-TS to capture the semantic meaning of time series while transformers mine detailed sequential information from the noisy model input. Different from existing diffusion-based approaches, we train the model to directly reconstruct the sample instead of the noise in each diffusion step, combining a Fourier-based loss term. Diffusion-TS is expected to generate time series satisfying both interpretablity and realness. In addition, it is shown that the proposed Diffusion-TS can be easily extended to conditional generation tasks, such as forecasting and imputation, without any model changes. This also motivates us to further explore the performance of Diffusion-TS under irregular settings. Finally, through qualitative and quantitative experiments, results show that Diffusion-TS achieves the state-of-the-art results on various realistic analyses of time series.

Diffusion Policy: Visuomotor Policy Learning via Action Diffusion 2024-03-14
Show

This paper introduces Diffusion Policy, a new way of generating robot behavior by representing a robot's visuomotor policy as a conditional denoising diffusion process. We benchmark Diffusion Policy across 12 different tasks from 4 different robot manipulation benchmarks and find that it consistently outperforms existing state-of-the-art robot learning methods with an average improvement of 46.9%. Diffusion Policy learns the gradient of the action-distribution score function and iteratively optimizes with respect to this gradient field during inference via a series of stochastic Langevin dynamics steps. We find that the diffusion formulation yields powerful advantages when used for robot policies, including gracefully handling multimodal action distributions, being suitable for high-dimensional action spaces, and exhibiting impressive training stability. To fully unlock the potential of diffusion models for visuomotor policy learning on physical robots, this paper presents a set of key technical contributions including the incorporation of receding horizon control, visual conditioning, and the time-series diffusion transformer. We hope this work will help motivate a new generation of policy learning techniques that are able to leverage the powerful generative modeling capabilities of diffusion models. Code, data, and training details is publicly available diffusion-policy.cs.columbia.edu

An ex...

An extended journal version of the original RSS2023 paper

DiTMoS: Delving into Diverse Tiny-Model Selection on Microcontrollers 2024-03-14
Show

Enabling efficient and accurate deep neural network (DNN) inference on microcontrollers is non-trivial due to the constrained on-chip resources. Current methodologies primarily focus on compressing larger models yet at the expense of model accuracy. In this paper, we rethink the problem from the inverse perspective by constructing small/weak models directly and improving their accuracy. Thus, we introduce DiTMoS, a novel DNN training and inference framework with a selector-classifiers architecture, where the selector routes each input sample to the appropriate classifier for classification. DiTMoS is grounded on a key insight: a composition of weak models can exhibit high diversity and the union of them can significantly boost the accuracy upper bound. To approach the upper bound, DiTMoS introduces three strategies including diverse training data splitting to increase the classifiers' diversity, adversarial selector-classifiers training to ensure synergistic interactions thereby maximizing their complementarity, and heterogeneous feature aggregation to improve the capacity of classifiers. We further propose a network slicing technique to alleviate the extra memory overhead incurred by feature aggregation. We deploy DiTMoS on the Neucleo STM32F767ZI board and evaluate it based on three time-series datasets for human activity recognition, keywords spotting, and emotion recognition, respectively. The experiment results manifest that: (a) DiTMoS achieves up to 13.4% accuracy improvement compared to the best baseline; (b) network slicing almost completely eliminates the memory overhead incurred by feature aggregation with a marginal increase of latency.

Classification of Volatile Organic Compounds by Differential Mobility Spectrometry Based on Continuity of Alpha Curves 2024-03-13
Show

Background: Classification of volatile organic compounds (VOCs) is of interest in many fields. Examples include but are not limited to medicine, detection of explosives, and food quality control. Measurements collected with electronic noses can be used for classification and analysis of VOCs. One type of electronic noses that has seen considerable development in recent years is Differential Mobility Spectrometry (DMS). DMS yields measurements that are visualized as dispersion plots that contain traces, also known as alpha curves. Current methods used for analyzing DMS dispersion plots do not usually utilize the information stored in the continuity of these traces, which suggests that alternative approaches should be investigated. Results: In this work, for the first time, dispersion plots were interpreted as a series of measurements evolving sequentially. Thus, it was hypothesized that time-series classification algorithms can be effective for classification and analysis of dispersion plots. An extensive dataset of 900 dispersion plots for five chemicals measured at five flow rates and two concentrations was collected. The data was used to analyze the classification performance of six algorithms. According to our hypothesis, the highest classification accuracy of 88% was achieved by a Long-Short Term Memory neural network, which supports our hypothesis. Significance: A new concept for approaching classification tasks of dispersion plots is presented and compared with other well-known classification algorithms. This creates a new angle of view for analysis and classification of the dispersion plots. In addition, a new dataset of dispersion plots is openly shared to public.

Covariance Fitting Interferometric Phase Linking: Modular Framework and Optimization Algorithms 2024-03-13
Show

Interferometric phase linking (IPL) has become a prominent technique for processing images of areas containing distributed scaterrers in SAR interferometry. Traditionally, IPL consists in estimating consistent phase differences between all pairs of SAR images in a time series from the sample covariance matrix of pixel patches on a sliding window. This paper reformulates this task as a covariance fitting problem: in this setup, IPL appears as a form of projection of an input covariance matrix so that it satisfies the phase closure property. Given this modular formulation, we propose an overview of covariance matrix estimates, regularization options, and matrix distances, that can be of interest when processing multi-temporal SAR data. In particular, we will observe that most of the existing IPL algorithms appear as special instances of this framework. We then present tools to efficiently solve related optimization problems on the torus of phase-only complex vectors: majorization-minimization and Riemannian optimization. We conclude by illustrating the merits of different options on a real-world case study.

Leveraging Non-Decimated Wavelet Packet Features and Transformer Models for Time Series Forecasting 2024-03-13
Show

This article combines wavelet analysis techniques with machine learning methods for univariate time series forecasting, focusing on three main contributions. Firstly, we consider the use of Daubechies wavelets with different numbers of vanishing moments as input features to both non-temporal and temporal forecasting methods, by selecting these numbers during the cross-validation phase. Secondly, we compare the use of both the non-decimated wavelet transform and the non-decimated wavelet packet transform for computing these features, the latter providing a much larger set of potentially useful coefficient vectors. The wavelet coefficients are computed using a shifted version of the typical pyramidal algorithm to ensure no leakage of future information into these inputs. Thirdly, we evaluate the use of these wavelet features on a significantly wider set of forecasting methods than previous studies, including both temporal and non-temporal models, and both statistical and deep learning-based methods. The latter include state-of-the-art transformer-based neural network architectures. Our experiments suggest significant benefit in replacing higher-order lagged features with wavelet features across all examined non-temporal methods for one-step-forward forecasting, and modest benefit when used as inputs for temporal deep learning-based models for long-horizon forecasting.

Data-Efficient Sleep Staging with Synthetic Time Series Pretraining 2024-03-13
Show

Analyzing electroencephalographic (EEG) time series can be challenging, especially with deep neural networks, due to the large variability among human subjects and often small datasets. To address these challenges, various strategies, such as self-supervised learning, have been suggested, but they typically rely on extensive empirical datasets. Inspired by recent advances in computer vision, we propose a pretraining task termed "frequency pretraining" to pretrain a neural network for sleep staging by predicting the frequency content of randomly generated synthetic time series. Our experiments demonstrate that our method surpasses fully supervised learning in scenarios with limited data and few subjects, and matches its performance in regimes with many subjects. Furthermore, our results underline the relevance of frequency information for sleep stage scoring, while also demonstrating that deep neural networks utilize information beyond frequencies to enhance sleep staging performance, which is consistent with previous research. We anticipate that our approach will be advantageous across a broad spectrum of applications where EEG data is limited or derived from a small number of subjects, including the domain of brain-computer interfaces.

Caformer: Rethinking Time Series Analysis from Causal Perspective 2024-03-13
Show

Time series analysis is a vital task with broad applications in various domains. However, effectively capturing cross-dimension and cross-time dependencies in non-stationary time series poses significant challenges, particularly in the context of environmental factors. The spurious correlation induced by the environment confounds the causal relationships between cross-dimension and cross-time dependencies. In this paper, we introduce a novel framework called Caformer (\underline{\textbf{Ca}}usal Trans\underline{\textbf{former}}) for time series analysis from a causal perspective. Specifically, our framework comprises three components: Dynamic Learner, Environment Learner, and Dependency Learner. The Dynamic Learner unveils dynamic interactions among dimensions, the Environment Learner mitigates spurious correlations caused by environment with a back-door adjustment, and the Dependency Learner aims to infer robust interactions across both time and dimensions. Our Caformer demonstrates consistent state-of-the-art performance across five mainstream time series analysis tasks, including long- and short-term forecasting, imputation, classification, and anomaly detection, with proper interpretability.

Koopman Ensembles for Probabilistic Time Series Forecasting 2024-03-13
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In the context of an increasing popularity of data-driven models to represent dynamical systems, many machine learning-based implementations of the Koopman operator have recently been proposed. However, the vast majority of those works are limited to deterministic predictions, while the knowledge of uncertainty is critical in fields like meteorology and climatology. In this work, we investigate the training of ensembles of models to produce stochastic outputs. We show through experiments on real remote sensing image time series that ensembles of independently trained models are highly overconfident and that using a training criterion that explicitly encourages the members to produce predictions with high inter-model variances greatly improves the uncertainty quantification of the ensembles.

A Prediction Model for Rumor Forwarding Behavior Based on Uncertain Time Series 2024-03-13
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The rapid spread of rumors in social media is mainly caused by individual retweets. This paper applies uncertainty time series analysis (UTSA) to analyze a rumor retweeting behavior on Weibo. First, the rumor forwarding is modeled using uncertain time series, including order selection, parameter estimation, residual analysis, uncertainty hypothesis testing and forecast, and the validity of using uncertain time series analysis is further supported by analyzing the characteristics of the residual plot. The experimental results show that the uncertain time series can better predict the next stage of rumor forwarding. The results of the study have important practical significance for rumor management and the management of social media information dissemination.

FSDR: A Novel Deep Learning-based Feature Selection Algorithm for Pseudo Time-Series Data using Discrete Relaxation 2024-03-13
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Conventional feature selection algorithms applied to Pseudo Time-Series (PTS) data, which consists of observations arranged in sequential order without adhering to a conventional temporal dimension, often exhibit impractical computational complexities with high dimensional data. To address this challenge, we introduce a Deep Learning (DL)-based feature selection algorithm: Feature Selection through Discrete Relaxation (FSDR), tailored for PTS data. Unlike the existing feature selection algorithms, FSDR learns the important features as model parameters using discrete relaxation, which refers to the process of approximating a discrete optimisation problem with a continuous one. FSDR is capable of accommodating a high number of feature dimensions, a capability beyond the reach of existing DL-based or traditional methods. Through testing on a hyperspectral dataset (i.e., a type of PTS data), our experimental results demonstrate that FSDR outperforms three commonly used feature selection algorithms, taking into account a balance among execution time, $R^2$, and $RMSE$.

TimeDRL: Disentangled Representation Learning for Multivariate Time-Series 2024-03-13
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Multivariate time-series data in numerous real-world applications (e.g., healthcare and industry) are informative but challenging due to the lack of labels and high dimensionality. Recent studies in self-supervised learning have shown their potential in learning rich representations without relying on labels, yet they fall short in learning disentangled embeddings and addressing issues of inductive bias (e.g., transformation-invariance). To tackle these challenges, we propose TimeDRL, a generic multivariate time-series representation learning framework with disentangled dual-level embeddings. TimeDRL is characterized by three novel features: (i) disentangled derivation of timestamp-level and instance-level embeddings from patched time-series data using a [CLS] token strategy; (ii) utilization of timestamp-predictive and instance-contrastive tasks for disentangled representation learning, with the former optimizing timestamp-level embeddings with predictive loss, and the latter optimizing instance-level embeddings with contrastive loss; and (iii) avoidance of augmentation methods to eliminate inductive biases, such as transformation-invariance from cropping and masking. Comprehensive experiments on 6 time-series forecasting datasets and 5 time-series classification datasets have shown that TimeDRL consistently surpasses existing representation learning approaches, achieving an average improvement of forecasting by 58.02% in MSE and classification by 1.48% in accuracy. Furthermore, extensive ablation studies confirmed the relative contribution of each component in TimeDRL's architecture, and semi-supervised learning evaluations demonstrated its effectiveness in real-world scenarios, even with limited labeled data. The code is available at https://github.com/blacksnail789521/TimeDRL.

This ...

This paper has been accepted by the International Conference on Data Engineering (ICDE) 2024

Latest 15 Papers - March 27, 2024

Please check the Github page for a better reading experience and more papers.

Time Series

Title Date Comment
InceptionTime vs. Wavelet -- A comparison for time series classification 2024-03-27 4 pages, 1 figure
Generative Pre-Training of Time-Series Data for Unsupervised Fault Detection in Semiconductor Manufacturing 2024-03-27
Can Language Beat Numerical Regression? Language-Based Multimodal Trajectory Prediction 2024-03-27
Accep...

Accepted at CVPR 2024

IIP-Mixer:Intra-Inter Patch Mixing Architecture for Battery Remaining Useful Life Prediction 2024-03-27
A log-linear model for non-stationary time series of counts 2024-03-27
Multi-Modal Contrastive Learning for Online Clinical Time-Series Applications 2024-03-27
Accep...

Accepted as a Workshop Paper at TS4H@ICLR2024

AE SemRL: Learning Semantic Association Rules with Autoencoders 2024-03-26
D-PAD: Deep-Shallow Multi-Frequency Patterns Disentangling for Time Series Forecasting 2024-03-26
Analysis on reservoir activation with the nonlinearity harnessed from solution-processed MoS2 devices 2024-03-26
A Survey on Deep Learning and State-of-the-arts Applications 2024-03-26
Hierarchical Bayesian Modeling for Time-Dependent Inverse Uncertainty Quantification 2024-03-26
Estimation of Long-Range Dependent Models with Missing Data: to Impute or not to Impute? 2024-03-25
TACTiS-2: Better, Faster, Simpler Attentional Copulas for Multivariate Time Series 2024-03-25
28 pa...

28 pages, 15 figures, The Twelfth International Conference on Learning Representations (ICLR 2024)

Time Series Compression using Quaternion Valued Neural Networks and Quaternion Backpropagation 2024-03-25
An Analysis of Linear Time Series Forecasting Models 2024-03-25

Trajectory

Title Date Comment
SingularTrajectory: Universal Trajectory Predictor Using Diffusion Model 2024-03-27
Accep...

Accepted at CVPR 2024

Can Language Beat Numerical Regression? Language-Based Multimodal Trajectory Prediction 2024-03-27
Accep...

Accepted at CVPR 2024

UniTraj: A Unified Framework for Scalable Vehicle Trajectory Prediction 2024-03-27
World Models via Policy-Guided Trajectory Diffusion 2024-03-27
Publi...

Published in TMLR, March 2024

LC-LLM: Explainable Lane-Change Intention and Trajectory Predictions with Large Language Models 2024-03-27
TC4D: Trajectory-Conditioned Text-to-4D Generation 2024-03-26
Proje...

Project Page: https://sherwinbahmani.github.io/tc4d

Hierarchical Light Transformer Ensembles for Multimodal Trajectory Forecasting 2024-03-26
SocialCircle: Learning the Angle-based Social Interaction Representation for Pedestrian Trajectory Prediction 2024-03-26 CVPR 2024 accepted
Multi-Objective Trajectory Planning with Dual-Encoder 2024-03-26
6 pag...

6 pages, 7 figures, conference

TRAM: Global Trajectory and Motion of 3D Humans from in-the-wild Videos 2024-03-26
The p...

The project website: https://yufu-wang.github.io/tram4d/

Offline Reinforcement Learning: Role of State Aggregation and Trajectory Data 2024-03-25
Trajectory Optimization with Global Yaw Parameterization for Field-of-View Constrained Autonomous Flight 2024-03-25
Spline Trajectory Tracking and Obstacle Avoidance for Mobile Agents via Convex Optimization 2024-03-25
ReAct Meets ActRe: Autonomous Annotation of Agent Trajectories for Contrastive Self-Training 2024-03-25
Trajectory Planning of Robotic Manipulator in Dynamic Environment Exploiting DRL 2024-03-25
Accep...

Accepted in ICIESTR-2024

Graph Neural Networks

Title Date Comment
Physics-Informed Graph Neural Networks for Water Distribution Systems 2024-03-27
Exten...

Extended version of the paper with the same title published at Proceedings of the AAAI Conference on Artificial Intelligence 2024

Lightweight Embeddings for Graph Collaborative Filtering 2024-03-28
Accep...

Accepted by SIGIR '24

Intrinsic Subgraph Generation for Interpretable Graph based Visual Question Answering 2024-03-27
Accep...

Accepted at LREC-COLING 2024

GeNet: A Graph Neural Network-based Anti-noise Task-Oriented Semantic Communication Paradigm 2024-03-27
HERTA: A High-Efficiency and Rigorous Training Algorithm for Unfolded Graph Neural Networks 2024-03-26
Securing GNNs: Explanation-Based Identification of Backdoored Training Graphs 2024-03-26
Detection and Discovery of Misinformation Sources using Attributed Webgraphs 2024-03-26
Probabilistically Rewired Message-Passing Neural Networks 2024-03-26 ICLR 2024
A Decade of Scholarly Research on Open Knowledge Graphs 2024-03-26
Camer...

Camera-ready edition for LREC-COLING 2024

CANOS: A Fast and Scalable Neural AC-OPF Solver Robust To N-1 Perturbations 2024-03-26
EL-MLFFs: Ensemble Learning of Machine Leaning Force Fields 2024-03-26 12 pages, 3 figures
Variational Graph Auto-Encoder Based Inductive Learning Method for Semi-Supervised Classification 2024-03-26
An Implicit GNN Solver for Poisson-like problems 2024-03-26
AFDGCF: Adaptive Feature De-correlation Graph Collaborative Filtering for Recommendations 2024-03-26
Accep...

Accepted by SIGIR2024

Brain Networks and Intelligence: A Graph Neural Network Based Approach to Resting State fMRI Data 2024-03-26

Latest 15 Papers - April 03, 2024

Please check the Github page for a better reading experience and more papers.

Time Series

Title Date Comment
Information Theoretically Optimal Sample Complexity of Learning Dynamical Directed Acyclic Graphs 2024-03-31
21 pa...

21 pages. Accepted for publication in AISTATS 2024

A Survey on Deep Learning and State-of-the-art Applications 2024-03-31
Submi...

Submitted to Elsevier Neural Networks

Visually Evaluating Generative Adversarial Networks Using Itself under Multivariate Time Series 2024-03-30
This ...

This is just a manuscript draft where the experiment is not evident, and need to be studied further

TFB: Towards Comprehensive and Fair Benchmarking of Time Series Forecasting Methods 2024-03-29
Accep...

Accepted by PVLDB 2024

DeepHeteroIoT: Deep Local and Global Learning over Heterogeneous IoT Sensor Data 2024-03-29
Accep...

Accepted for Publication and Presented in EAI MobiQuitous 2023 - 20th EAI International Conference on Mobile and Ubiquitous Systems: Computing, Networking and Services

MambaMixer: Efficient Selective State Space Models with Dual Token and Channel Selection 2024-03-29 Work in progress
Measuring Online Emotional Reactions to Events 2024-03-28
Proce...

Proceedings of the International Conference on Advances in Social Networks Analysis and Mining. 2023

Feature-Based Echo-State Networks: A Step Towards Interpretability and Minimalism in Reservoir Computer 2024-03-28
6 pag...

6 pages, 12 figures, 1 table. arXiv admin note: substantial text overlap with arXiv:2304.00198, arXiv:2211.05992

Gegenbauer Graph Neural Networks for Time-varying Signal Reconstruction 2024-03-28
Accep...

Accepted by IEEE Transactions on Neural Networks and Learning Systems (TNNLS)

Swarm Characteristics Classification Using Neural Networks 2024-03-28
Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies 2024-03-28 minor edits
Improved Genetic Algorithm Based on Greedy and Simulated Annealing Ideas for Vascular Robot Ordering Strategy 2024-03-28 17 pages
Exploiting Individual Graph Structures to Enhance Ecological Momentary Assessment (EMA) Forecasting 2024-03-28
9 pag...

9 pages, 3 figures, 2024 IEEE 40th International Conference on Data Engineering Workshops

Constants of Motion for Conserved and Non-conserved Dynamics 2024-03-28 14 pages, 5 figures
Towards Enhancing Time Series Contrastive Learning: A Dynamic Bad Pair Mining Approach 2024-03-28
ICLR ...

ICLR 2024 Camera Ready (https://openreview.net/pdf?id=K2c04ulKXn)

Trajectory

Title Date Comment
G-PECNet: Towards a Generalizable Pedestrian Trajectory Prediction System 2024-03-31
Notab...

Notable ICLR Tiny Paper 2024

Consistency Trajectory Models: Learning Probability Flow ODE Trajectory of Diffusion 2024-03-30
Inter...

International Conference on Learning Representations

Egocentric Scene-aware Human Trajectory Prediction 2024-03-30 14 pages, 9 figures
Low-cost adaptive obstacle avoidance trajectory control for express delivery drone 2024-03-29
SingularTrajectory: Universal Trajectory Predictor Using Diffusion Model 2024-03-27
Accep...

Accepted at CVPR 2024

Can Language Beat Numerical Regression? Language-Based Multimodal Trajectory Prediction 2024-03-27
Accep...

Accepted at CVPR 2024

UniTraj: A Unified Framework for Scalable Vehicle Trajectory Prediction 2024-03-27
World Models via Policy-Guided Trajectory Diffusion 2024-03-27
Publi...

Published in TMLR, March 2024

LC-LLM: Explainable Lane-Change Intention and Trajectory Predictions with Large Language Models 2024-03-27
TC4D: Trajectory-Conditioned Text-to-4D Generation 2024-03-26
Proje...

Project Page: https://sherwinbahmani.github.io/tc4d

Hierarchical Light Transformer Ensembles for Multimodal Trajectory Forecasting 2024-03-26
SocialCircle: Learning the Angle-based Social Interaction Representation for Pedestrian Trajectory Prediction 2024-03-26 CVPR 2024 accepted
Multi-Objective Trajectory Planning with Dual-Encoder 2024-03-26
6 pag...

6 pages, 7 figures, conference

TRAM: Global Trajectory and Motion of 3D Humans from in-the-wild Videos 2024-03-26
The p...

The project website: https://yufu-wang.github.io/tram4d/

Offline Reinforcement Learning: Role of State Aggregation and Trajectory Data 2024-03-25

Graph Neural Networks

Title Date Comment
Weisfeiler and Lehman Go Paths: Learning Topological Features via Path Complexes 2024-03-31
AAAI'...

AAAI'24. Contains 17 pages, 4 figures

Weisfeiler and Leman Go Measurement Modeling: Probing the Validity of the WL Test 2024-03-31
Neural Atoms: Propagating Long-range Interaction in Molecular Graphs through Efficient Communication Channel 2024-03-31
STG-Mamba: Spatial-Temporal Graph Learning via Selective State Space Model 2024-03-31
gRNAde: Geometric Deep Learning for 3D RNA inverse design 2024-03-31
Previ...

Previously titled 'Multi-State RNA Design with Geometric Multi-Graph Neural Networks', presented at ICML 2023 Computational Biology Workshop

Segment Anything Model for Road Network Graph Extraction 2024-03-31
Evaluating Neighbor Explainability for Graph Neural Networks 2024-03-30
CUTTANA: Scalable Graph Partitioning for Faster Distributed Graph Databases and Analytics 2024-03-30
Prepr...

Preprint version, Under-review, Code available after reviews

Graph Neural Aggregation-diffusion with Metastability 2024-03-29 10 pages, 2 figures
On Size and Hardness Generalization in Unsupervised Learning for the Travelling Salesman Problem 2024-03-29
Dual-Channel Multiplex Graph Neural Networks for Recommendation 2024-03-29
KGUF: Simple Knowledge-aware Graph-based Recommender with User-based Semantic Features Filtering 2024-03-29
Beyond the Known: Novel Class Discovery for Open-world Graph Learning 2024-03-29
A Review of Graph Neural Networks in Epidemic Modeling 2024-03-28
Multimodal Data Integration for Oncology in the Era of Deep Neural Networks: A Review 2024-03-28

Latest 15 Papers - April 02, 2024

Please check the Github page for a better reading experience and more papers.

Time Series

Title Date Comment
TFB: Towards Comprehensive and Fair Benchmarking of Time Series Forecasting Methods 2024-03-29
Accep...

Accepted by PVLDB 2024

DeepHeteroIoT: Deep Local and Global Learning over Heterogeneous IoT Sensor Data 2024-03-29
Accep...

Accepted for Publication and Presented in EAI MobiQuitous 2023 - 20th EAI International Conference on Mobile and Ubiquitous Systems: Computing, Networking and Services

MambaMixer: Efficient Selective State Space Models with Dual Token and Channel Selection 2024-03-29 Work in progress
Measuring Online Emotional Reactions to Events 2024-03-28
Proce...

Proceedings of the International Conference on Advances in Social Networks Analysis and Mining. 2023

Feature-Based Echo-State Networks: A Step Towards Interpretability and Minimalism in Reservoir Computer 2024-03-28
6 pag...

6 pages, 12 figures, 1 table. arXiv admin note: substantial text overlap with arXiv:2304.00198, arXiv:2211.05992

Gegenbauer Graph Neural Networks for Time-varying Signal Reconstruction 2024-03-28
Accep...

Accepted by IEEE Transactions on Neural Networks and Learning Systems (TNNLS)

Swarm Characteristics Classification Using Neural Networks 2024-03-28
Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies 2024-03-28 minor edits
Improved Genetic Algorithm Based on Greedy and Simulated Annealing Ideas for Vascular Robot Ordering Strategy 2024-03-28 17 pages
Exploiting Individual Graph Structures to Enhance Ecological Momentary Assessment (EMA) Forecasting 2024-03-28
9 pag...

9 pages, 3 figures, 2024 IEEE 40th International Conference on Data Engineering Workshops

Constants of Motion for Conserved and Non-conserved Dynamics 2024-03-28 14 pages, 5 figures
Towards Enhancing Time Series Contrastive Learning: A Dynamic Bad Pair Mining Approach 2024-03-28
ICLR ...

ICLR 2024 Camera Ready (https://openreview.net/pdf?id=K2c04ulKXn)

A loss discounting framework for model averaging and selection in time series models 2024-03-28
Computationally and Memory-Efficient Robust Predictive Analytics Using Big Data 2024-03-27
Visualizing High-Dimensional Temporal Data Using Direction-Aware t-SNE 2024-03-27

Trajectory

Title Date Comment
Low-cost adaptive obstacle avoidance trajectory control for express delivery drone 2024-03-29
Egocentric Scene-aware Human Trajectory Prediction 2024-03-27 14 pages, 9 figures
SingularTrajectory: Universal Trajectory Predictor Using Diffusion Model 2024-03-27
Accep...

Accepted at CVPR 2024

Can Language Beat Numerical Regression? Language-Based Multimodal Trajectory Prediction 2024-03-27
Accep...

Accepted at CVPR 2024

UniTraj: A Unified Framework for Scalable Vehicle Trajectory Prediction 2024-03-27
World Models via Policy-Guided Trajectory Diffusion 2024-03-27
Publi...

Published in TMLR, March 2024

LC-LLM: Explainable Lane-Change Intention and Trajectory Predictions with Large Language Models 2024-03-27
TC4D: Trajectory-Conditioned Text-to-4D Generation 2024-03-26
Proje...

Project Page: https://sherwinbahmani.github.io/tc4d

Hierarchical Light Transformer Ensembles for Multimodal Trajectory Forecasting 2024-03-26
SocialCircle: Learning the Angle-based Social Interaction Representation for Pedestrian Trajectory Prediction 2024-03-26 CVPR 2024 accepted
Multi-Objective Trajectory Planning with Dual-Encoder 2024-03-26
6 pag...

6 pages, 7 figures, conference

TRAM: Global Trajectory and Motion of 3D Humans from in-the-wild Videos 2024-03-26
The p...

The project website: https://yufu-wang.github.io/tram4d/

Offline Reinforcement Learning: Role of State Aggregation and Trajectory Data 2024-03-25
Trajectory Optimization with Global Yaw Parameterization for Field-of-View Constrained Autonomous Flight 2024-03-25
Spline Trajectory Tracking and Obstacle Avoidance for Mobile Agents via Convex Optimization 2024-03-25

Graph Neural Networks

Title Date Comment
Graph Neural Aggregation-diffusion with Metastability 2024-03-29 10 pages, 2 figures
On Size and Hardness Generalization in Unsupervised Learning for the Travelling Salesman Problem 2024-03-29
Dual-Channel Multiplex Graph Neural Networks for Recommendation 2024-03-29
KGUF: Simple Knowledge-aware Graph-based Recommender with User-based Semantic Features Filtering 2024-03-29
Beyond the Known: Novel Class Discovery for Open-world Graph Learning 2024-03-29
A Review of Graph Neural Networks in Epidemic Modeling 2024-03-28
Multimodal Data Integration for Oncology in the Era of Deep Neural Networks: A Review 2024-03-28
Attending to Graph Transformers 2024-03-28
Gegenbauer Graph Neural Networks for Time-varying Signal Reconstruction 2024-03-28
Accep...

Accepted by IEEE Transactions on Neural Networks and Learning Systems (TNNLS)

Complete Neural Networks for Complete Euclidean Graphs 2024-03-28
The 3...

The 38th AAAI Conference on Artificial Intelligence

SG-PGM: Partial Graph Matching Network with Semantic Geometric Fusion for 3D Scene Graph Alignment and Its Downstream Tasks 2024-03-28 16 pages, 10 figures
Graph Neural Networks for Carbon Dioxide Adsorption Prediction in Aluminium-Exchanged Zeolites 2024-03-28
Exploiting Individual Graph Structures to Enhance Ecological Momentary Assessment (EMA) Forecasting 2024-03-28
9 pag...

9 pages, 3 figures, 2024 IEEE 40th International Conference on Data Engineering Workshops

On the Two Sides of Redundancy in Graph Neural Networks 2024-03-28
On the Power of the Weisfeiler-Leman Test for Graph Motif Parameters 2024-03-28

Latest 15 Papers - March 20, 2024

Please check the Github page for a better reading experience and more papers.

Time Series

Title Date Abstract Comment
Probabilistic Forecasting with Stochastic Interpolants and Föllmer Processes 2024-03-20
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We propose a framework for probabilistic forecasting of dynamical systems based on generative modeling. Given observations of the system state over time, we formulate the forecasting problem as sampling from the conditional distribution of the future system state given its current state. To this end, we leverage the framework of stochastic interpolants, which facilitates the construction of a generative model between an arbitrary base distribution and the target. We design a fictitious, non-physical stochastic dynamics that takes as initial condition the current system state and produces as output a sample from the target conditional distribution in finite time and without bias. This process therefore maps a point mass centered at the current state onto a probabilistic ensemble of forecasts. We prove that the drift coefficient entering the stochastic differential equation (SDE) achieving this task is non-singular, and that it can be learned efficiently by square loss regression over the time-series data. We show that the drift and the diffusion coefficients of this SDE can be adjusted after training, and that a specific choice that minimizes the impact of the estimation error gives a F"ollmer process. We highlight the utility of our approach on several complex, high-dimensional forecasting problems, including stochastically forced Navier-Stokes and video prediction on the KTH and CLEVRER datasets.

Adaptive estimation for Weakly Dependent Functional Times Series 2024-03-20
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The local regularity of functional time series is studied under $L^p-m-$appro-ximability assumptions. The sample paths are observed with error at possibly random design points. Non-asymptotic concentration bounds of the regularity estimators are derived. As an application, we build nonparametric mean and autocovariance functions estimators that adapt to the regularity and the design, which can be sparse or dense. We also derive the asymptotic normality of the mean estimator, which allows honest inference for irregular mean functions. Simulations and a real data application illustrate the performance of the new estimators.

Data Augmentation for Time-Series Classification: An Extensive Empirical Study and Comprehensive Survey 2024-03-20
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Data Augmentation (DA) has emerged as an indispensable strategy in Time Series Classification (TSC), primarily due to its capacity to amplify training samples, thereby bolstering model robustness, diversifying datasets, and curtailing overfitting. However, the current landscape of DA in TSC is plagued with fragmented literature reviews, nebulous methodological taxonomies, inadequate evaluative measures, and a dearth of accessible, user-oriented tools. In light of these challenges, this study embarks on an exhaustive dissection of DA methodologies within the TSC realm. Our initial approach involved an extensive literature review spanning a decade, revealing that contemporary surveys scarcely capture the breadth of advancements in DA for TSC, prompting us to meticulously analyze over 100 scholarly articles to distill more than 60 unique DA techniques. This rigorous analysis precipitated the formulation of a novel taxonomy, purpose-built for the intricacies of DA in TSC, categorizing techniques into five principal echelons: Transformation-Based, Pattern-Based, Generative, Decomposition-Based, and Automated Data Augmentation. Our taxonomy promises to serve as a robust navigational aid for scholars, offering clarity and direction in method selection. Addressing the conspicuous absence of holistic evaluations for prevalent DA techniques, we executed an all-encompassing empirical assessment, wherein upwards of 15 DA strategies were subjected to scrutiny across 8 UCR time-series datasets, employing ResNet and a multi-faceted evaluation paradigm encompassing Accuracy, Method Ranking, and Residual Analysis, yielding a benchmark accuracy of 88.94 +- 11.83%. Our investigation underscored the inconsistent efficacies of DA techniques, with...

Machine learning approach to detect dynamical states from recurrence measures 2024-03-20
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We integrate machine learning approaches with nonlinear time series analysis, specifically utilizing recurrence measures to classify various dynamical states emerging from time series. We implement three machine learning algorithms Logistic Regression, Random Forest, and Support Vector Machine for this study. The input features are derived from the recurrence quantification of nonlinear time series and characteristic measures of the corresponding recurrence networks. For training and testing we generate synthetic data from standard nonlinear dynamical systems and evaluate the efficiency and performance of the machine learning algorithms in classifying time series into periodic, chaotic, hyper-chaotic, or noisy categories. Additionally, we explore the significance of input features in the classification scheme and find that the features quantifying the density of recurrence points are the most relevant. Furthermore, we illustrate how the trained algorithms can successfully predict the dynamical states of two variable stars, SX Her and AC Her from the data of their light curves.

Multifractal wavelet dynamic mode decomposition modeling for marketing time series 2024-03-20
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Marketing is the way we ensure our sales are the best in the market, our prices the most accessible, and our clients satisfied, thus ensuring our brand has the widest distribution. This requires sophisticated and advanced understanding of the whole related network. Indeed, marketing data may exist in different forms such as qualitative and quantitative data. However, in the literature, it is easily noted that large bibliographies may be collected about qualitative studies, while only a few studies adopt a quantitative point of view. This is a major drawback that results in marketing science still focusing on design, although the market is strongly dependent on quantities such as money and time. Indeed, marketing data may form time series such as brand sales in specified periods, brand-related prices over specified periods, market shares, etc. The purpose of the present work is to investigate some marketing models based on time series for various brands. This paper aims to combine the dynamic mode decomposition and wavelet decomposition to study marketing series due to both prices, and volume sales in order to explore the effect of the time scale on the persistence of brand sales in the market and on the forecasting of such persistence, according to the characteristics of the brand and the related market competition or competitors. Our study is based on a sample of Saudi brands during the period 22 November 2017 to 30 December 2021.

Forecasting density-valued functional panel data 2024-03-20
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We introduce a statistical method for modeling and forecasting functional panel data, where each element is a density. Density functions are nonnegative and have a constrained integral and thus do not constitute a linear vector space. We implement a center log-ratio transformation to transform densities into unconstrained functions. These functions exhibit cross-sectionally correlation and temporal dependence. Via a functional analysis of variance decomposition, we decompose the unconstrained functional panel data into a deterministic trend component and a time-varying residual component. To produce forecasts for the time-varying component, a functional time series forecasting method, based on the estimation of the long-range covariance, is implemented. By combining the forecasts of the time-varying residual component with the deterministic trend component, we obtain h-step-ahead forecast curves for multiple populations. Illustrated by age- and sex-specific life-table death counts in the United States, we apply our proposed method to generate forecasts of the life-table death counts for 51 states.

Machine-Made Media: Monitoring the Mobilization of Machine-Generated Articles on Misinformation and Mainstream News Websites 2024-03-20
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As large language models (LLMs) like ChatGPT have gained traction, an increasing number of news websites have begun utilizing them to generate articles. However, not only can these language models produce factually inaccurate articles on reputable websites but disreputable news sites can utilize LLMs to mass produce misinformation. To begin to understand this phenomenon, we present one of the first large-scale studies of the prevalence of synthetic articles within online news media. To do this, we train a DeBERTa-based synthetic news detector and classify over 15.46 million articles from 3,074 misinformation and mainstream news websites. We find that between January 1, 2022, and May 1, 2023, the relative number of synthetic news articles increased by 57.3% on mainstream websites while increasing by 474% on misinformation sites. We find that this increase is largely driven by smaller less popular websites. Analyzing the impact of the release of ChatGPT using an interrupted-time-series, we show that while its release resulted in a marked increase in synthetic articles on small sites as well as misinformation news websites, there was not a corresponding increase on large mainstream news websites.

Accep...

Accepted to ICWSM 2024

Machine-learning optimized measurements of chaotic dynamical systems via the information bottleneck 2024-03-20
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Deterministic chaos permits a precise notion of a "perfect measurement" as one that, when obtained repeatedly, captures all of the information created by the system's evolution with minimal redundancy. Finding an optimal measurement is challenging, and has generally required intimate knowledge of the dynamics in the few cases where it has been done. We establish an equivalence between a perfect measurement and a variant of the information bottleneck. As a consequence, we can employ machine learning to optimize measurement processes that efficiently extract information from trajectory data. We obtain approximately optimal measurements for multiple chaotic maps and lay the necessary groundwork for efficient information extraction from general time series.

Proje...

Project page: https://distributed-information-bottleneck.github.io

Castor: Competing shapelets for fast and accurate time series classification 2024-03-19
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Shapelets are discriminative subsequences, originally embedded in shapelet-based decision trees but have since been extended to shapelet-based transformations. We propose Castor, a simple, efficient, and accurate time series classification algorithm that utilizes shapelets to transform time series. The transformation organizes shapelets into groups with varying dilation and allows the shapelets to compete over the time context to construct a diverse feature representation. By organizing the shapelets into groups, we enable the transformation to transition between levels of competition, resulting in methods that more closely resemble distance-based transformations or dictionary-based transformations. We demonstrate, through an extensive empirical investigation, that Castor yields transformations that result in classifiers that are significantly more accurate than several state-of-the-art classifiers. In an extensive ablation study, we examine the effect of choosing hyperparameters and suggest accurate and efficient default values.

Submi...

Submitted to Data Mining and Knowledge Discovery Journal

Generalizability Under Sensor Failure: Tokenization + Transformers Enable More Robust Latent Spaces 2024-03-19
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A major goal in neuroscience is to discover neural data representations that generalize. This goal is challenged by variability along recording sessions (e.g. environment), subjects (e.g. varying neural structures), and sensors (e.g. sensor noise), among others. Recent work has begun to address generalization across sessions and subjects, but few study robustness to sensor failure which is highly prevalent in neuroscience experiments. In order to address these generalizability dimensions we first collect our own electroencephalography dataset with numerous sessions, subjects, and sensors, then study two time series models: EEGNet (Lawhern et al., 2018) and TOTEM (Talukder et al., 2024). EEGNet is a widely used convolutional neural network, while TOTEM is a discrete time series tokenizer and transformer model. We find that TOTEM outperforms or matches EEGNet across all generalizability cases. Finally through analysis of TOTEM's latent codebook we observe that tokenization enables generalization.

Tensor Time Series Imputation through Tensor Factor Modelling 2024-03-19
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We propose tensor time series imputation when the missing pattern in the tensor data can be general, as long as any two data positions along a tensor fibre are both observed for enough time points. The method is based on a tensor time series factor model with Tucker decomposition of the common component. One distinguished feature of the tensor time series factor model used is that there can be weak factors in the factor loadings matrix for each mode. This reflects reality better when real data can have weak factors which drive only groups of observed variables, for instance, a sector factor in financial market driving only stocks in a particular sector. Using the data with missing entries, asymptotic normality is derived for rows of estimated factor loadings, while consistent covariance matrix estimation enables us to carry out inferences. As a first in the literature, we also propose a ratio-based estimator for the rank of the core tensor under general missing patterns. Rates of convergence are spelt out for the imputations from the estimated tensor factor models. We introduce a new measure for gauging imputation performances, and simulation results show that our imputation procedure works well, with asymptotic normality and corresponding inferences also demonstrated. Re-imputation performances are also gauged when we demonstrate that using slightly larger rank then estimated gives superior re-imputation performances. An NYC taxi traffic data set is also analyzed by imposing general missing patterns and gauging the imputation performances.

kDGLM: a R package for Bayesian analysis of Generalized Dynamic Linear Models 2024-03-19
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This paper introduces kDGLM, an R package designed for Bayesian analysis of Generalized Dynamic Linear Models (GDLM), with a primary focus on both uni- and multivariate exponential families. Emphasizing sequential inference for time series data, the kDGLM package provides comprehensive support for fitting, smoothing, monitoring, and feed-forward interventions. The methodology employed by kDGLM, as proposed in Alves et al. (2024), seamlessly integrates with well-established techniques from the literature, particularly those used in (Gaussian) Dynamic Models. These include discount strategies, autoregressive components, transfer functions, and more. Leveraging key properties of the Kalman filter and smoothing, kDGLM exhibits remarkable computational efficiency, enabling virtually instantaneous fitting times that scale linearly with the length of the time series. This characteristic makes it an exceptionally powerful tool for the analysis of extended time series. For example, when modeling monthly hospital admissions in Brazil due to gastroenteritis from 2010 to 2022, the fitting process took a mere 0.11s. Even in a spatial-time variant of the model (27 outcomes, 110 latent states, and 156 months, yielding 17,160 parameters), the fitting time was only 4.24s. Currently, the kDGLM package supports a range of distributions, including univariate Normal (unknown mean and observational variance), bivariate Normal (unknown means, observational variances, and correlation), Poisson, Gamma (known shape and unknown mean), and Multinomial (known number of trials and unknown event probabilities). Additionally, kDGLM allows the joint modeling of multiple time series, provided each series follows one of the supported distributions. Ongoing efforts aim to continuously expand the supported distributions.

A Comparison of Deep Learning Architectures for Spacecraft Anomaly Detection 2024-03-19
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Spacecraft operations are highly critical, demanding impeccable reliability and safety. Ensuring the optimal performance of a spacecraft requires the early detection and mitigation of anomalies, which could otherwise result in unit or mission failures. With the advent of deep learning, a surge of interest has been seen in leveraging these sophisticated algorithms for anomaly detection in space operations. This study aims to compare the efficacy of various deep learning architectures in detecting anomalies in spacecraft data. The deep learning models under investigation include Convolutional Neural Networks (CNNs), Recurrent Neural Networks (RNNs), Long Short-Term Memory (LSTM) networks, and Transformer-based architectures. Each of these models was trained and validated using a comprehensive dataset sourced from multiple spacecraft missions, encompassing diverse operational scenarios and anomaly types. Initial results indicate that while CNNs excel in identifying spatial patterns and may be effective for some classes of spacecraft data, LSTMs and RNNs show a marked proficiency in capturing temporal anomalies seen in time-series spacecraft telemetry. The Transformer-based architectures, given their ability to focus on both local and global contexts, have showcased promising results, especially in scenarios where anomalies are subtle and span over longer durations. Additionally, considerations such as computational efficiency, ease of deployment, and real-time processing capabilities were evaluated. While CNNs and LSTMs demonstrated a balance between accuracy and computational demands, Transformer architectures, though highly accurate, require significant computational resources. In conclusion, the choice of deep learning architecture for spacecraft anomaly detection is highly contingent on the nature of the data, the type of anomalies, and operational constraints.

accep...

accepted for IEEE Aeroconf 2024

Behave-XAI: Deep Explainable Learning of Behavioral Representational Data 2024-03-19
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According to the latest trend of artificial intelligence, AI-systems needs to clarify regarding general,specific decisions,services provided by it. Only consumer is satisfied, with explanation , for example, why any classification result is the outcome of any given time. This actually motivates us using explainable or human understandable AI for a behavioral mining scenario, where users engagement on digital platform is determined from context, such as emotion, activity, weather, etc. However, the output of AI-system is not always systematically correct, and often systematically correct, but apparently not-perfect and thereby creating confusions, such as, why the decision is given? What is the reason underneath? In this context, we first formulate the behavioral mining problem in deep convolutional neural network architecture. Eventually, we apply a recursive neural network due to the presence of time-series data from users physiological and environmental sensor-readings. Once the model is developed, explanations are presented with the advent of XAI models in front of users. This critical step involves extensive trial with users preference on explanations over conventional AI, judgement of credibility of explanation.

This ...

This submission has been withdrawn by arXiv administrators as the second author was added without their knowledge or consent

Predicting Dynamic Memory Requirements for Scientific Workflow Tasks 2024-03-19
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With the increasing amount of data available to scientists in disciplines as diverse as bioinformatics, physics, and remote sensing, scientific workflow systems are becoming increasingly important for composing and executing scalable data analysis pipelines. When writing such workflows, users need to specify the resources to be reserved for tasks so that sufficient resources are allocated on the target cluster infrastructure. Crucially, underestimating a task's memory requirements can result in task failures. Therefore, users often resort to overprovisioning, resulting in significant resource wastage and decreased throughput. In this paper, we propose a novel online method that uses monitoring time series data to predict task memory usage in order to reduce the memory wastage of scientific workflow tasks. Our method predicts a task's runtime, divides it into k equally-sized segments, and learns the peak memory value for each segment depending on the total file input size. We evaluate the prototype implementation of our method using workflows from the publicly available nf-core repository, showing an average memory wastage reduction of 29.48% compared to the best state-of-the-art approach.

Paper...

Paper accepted in 2023 IEEE International Conference on Big Data

Latest 15 Papers - April 22, 2024

Please check the Github page for a better reading experience and more papers.

Time Series

Title Date Comment
Marginal Analysis of Count Time Series in the Presence of Missing Observations 2024-04-18 55 pages, 9 figures
A Time-Inhomogeneous Markov Model for Resource Availability under Sparse Observations 2024-04-18
11 pa...

11 pages, long version of a paper published at 26th ACM SIGSPATIAL International Conference on Advances in Geographic Information Systems (SIGSPATIAL 2018)

Warped Time Series Anomaly Detection 2024-04-18
Enhanced LFTSformer: A Novel Long-Term Financial Time Series Prediction Model Using Advanced Feature Engineering and the DS Encoder Informer Architecture 2024-04-18
The m...

The methodology, experiments, and language of the original version have been completely updated. Detailed adjustments will be made in the future

DST-GTN: Dynamic Spatio-Temporal Graph Transformer Network for Traffic Forecasting 2024-04-18
Terrain-Aware Stride-Level Trajectory Forecasting for a Powered Hip Exoskeleton via Vision and Kinematics Fusion 2024-04-18
6 pag...

6 pages, submitted to IEEE RA-L, under review. This work has been submitted to the IEEE Robotics and Automation Letters (RA-L) for possible publication. Copyright may be transferred without notice, after which this version may no longer be accessible

Toward Short-Term Glucose Prediction Solely Based on CGM Time Series 2024-04-18
CARE to Compare: A real-world dataset for anomaly detection in wind turbine data 2024-04-18 28 pages, 3 figures
HCL-MTSAD: Hierarchical Contrastive Consistency Learning for Accurate Detection of Industrial Multivariate Time Series Anomalies 2024-04-18
This ...

This paper is a manuscript that is still in the process of revision, including Table 1, Figure 2, problem definition in section III.B and method description proposed in section IV. In addition, the submitter has not been authorized by the first author and other co-authors to post the paper to arXiv

Using a Local Surrogate Model to Interpret Temporal Shifts in Global Annual Data 2024-04-18
There...

There are 9 pages and 5 figures

SGRU: A High-Performance Structured Gated Recurrent Unit for Traffic Flow Prediction 2024-04-18
7 pag...

7 pages, 6 figures, conference

Language Models Still Struggle to Zero-shot Reason about Time Series 2024-04-17
A decoder-only foundation model for time-series forecasting 2024-04-17
Estimating Breakpoints between Climate States in Paleoclimate Data 2024-04-17
Autho...

Authors in alphabetical order

DACAD: Domain Adaptation Contrastive Learning for Anomaly Detection in Multivariate Time Series 2024-04-17
11 pa...

11 pages, 2 figures, 5 tables

Trajectory

Title Date Comment
An Online Spatial-Temporal Graph Trajectory Planner for Autonomous Vehicles 2024-04-18
This ...

This is the accepted version and published in the "Early Access" area of IEEE Xplore for the IEEE Transactions on Intelligent Vehicles on 16 April 2024. Article statistics: 11 pages, 9 figures, 2 tables

Hybrid Dynamics Modeling and Trajectory Planning for a Cable-Trailer System with a Quadruped Robot 2024-04-18
8 pag...

8 pages, 8 figures, submitted to 2024 IEEE/RSJ International Conference on Intelligent Robots and Systems (IROS)

Stay on Track: A Frenet Wrapper to Overcome Off-road Trajectories in Vehicle Motion Prediction 2024-04-18
Trajectory Planning for Autonomous Vehicle Using Iterative Reward Prediction in Reinforcement Learning 2024-04-18 8 pages, 6 figures
S4TP: Social-Suitable and Safety-Sensitive Trajectory Planning for Autonomous Vehicles 2024-04-18
12 pa...

12 pages,4 figures, published to IEEE Transactions on Intelligent Vehicles

Terrain-Aware Stride-Level Trajectory Forecasting for a Powered Hip Exoskeleton via Vision and Kinematics Fusion 2024-04-18
6 pag...

6 pages, submitted to IEEE RA-L, under review. This work has been submitted to the IEEE Robotics and Automation Letters (RA-L) for possible publication. Copyright may be transferred without notice, after which this version may no longer be accessible

A Comparative Study of Rapidly-exploring Random Tree Algorithms Applied to Ship Trajectory Planning and Behavior Generation 2024-04-17
Real-Time Trajectory Synthesis with Local Differential Privacy 2024-04-17
Accep...

Accepted by ICDE 2024. Code is available at: https://github.com/ZJU-DAILY/RetraSyn

E2R: a Hierarchical-Learning inspired Novelty-Search method to generate diverse repertoires of grasping trajectories 2024-04-17
7 pag...

7 pages, 6 figures. Preprint version

KI-GAN: Knowledge-Informed Generative Adversarial Networks for Enhanced Multi-Vehicle Trajectory Forecasting at Signalized Intersections 2024-04-17
10 pa...

10 pages, 2 figures, accepted by CVPRW

Social-Transmotion: Promptable Human Trajectory Prediction 2024-04-16 ICLR 2024
Swarm-Based Trajectory Generation and Optimization for Stress-Aligned 3D Printing 2024-04-16
To be...

To be submitted to IEEE Access

Trajectory Planning using Reinforcement Learning for Interactive Overtaking Maneuvers in Autonomous Racing Scenarios 2024-04-16
8 pag...

8 pages, submitted to be published at the 27th IEEE International Conference on Intelligent Transportation Systems, September 24 - 27, 2024, Edmonton, Canada

UAV Trajectory Optimization for Sensing Exploiting Target Location Distribution Map 2024-04-16
to ap...

to appear in IEEE Vehicular Technology Conference (VTC) Spring, 2024

Data-driven subgrouping of patient trajectories with chronic diseases: Evidence from low back pain 2024-04-16
Forth...

Forthcoming at Conference on Health, Inference, and Learning (CHIL) 2024

Graph Neural Networks

Title Date Comment
Improving the interpretability of GNN predictions through conformal-based graph sparsification 2024-04-18
Graph Edits for Counterfactual Explanations: A comparative study 2024-04-18
Label Inference Attacks against Node-level Vertical Federated GNNs 2024-04-18
End-to-End Mesh Optimization of a Hybrid Deep Learning Black-Box PDE Solver 2024-04-17
On the Scalability of GNNs for Molecular Graphs 2024-04-17
Tensor Factorisation for Polypharmacy Side Effect Prediction 2024-04-17
EEG_GLT-Net: Optimising EEG Graphs for Real-time Motor Imagery Signals Classification 2024-04-17
You do not have to train Graph Neural Networks at all on text-attributed graphs 2024-04-17 preprint
Graph Continual Learning with Debiased Lossless Memory Replay 2024-04-17 12 pages
Interpolation and differentiation of alchemical degrees of freedom in machine learning interatomic potentials 2024-04-16
PCN: A Deep Learning Approach to Jet Tagging Utilizing Novel Graph Construction Methods and Chebyshev Graph Convolutions 2024-04-16
16 pa...

16 pages, 2 figures, and 7 tables

HOEG: A New Approach for Object-Centric Predictive Process Monitoring 2024-04-16
accep...

accepted to 36th International Conference on Advanced Information Systems Engineering (CAISE), 2024

Graph Neural Networks for Protein-Protein Interactions -- A Short Survey 2024-04-16
AGHINT: Attribute-Guided Representation Learning on Heterogeneous Information Networks with Transformer 2024-04-16 9 pages, 5 figures
Proposing an intelligent mesh smoothing method with graph neural networks 2024-04-16

Latest 15 Papers - April 15, 2024

Please check the Github page for a better reading experience and more papers.

Time Series

Title Date Comment
A Parsimonious Setup for Streamflow Forecasting using CNN-LSTM 2024-04-11
Anomaly Detection in Power Grids via Context-Agnostic Learning 2024-04-11
Optical next generation reservoir computing 2024-04-11
Nearest-Neighbours Estimators for Conditional Mutual Information 2024-04-11 11 pages, 6 figures
Deep Learning for Satellite Image Time Series Analysis: A Review 2024-04-11
This ...

This work has been submitted to the IEEE for possible publication. Copyright may be transferred without notice, after which this version may no longer be accessible

State-Space Modeling of Shape-constrained Functional Time Series 2024-04-11
34 pa...

34 pages, 7 figures, 6 tables

RiskLabs: Predicting Financial Risk Using Large Language Model Based on Multi-Sources Data 2024-04-11
24 pa...

24 pages, 7 figures, 5 tables, 1 algorithm

SNSeg: An R Package for Time Series Segmentation via Self-Normalization 2024-04-11
Minusformer: Improving Time Series Forecasting by Progressively Learning Residuals 2024-04-11
Debiasing Welch's Method for Spectral Density Estimation 2024-04-11
Resub...

Resubmitted to Biometrika

Deep Generative Sampling in the Dual Divergence Space: A Data-efficient & Interpretative Approach for Generative AI 2024-04-10
Non-ergodicity in reinforcement learning: robustness via ergodicity transformations 2024-04-10
Generating Reservoir State Descriptions with Random Matrices 2024-04-10 11 pages, 5 figures
A New Statistic for Testing Covariance Equality in High-Dimensional Gaussian Low-Rank Models 2024-04-10
16 pa...

16 pages, preprint of the version that will appear in IEEE Transactions on Signal Processing, 2024

Rethinking Out-of-Distribution Detection for Reinforcement Learning: Advancing Methods for Evaluation and Detection 2024-04-10
Accep...

Accepted as a full paper to the 23rd International Conference on Autonomous Agents and Multiagent Systems (AAMAS 2024)

Trajectory

Title Date Comment
On the Performance of Jerk-Constrained Time-Optimal Trajectory Planning for Industrial Manipulators 2024-04-11
Bi-level Trajectory Optimization on Uneven Terrains with Differentiable Wheel-Terrain Interaction Model 2024-04-11
8 pag...

8 pages, 7 figures, submitted to IEEE/RSJ International Conference on Intelligent Robots and Systems (IROS 2024)

Model Predictive Trajectory Planning for Human-Robot Handovers 2024-04-11
8 pag...

8 pages, 6 figures, Proceedings available under https://www.vdi-mechatroniktagung.rwth-aachen.de/global/show_document.asp?id=aaaaaaaacjcayqj&download=1

HPNet: Dynamic Trajectory Forecasting with Historical Prediction Attention 2024-04-11 CVPR2024
TC4D: Trajectory-Conditioned Text-to-4D Generation 2024-04-11
Proje...

Project Page: https://sherwinbahmani.github.io/tc4d

Diffusion-based inpainting of incomplete Euclidean distance matrices of trajectories generated by a fractional Brownian motion 2024-04-10
Trajectory-Oriented Policy Optimization with Sparse Rewards 2024-04-10 6 pages, 7 figures
TrajPRed: Trajectory Prediction with Region-based Relation Learning 2024-04-10
Deadlock Resolution and Recursive Feasibility in MPC-based Multi-robot Trajectory Generation 2024-04-09 16 pages, 15 figures
TrailBlazer: Trajectory Control for Diffusion-Based Video Generation 2024-04-08
14 pa...

14 pages, 18 figures, Project Page: https://hohonu-vicml.github.io/Trailblazer.Page/

Dynamical stability and chaos in artificial neural network trajectories along training 2024-04-08 29 pages, 18 figures
Design and Simulation of Time-energy Optimal Anti-swing Trajectory Planner for Autonomous Tower Cranes 2024-04-08
18 pa...

18 pages, 12 figures, 9 tables

Trajectory-wise Iterative Reinforcement Learning Framework for Auto-bidding 2024-04-08
Accep...

Accepted by The Web Conference 2024 (WWW'24) as an oral paper

Collision-Free Trajectory Optimization in Cluttered Environments with Sums-of-Squares Programming 2024-04-08
Multi-agent Long-term 3D Human Pose Forecasting via Interaction-aware Trajectory Conditioning 2024-04-08 2024 CVPR Highlight

Graph Neural Networks

Title Date Comment
Generating High-Precision Force Fields for Molecular Dynamics Simulations to Study Chemical Reaction Mechanisms using Molecular Configuration Transformer 2024-04-11
A Review of Graph Neural Networks in Epidemic Modeling 2024-04-11
GNN-based Probabilistic Supply and Inventory Predictions in Supply Chain Networks 2024-04-11
Generative Probabilistic Planning for Optimizing Supply Chain Networks 2024-04-11
Characterizing the Influence of Topology on Graph Learning Tasks 2024-04-11
Robust Knowledge Adaptation for Dynamic Graph Neural Networks 2024-04-11 14 pages, 6 figures
LLaGA: Large Language and Graph Assistant 2024-04-11
Less is More: Hop-Wise Graph Attention for Scalable and Generalizable Learning on Circuits 2024-04-10
Publi...

Published as a conference paper at Design Automation Conference (DAC) 2024

Gaze-Guided Graph Neural Network for Action Anticipation Conditioned on Intention 2024-04-10
2024 ...

2024 Symposium on Eye Tracking Research and Applications (ETRA24), Glasgow, United Kingdom

VN-EGNN: E(3)-Equivariant Graph Neural Networks with Virtual Nodes Enhance Protein Binding Site Identification 2024-04-10
GCV-Turbo: End-to-end Acceleration of GNN-based Computer Vision Tasks on FPGA 2024-04-10
Fast System Technology Co-Optimization Framework for Emerging Technology Based on Graph Neural Networks 2024-04-10
Accep...

Accepted by the 61th Design Automation Conference (DAC)

GraSAME: Injecting Token-Level Structural Information to Pretrained Language Models via Graph-guided Self-Attention Mechanism 2024-04-10 NAACL 2024 Findings
NFARec: A Negative Feedback-Aware Recommender Model 2024-04-10
Accep...

Accepted to SIGIR 2024

CaDRec: Contextualized and Debiased Recommender Model 2024-04-10
Accep...

Accepted to SIGIR 2024

Latest 15 Papers - March 28, 2024

Please check the Github page for a better reading experience and more papers.

Time Series

Title Date Comment
Swarm Characteristics Classification Using Neural Networks 2024-03-28
Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies 2024-03-28 minor edits
Improved Genetic Algorithm Based on Greedy and Simulated Annealing Ideas for Vascular Robot Ordering Strategy 2024-03-28 17 pages
Exploiting Individual Graph Structures to Enhance Ecological Momentary Assessment (EMA) Forecasting 2024-03-28
9 pag...

9 pages, 3 figures, 2024 IEEE 40th International Conference on Data Engineering Workshops

Constants of Motion for Conserved and Non-conserved Dynamics 2024-03-28 14 pages, 5 figures
Towards Enhancing Time Series Contrastive Learning: A Dynamic Bad Pair Mining Approach 2024-03-28
ICLR ...

ICLR 2024 Camera Ready (https://openreview.net/pdf?id=K2c04ulKXn)

A loss discounting framework for model averaging and selection in time series models 2024-03-28
Visualizing High-Dimensional Temporal Data Using Direction-Aware t-SNE 2024-03-27
Heterogeneous Matrix Factorization: When Features Differ by Datasets 2024-03-27
InceptionTime vs. Wavelet -- A comparison for time series classification 2024-03-27 4 pages, 1 figure
Generative Pre-Training of Time-Series Data for Unsupervised Fault Detection in Semiconductor Manufacturing 2024-03-27
Can Language Beat Numerical Regression? Language-Based Multimodal Trajectory Prediction 2024-03-27
Accep...

Accepted at CVPR 2024

IIP-Mixer:Intra-Inter Patch Mixing Architecture for Battery Remaining Useful Life Prediction 2024-03-27
A log-linear model for non-stationary time series of counts 2024-03-27
Multi-Modal Contrastive Learning for Online Clinical Time-Series Applications 2024-03-27
Accep...

Accepted as a Workshop Paper at TS4H@ICLR2024

Trajectory

Title Date Comment
Egocentric Scene-aware Human Trajectory Prediction 2024-03-27 14 pages, 9 figures
SingularTrajectory: Universal Trajectory Predictor Using Diffusion Model 2024-03-27
Accep...

Accepted at CVPR 2024

Can Language Beat Numerical Regression? Language-Based Multimodal Trajectory Prediction 2024-03-27
Accep...

Accepted at CVPR 2024

UniTraj: A Unified Framework for Scalable Vehicle Trajectory Prediction 2024-03-27
World Models via Policy-Guided Trajectory Diffusion 2024-03-27
Publi...

Published in TMLR, March 2024

LC-LLM: Explainable Lane-Change Intention and Trajectory Predictions with Large Language Models 2024-03-27
TC4D: Trajectory-Conditioned Text-to-4D Generation 2024-03-26
Proje...

Project Page: https://sherwinbahmani.github.io/tc4d

Hierarchical Light Transformer Ensembles for Multimodal Trajectory Forecasting 2024-03-26
SocialCircle: Learning the Angle-based Social Interaction Representation for Pedestrian Trajectory Prediction 2024-03-26 CVPR 2024 accepted
Multi-Objective Trajectory Planning with Dual-Encoder 2024-03-26
6 pag...

6 pages, 7 figures, conference

TRAM: Global Trajectory and Motion of 3D Humans from in-the-wild Videos 2024-03-26
The p...

The project website: https://yufu-wang.github.io/tram4d/

Offline Reinforcement Learning: Role of State Aggregation and Trajectory Data 2024-03-25
Trajectory Optimization with Global Yaw Parameterization for Field-of-View Constrained Autonomous Flight 2024-03-25
Spline Trajectory Tracking and Obstacle Avoidance for Mobile Agents via Convex Optimization 2024-03-25
ReAct Meets ActRe: Autonomous Annotation of Agent Trajectories for Contrastive Self-Training 2024-03-25

Graph Neural Networks

Title Date Comment
SG-PGM: Partial Graph Matching Network with Semantic Geometric Fusion for 3D Scene Graph Alignment and Its Downstream Tasks 2024-03-28 16 pages, 10 figures
Graph Neural Networks for Carbon Dioxide Adsorption Prediction in Aluminium-Exchanged Zeolites 2024-03-28
Exploiting Individual Graph Structures to Enhance Ecological Momentary Assessment (EMA) Forecasting 2024-03-28
9 pag...

9 pages, 3 figures, 2024 IEEE 40th International Conference on Data Engineering Workshops

On the Two Sides of Redundancy in Graph Neural Networks 2024-03-28
On the Power of the Weisfeiler-Leman Test for Graph Motif Parameters 2024-03-28
Graph Neural Networks for Treatment Effect Prediction 2024-03-28
Enhancing Recommender Systems: A Strategy to Mitigate False Negative Impact 2024-03-28 9 pages, 16 figures
Lightweight Embeddings for Graph Collaborative Filtering 2024-03-28
Accep...

Accepted by SIGIR '24

Tiny Graph Neural Networks for Radio Resource Management 2024-03-28
Accep...

Accepted as a full paper by the tinyML Research Symposium 2024

Dual-Channel Multiplex Graph Neural Networks for Recommendation 2024-03-28
Rayleigh Quotient Graph Neural Networks for Graph-level Anomaly Detection 2024-03-28
Integration of Graph Neural Network and Neural-ODEs for Tumor Dynamic Prediction 2024-03-27
Physics-Informed Graph Neural Networks for Water Distribution Systems 2024-03-27
Exten...

Extended version of the paper with the same title published at Proceedings of the AAAI Conference on Artificial Intelligence 2024

Intrinsic Subgraph Generation for Interpretable Graph based Visual Question Answering 2024-03-27
Accep...

Accepted at LREC-COLING 2024

GeNet: A Graph Neural Network-based Anti-noise Task-Oriented Semantic Communication Paradigm 2024-03-27

Latest 15 Papers - April 11, 2024

Please check the Github page for a better reading experience and more papers.

Time Series

Title Date Comment
Seasonal Fire Prediction using Spatio-Temporal Deep Neural Networks 2024-04-09
On Early-stage Debunking Rumors on Twitter: Leveraging the Wisdom of Weak Learners 2024-04-09
The 9...

The 9th International Conference on Social Informatics

Permutation Testing for Monotone Trend 2024-04-09 32 pages
Least Squares-Based Permutation Tests in Time Series 2024-04-09 30 pages
Adaptive Unit Root Inference in Autoregressions using the Lasso Solution Path 2024-04-09
59 pa...

59 pages, 9 figures (colour)

The impact of data set similarity and diversity on transfer learning success in time series forecasting 2024-04-09
Quantum Long Short-Term Memory (QLSTM) vs Classical LSTM in Time Series Forecasting: A Comparative Study in Solar Power Forecasting 2024-04-09 33 pages, 9 figures
Data Augmentation for Time-Series Classification: An Extensive Empirical Study and Comprehensive Survey 2024-04-09
Tiny Time Mixers (TTMs): Fast Pre-trained Models for Enhanced Zero/Few-Shot Forecasting of Multivariate Time Series 2024-04-09
Constructing hierarchical time series through clustering: Is there an optimal way for forecasting? 2024-04-09 28 pages, 13 figures
A feature-based information-theoretic approach for detecting interpretable, long-timescale pairwise interactions from time series 2024-04-09 20 pages, 7 figures
Dynamical stability and chaos in artificial neural network trajectories along training 2024-04-08 29 pages, 18 figures
Self-Supervised Learning for Time Series Analysis: Taxonomy, Progress, and Prospects 2024-04-08
Accep...

Accepted by IEEE Transactions on Pattern Analysis and Machine Intelligence (TPAMI); 26 pages, 200+ references; the first work to comprehensively and systematically summarize self-supervised learning for time series analysis (SSL4TS). The GitHub repository is https://github.com/qingsongedu/Awesome-SSL4TS

WaveCatBoost for Probabilistic Forecasting of Regional Air Quality Data 2024-04-08
Continuous-time state-space methods for delta-O-18 and delta-C-13 2024-04-08
Autho...

Authors in alphabetical order

Trajectory

Title Date Comment
HPNet: Dynamic Trajectory Forecasting with Historical Prediction Attention 2024-04-09 accepted by CVPR2024
Deadlock Resolution and Recursive Feasibility in MPC-based Multi-robot Trajectory Generation 2024-04-09 16 pages, 15 figures
TrailBlazer: Trajectory Control for Diffusion-Based Video Generation 2024-04-08
14 pa...

14 pages, 18 figures, Project Page: https://hohonu-vicml.github.io/Trailblazer.Page/

Dynamical stability and chaos in artificial neural network trajectories along training 2024-04-08 29 pages, 18 figures
Design and Simulation of Time-energy Optimal Anti-swing Trajectory Planner for Autonomous Tower Cranes 2024-04-08
18 pa...

18 pages, 12 figures, 9 tables

Trajectory-wise Iterative Reinforcement Learning Framework for Auto-bidding 2024-04-08
Accep...

Accepted by The Web Conference 2024 (WWW'24) as an oral paper

Collision-Free Trajectory Optimization in Cluttered Environments with Sums-of-Squares Programming 2024-04-08
Multi-agent Long-term 3D Human Pose Forecasting via Interaction-aware Trajectory Conditioning 2024-04-08 2024 CVPR Highlight
MVSA-Net: Multi-View State-Action Recognition for Robust and Deployable Trajectory Generation 2024-04-08
Prese...

Presented at Deployable AI Workshop at AAAI-2024 and 'Towards Reliable and Deployable Learning-Based Robotic Systems' Workshop at CoRL2023

Nanometer Scanning with Micrometer Sensing: Beating Quantization Constraints in Lissajous Trajectory Tracking 2024-04-07
Generating Synthetic Ground Truth Distributions for Multi-step Trajectory Prediction using Probabilistic Composite Bézier Curves 2024-04-05
Evaluating Pedestrian Trajectory Prediction Methods with Respect to Autonomous Driving 2024-04-05
Accep...

Accepted in IEEE Transactions on Intelligent Transportation Systems (T-ITS); 11 pages, 6 figures, 4 tables

Improving Autonomous Driving Safety with POP: A Framework for Accurate Partially Observed Trajectory Predictions 2024-04-05
Nonlinear Kalman Filtering based on Self-Attention Mechanism and Lattice Trajectory Piecewise Linear Approximation 2024-04-05 7 pages, 4 figures
Shallow Encounters' Impact on Asteroid Deflection Prediction and Implications on Trajectory Design 2024-04-04
Publi...

Published in the AIAA's Journal of Guidance, Control, and Dynamics. DOI: 10.2514/1.G007890

Graph Neural Networks

Title Date Comment
Multi-person 3D pose estimation from unlabelled data 2024-04-09
Large Language Models to the Rescue: Deadlock Resolution in Multi-Robot Systems 2024-04-09
Oracle-Net for nonlinear compressed sensing in Electrical Impedance Tomography reconstruction problems 2024-04-09
Inference from Real-World Sparse Measurements 2024-04-09
27 pa...

27 pages, 12 figures, Published at TMLR https://openreview.net/forum?id=y9IDfODRns

Complete Neural Networks for Complete Euclidean Graphs 2024-04-09
The 3...

The 38th AAAI Conference on Artificial Intelligence

Message Passing Variational Autoregressive Network for Solving Intractable Ising Models 2024-04-09 18 pages, 14 figures
scCDCG: Efficient Deep Structural Clustering for single-cell RNA-seq via Deep Cut-informed Graph Embedding 2024-04-09
Accep...

Accepted as a long paper for the research track at DASFAA 2024

Fair Graph Neural Network with Supervised Contrastive Regularization 2024-04-09
The Deep Equilibrium Algorithmic Reasoner 2024-04-09
Object Dynamics Modeling with Hierarchical Point Cloud-based Representations 2024-04-09 CVPR 2024
Hector: An Efficient Programming and Compilation Framework for Implementing Relational Graph Neural Networks in GPU Architectures 2024-04-09 Accepted by ASPLOS
Commute with Community: Enhancing Shared Travel through Social Networks 2024-04-09
PCN: A Deep Learning Approach to Jet Tagging Utilizing Novel Graph Construction Methods and Chebyshev Graph Convolutions 2024-04-09
14 pa...

14 pages, 2 figures, and 6 tables

Rapid and Precise Topological Comparison with Merge Tree Neural Networks 2024-04-08 under review
Graph Neural Networks Automated Design and Deployment on Device-Edge Co-Inference Systems 2024-04-08 Accepted by DAC'24

Latest 15 Papers - March 18, 2024

Please check the Github page for a better reading experience and more papers.

Time Series

Title Date Abstract Comment
Time Series Compression using Quaternion Valued Neural Networks and Quaternion Backpropagation 2024-03-18
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We propose a novel quaternionic time-series compression methodology where we divide a long time-series into segments of data, extract the min, max, mean and standard deviation of these chunks as representative features and encapsulate them in a quaternion, yielding a quaternion valued time-series. This time-series is processed using quaternion valued neural network layers, where we aim to preserve the relation between these features through the usage of the Hamilton product. To train this quaternion neural network, we derive quaternion backpropagation employing the GHR calculus, which is required for a valid product and chain rule in quaternion space. Furthermore, we investigate the connection between the derived update rules and automatic differentiation. We apply our proposed compression method on the Tennessee Eastman Dataset, where we perform fault classification using the compressed data in two settings: a fully supervised one and in a semi supervised, contrastive learning setting. Both times, we were able to outperform real valued counterparts as well as two baseline models: one with the uncompressed time-series as the input and the other with a regular downsampling using the mean. Further, we could improve the classification benchmark set by SimCLR-TS from 81.43% to 83.90%.

QEAN: Quaternion-Enhanced Attention Network for Visual Dance Generation 2024-03-18
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The study of music-generated dance is a novel and challenging Image generation task. It aims to input a piece of music and seed motions, then generate natural dance movements for the subsequent music. Transformer-based methods face challenges in time series prediction tasks related to human movements and music due to their struggle in capturing the nonlinear relationship and temporal aspects. This can lead to issues like joint deformation, role deviation, floating, and inconsistencies in dance movements generated in response to the music. In this paper, we propose a Quaternion-Enhanced Attention Network (QEAN) for visual dance synthesis from a quaternion perspective, which consists of a Spin Position Embedding (SPE) module and a Quaternion Rotary Attention (QRA) module. First, SPE embeds position information into self-attention in a rotational manner, leading to better learning of features of movement sequences and audio sequences, and improved understanding of the connection between music and dance. Second, QRA represents and fuses 3D motion features and audio features in the form of a series of quaternions, enabling the model to better learn the temporal coordination of music and dance under the complex temporal cycle conditions of dance generation. Finally, we conducted experiments on the dataset AIST++, and the results show that our approach achieves better and more robust performance in generating accurate, high-quality dance movements. Our source code and dataset can be available from https://github.com/MarasyZZ/QEAN and https://google.github.io/aistplusplus_dataset respectively.

Accep...

Accepted by The Visual Computer Journal

UniRepLKNet: A Universal Perception Large-Kernel ConvNet for Audio, Video, Point Cloud, Time-Series and Image Recognition 2024-03-18
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Large-kernel convolutional neural networks (ConvNets) have recently received extensive research attention, but two unresolved and critical issues demand further investigation. 1) The architectures of existing large-kernel ConvNets largely follow the design principles of conventional ConvNets or transformers, while the architectural design for large-kernel ConvNets remains under-addressed. 2) As transformers have dominated multiple modalities, it remains to be investigated whether ConvNets also have a strong universal perception ability in domains beyond vision. In this paper, we contribute from two aspects. 1) We propose four architectural guidelines for designing large-kernel ConvNets, the core of which is to exploit the essential characteristics of large kernels that distinguish them from small kernels - they can see wide without going deep. Following such guidelines, our proposed large-kernel ConvNet shows leading performance in image recognition (ImageNet accuracy of 88.0%, ADE20K mIoU of 55.6%, and COCO box AP of 56.4%), demonstrating better performance and higher speed than the recent powerful competitors. 2) We discover large kernels are the key to unlocking the exceptional performance of ConvNets in domains where they were originally not proficient. With certain modality-related preprocessing approaches, the proposed model achieves state-of-the-art performance on time-series forecasting and audio recognition tasks even without modality-specific customization to the architecture. All the code and models are publicly available on GitHub and Huggingface.

CVPR ...

CVPR 2024. Code, all the models, reproducible training scripts at https://github.com/AILab-CVC/UniRepLKNet

Towards understanding the nature of direct functional connectivity in visual brain network 2024-03-18
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Recent advances in neuroimaging have enabled studies in functional connectivity (FC) of human brain, alongside investigation of the neuronal basis of cognition. One important FC study is the representation of vision in human brain. The release of publicly available dataset BOLD5000 has made it possible to study the brain dynamics during visual tasks in greater detail. In this paper, a comprehensive analysis of fMRI time series (TS) has been performed to explore different types of visual brain networks (VBN). The novelty of this work lies in (1) constructing VBN with consistently significant direct connectivity using both marginal and partial correlation, which is further analyzed using graph theoretic measures, (2) classification of VBNs as formed by image complexity-specific TS, using graphical features. In image complexity-specific VBN classification, XGBoost yields average accuracy in the range of 86.5% to 91.5% for positively correlated VBN, which is 2% greater than that using negative correlation. This result not only reflects the distinguishing graphical characteristics of each image complexity-specific VBN, but also highlights the importance of studying both positively correlated and negatively correlated VBN to understand the how differently brain functions while viewing different complexities of real-world images.

Traffic Weaver: semi-synthetic time-varying traffic generator based on averaged time series 2024-03-18
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Traffic Weaver is a Python package developed to generate a semi-synthetic signal (time series) with finer granularity, based on averaged time series, in a manner that, upon averaging, closely matches the original signal provided. The key components utilized to recreate the signal encompass oversampling with a given strategy, stretching to match the integral of the original time series, smoothing, repeating, applying trend, and adding noise. The primary motivation behind Traffic Weaver is to furnish semi-synthetic time-varying traffic in telecommunication networks, facilitating the development and validation of traffic prediction models, as well as aiding in the deployment of network optimization algorithms tailored for time-varying traffic.

Enhancing Bandwidth Efficiency for Video Motion Transfer Applications using Deep Learning Based Keypoint Prediction 2024-03-17
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We propose a deep learning based novel prediction framework for enhanced bandwidth reduction in motion transfer enabled video applications such as video conferencing, virtual reality gaming and privacy preservation for patient health monitoring. To model complex motion, we use the First Order Motion Model (FOMM) that represents dynamic objects using learned keypoints along with their local affine transformations. Keypoints are extracted by a self-supervised keypoint detector and organized in a time series corresponding to the video frames. Prediction of keypoints, to enable transmission using lower frames per second on the source device, is performed using a Variational Recurrent Neural Network (VRNN). The predicted keypoints are then synthesized to video frames using an optical flow estimator and a generator network. This efficacy of leveraging keypoint based representations in conjunction with VRNN based prediction for both video animation and reconstruction is demonstrated on three diverse datasets. For real-time applications, our results show the effectiveness of our proposed architecture by enabling up to 2x additional bandwidth reduction over existing keypoint based video motion transfer frameworks without significantly compromising video quality.

Continuous Jumping of a Parallel Wire-Driven Monopedal Robot RAMIEL Using Reinforcement Learning 2024-03-17
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We have developed a parallel wire-driven monopedal robot, RAMIEL, which has both speed and power due to the parallel wire mechanism and a long acceleration distance. RAMIEL is capable of jumping high and continuously, and so has high performance in traveling. On the other hand, one of the drawbacks of a minimal parallel wire-driven robot without joint encoders is that the current joint velocities estimated from the wire lengths oscillate due to the elongation of the wires, making the values unreliable. Therefore, despite its high performance, the control of the robot is unstable, and in 10 out of 16 jumps, the robot could only jump up to two times continuously. In this study, we propose a method to realize a continuous jumping motion by reinforcement learning in simulation, and its application to the actual robot. Because the joint velocities oscillate with the elongation of the wires, they are not used directly, but instead are inferred from the time series of joint angles. At the same time, noise that imitates the vibration caused by the elongation of the wires is added for transfer to the actual robot. The results show that the system can be applied to the actual robot RAMIEL as well as to the stable continuous jumping motion in simulation.

Accep...

Accepted at Humanoids2022

Is Mamba Effective for Time Series Forecasting? 2024-03-17
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In the realm of time series forecasting (TSF), the Transformer has consistently demonstrated robust performance due to its ability to focus on the global context and effectively capture long-range dependencies within time, as well as discern correlations between multiple variables. However, due to the inefficiencies of the Transformer model and questions surrounding its ability to capture dependencies, ongoing efforts to refine the Transformer architecture persist. Recently, state space models (SSMs), e.g. Mamba, have gained traction due to their ability to capture complex dependencies in sequences, similar to the Transformer, while maintaining near-linear complexity. In text and image tasks, Mamba-based models can improve performance and cost savings, creating a win-win situation. This has piqued our interest in exploring SSM's potential in TSF tasks. In this paper, we introduce two straightforward SSM-based models for TSF, S-Mamba and D-Mamba, both employing the Mamba Block to extract variate correlations. Remarkably, S-Mamba and D-Mamba achieve superior performance while saving GPU memory and training time. Furthermore, we conduct extensive experiments to delve deeper into the potential of Mamba compared to the Transformer in the TSF, aiming to explore a new research direction for this field. Our code is available at https://github.com/wzhwzhwzh0921/S-D-Mamba.

From Pixels to Predictions: Spectrogram and Vision Transformer for Better Time Series Forecasting 2024-03-17
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Time series forecasting plays a crucial role in decision-making across various domains, but it presents significant challenges. Recent studies have explored image-driven approaches using computer vision models to address these challenges, often employing lineplots as the visual representation of time series data. In this paper, we propose a novel approach that uses time-frequency spectrograms as the visual representation of time series data. We introduce the use of a vision transformer for multimodal learning, showcasing the advantages of our approach across diverse datasets from different domains. To evaluate its effectiveness, we compare our method against statistical baselines (EMA and ARIMA), a state-of-the-art deep learning-based approach (DeepAR), other visual representations of time series data (lineplot images), and an ablation study on using only the time series as input. Our experiments demonstrate the benefits of utilizing spectrograms as a visual representation for time series data, along with the advantages of employing a vision transformer for simultaneous learning in both the time and frequency domains.

Publi...

Published at ACM ICAIF 2023

Advancing multivariate time series similarity assessment: an integrated computational approach 2024-03-16
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Data mining, particularly the analysis of multivariate time series data, plays a crucial role in extracting insights from complex systems and supporting informed decision-making across diverse domains. However, assessing the similarity of multivariate time series data presents several challenges, including dealing with large datasets, addressing temporal misalignments, and the need for efficient and comprehensive analytical frameworks. To address all these challenges, we propose a novel integrated computational approach known as Multivariate Time series Alignment and Similarity Assessment (MTASA). MTASA is built upon a hybrid methodology designed to optimize time series alignment, complemented by a multiprocessing engine that enhances the utilization of computational resources. This integrated approach comprises four key components, each addressing essential aspects of time series similarity assessment, thereby offering a comprehensive framework for analysis. MTASA is implemented as an open-source Python library with a user-friendly interface, making it accessible to researchers and practitioners. To evaluate the effectiveness of MTASA, we conducted an empirical study focused on assessing agroecosystem similarity using real-world environmental data. The results from this study highlight MTASA's superiority, achieving approximately 1.5 times greater accuracy and twice the speed compared to existing state-of-the-art integrated frameworks for multivariate time series similarity assessment. It is hoped that MTASA will significantly enhance the efficiency and accessibility of multivariate time series analysis, benefitting researchers and practitioners across various domains. Its capabilities in handling large datasets, addressing temporal misalignments, and delivering accurate results make MTASA a valuable tool for deriving insights and aiding decision-making processes in complex systems.

Analysis and Fully Memristor-based Reservoir Computing for Temporal Data Classification 2024-03-16
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Reservoir computing (RC) offers a neuromorphic framework that is particularly effective for processing spatiotemporal signals. Known for its temporal processing prowess, RC significantly lowers training costs compared to conventional recurrent neural networks. A key component in its hardware deployment is the ability to generate dynamic reservoir states. Our research introduces a novel dual-memory RC system, integrating a short-term memory via a WOx-based memristor, capable of achieving 16 distinct states encoded over 4 bits, and a long-term memory component using a TiOx-based memristor within the readout layer. We thoroughly examine both memristor types and leverage the RC system to process temporal data sets. The performance of the proposed RC system is validated through two benchmark tasks: isolated spoken digit recognition with incomplete inputs and Mackey-Glass time series prediction. The system delivered an impressive 98.84% accuracy in digit recognition and sustained a low normalized root mean square error (NRMSE) of 0.036 in the time series prediction task, underscoring its capability. This study illuminates the adeptness of memristor-based RC systems in managing intricate temporal challenges, laying the groundwork for further innovations in neuromorphic computing.

22 pa...

22 pages, 20 figures, Journal, Typo corrected and updated reference

REBAR: Retrieval-Based Reconstruction for Time-series Contrastive Learning 2024-03-16
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The success of self-supervised contrastive learning hinges on identifying positive data pairs, such that when they are pushed together in embedding space, the space encodes useful information for subsequent downstream tasks. Constructing positive pairs is non-trivial as the pairing must be similar enough to reflect a shared semantic meaning, but different enough to capture within-class variation. Classical approaches in vision use augmentations to exploit well-established invariances to construct positive pairs, but invariances in the time-series domain are much less obvious. In our work, we propose a novel method of using a learned measure for identifying positive pairs. Our Retrieval-Based Reconstruction (REBAR) measure measures the similarity between two sequences as the reconstruction error that results from reconstructing one sequence with retrieved information from the other. Then, if the two sequences have high REBAR similarity, we label them as a positive pair. Through validation experiments, we show that the REBAR error is a predictor of mutual class membership. Once integrated into a contrastive learning framework, our REBAR method learns an embedding that achieves state-of-the-art performance on downstream tasks across various modalities.

ICLR ...

ICLR 2024

Learning Inertial Parameter Identification of Unknown Object with Humanoid Robot using Real-to-Sim Adaptation 2024-03-16
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We present a fast learning-based inertial parameters estimation framework capable of understanding the dynamics of an unknown object to enable a humanoid (or manipulator) to more safely and accurately interact with its surrounding environments. Unlike most relevant literature, our framework doesn't require to use of a force/torque sensor, vision system, and a long-horizon trajectory. To achieve fast inertia parameter estimation, a time-series data-driven regression model is utilized rather than solving a constrained optimization problem. Due to the challenge of obtaining a large number of the ground truth of inertia parameters in the real world, we acquire a reliable dataset in a high-fidelity simulation that is developed using a real-to-sim adaptation. The adaptation method we introduced consists of two components: 1) \textit{Robot System Identification} and 2) \textit{Gaussian Processes}. We demonstrate our method with a 4-DOF single manipulator of a wheeled humanoid robot, SATYRR. Results show that our method can identify the inertial parameters of various unknown objects quickly while maintaining sufficient accuracy compared to other methods. Manipulation and locomotion experiments were also carried out to show the benefit of using the estimated inertia parameters from control perspective.

Zero-Inflated Stochastic Volatility Model for Disaggregated Inflation Data with Exact Zeros 2024-03-16
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The disaggregated time-series data for Consumer Price Index often exhibits frequent instances of exact zero price changes, stemming from measurement errors inherent in the data collection process. However, the currently prominent stochastic volatility model of trend inflation is designed for aggregate measures of price inflation, where exact zero price changes rarely occur. We propose a zero-inflated stochastic volatility model applicable to such nonstationary real-valued multivariate time-series data with exact zeros, by a Bayesian dynamic generalized linear model that jointly specifies the dynamic zero-generating process. We also provide an efficient custom Gibbs sampler that leverages the P'olya-Gamma augmentation. Applying the model to disaggregated Japanese Consumer Price Index data, we find that the zero-inflated model provides more sensible and informative estimates of time-varying trend and volatility. Through an out-of-sample forecasting exercise, we find that the zero-inflated model provides improved point forecasts when zero-inflation is prominent, and better coverage of interval forecasts of the non-zero data by the non-zero distributional component.

Inherently Interpretable Time Series Classification via Multiple Instance Learning 2024-03-16
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Conventional Time Series Classification (TSC) methods are often black boxes that obscure inherent interpretation of their decision-making processes. In this work, we leverage Multiple Instance Learning (MIL) to overcome this issue, and propose a new framework called MILLET: Multiple Instance Learning for Locally Explainable Time series classification. We apply MILLET to existing deep learning TSC models and show how they become inherently interpretable without compromising (and in some cases, even improving) predictive performance. We evaluate MILLET on 85 UCR TSC datasets and also present a novel synthetic dataset that is specially designed to facilitate interpretability evaluation. On these datasets, we show MILLET produces sparse explanations quickly that are of higher quality than other well-known interpretability methods. To the best of our knowledge, our work with MILLET, which is available on GitHub (https://github.com/JAEarly/MILTimeSeriesClassification), is the first to develop general MIL methods for TSC and apply them to an extensive variety of domains

Publi...

Published at ICLR 2024. 29 pages (9 main, 3 ref, 17 appendix)

Latest 15 Papers - April 10, 2024

Please check the Github page for a better reading experience and more papers.

Time Series

Title Date Comment
Self-Supervised Learning for Time Series Analysis: Taxonomy, Progress, and Prospects 2024-04-08
Accep...

Accepted by IEEE Transactions on Pattern Analysis and Machine Intelligence (TPAMI); 26 pages, 200+ references; the first work to comprehensively and systematically summarize self-supervised learning for time series analysis (SSL4TS). The GitHub repository is https://github.com/qingsongedu/Awesome-SSL4TS

WaveCatBoost for Probabilistic Forecasting of Regional Air Quality Data 2024-04-08
Continuous-time state-space methods for delta-O-18 and delta-C-13 2024-04-08
Autho...

Authors in alphabetical order

Common Trends and Long-Run Multipliers in Nonlinear Structural VARs 2024-04-08
ii + ...

ii + 41 pp., 1 figure

Back to the Future: GNN-based NO$_2$ Forecasting via Future Covariates 2024-04-08
5 pag...

5 pages, 4 figures, 1 table, accepted at IEEE-IGARSS 2024

TFB: Towards Comprehensive and Fair Benchmarking of Time Series Forecasting Methods 2024-04-08
Accep...

Accepted by PVLDB 2024

ATFNet: Adaptive Time-Frequency Ensembled Network for Long-term Time Series Forecasting 2024-04-08
TimeCSL: Unsupervised Contrastive Learning of General Shapelets for Explorable Time Series Analysis 2024-04-07
Neural Network Modeling for Forecasting Tourism Demand in Stopića Cave: A Serbian Cave Tourism Study 2024-04-07
CARLA: Self-supervised Contrastive Representation Learning for Time Series Anomaly Detection 2024-04-07
35 pa...

35 pages, 9 figures, 10 tables

TimeGPT in Load Forecasting: A Large Time Series Model Perspective 2024-04-07 10 pages
Signal-noise separation using unsupervised reservoir computing 2024-04-07
Rethinking Channel Dependence for Multivariate Time Series Forecasting: Learning from Leading Indicators 2024-04-07
Accep...

Accepted to ICLR 2024. Code is at https://github.com/SJTU-Quant/LIFT

Bipartite causal inference with interference, time series data, and a random network 2024-04-07
Change Point Detection in Dynamic Graphs with Generative Model 2024-04-06

Trajectory

Title Date Comment
Design and Simulation of Time-energy Optimal Anti-swing Trajectory Planner for Autonomous Tower Cranes 2024-04-08
18 pa...

18 pages, 12 figures, 9 tables

Trajectory-wise Iterative Reinforcement Learning Framework for Auto-bidding 2024-04-08
Accep...

Accepted by The Web Conference 2024 (WWW'24) as an oral paper

Collision-Free Trajectory Optimization in Cluttered Environments with Sums-of-Squares Programming 2024-04-08
Multi-agent Long-term 3D Human Pose Forecasting via Interaction-aware Trajectory Conditioning 2024-04-08 2024 CVPR Highlight
MVSA-Net: Multi-View State-Action Recognition for Robust and Deployable Trajectory Generation 2024-04-08
Prese...

Presented at Deployable AI Workshop at AAAI-2024 and 'Towards Reliable and Deployable Learning-Based Robotic Systems' Workshop at CoRL2023

Nanometer Scanning with Micrometer Sensing: Beating Quantization Constraints in Lissajous Trajectory Tracking 2024-04-07
Generating Synthetic Ground Truth Distributions for Multi-step Trajectory Prediction using Probabilistic Composite Bézier Curves 2024-04-05
Evaluating Pedestrian Trajectory Prediction Methods with Respect to Autonomous Driving 2024-04-05
Accep...

Accepted in IEEE Transactions on Intelligent Transportation Systems (T-ITS); 11 pages, 6 figures, 4 tables

Improving Autonomous Driving Safety with POP: A Framework for Accurate Partially Observed Trajectory Predictions 2024-04-05
Nonlinear Kalman Filtering based on Self-Attention Mechanism and Lattice Trajectory Piecewise Linear Approximation 2024-04-05 7 pages, 4 figures
Shallow Encounters' Impact on Asteroid Deflection Prediction and Implications on Trajectory Design 2024-04-04
Publi...

Published in the AIAA's Journal of Guidance, Control, and Dynamics. DOI: 10.2514/1.G007890

REACT: Revealing Evolutionary Action Consequence Trajectories for Interpretable Reinforcement Learning 2024-04-04 12 pages, 12 figures
Bi-level Trajectory Optimization on Uneven Terrains with Differentiable Wheel-Terrain Interaction Model 2024-04-04
8 pag...

8 pages, 7 figures, submitted to IEEE/RSJ International Conference on Intelligent Robots and Systems (IROS 2024)

Learning Generalizable Tool-use Skills through Trajectory Generation 2024-04-04
Creating a Trajectory for Code Writing: Algorithmic Reasoning Tasks 2024-04-03
Prepr...

Preprint. Accepted to the 19th International Conference on Evaluation of Novel Approaches to Software Engineering (ENASE 2024). Final version to be published by SCITEPRESS, http://www.scitepress.org

Graph Neural Networks

Title Date Comment
Graph Neural Networks Automated Design and Deployment on Device-Edge Co-Inference Systems 2024-04-08 Accepted by DAC'24
Technical Report: The Graph Spectral Token -- Enhancing Graph Transformers with Spectral Information 2024-04-08
Techn...

Technical Report. The code is available at https://github.com/zpengmei/SubFormer-Spec

Back to the Future: GNN-based NO$_2$ Forecasting via Future Covariates 2024-04-08
5 pag...

5 pages, 4 figures, 1 table, accepted at IEEE-IGARSS 2024

HOEG: A New Approach for Object-Centric Predictive Process Monitoring 2024-04-08
accep...

accepted to 36th International Conference on Advanced Information Systems Engineering (CAISE), 2024

GeoT: Tensor Centric Library for Graph Neural Network via Efficient Segment Reduction on GPU 2024-04-08
OCGEC: One-class Graph Embedding Classification for DNN Backdoor Detection 2024-04-07 v2
Temporal Generalization Estimation in Evolving Graphs 2024-04-07
Publi...

Published as a conference paper at ICLR 2024

Graph Neural Network Meets Multi-Agent Reinforcement Learning: Fundamentals, Applications, and Future Directions 2024-04-07
Graph Neural Networks for Binary Programming 2024-04-07
GDR-HGNN: A Heterogeneous Graph Neural Networks Accelerator Frontend with Graph Decoupling and Recoupling 2024-04-07
6 pag...

6 pages, 10 figures, accepted by DAC'61

Polynormer: Polynomial-Expressive Graph Transformer in Linear Time 2024-04-06
Publi...

Published as a conference paper at International Conference on Learning Representations (ICLR) 2024

Less is More: Hop-Wise Graph Attention for Scalable and Generalizable Learning on Circuits 2024-04-06
Publi...

Published as a conference paper at Design Automation Conference (DAC) 2024

Spectral Graph Pruning Against Over-Squashing and Over-Smoothing 2024-04-06
Dynamic Graph Information Bottleneck 2024-04-06
Accep...

Accepted by the research tracks of The Web Conference 2024 (WWW 2024)

Spectral GNN via Two-dimensional (2-D) Graph Convolution 2024-04-06 Preprint

Latest 15 Papers Friday, March 15th

Time Series

Title Date Abstract Comment
Cloud gap-filling with deep learning for improved grassland monitoring 2024-03-14
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Uninterrupted optical image time series are crucial for the timely monitoring of agricultural land changes. However, the continuity of such time series is often disrupted by clouds. In response to this challenge, we propose a deep learning method that integrates cloud-free optical (Sentinel-2) observations and weather-independent (Sentinel-1) Synthetic Aperture Radar (SAR) data, using a combined Convolutional Neural Network (CNN)-Recurrent Neural Network (RNN) architecture to generate continuous Normalized Difference Vegetation Index (NDVI) time series. We emphasize the significance of observation continuity by assessing the impact of the generated time series on the detection of grassland mowing events. We focus on Lithuania, a country characterized by extensive cloud coverage, and compare our approach with alternative interpolation techniques (i.e., linear, Akima, quadratic). Our method surpasses these techniques, with an average MAE of 0.024 and R^2 of 0.92. It not only improves the accuracy of event detection tasks by employing a continuous time series, but also effectively filters out sudden shifts and noise originating from cloudy observations that cloud masks often fail to detect.

MCformer: Multivariate Time Series Forecasting with Mixed-Channels Transformer 2024-03-14
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The massive generation of time-series data by largescale Internet of Things (IoT) devices necessitates the exploration of more effective models for multivariate time-series forecasting. In previous models, there was a predominant use of the Channel Dependence (CD) strategy (where each channel represents a univariate sequence). Current state-of-the-art (SOTA) models primarily rely on the Channel Independence (CI) strategy. The CI strategy treats all channels as a single channel, expanding the dataset to improve generalization performance and avoiding inter-channel correlation that disrupts long-term features. However, the CI strategy faces the challenge of interchannel correlation forgetting. To address this issue, we propose an innovative Mixed Channels strategy, combining the data expansion advantages of the CI strategy with the ability to counteract inter-channel correlation forgetting. Based on this strategy, we introduce MCformer, a multivariate time-series forecasting model with mixed channel features. The model blends a specific number of channels, leveraging an attention mechanism to effectively capture inter-channel correlation information when modeling long-term features. Experimental results demonstrate that the Mixed Channels strategy outperforms pure CI strategy in multivariate time-series forecasting tasks.

DiTMoS: Delving into Diverse Tiny-Model Selection on Microcontrollers 2024-03-14
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Enabling efficient and accurate deep neural network (DNN) inference on microcontrollers is non-trivial due to the constrained on-chip resources. Current methodologies primarily focus on compressing larger models yet at the expense of model accuracy. In this paper, we rethink the problem from the inverse perspective by constructing small/weak models directly and improving their accuracy. Thus, we introduce DiTMoS, a novel DNN training and inference framework with a selector-classifiers architecture, where the selector routes each input sample to the appropriate classifier for classification. DiTMoS is grounded on a key insight: a composition of weak models can exhibit high diversity and the union of them can significantly boost the accuracy upper bound. To approach the upper bound, DiTMoS introduces three strategies including diverse training data splitting to increase the classifiers' diversity, adversarial selector-classifiers training to ensure synergistic interactions thereby maximizing their complementarity, and heterogeneous feature aggregation to improve the capacity of classifiers. We further propose a network slicing technique to alleviate the extra memory overhead incurred by feature aggregation. We deploy DiTMoS on the Neucleo STM32F767ZI board and evaluate it based on three time-series datasets for human activity recognition, keywords spotting, and emotion recognition, respectively. The experiment results manifest that: (a) DiTMoS achieves up to 13.4% accuracy improvement compared to the best baseline; (b) network slicing almost completely eliminates the memory overhead incurred by feature aggregation with a marginal increase of latency.

Covariance Fitting Interferometric Phase Linking: Modular Framework and Optimization Algorithms 2024-03-13
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Interferometric phase linking (IPL) has become a prominent technique for processing images of areas containing distributed scaterrers in SAR interferometry. Traditionally, IPL consists in estimating consistent phase differences between all pairs of SAR images in a time series from the sample covariance matrix of pixel patches on a sliding window. This paper reformulates this task as a covariance fitting problem: in this setup, IPL appears as a form of projection of an input covariance matrix so that it satisfies the phase closure property. Given this modular formulation, we propose an overview of covariance matrix estimates, regularization options, and matrix distances, that can be of interest when processing multi-temporal SAR data. In particular, we will observe that most of the existing IPL algorithms appear as special instances of this framework. We then present tools to efficiently solve related optimization problems on the torus of phase-only complex vectors: majorization-minimization and Riemannian optimization. We conclude by illustrating the merits of different options on a real-world case study.

Leveraging Non-Decimated Wavelet Packet Features and Transformer Models for Time Series Forecasting 2024-03-13
Show

This article combines wavelet analysis techniques with machine learning methods for univariate time series forecasting, focusing on three main contributions. Firstly, we consider the use of Daubechies wavelets with different numbers of vanishing moments as input features to both non-temporal and temporal forecasting methods, by selecting these numbers during the cross-validation phase. Secondly, we compare the use of both the non-decimated wavelet transform and the non-decimated wavelet packet transform for computing these features, the latter providing a much larger set of potentially useful coefficient vectors. The wavelet coefficients are computed using a shifted version of the typical pyramidal algorithm to ensure no leakage of future information into these inputs. Thirdly, we evaluate the use of these wavelet features on a significantly wider set of forecasting methods than previous studies, including both temporal and non-temporal models, and both statistical and deep learning-based methods. The latter include state-of-the-art transformer-based neural network architectures. Our experiments suggest significant benefit in replacing higher-order lagged features with wavelet features across all examined non-temporal methods for one-step-forward forecasting, and modest benefit when used as inputs for temporal deep learning-based models for long-horizon forecasting.

Data-Efficient Sleep Staging with Synthetic Time Series Pretraining 2024-03-13
Show

Analyzing electroencephalographic (EEG) time series can be challenging, especially with deep neural networks, due to the large variability among human subjects and often small datasets. To address these challenges, various strategies, such as self-supervised learning, have been suggested, but they typically rely on extensive empirical datasets. Inspired by recent advances in computer vision, we propose a pretraining task termed "frequency pretraining" to pretrain a neural network for sleep staging by predicting the frequency content of randomly generated synthetic time series. Our experiments demonstrate that our method surpasses fully supervised learning in scenarios with limited data and few subjects, and matches its performance in regimes with many subjects. Furthermore, our results underline the relevance of frequency information for sleep stage scoring, while also demonstrating that deep neural networks utilize information beyond frequencies to enhance sleep staging performance, which is consistent with previous research. We anticipate that our approach will be advantageous across a broad spectrum of applications where EEG data is limited or derived from a small number of subjects, including the domain of brain-computer interfaces.

Caformer: Rethinking Time Series Analysis from Causal Perspective 2024-03-13
Show

Time series analysis is a vital task with broad applications in various domains. However, effectively capturing cross-dimension and cross-time dependencies in non-stationary time series poses significant challenges, particularly in the context of environmental factors. The spurious correlation induced by the environment confounds the causal relationships between cross-dimension and cross-time dependencies. In this paper, we introduce a novel framework called Caformer (\underline{\textbf{Ca}}usal Trans\underline{\textbf{former}}) for time series analysis from a causal perspective. Specifically, our framework comprises three components: Dynamic Learner, Environment Learner, and Dependency Learner. The Dynamic Learner unveils dynamic interactions among dimensions, the Environment Learner mitigates spurious correlations caused by environment with a back-door adjustment, and the Dependency Learner aims to infer robust interactions across both time and dimensions. Our Caformer demonstrates consistent state-of-the-art performance across five mainstream time series analysis tasks, including long- and short-term forecasting, imputation, classification, and anomaly detection, with proper interpretability.

A Prediction Model for Rumor Forwarding Behavior Based on Uncertain Time Series 2024-03-13
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The rapid spread of rumors in social media is mainly caused by individual retweets. This paper applies uncertainty time series analysis (UTSA) to analyze a rumor retweeting behavior on Weibo. First, the rumor forwarding is modeled using uncertain time series, including order selection, parameter estimation, residual analysis, uncertainty hypothesis testing and forecast, and the validity of using uncertain time series analysis is further supported by analyzing the characteristics of the residual plot. The experimental results show that the uncertain time series can better predict the next stage of rumor forwarding. The results of the study have important practical significance for rumor management and the management of social media information dissemination.

FSDR: A Novel Deep Learning-based Feature Selection Algorithm for Pseudo Time-Series Data using Discrete Relaxation 2024-03-13
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Conventional feature selection algorithms applied to Pseudo Time-Series (PTS) data, which consists of observations arranged in sequential order without adhering to a conventional temporal dimension, often exhibit impractical computational complexities with high dimensional data. To address this challenge, we introduce a Deep Learning (DL)-based feature selection algorithm: Feature Selection through Discrete Relaxation (FSDR), tailored for PTS data. Unlike the existing feature selection algorithms, FSDR learns the important features as model parameters using discrete relaxation, which refers to the process of approximating a discrete optimisation problem with a continuous one. FSDR is capable of accommodating a high number of feature dimensions, a capability beyond the reach of existing DL-based or traditional methods. Through testing on a hyperspectral dataset (i.e., a type of PTS data), our experimental results demonstrate that FSDR outperforms three commonly used feature selection algorithms, taking into account a balance among execution time, $R^2$, and $RMSE$.

Mean-Field Microcanonical Gradient Descent 2024-03-13
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Microcanonical gradient descent is a sampling procedure for energy-based models allowing for efficient sampling of distributions in high dimension. It works by transporting samples from a high-entropy distribution, such as Gaussian white noise, to a low-energy region using gradient descent. We put this model in the framework of normalizing flows, showing how it can often overfit by losing an unnecessary amount of entropy in the descent. As a remedy, we propose a mean-field microcanonical gradient descent that samples several weakly coupled data points simultaneously, allowing for better control of the entropy loss while paying little in terms of likelihood fit. We study these models in the context of financial time series, illustrating the improvements on both synthetic and real data.

Unsupervised Learning of Hybrid Latent Dynamics: A Learn-to-Identify Framework 2024-03-13
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Modern applications increasingly require unsupervised learning of latent dynamics from high-dimensional time-series. This presents a significant challenge of identifiability: many abstract latent representations may reconstruct observations, yet do they guarantee an adequate identification of the governing dynamics? This paper investigates this challenge from two angles: the use of physics inductive bias specific to the data being modeled, and a learn-to-identify strategy that separates forecasting objectives from the data used for the identification. We combine these two strategies in a novel framework for unsupervised meta-learning of hybrid latent dynamics (Meta-HyLaD) with: 1) a latent dynamic function that hybridize known mathematical expressions of prior physics with neural functions describing its unknown errors, and 2) a meta-learning formulation to learn to separately identify both components of the hybrid dynamics. Through extensive experiments on five physics and one biomedical systems, we provide strong evidence for the benefits of Meta-HyLaD to integrate rich prior knowledge while identifying their gap to observed data.

Supervised Time Series Classification for Anomaly Detection in Subsea Engineering 2024-03-12
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Time series classification is of significant importance in monitoring structural systems. In this work, we investigate the use of supervised machine learning classification algorithms on simulated data based on a physical system with two states: Intact and Broken. We provide a comprehensive discussion of the preprocessing of temporal data, using measures of statistical dispersion and dimension reduction techniques. We present an intuitive baseline method and discuss its efficiency. We conclude with a comparison of the various methods based on different performance metrics, showing the advantage of using machine learning techniques as a tool in decision making.

Chronos: Learning the Language of Time Series 2024-03-12
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We introduce Chronos, a simple yet effective framework for pretrained probabilistic time series models. Chronos tokenizes time series values using scaling and quantization into a fixed vocabulary and trains existing transformer-based language model architectures on these tokenized time series via the cross-entropy loss. We pretrained Chronos models based on the T5 family (ranging from 20M to 710M parameters) on a large collection of publicly available datasets, complemented by a synthetic dataset that we generated via Gaussian processes to improve generalization. In a comprehensive benchmark consisting of 42 datasets, and comprising both classical local models and deep learning methods, we show that Chronos models: (a) significantly outperform other methods on datasets that were part of the training corpus; and (b) have comparable and occasionally superior zero-shot performance on new datasets, relative to methods that were trained specifically on them. Our results demonstrate that Chronos models can leverage time series data from diverse domains to improve zero-shot accuracy on unseen forecasting tasks, positioning pretrained models as a viable tool to greatly simplify forecasting pipelines.

Infer...

Inference code and model checkpoints available at https://github.com/amazon-science/chronos-forecasting

Scalable Spatiotemporal Prediction with Bayesian Neural Fields 2024-03-12
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Spatiotemporal datasets, which consist of spatially-referenced time series, are ubiquitous in many scientific and business-intelligence applications, such as air pollution monitoring, disease tracking, and cloud-demand forecasting. As modern datasets continue to increase in size and complexity, there is a growing need for new statistical methods that are flexible enough to capture complex spatiotemporal dynamics and scalable enough to handle large prediction problems. This work presents the Bayesian Neural Field (BayesNF), a domain-general statistical model for inferring rich probability distributions over a spatiotemporal domain, which can be used for data-analysis tasks including forecasting, interpolation, and variography. BayesNF integrates a novel deep neural network architecture for high-capacity function estimation with hierarchical Bayesian inference for robust uncertainty quantification. By defining the prior through a sequence of smooth differentiable transforms, posterior inference is conducted on large-scale data using variationally learned surrogates trained via stochastic gradient descent. We evaluate BayesNF against prominent statistical and machine-learning baselines, showing considerable improvements on diverse prediction problems from climate and public health datasets that contain tens to hundreds of thousands of measurements. The paper is accompanied with an open-source software package (https://github.com/google/bayesnf) that is easy-to-use and compatible with modern GPU and TPU accelerators on the JAX machine learning platform.

22 pa...

22 pages, 6 figures, 3 tables

Exploring Challenges in Deep Learning of Single-Station Ground Motion Records 2024-03-12
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Contemporary deep learning models have demonstrated promising results across various applications within seismology and earthquake engineering. These models rely primarily on utilizing ground motion records for tasks such as earthquake event classification, localization, earthquake early warning systems, and structural health monitoring. However, the extent to which these models effectively learn from these complex time-series signals has not been thoroughly analyzed. In this study, our objective is to evaluate the degree to which auxiliary information, such as seismic phase arrival times or seismic station distribution within a network, dominates the process of deep learning from ground motion records, potentially hindering its effectiveness. We perform a hyperparameter search on two deep learning models to assess their effectiveness in deep learning from ground motion records while also examining the impact of auxiliary information on model performance. Experimental results reveal a strong reliance on the highly correlated P and S phase arrival information. Our observations highlight a potential gap in the field, indicating an absence of robust methodologies for deep learning of single-station ground motion recordings independent of any auxiliary information.

9 Pag...

9 Pages, 12 Figures, 5 Tables

Latest 15 Papers - April 17, 2024

Please check the Github page for a better reading experience and more papers.

Time Series

Title Date Comment
State Space Model for New-Generation Network Alternative to Transformers: A Survey 2024-04-15
The F...

The First review of State Space Model (SSM)/Mamba and their applications in artificial intelligence, 33 pages

Tracking the distance to criticality in systems with unknown noise 2024-04-15
The m...

The main paper comprises 25 pages, with 6 figures (.pdf). The supplemental material comprises a single 5-page document with 2 figures (.pdf), as well as 3 spreadsheet files (.xls)

Analyzing Taiwanese traffic patterns on consecutive holidays through forecast reconciliation and prediction-based anomaly detection techniques 2024-04-15
Neural McKean-Vlasov Processes: Distributional Dependence in Diffusion Processes 2024-04-15
Appea...

Appears in AISTATS 2024

Discrete forecast reconciliation 2024-04-15
High Significant Fault Detection in Azure Core Workload Insights 2024-04-14
Foundational GPT Model for MEG 2024-04-14
Code ...

Code available on GitHub (https://github.com/ricsinaruto/MEG-transfer-decoding). Part of PhD thesis (https://ricsinaruto.github.io/docs/thesis_final_appendix.pdf)

Test Code Generation for Telecom Software Systems using Two-Stage Generative Model 2024-04-14
6 pag...

6 pages, 5 figures, Accepted at 1st Workshop on The Impact of Large Language Models on 6G Networks - IEEE International Conference on Communications (ICC) 2024

Fault Detection in Mobile Networks Using Diffusion Models 2024-04-14
6 pag...

6 pages, 4 figures, Accepted at Sixth International Workshop on Data Driven Intelligence for Networks and Systems (DDINS) - IEEE International Conference on Communications (ICC) 2024

Evaluating Large Language Models as Virtual Annotators for Time-series Physical Sensing Data 2024-04-14
RF-Diffusion: Radio Signal Generation via Time-Frequency Diffusion 2024-04-14
Accep...

Accepted by MobiCom 2024

When and How: Learning Identifiable Latent States for Nonstationary Time Series Forecasting 2024-04-13
Developing An Attention-Based Ensemble Learning Framework for Financial Portfolio Optimisation 2024-04-13
Large Transformers are Better EEG Learners 2024-04-13
Rethinking Channel Dependence for Multivariate Time Series Forecasting: Learning from Leading Indicators 2024-04-13
Accep...

Accepted to ICLR 2024. Code is at https://github.com/SJTU-Quant/LIFT

Trajectory

Title Date Comment
A Generic Trajectory Planning Method for Constrained All-Wheel-Steering Robots 2024-04-15
iros ...

iros 2024 under review

Sampling for Model Predictive Trajectory Planning in Autonomous Driving using Normalizing Flows 2024-04-15
Accep...

Accepted to be published as part of the 2024 IEEE Intelligent Vehicles Symposium (IV), Jeju Shinhwa World, Jeju Island, Korea, June 2-5, 2024

Learning Planning-based Reasoning by Trajectories Collection and Process Reward Synthesizing 2024-04-15 17 pages, 9 figures
Transfer Learning Study of Motion Transformer-based Trajectory Predictions 2024-04-12
Accep...

Accepted to be published as part of the 2024 IEEE Intelligent Vehicles Symposium (IV), Jeju Shinhwa World, Jeju Island, Korea, June 2-5, 2024

WildGraph: Realistic Graph-based Trajectory Generation for Wildlife 2024-04-11
On the Performance of Jerk-Constrained Time-Optimal Trajectory Planning for Industrial Manipulators 2024-04-11
Bi-level Trajectory Optimization on Uneven Terrains with Differentiable Wheel-Terrain Interaction Model 2024-04-11
8 pag...

8 pages, 7 figures, submitted to IEEE/RSJ International Conference on Intelligent Robots and Systems (IROS 2024)

Model Predictive Trajectory Planning for Human-Robot Handovers 2024-04-11
8 pag...

8 pages, 6 figures, Proceedings available under https://www.vdi-mechatroniktagung.rwth-aachen.de/global/show_document.asp?id=aaaaaaaacjcayqj&download=1

VeTraSS: Vehicle Trajectory Similarity Search Through Graph Modeling and Representation Learning 2024-04-11
HPNet: Dynamic Trajectory Forecasting with Historical Prediction Attention 2024-04-11 CVPR2024
TC4D: Trajectory-Conditioned Text-to-4D Generation 2024-04-11
Proje...

Project Page: https://sherwinbahmani.github.io/tc4d

Diffusion-based inpainting of incomplete Euclidean distance matrices of trajectories generated by a fractional Brownian motion 2024-04-10
Trajectory-Oriented Policy Optimization with Sparse Rewards 2024-04-10 6 pages, 7 figures
TrajPRed: Trajectory Prediction with Region-based Relation Learning 2024-04-10
GRANP: A Graph Recurrent Attentive Neural Process Model for Vehicle Trajectory Prediction 2024-04-09

Graph Neural Networks

Title Date Comment
Enhancing Code Vulnerability Detection via Vulnerability-Preserving Data Augmentation 2024-04-15
GNNavigator: Towards Adaptive Training of Graph Neural Networks via Automatic Guideline Exploration 2024-04-15 Accepted by DAC'24
On the Stability of Expressive Positional Encodings for Graphs 2024-04-15 ICLR 2023
Data Imputation with Iterative Graph Reconstruction 2024-04-15
Publi...

Published in AAAI2023

AFDGCF: Adaptive Feature De-correlation Graph Collaborative Filtering for Recommendations 2024-04-15
Accep...

Accepted by SIGIR2024

Sampling-based Distributed Training with Message Passing Neural Network 2024-04-15
Hierarchical Attention Models for Multi-Relational Graphs 2024-04-14
Approximate Message Passing-Enhanced Graph Neural Network for OTFS Data Detection 2024-04-14
8 pag...

8 pages, 7 figures, and 3 tables. Part of this article was submitted to IEEE for possible publication

Node Classification in Random Trees 2024-04-14
DEGNN: Dual Experts Graph Neural Network Handling Both Edge and Node Feature Noise 2024-04-14
PAKDD...

PAKDD 2024, the code is available at https://github.com/TaiHasegawa/DEGNN

GraphRARE: Reinforcement Learning Enhanced Graph Neural Network with Relative Entropy 2024-04-13 14 pages, 7 figures
Graph Neural Networks with Diverse Spectral Filtering 2024-04-13
Accep...

Accepted by Proceedings of the ACM Web Conference 2023 (WWW '23)

ES-GNN: Generalizing Graph Neural Networks Beyond Homophily with Edge Splitting 2024-04-13 Under review
Learning Which Side to Scan: Multi-View Informed Active Perception with Side Scan Sonar for Autonomous Underwater Vehicles 2024-04-13
Segment Anything Model for Road Network Graph Extraction 2024-04-13
Accep...

Accepted by IEEE/CVF Computer Vision and Pattern Recognition Conference (CVPR) 2024, 2nd Workshop on Scene Graphs and Graph Representation Learning

Latest 15 Papers - March 15, 2024

Please check the Github page for a better reading experience and compatibility.

Time Series

Title Date Abstract Comment
Cloud gap-filling with deep learning for improved grassland monitoring 2024-03-14
Show

Uninterrupted optical image time series are crucial for the timely monitoring of agricultural land changes. However, the continuity of such time series is often disrupted by clouds. In response to this challenge, we propose a deep learning method that integrates cloud-free optical (Sentinel-2) observations and weather-independent (Sentinel-1) Synthetic Aperture Radar (SAR) data, using a combined Convolutional Neural Network (CNN)-Recurrent Neural Network (RNN) architecture to generate continuous Normalized Difference Vegetation Index (NDVI) time series. We emphasize the significance of observation continuity by assessing the impact of the generated time series on the detection of grassland mowing events. We focus on Lithuania, a country characterized by extensive cloud coverage, and compare our approach with alternative interpolation techniques (i.e., linear, Akima, quadratic). Our method surpasses these techniques, with an average MAE of 0.024 and R^2 of 0.92. It not only improves the accuracy of event detection tasks by employing a continuous time series, but also effectively filters out sudden shifts and noise originating from cloudy observations that cloud masks often fail to detect.

iTransformer: Inverted Transformers Are Effective for Time Series Forecasting 2024-03-14
Show

The recent boom of linear forecasting models questions the ongoing passion for architectural modifications of Transformer-based forecasters. These forecasters leverage Transformers to model the global dependencies over temporal tokens of time series, with each token formed by multiple variates of the same timestamp. However, Transformers are challenged in forecasting series with larger lookback windows due to performance degradation and computation explosion. Besides, the embedding for each temporal token fuses multiple variates that represent potential delayed events and distinct physical measurements, which may fail in learning variate-centric representations and result in meaningless attention maps. In this work, we reflect on the competent duties of Transformer components and repurpose the Transformer architecture without any modification to the basic components. We propose iTransformer that simply applies the attention and feed-forward network on the inverted dimensions. Specifically, the time points of individual series are embedded into variate tokens which are utilized by the attention mechanism to capture multivariate correlations; meanwhile, the feed-forward network is applied for each variate token to learn nonlinear representations. The iTransformer model achieves state-of-the-art on challenging real-world datasets, which further empowers the Transformer family with promoted performance, generalization ability across different variates, and better utilization of arbitrary lookback windows, making it a nice alternative as the fundamental backbone of time series forecasting. Code is available at this repository: https://github.com/thuml/iTransformer.

MCformer: Multivariate Time Series Forecasting with Mixed-Channels Transformer 2024-03-14
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The massive generation of time-series data by largescale Internet of Things (IoT) devices necessitates the exploration of more effective models for multivariate time-series forecasting. In previous models, there was a predominant use of the Channel Dependence (CD) strategy (where each channel represents a univariate sequence). Current state-of-the-art (SOTA) models primarily rely on the Channel Independence (CI) strategy. The CI strategy treats all channels as a single channel, expanding the dataset to improve generalization performance and avoiding inter-channel correlation that disrupts long-term features. However, the CI strategy faces the challenge of interchannel correlation forgetting. To address this issue, we propose an innovative Mixed Channels strategy, combining the data expansion advantages of the CI strategy with the ability to counteract inter-channel correlation forgetting. Based on this strategy, we introduce MCformer, a multivariate time-series forecasting model with mixed channel features. The model blends a specific number of channels, leveraging an attention mechanism to effectively capture inter-channel correlation information when modeling long-term features. Experimental results demonstrate that the Mixed Channels strategy outperforms pure CI strategy in multivariate time-series forecasting tasks.

Diffusion-TS: Interpretable Diffusion for General Time Series Generation 2024-03-14
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Denoising diffusion probabilistic models (DDPMs) are becoming the leading paradigm for generative models. It has recently shown breakthroughs in audio synthesis, time series imputation and forecasting. In this paper, we propose Diffusion-TS, a novel diffusion-based framework that generates multivariate time series samples of high quality by using an encoder-decoder transformer with disentangled temporal representations, in which the decomposition technique guides Diffusion-TS to capture the semantic meaning of time series while transformers mine detailed sequential information from the noisy model input. Different from existing diffusion-based approaches, we train the model to directly reconstruct the sample instead of the noise in each diffusion step, combining a Fourier-based loss term. Diffusion-TS is expected to generate time series satisfying both interpretablity and realness. In addition, it is shown that the proposed Diffusion-TS can be easily extended to conditional generation tasks, such as forecasting and imputation, without any model changes. This also motivates us to further explore the performance of Diffusion-TS under irregular settings. Finally, through qualitative and quantitative experiments, results show that Diffusion-TS achieves the state-of-the-art results on various realistic analyses of time series.

Diffusion Policy: Visuomotor Policy Learning via Action Diffusion 2024-03-14
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This paper introduces Diffusion Policy, a new way of generating robot behavior by representing a robot's visuomotor policy as a conditional denoising diffusion process. We benchmark Diffusion Policy across 12 different tasks from 4 different robot manipulation benchmarks and find that it consistently outperforms existing state-of-the-art robot learning methods with an average improvement of 46.9%. Diffusion Policy learns the gradient of the action-distribution score function and iteratively optimizes with respect to this gradient field during inference via a series of stochastic Langevin dynamics steps. We find that the diffusion formulation yields powerful advantages when used for robot policies, including gracefully handling multimodal action distributions, being suitable for high-dimensional action spaces, and exhibiting impressive training stability. To fully unlock the potential of diffusion models for visuomotor policy learning on physical robots, this paper presents a set of key technical contributions including the incorporation of receding horizon control, visual conditioning, and the time-series diffusion transformer. We hope this work will help motivate a new generation of policy learning techniques that are able to leverage the powerful generative modeling capabilities of diffusion models. Code, data, and training details is publicly available diffusion-policy.cs.columbia.edu

An ex...

An extended journal version of the original RSS2023 paper

DiTMoS: Delving into Diverse Tiny-Model Selection on Microcontrollers 2024-03-14
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Enabling efficient and accurate deep neural network (DNN) inference on microcontrollers is non-trivial due to the constrained on-chip resources. Current methodologies primarily focus on compressing larger models yet at the expense of model accuracy. In this paper, we rethink the problem from the inverse perspective by constructing small/weak models directly and improving their accuracy. Thus, we introduce DiTMoS, a novel DNN training and inference framework with a selector-classifiers architecture, where the selector routes each input sample to the appropriate classifier for classification. DiTMoS is grounded on a key insight: a composition of weak models can exhibit high diversity and the union of them can significantly boost the accuracy upper bound. To approach the upper bound, DiTMoS introduces three strategies including diverse training data splitting to increase the classifiers' diversity, adversarial selector-classifiers training to ensure synergistic interactions thereby maximizing their complementarity, and heterogeneous feature aggregation to improve the capacity of classifiers. We further propose a network slicing technique to alleviate the extra memory overhead incurred by feature aggregation. We deploy DiTMoS on the Neucleo STM32F767ZI board and evaluate it based on three time-series datasets for human activity recognition, keywords spotting, and emotion recognition, respectively. The experiment results manifest that: (a) DiTMoS achieves up to 13.4% accuracy improvement compared to the best baseline; (b) network slicing almost completely eliminates the memory overhead incurred by feature aggregation with a marginal increase of latency.

Classification of Volatile Organic Compounds by Differential Mobility Spectrometry Based on Continuity of Alpha Curves 2024-03-13
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Background: Classification of volatile organic compounds (VOCs) is of interest in many fields. Examples include but are not limited to medicine, detection of explosives, and food quality control. Measurements collected with electronic noses can be used for classification and analysis of VOCs. One type of electronic noses that has seen considerable development in recent years is Differential Mobility Spectrometry (DMS). DMS yields measurements that are visualized as dispersion plots that contain traces, also known as alpha curves. Current methods used for analyzing DMS dispersion plots do not usually utilize the information stored in the continuity of these traces, which suggests that alternative approaches should be investigated. Results: In this work, for the first time, dispersion plots were interpreted as a series of measurements evolving sequentially. Thus, it was hypothesized that time-series classification algorithms can be effective for classification and analysis of dispersion plots. An extensive dataset of 900 dispersion plots for five chemicals measured at five flow rates and two concentrations was collected. The data was used to analyze the classification performance of six algorithms. According to our hypothesis, the highest classification accuracy of 88% was achieved by a Long-Short Term Memory neural network, which supports our hypothesis. Significance: A new concept for approaching classification tasks of dispersion plots is presented and compared with other well-known classification algorithms. This creates a new angle of view for analysis and classification of the dispersion plots. In addition, a new dataset of dispersion plots is openly shared to public.

Covariance Fitting Interferometric Phase Linking: Modular Framework and Optimization Algorithms 2024-03-13
Show

Interferometric phase linking (IPL) has become a prominent technique for processing images of areas containing distributed scaterrers in SAR interferometry. Traditionally, IPL consists in estimating consistent phase differences between all pairs of SAR images in a time series from the sample covariance matrix of pixel patches on a sliding window. This paper reformulates this task as a covariance fitting problem: in this setup, IPL appears as a form of projection of an input covariance matrix so that it satisfies the phase closure property. Given this modular formulation, we propose an overview of covariance matrix estimates, regularization options, and matrix distances, that can be of interest when processing multi-temporal SAR data. In particular, we will observe that most of the existing IPL algorithms appear as special instances of this framework. We then present tools to efficiently solve related optimization problems on the torus of phase-only complex vectors: majorization-minimization and Riemannian optimization. We conclude by illustrating the merits of different options on a real-world case study.

Leveraging Non-Decimated Wavelet Packet Features and Transformer Models for Time Series Forecasting 2024-03-13
Show

This article combines wavelet analysis techniques with machine learning methods for univariate time series forecasting, focusing on three main contributions. Firstly, we consider the use of Daubechies wavelets with different numbers of vanishing moments as input features to both non-temporal and temporal forecasting methods, by selecting these numbers during the cross-validation phase. Secondly, we compare the use of both the non-decimated wavelet transform and the non-decimated wavelet packet transform for computing these features, the latter providing a much larger set of potentially useful coefficient vectors. The wavelet coefficients are computed using a shifted version of the typical pyramidal algorithm to ensure no leakage of future information into these inputs. Thirdly, we evaluate the use of these wavelet features on a significantly wider set of forecasting methods than previous studies, including both temporal and non-temporal models, and both statistical and deep learning-based methods. The latter include state-of-the-art transformer-based neural network architectures. Our experiments suggest significant benefit in replacing higher-order lagged features with wavelet features across all examined non-temporal methods for one-step-forward forecasting, and modest benefit when used as inputs for temporal deep learning-based models for long-horizon forecasting.

Data-Efficient Sleep Staging with Synthetic Time Series Pretraining 2024-03-13
Show

Analyzing electroencephalographic (EEG) time series can be challenging, especially with deep neural networks, due to the large variability among human subjects and often small datasets. To address these challenges, various strategies, such as self-supervised learning, have been suggested, but they typically rely on extensive empirical datasets. Inspired by recent advances in computer vision, we propose a pretraining task termed "frequency pretraining" to pretrain a neural network for sleep staging by predicting the frequency content of randomly generated synthetic time series. Our experiments demonstrate that our method surpasses fully supervised learning in scenarios with limited data and few subjects, and matches its performance in regimes with many subjects. Furthermore, our results underline the relevance of frequency information for sleep stage scoring, while also demonstrating that deep neural networks utilize information beyond frequencies to enhance sleep staging performance, which is consistent with previous research. We anticipate that our approach will be advantageous across a broad spectrum of applications where EEG data is limited or derived from a small number of subjects, including the domain of brain-computer interfaces.

Caformer: Rethinking Time Series Analysis from Causal Perspective 2024-03-13
Show

Time series analysis is a vital task with broad applications in various domains. However, effectively capturing cross-dimension and cross-time dependencies in non-stationary time series poses significant challenges, particularly in the context of environmental factors. The spurious correlation induced by the environment confounds the causal relationships between cross-dimension and cross-time dependencies. In this paper, we introduce a novel framework called Caformer (\underline{\textbf{Ca}}usal Trans\underline{\textbf{former}}) for time series analysis from a causal perspective. Specifically, our framework comprises three components: Dynamic Learner, Environment Learner, and Dependency Learner. The Dynamic Learner unveils dynamic interactions among dimensions, the Environment Learner mitigates spurious correlations caused by environment with a back-door adjustment, and the Dependency Learner aims to infer robust interactions across both time and dimensions. Our Caformer demonstrates consistent state-of-the-art performance across five mainstream time series analysis tasks, including long- and short-term forecasting, imputation, classification, and anomaly detection, with proper interpretability.

Koopman Ensembles for Probabilistic Time Series Forecasting 2024-03-13
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In the context of an increasing popularity of data-driven models to represent dynamical systems, many machine learning-based implementations of the Koopman operator have recently been proposed. However, the vast majority of those works are limited to deterministic predictions, while the knowledge of uncertainty is critical in fields like meteorology and climatology. In this work, we investigate the training of ensembles of models to produce stochastic outputs. We show through experiments on real remote sensing image time series that ensembles of independently trained models are highly overconfident and that using a training criterion that explicitly encourages the members to produce predictions with high inter-model variances greatly improves the uncertainty quantification of the ensembles.

A Prediction Model for Rumor Forwarding Behavior Based on Uncertain Time Series 2024-03-13
Show

The rapid spread of rumors in social media is mainly caused by individual retweets. This paper applies uncertainty time series analysis (UTSA) to analyze a rumor retweeting behavior on Weibo. First, the rumor forwarding is modeled using uncertain time series, including order selection, parameter estimation, residual analysis, uncertainty hypothesis testing and forecast, and the validity of using uncertain time series analysis is further supported by analyzing the characteristics of the residual plot. The experimental results show that the uncertain time series can better predict the next stage of rumor forwarding. The results of the study have important practical significance for rumor management and the management of social media information dissemination.

FSDR: A Novel Deep Learning-based Feature Selection Algorithm for Pseudo Time-Series Data using Discrete Relaxation 2024-03-13
Show

Conventional feature selection algorithms applied to Pseudo Time-Series (PTS) data, which consists of observations arranged in sequential order without adhering to a conventional temporal dimension, often exhibit impractical computational complexities with high dimensional data. To address this challenge, we introduce a Deep Learning (DL)-based feature selection algorithm: Feature Selection through Discrete Relaxation (FSDR), tailored for PTS data. Unlike the existing feature selection algorithms, FSDR learns the important features as model parameters using discrete relaxation, which refers to the process of approximating a discrete optimisation problem with a continuous one. FSDR is capable of accommodating a high number of feature dimensions, a capability beyond the reach of existing DL-based or traditional methods. Through testing on a hyperspectral dataset (i.e., a type of PTS data), our experimental results demonstrate that FSDR outperforms three commonly used feature selection algorithms, taking into account a balance among execution time, $R^2$, and $RMSE$.

TimeDRL: Disentangled Representation Learning for Multivariate Time-Series 2024-03-13
Show

Multivariate time-series data in numerous real-world applications (e.g., healthcare and industry) are informative but challenging due to the lack of labels and high dimensionality. Recent studies in self-supervised learning have shown their potential in learning rich representations without relying on labels, yet they fall short in learning disentangled embeddings and addressing issues of inductive bias (e.g., transformation-invariance). To tackle these challenges, we propose TimeDRL, a generic multivariate time-series representation learning framework with disentangled dual-level embeddings. TimeDRL is characterized by three novel features: (i) disentangled derivation of timestamp-level and instance-level embeddings from patched time-series data using a [CLS] token strategy; (ii) utilization of timestamp-predictive and instance-contrastive tasks for disentangled representation learning, with the former optimizing timestamp-level embeddings with predictive loss, and the latter optimizing instance-level embeddings with contrastive loss; and (iii) avoidance of augmentation methods to eliminate inductive biases, such as transformation-invariance from cropping and masking. Comprehensive experiments on 6 time-series forecasting datasets and 5 time-series classification datasets have shown that TimeDRL consistently surpasses existing representation learning approaches, achieving an average improvement of forecasting by 58.02% in MSE and classification by 1.48% in accuracy. Furthermore, extensive ablation studies confirmed the relative contribution of each component in TimeDRL's architecture, and semi-supervised learning evaluations demonstrated its effectiveness in real-world scenarios, even with limited labeled data. The code is available at https://github.com/blacksnail789521/TimeDRL.

This ...

This paper has been accepted by the International Conference on Data Engineering (ICDE) 2024

Latest 15 Papers - { date | date('MMMM d, yyyy') }

Time Series

Title Date Abstract Comment
Cloud gap-filling with deep learning for improved grassland monitoring 2024-03-14
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Uninterrupted optical image time series are crucial for the timely monitoring of agricultural land changes. However, the continuity of such time series is often disrupted by clouds. In response to this challenge, we propose a deep learning method that integrates cloud-free optical (Sentinel-2) observations and weather-independent (Sentinel-1) Synthetic Aperture Radar (SAR) data, using a combined Convolutional Neural Network (CNN)-Recurrent Neural Network (RNN) architecture to generate continuous Normalized Difference Vegetation Index (NDVI) time series. We emphasize the significance of observation continuity by assessing the impact of the generated time series on the detection of grassland mowing events. We focus on Lithuania, a country characterized by extensive cloud coverage, and compare our approach with alternative interpolation techniques (i.e., linear, Akima, quadratic). Our method surpasses these techniques, with an average MAE of 0.024 and R^2 of 0.92. It not only improves the accuracy of event detection tasks by employing a continuous time series, but also effectively filters out sudden shifts and noise originating from cloudy observations that cloud masks often fail to detect.

iTransformer: Inverted Transformers Are Effective for Time Series Forecasting 2024-03-14
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The recent boom of linear forecasting models questions the ongoing passion for architectural modifications of Transformer-based forecasters. These forecasters leverage Transformers to model the global dependencies over temporal tokens of time series, with each token formed by multiple variates of the same timestamp. However, Transformers are challenged in forecasting series with larger lookback windows due to performance degradation and computation explosion. Besides, the embedding for each temporal token fuses multiple variates that represent potential delayed events and distinct physical measurements, which may fail in learning variate-centric representations and result in meaningless attention maps. In this work, we reflect on the competent duties of Transformer components and repurpose the Transformer architecture without any modification to the basic components. We propose iTransformer that simply applies the attention and feed-forward network on the inverted dimensions. Specifically, the time points of individual series are embedded into variate tokens which are utilized by the attention mechanism to capture multivariate correlations; meanwhile, the feed-forward network is applied for each variate token to learn nonlinear representations. The iTransformer model achieves state-of-the-art on challenging real-world datasets, which further empowers the Transformer family with promoted performance, generalization ability across different variates, and better utilization of arbitrary lookback windows, making it a nice alternative as the fundamental backbone of time series forecasting. Code is available at this repository: https://github.com/thuml/iTransformer.

MCformer: Multivariate Time Series Forecasting with Mixed-Channels Transformer 2024-03-14
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The massive generation of time-series data by largescale Internet of Things (IoT) devices necessitates the exploration of more effective models for multivariate time-series forecasting. In previous models, there was a predominant use of the Channel Dependence (CD) strategy (where each channel represents a univariate sequence). Current state-of-the-art (SOTA) models primarily rely on the Channel Independence (CI) strategy. The CI strategy treats all channels as a single channel, expanding the dataset to improve generalization performance and avoiding inter-channel correlation that disrupts long-term features. However, the CI strategy faces the challenge of interchannel correlation forgetting. To address this issue, we propose an innovative Mixed Channels strategy, combining the data expansion advantages of the CI strategy with the ability to counteract inter-channel correlation forgetting. Based on this strategy, we introduce MCformer, a multivariate time-series forecasting model with mixed channel features. The model blends a specific number of channels, leveraging an attention mechanism to effectively capture inter-channel correlation information when modeling long-term features. Experimental results demonstrate that the Mixed Channels strategy outperforms pure CI strategy in multivariate time-series forecasting tasks.

Diffusion-TS: Interpretable Diffusion for General Time Series Generation 2024-03-14
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Denoising diffusion probabilistic models (DDPMs) are becoming the leading paradigm for generative models. It has recently shown breakthroughs in audio synthesis, time series imputation and forecasting. In this paper, we propose Diffusion-TS, a novel diffusion-based framework that generates multivariate time series samples of high quality by using an encoder-decoder transformer with disentangled temporal representations, in which the decomposition technique guides Diffusion-TS to capture the semantic meaning of time series while transformers mine detailed sequential information from the noisy model input. Different from existing diffusion-based approaches, we train the model to directly reconstruct the sample instead of the noise in each diffusion step, combining a Fourier-based loss term. Diffusion-TS is expected to generate time series satisfying both interpretablity and realness. In addition, it is shown that the proposed Diffusion-TS can be easily extended to conditional generation tasks, such as forecasting and imputation, without any model changes. This also motivates us to further explore the performance of Diffusion-TS under irregular settings. Finally, through qualitative and quantitative experiments, results show that Diffusion-TS achieves the state-of-the-art results on various realistic analyses of time series.

Diffusion Policy: Visuomotor Policy Learning via Action Diffusion 2024-03-14
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This paper introduces Diffusion Policy, a new way of generating robot behavior by representing a robot's visuomotor policy as a conditional denoising diffusion process. We benchmark Diffusion Policy across 12 different tasks from 4 different robot manipulation benchmarks and find that it consistently outperforms existing state-of-the-art robot learning methods with an average improvement of 46.9%. Diffusion Policy learns the gradient of the action-distribution score function and iteratively optimizes with respect to this gradient field during inference via a series of stochastic Langevin dynamics steps. We find that the diffusion formulation yields powerful advantages when used for robot policies, including gracefully handling multimodal action distributions, being suitable for high-dimensional action spaces, and exhibiting impressive training stability. To fully unlock the potential of diffusion models for visuomotor policy learning on physical robots, this paper presents a set of key technical contributions including the incorporation of receding horizon control, visual conditioning, and the time-series diffusion transformer. We hope this work will help motivate a new generation of policy learning techniques that are able to leverage the powerful generative modeling capabilities of diffusion models. Code, data, and training details is publicly available diffusion-policy.cs.columbia.edu

An ex...

An extended journal version of the original RSS2023 paper

DiTMoS: Delving into Diverse Tiny-Model Selection on Microcontrollers 2024-03-14
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Enabling efficient and accurate deep neural network (DNN) inference on microcontrollers is non-trivial due to the constrained on-chip resources. Current methodologies primarily focus on compressing larger models yet at the expense of model accuracy. In this paper, we rethink the problem from the inverse perspective by constructing small/weak models directly and improving their accuracy. Thus, we introduce DiTMoS, a novel DNN training and inference framework with a selector-classifiers architecture, where the selector routes each input sample to the appropriate classifier for classification. DiTMoS is grounded on a key insight: a composition of weak models can exhibit high diversity and the union of them can significantly boost the accuracy upper bound. To approach the upper bound, DiTMoS introduces three strategies including diverse training data splitting to increase the classifiers' diversity, adversarial selector-classifiers training to ensure synergistic interactions thereby maximizing their complementarity, and heterogeneous feature aggregation to improve the capacity of classifiers. We further propose a network slicing technique to alleviate the extra memory overhead incurred by feature aggregation. We deploy DiTMoS on the Neucleo STM32F767ZI board and evaluate it based on three time-series datasets for human activity recognition, keywords spotting, and emotion recognition, respectively. The experiment results manifest that: (a) DiTMoS achieves up to 13.4% accuracy improvement compared to the best baseline; (b) network slicing almost completely eliminates the memory overhead incurred by feature aggregation with a marginal increase of latency.

Classification of Volatile Organic Compounds by Differential Mobility Spectrometry Based on Continuity of Alpha Curves 2024-03-13
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Background: Classification of volatile organic compounds (VOCs) is of interest in many fields. Examples include but are not limited to medicine, detection of explosives, and food quality control. Measurements collected with electronic noses can be used for classification and analysis of VOCs. One type of electronic noses that has seen considerable development in recent years is Differential Mobility Spectrometry (DMS). DMS yields measurements that are visualized as dispersion plots that contain traces, also known as alpha curves. Current methods used for analyzing DMS dispersion plots do not usually utilize the information stored in the continuity of these traces, which suggests that alternative approaches should be investigated. Results: In this work, for the first time, dispersion plots were interpreted as a series of measurements evolving sequentially. Thus, it was hypothesized that time-series classification algorithms can be effective for classification and analysis of dispersion plots. An extensive dataset of 900 dispersion plots for five chemicals measured at five flow rates and two concentrations was collected. The data was used to analyze the classification performance of six algorithms. According to our hypothesis, the highest classification accuracy of 88% was achieved by a Long-Short Term Memory neural network, which supports our hypothesis. Significance: A new concept for approaching classification tasks of dispersion plots is presented and compared with other well-known classification algorithms. This creates a new angle of view for analysis and classification of the dispersion plots. In addition, a new dataset of dispersion plots is openly shared to public.

Covariance Fitting Interferometric Phase Linking: Modular Framework and Optimization Algorithms 2024-03-13
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Interferometric phase linking (IPL) has become a prominent technique for processing images of areas containing distributed scaterrers in SAR interferometry. Traditionally, IPL consists in estimating consistent phase differences between all pairs of SAR images in a time series from the sample covariance matrix of pixel patches on a sliding window. This paper reformulates this task as a covariance fitting problem: in this setup, IPL appears as a form of projection of an input covariance matrix so that it satisfies the phase closure property. Given this modular formulation, we propose an overview of covariance matrix estimates, regularization options, and matrix distances, that can be of interest when processing multi-temporal SAR data. In particular, we will observe that most of the existing IPL algorithms appear as special instances of this framework. We then present tools to efficiently solve related optimization problems on the torus of phase-only complex vectors: majorization-minimization and Riemannian optimization. We conclude by illustrating the merits of different options on a real-world case study.

Leveraging Non-Decimated Wavelet Packet Features and Transformer Models for Time Series Forecasting 2024-03-13
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This article combines wavelet analysis techniques with machine learning methods for univariate time series forecasting, focusing on three main contributions. Firstly, we consider the use of Daubechies wavelets with different numbers of vanishing moments as input features to both non-temporal and temporal forecasting methods, by selecting these numbers during the cross-validation phase. Secondly, we compare the use of both the non-decimated wavelet transform and the non-decimated wavelet packet transform for computing these features, the latter providing a much larger set of potentially useful coefficient vectors. The wavelet coefficients are computed using a shifted version of the typical pyramidal algorithm to ensure no leakage of future information into these inputs. Thirdly, we evaluate the use of these wavelet features on a significantly wider set of forecasting methods than previous studies, including both temporal and non-temporal models, and both statistical and deep learning-based methods. The latter include state-of-the-art transformer-based neural network architectures. Our experiments suggest significant benefit in replacing higher-order lagged features with wavelet features across all examined non-temporal methods for one-step-forward forecasting, and modest benefit when used as inputs for temporal deep learning-based models for long-horizon forecasting.

Data-Efficient Sleep Staging with Synthetic Time Series Pretraining 2024-03-13
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Analyzing electroencephalographic (EEG) time series can be challenging, especially with deep neural networks, due to the large variability among human subjects and often small datasets. To address these challenges, various strategies, such as self-supervised learning, have been suggested, but they typically rely on extensive empirical datasets. Inspired by recent advances in computer vision, we propose a pretraining task termed "frequency pretraining" to pretrain a neural network for sleep staging by predicting the frequency content of randomly generated synthetic time series. Our experiments demonstrate that our method surpasses fully supervised learning in scenarios with limited data and few subjects, and matches its performance in regimes with many subjects. Furthermore, our results underline the relevance of frequency information for sleep stage scoring, while also demonstrating that deep neural networks utilize information beyond frequencies to enhance sleep staging performance, which is consistent with previous research. We anticipate that our approach will be advantageous across a broad spectrum of applications where EEG data is limited or derived from a small number of subjects, including the domain of brain-computer interfaces.

Caformer: Rethinking Time Series Analysis from Causal Perspective 2024-03-13
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Time series analysis is a vital task with broad applications in various domains. However, effectively capturing cross-dimension and cross-time dependencies in non-stationary time series poses significant challenges, particularly in the context of environmental factors. The spurious correlation induced by the environment confounds the causal relationships between cross-dimension and cross-time dependencies. In this paper, we introduce a novel framework called Caformer (\underline{\textbf{Ca}}usal Trans\underline{\textbf{former}}) for time series analysis from a causal perspective. Specifically, our framework comprises three components: Dynamic Learner, Environment Learner, and Dependency Learner. The Dynamic Learner unveils dynamic interactions among dimensions, the Environment Learner mitigates spurious correlations caused by environment with a back-door adjustment, and the Dependency Learner aims to infer robust interactions across both time and dimensions. Our Caformer demonstrates consistent state-of-the-art performance across five mainstream time series analysis tasks, including long- and short-term forecasting, imputation, classification, and anomaly detection, with proper interpretability.

Koopman Ensembles for Probabilistic Time Series Forecasting 2024-03-13
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In the context of an increasing popularity of data-driven models to represent dynamical systems, many machine learning-based implementations of the Koopman operator have recently been proposed. However, the vast majority of those works are limited to deterministic predictions, while the knowledge of uncertainty is critical in fields like meteorology and climatology. In this work, we investigate the training of ensembles of models to produce stochastic outputs. We show through experiments on real remote sensing image time series that ensembles of independently trained models are highly overconfident and that using a training criterion that explicitly encourages the members to produce predictions with high inter-model variances greatly improves the uncertainty quantification of the ensembles.

A Prediction Model for Rumor Forwarding Behavior Based on Uncertain Time Series 2024-03-13
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The rapid spread of rumors in social media is mainly caused by individual retweets. This paper applies uncertainty time series analysis (UTSA) to analyze a rumor retweeting behavior on Weibo. First, the rumor forwarding is modeled using uncertain time series, including order selection, parameter estimation, residual analysis, uncertainty hypothesis testing and forecast, and the validity of using uncertain time series analysis is further supported by analyzing the characteristics of the residual plot. The experimental results show that the uncertain time series can better predict the next stage of rumor forwarding. The results of the study have important practical significance for rumor management and the management of social media information dissemination.

FSDR: A Novel Deep Learning-based Feature Selection Algorithm for Pseudo Time-Series Data using Discrete Relaxation 2024-03-13
Show

Conventional feature selection algorithms applied to Pseudo Time-Series (PTS) data, which consists of observations arranged in sequential order without adhering to a conventional temporal dimension, often exhibit impractical computational complexities with high dimensional data. To address this challenge, we introduce a Deep Learning (DL)-based feature selection algorithm: Feature Selection through Discrete Relaxation (FSDR), tailored for PTS data. Unlike the existing feature selection algorithms, FSDR learns the important features as model parameters using discrete relaxation, which refers to the process of approximating a discrete optimisation problem with a continuous one. FSDR is capable of accommodating a high number of feature dimensions, a capability beyond the reach of existing DL-based or traditional methods. Through testing on a hyperspectral dataset (i.e., a type of PTS data), our experimental results demonstrate that FSDR outperforms three commonly used feature selection algorithms, taking into account a balance among execution time, $R^2$, and $RMSE$.

TimeDRL: Disentangled Representation Learning for Multivariate Time-Series 2024-03-13
Show

Multivariate time-series data in numerous real-world applications (e.g., healthcare and industry) are informative but challenging due to the lack of labels and high dimensionality. Recent studies in self-supervised learning have shown their potential in learning rich representations without relying on labels, yet they fall short in learning disentangled embeddings and addressing issues of inductive bias (e.g., transformation-invariance). To tackle these challenges, we propose TimeDRL, a generic multivariate time-series representation learning framework with disentangled dual-level embeddings. TimeDRL is characterized by three novel features: (i) disentangled derivation of timestamp-level and instance-level embeddings from patched time-series data using a [CLS] token strategy; (ii) utilization of timestamp-predictive and instance-contrastive tasks for disentangled representation learning, with the former optimizing timestamp-level embeddings with predictive loss, and the latter optimizing instance-level embeddings with contrastive loss; and (iii) avoidance of augmentation methods to eliminate inductive biases, such as transformation-invariance from cropping and masking. Comprehensive experiments on 6 time-series forecasting datasets and 5 time-series classification datasets have shown that TimeDRL consistently surpasses existing representation learning approaches, achieving an average improvement of forecasting by 58.02% in MSE and classification by 1.48% in accuracy. Furthermore, extensive ablation studies confirmed the relative contribution of each component in TimeDRL's architecture, and semi-supervised learning evaluations demonstrated its effectiveness in real-world scenarios, even with limited labeled data. The code is available at https://github.com/blacksnail789521/TimeDRL.

This ...

This paper has been accepted by the International Conference on Data Engineering (ICDE) 2024

Latest 15 Papers - March 21, 2024

Please check the Github page for a better reading experience and more papers.

Time Series

Title Date Abstract Comment
An Analysis of Linear Time Series Forecasting Models 2024-03-21
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Despite their simplicity, linear models perform well at time series forecasting, even when pitted against deeper and more expensive models. A number of variations to the linear model have been proposed, often including some form of feature normalisation that improves model generalisation. In this paper we analyse the sets of functions expressible using these linear model architectures. In so doing we show that several popular variants of linear models for time series forecasting are equivalent and functionally indistinguishable from standard, unconstrained linear regression. We characterise the model classes for each linear variant. We demonstrate that each model can be reinterpreted as unconstrained linear regression over a suitably augmented feature set, and therefore admit closed-form solutions when using a mean-squared loss function. We provide experimental evidence that the models under inspection learn nearly identical solutions, and finally demonstrate that the simpler closed form solutions are superior forecasters across 72% of test settings.

Estimating Physical Information Consistency of Channel Data Augmentation for Remote Sensing Images 2024-03-21
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The application of data augmentation for deep learning (DL) methods plays an important role in achieving state-of-the-art results in supervised, semi-supervised, and self-supervised image classification. In particular, channel transformations (e.g., solarize, grayscale, brightness adjustments) are integrated into data augmentation pipelines for remote sensing (RS) image classification tasks. However, contradicting beliefs exist about their proper applications to RS images. A common point of critique is that the application of channel augmentation techniques may lead to physically inconsistent spectral data (i.e., pixel signatures). To shed light on the open debate, we propose an approach to estimate whether a channel augmentation technique affects the physical information of RS images. To this end, the proposed approach estimates a score that measures the alignment of a pixel signature within a time series that can be naturally subject to deviations caused by factors such as acquisition conditions or phenological states of vegetation. We compare the scores associated with original and augmented pixel signatures to evaluate the physical consistency. Experimental results on a multi-label image classification task show that channel augmentations yielding a score that exceeds the expected deviation of original pixel signatures can not improve the performance of a baseline model trained without augmentation.

Accep...

Accepted at the IEEE International Geoscience and Remote Sensing Symposium

Let's do the time-warp-attend: Learning topological invariants of dynamical systems 2024-03-21
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Dynamical systems across the sciences, from electrical circuits to ecological networks, undergo qualitative and often catastrophic changes in behavior, called bifurcations, when their underlying parameters cross a threshold. Existing methods predict oncoming catastrophes in individual systems but are primarily time-series-based and struggle both to categorize qualitative dynamical regimes across diverse systems and to generalize to real data. To address this challenge, we propose a data-driven, physically-informed deep-learning framework for classifying dynamical regimes and characterizing bifurcation boundaries based on the extraction of topologically invariant features. We focus on the paradigmatic case of the supercritical Hopf bifurcation, which is used to model periodic dynamics across a wide range of applications. Our convolutional attention method is trained with data augmentations that encourage the learning of topological invariants which can be used to detect bifurcation boundaries in unseen systems and to design models of biological systems like oscillatory gene regulatory networks. We further demonstrate our method's use in analyzing real data by recovering distinct proliferation and differentiation dynamics along pancreatic endocrinogenesis trajectory in gene expression space based on single-cell data. Our method provides valuable insights into the qualitative, long-term behavior of a wide range of dynamical systems, and can detect bifurcations or catastrophic transitions in large-scale physical and biological systems.

Phenology curve estimation via a mixed model representation of functional principal components: Characterizing time series of satellite-derived vegetation indices 2024-03-21
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Vegetation phenology consists of studying synchronous stationary events, such as the vegetation green up and leaves senescence, that can be construed as adaptive responses to climatic constraints. In this paper, we propose a method to estimate the annual phenology curve from multi-annual observations of time series of vegetation indices derived from satellite images. We fitted the classical harmonic regression model to annual-based time series in order to construe the original data set as realizations of a functional process. Hierarchical clustering was applied to define a nearly homogeneous group of annual (smoothed) time series from which a representative and idealized phenology curve was estimated at the pixel level. This curve resulted from fitting a mixed model, based on functional principal components, to the homogeneous group of time series. Leveraging the idealized phenology curve, we employed standard calculus criteria to estimate the following phenological parameters (stationary events): green up, start of season, maturity, senescence, end of season and dormancy. By applying the proposed methodology to four different data cubes (time series from 2000 to 2023 of a popular satellite-derived vegetation index) recorded across grasslands, forests, and annual rainfed agricultural zones of a Flora and Fauna Protected Area in northern Mexico, we verified that our approach characterizes properly the phenological cycle in vegetation with nearly periodic dynamics, such as grasslands and agricultural areas. The R package sephora was used for all computations in this paper.

18 pa...

18 pages, 3 figures, 6 tables

HySim: An Efficient Hybrid Similarity Measure for Patch Matching in Image Inpainting 2024-03-21
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Inpainting, for filling missing image regions, is a crucial task in various applications, such as medical imaging and remote sensing. Trending data-driven approaches efficiency, for image inpainting, often requires extensive data preprocessing. In this sense, there is still a need for model-driven approaches in case of application constrained with data availability and quality, especially for those related for time series forecasting using image inpainting techniques. This paper proposes an improved modeldriven approach relying on patch-based techniques. Our approach deviates from the standard Sum of Squared Differences (SSD) similarity measure by introducing a Hybrid Similarity (HySim), which combines both strengths of Chebychev and Minkowski distances. This hybridization enhances patch selection, leading to high-quality inpainting results with reduced mismatch errors. Experimental results proved the effectiveness of our approach against other model-driven techniques, such as diffusion or patch-based approaches, showcasing its effectiveness in achieving visually pleasing restorations.

PGCN: Progressive Graph Convolutional Networks for Spatial-Temporal Traffic Forecasting 2024-03-21
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The complex spatial-temporal correlations in transportation networks make the traffic forecasting problem challenging. Since transportation system inherently possesses graph structures, many research efforts have been put with graph neural networks. Recently, constructing adaptive graphs to the data has shown promising results over the models relying on a single static graph structure. However, the graph adaptations are applied during the training phases and do not reflect the data used during the testing phases. Such shortcomings can be problematic especially in traffic forecasting since the traffic data often suffer from unexpected changes and irregularities in the time series. In this study, we propose a novel traffic forecasting framework called Progressive Graph Convolutional Network (PGCN). PGCN constructs a set of graphs by progressively adapting to online input data during the training and testing phases. Specifically, we implemented the model to construct progressive adjacency matrices by learning trend similarities among graph nodes. Then, the model is combined with the dilated causal convolution and gated activation unit to extract temporal features. With residual and skip connections, PGCN performs the traffic prediction. When applied to seven real-world traffic datasets of diverse geometric nature, the proposed model achieves state-of-the-art performance with consistency in all datasets. We conclude that the ability of PGCN to progressively adapt to input data enables the model to generalize in different study sites with robustness.

DiffSTOCK: Probabilistic relational Stock Market Predictions using Diffusion Models 2024-03-21
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In this work, we propose an approach to generalize denoising diffusion probabilistic models for stock market predictions and portfolio management. Present works have demonstrated the efficacy of modeling interstock relations for market time-series forecasting and utilized Graph-based learning models for value prediction and portfolio management. Though convincing, these deterministic approaches still fall short of handling uncertainties i.e., due to the low signal-to-noise ratio of the financial data, it is quite challenging to learn effective deterministic models. Since the probabilistic methods have shown to effectively emulate higher uncertainties for time-series predictions. To this end, we showcase effective utilisation of Denoising Diffusion Probabilistic Models (DDPM), to develop an architecture for providing better market predictions conditioned on the historical financial indicators and inter-stock relations. Additionally, we also provide a novel deterministic architecture MaTCHS which uses Masked Relational Transformer(MRT) to exploit inter-stock relations along with historical stock features. We demonstrate that our model achieves SOTA performance for movement predication and Portfolio management.

Accep...

Accepted for presentation to the 2024 IEEE International Conference on Acoustics, Speech, and Signal Processing (ICASSP 2024), Seoul, Korea

Modality-aware Transformer for Financial Time series Forecasting 2024-03-20
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Time series forecasting presents a significant challenge, particularly when its accuracy relies on external data sources rather than solely on historical values. This issue is prevalent in the financial sector, where the future behavior of time series is often intricately linked to information derived from various textual reports and a multitude of economic indicators. In practice, the key challenge lies in constructing a reliable time series forecasting model capable of harnessing data from diverse sources and extracting valuable insights to predict the target time series accurately. In this work, we tackle this challenging problem and introduce a novel multimodal transformer-based model named the \textit{Modality-aware Transformer}. Our model excels in exploring the power of both categorical text and numerical timeseries to forecast the target time series effectively while providing insights through its neural attention mechanism. To achieve this, we develop feature-level attention layers that encourage the model to focus on the most relevant features within each data modality. By incorporating the proposed feature-level attention, we develop a novel Intra-modal multi-head attention (MHA), Inter-modal MHA and Target-modal MHA in a way that both feature and temporal attentions are incorporated in MHAs. This enables the MHAs to generate temporal attentions with consideration of modality and feature importance which leads to more informative embeddings. The proposed modality-aware structure enables the model to effectively exploit information within each modality as well as foster cross-modal understanding. Our extensive experiments on financial datasets demonstrate that Modality-aware Transformer outperforms existing methods, offering a novel and practical solution to the complex challenges of multi-modal financial time series forecasting.

Synthetic Data Applications in Finance 2024-03-20
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Synthetic data has made tremendous strides in various commercial settings including finance, healthcare, and virtual reality. We present a broad overview of prototypical applications of synthetic data in the financial sector and in particular provide richer details for a few select ones. These cover a wide variety of data modalities including tabular, time-series, event-series, and unstructured arising from both markets and retail financial applications. Since finance is a highly regulated industry, synthetic data is a potential approach for dealing with issues related to privacy, fairness, and explainability. Various metrics are utilized in evaluating the quality and effectiveness of our approaches in these applications. We conclude with open directions in synthetic data in the context of the financial domain.

50 pa...

50 pages, journal submission; updated 6 privacy levels

Sequential Modeling of Complex Marine Navigation: Case Study on a Passenger Vessel (Student Abstract) 2024-03-20
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The maritime industry's continuous commitment to sustainability has led to a dedicated exploration of methods to reduce vessel fuel consumption. This paper undertakes this challenge through a machine learning approach, leveraging a real-world dataset spanning two years of a ferry in west coast Canada. Our focus centers on the creation of a time series forecasting model given the dynamic and static states, actions, and disturbances. This model is designed to predict dynamic states based on the actions provided, subsequently serving as an evaluative tool to assess the proficiency of the ferry's operation under the captain's guidance. Additionally, it lays the foundation for future optimization algorithms, providing valuable feedback on decision-making processes. To facilitate future studies, our code is available at \url{https://github.com/pagand/model_optimze_vessel/tree/AAAI}

5 pag...

5 pages, 3 figures, AAAI 2024 student abstract

Probabilistic Forecasting with Stochastic Interpolants and Föllmer Processes 2024-03-20
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We propose a framework for probabilistic forecasting of dynamical systems based on generative modeling. Given observations of the system state over time, we formulate the forecasting problem as sampling from the conditional distribution of the future system state given its current state. To this end, we leverage the framework of stochastic interpolants, which facilitates the construction of a generative model between an arbitrary base distribution and the target. We design a fictitious, non-physical stochastic dynamics that takes as initial condition the current system state and produces as output a sample from the target conditional distribution in finite time and without bias. This process therefore maps a point mass centered at the current state onto a probabilistic ensemble of forecasts. We prove that the drift coefficient entering the stochastic differential equation (SDE) achieving this task is non-singular, and that it can be learned efficiently by square loss regression over the time-series data. We show that the drift and the diffusion coefficients of this SDE can be adjusted after training, and that a specific choice that minimizes the impact of the estimation error gives a F"ollmer process. We highlight the utility of our approach on several complex, high-dimensional forecasting problems, including stochastically forced Navier-Stokes and video prediction on the KTH and CLEVRER datasets.

Adaptive estimation for Weakly Dependent Functional Times Series 2024-03-20
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The local regularity of functional time series is studied under $L^p-m-$appro-ximability assumptions. The sample paths are observed with error at possibly random design points. Non-asymptotic concentration bounds of the regularity estimators are derived. As an application, we build nonparametric mean and autocovariance functions estimators that adapt to the regularity and the design, which can be sparse or dense. We also derive the asymptotic normality of the mean estimator, which allows honest inference for irregular mean functions. Simulations and a real data application illustrate the performance of the new estimators.

Data Augmentation for Time-Series Classification: An Extensive Empirical Study and Comprehensive Survey 2024-03-20
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Data Augmentation (DA) has emerged as an indispensable strategy in Time Series Classification (TSC), primarily due to its capacity to amplify training samples, thereby bolstering model robustness, diversifying datasets, and curtailing overfitting. However, the current landscape of DA in TSC is plagued with fragmented literature reviews, nebulous methodological taxonomies, inadequate evaluative measures, and a dearth of accessible, user-oriented tools. In light of these challenges, this study embarks on an exhaustive dissection of DA methodologies within the TSC realm. Our initial approach involved an extensive literature review spanning a decade, revealing that contemporary surveys scarcely capture the breadth of advancements in DA for TSC, prompting us to meticulously analyze over 100 scholarly articles to distill more than 60 unique DA techniques. This rigorous analysis precipitated the formulation of a novel taxonomy, purpose-built for the intricacies of DA in TSC, categorizing techniques into five principal echelons: Transformation-Based, Pattern-Based, Generative, Decomposition-Based, and Automated Data Augmentation. Our taxonomy promises to serve as a robust navigational aid for scholars, offering clarity and direction in method selection. Addressing the conspicuous absence of holistic evaluations for prevalent DA techniques, we executed an all-encompassing empirical assessment, wherein upwards of 15 DA strategies were subjected to scrutiny across 8 UCR time-series datasets, employing ResNet and a multi-faceted evaluation paradigm encompassing Accuracy, Method Ranking, and Residual Analysis, yielding a benchmark accuracy of 88.94 +- 11.83%. Our investigation underscored the inconsistent efficacies of DA techniques, with...

Capsule Neural Networks as Noise Stabilizer for Time Series Data 2024-03-20
Show

Capsule Neural Networks utilize capsules, which bind neurons into a single vector and learn position equivariant features, which makes them more robust than original Convolutional Neural Networks. CapsNets employ an affine transformation matrix and dynamic routing with coupling coefficients to learn robustly. In this paper, we investigate the effectiveness of CapsNets in analyzing highly sensitive and noisy time series sensor data. To demonstrate CapsNets robustness, we compare their performance with original CNNs on electrocardiogram data, a medical time series sensor data with complex patterns and noise. Our study provides empirical evidence that CapsNets function as noise stabilizers, as investigated by manual and adversarial attack experiments using the fast gradient sign method and three manual attacks, including offset shifting, gradual drift, and temporal lagging. In summary, CapsNets outperform CNNs in both manual and adversarial attacked data. Our findings suggest that CapsNets can be effectively applied to various sensor systems to improve their resilience to noise attacks. These results have significant implications for designing and implementing robust machine learning models in real world applications. Additionally, this study contributes to the effectiveness of CapsNet models in handling noisy data and highlights their potential for addressing the challenges of noise data in time series analysis.

Machine learning approach to detect dynamical states from recurrence measures 2024-03-20
Show

We integrate machine learning approaches with nonlinear time series analysis, specifically utilizing recurrence measures to classify various dynamical states emerging from time series. We implement three machine learning algorithms Logistic Regression, Random Forest, and Support Vector Machine for this study. The input features are derived from the recurrence quantification of nonlinear time series and characteristic measures of the corresponding recurrence networks. For training and testing we generate synthetic data from standard nonlinear dynamical systems and evaluate the efficiency and performance of the machine learning algorithms in classifying time series into periodic, chaotic, hyper-chaotic, or noisy categories. Additionally, we explore the significance of input features in the classification scheme and find that the features quantifying the density of recurrence points are the most relevant. Furthermore, we illustrate how the trained algorithms can successfully predict the dynamical states of two variable stars, SX Her and AC Her from the data of their light curves.

Latest 15 Papers - April 09, 2024

Please check the Github page for a better reading experience and more papers.

Time Series

Title Date Comment
Individualized Dynamic Model for Multi-resolutional Data with Application to Mobile Health 2024-04-05 43 pages, 3 figures
Hierarchical Neural Additive Models for Interpretable Demand Forecasts 2024-04-05
Early warning indicators via latent stochastic dynamical systems 2024-04-05
Deep Learning for Satellite Image Time Series Analysis: A Review 2024-04-05
This ...

This work has been submitted to the IEEE for possible publication. Copyright may be transferred without notice, after which this version may no longer be accessible

PrivShape: Extracting Shapes in Time Series under User-Level Local Differential Privacy 2024-04-05
Inference for non-stationary time series quantile regression with inequality constraints 2024-04-04 19 pages, 1 figures
Long-term Forecasting with TiDE: Time-series Dense Encoder 2024-04-04
Integrating Generative AI into Financial Market Prediction for Improved Decision Making 2024-04-04
Early warning systems for financial markets of emerging economies 2024-04-04
Site-specific Deterministic Temperature and Humidity Forecasts with Explainable and Reliable Machine Learning 2024-04-04
27 Pa...

27 Pages, 16 Figures, 11 Tables

BERTopic-Driven Stock Market Predictions: Unraveling Sentiment Insights 2024-04-04
PowerSimulations.jl -- A Power Systems operations simulation Library 2024-04-03
A Transformer-based Diffusion Probabilistic Model for Heart Rate and Blood Pressure Forecasting in Intensive Care Unit 2024-04-03
Spatio-temporal Modeling of Count Data 2024-04-03
39 pa...

39 pages, 15 figures and 17 tables

tsGT: Stochastic Time Series Modeling With Transformer 2024-04-03

Trajectory

Title Date Comment
Evaluating Pedestrian Trajectory Prediction Methods with Respect to Autonomous Driving 2024-04-05
Accep...

Accepted in IEEE Transactions on Intelligent Transportation Systems (T-ITS); 11 pages, 6 figures, 4 tables

Improving Autonomous Driving Safety with POP: A Framework for Accurate Partially Observed Trajectory Predictions 2024-04-05
Nonlinear Kalman Filtering based on Self-Attention Mechanism and Lattice Trajectory Piecewise Linear Approximation 2024-04-05 7 pages, 4 figures
Shallow Encounters' Impact on Asteroid Deflection Prediction and Implications on Trajectory Design 2024-04-04
Publi...

Published in the AIAA's Journal of Guidance, Control, and Dynamics. DOI: 10.2514/1.G007890

REACT: Revealing Evolutionary Action Consequence Trajectories for Interpretable Reinforcement Learning 2024-04-04 12 pages, 12 figures
Bi-level Trajectory Optimization on Uneven Terrains with Differentiable Wheel-Terrain Interaction Model 2024-04-04
8 pag...

8 pages, 7 figures, submitted to IEEE/RSJ International Conference on Intelligent Robots and Systems (IROS 2024)

Learning Generalizable Tool-use Skills through Trajectory Generation 2024-04-04
Creating a Trajectory for Code Writing: Algorithmic Reasoning Tasks 2024-04-03
Prepr...

Preprint. Accepted to the 19th International Conference on Evaluation of Novel Approaches to Software Engineering (ENASE 2024). Final version to be published by SCITEPRESS, http://www.scitepress.org

OOSTraj: Out-of-Sight Trajectory Prediction With Vision-Positioning Denoising 2024-04-02
In Pr...

In Proceedings of IEEE/CVF Conference on Computer Vision and Pattern Recognition 2024 (CVPR)

Traffic State Estimation from Vehicle Trajectories with Anisotropic Gaussian Processes 2024-04-02
KTPFormer: Kinematics and Trajectory Prior Knowledge-Enhanced Transformer for 3D Human Pose Estimation 2024-04-02
Accep...

Accepted by CVPR 2024,GitHub code:https://github.com/JihuaPeng/KTPFormer

Perfecting Periodic Trajectory Tracking: Model Predictive Control with a Periodic Observer ($Π$-MPC) 2024-04-02
8 pag...

8 pages, 3 figures, Submitted to the 2024 IEEE/RSJ International Conference on Intelligent Robots and Systems (IROS 2024)

VortexViz: Finding Vortex Boundaries by Learning from Particle Trajectories 2024-04-01 Under review
An Integrating Comprehensive Trajectory Prediction with Risk Potential Field Method for Autonomous Driving 2024-04-01
Adapting to Length Shift: FlexiLength Network for Trajectory Prediction 2024-03-31
Accep...

Accepted by CVPR 2024

Graph Neural Networks

Title Date Comment
Neural Sign Actors: A diffusion model for 3D sign language production from text 2024-04-05
Accep...

Accepted at CVPR 2024, Project page: https://baltatzisv.github.io/neural-sign-actors/

DE-HNN: An effective neural model for Circuit Netlist representation 2024-04-05
Benchmarking Machine Learning Models for Quantum Error Correction 2024-04-04
This ...

This is a preliminary version of the paper and is subject to further revisions

Generalization Bounds for Message Passing Networks on Mixture of Graphons 2024-04-04
On the Theoretical Expressive Power and the Design Space of Higher-Order Graph Transformers 2024-04-04
Accep...

Accepted to AISTATS 2024. 40 pages

Graph Neural Networks for Electric and Hydraulic Data Fusion to Enhance Short-term Forecasting of Pumped-storage Hydroelectricity 2024-04-04
11 pa...

11 pages, 8 figures, conference

Decentralized Learning Strategies for Estimation Error Minimization with Graph Neural Networks 2024-04-04
Distributed Representations of Entities in Open-World Knowledge Graphs 2024-04-04
Knowl...

Knowledge-Based Systems 2024

Theoretical and Empirical Insights into the Origins of Degree Bias in Graph Neural Networks 2024-04-04
First-order PDES for Graph Neural Networks: Advection And Burgers Equation Models 2024-04-03
GeoT: Tensor Centric Library for Graph Neural Network via Efficient Segment Reduction on GPU 2024-04-03
Structure-reinforced Transformer for Dynamic Graph Representation Learning with Edge Temporal States 2024-04-03
This ...

This work has been submitted to the IEEE for possible publication. Copyright may be transferred without notice, after which this version may no longer be accessible

Generative-Contrastive Heterogeneous Graph Neural Network 2024-04-03 10 pages, 8figures
Gegenbauer Graph Neural Networks for Time-varying Signal Reconstruction 2024-04-03
Accep...

Accepted by IEEE Transactions on Neural Networks and Learning Systems (TNNLS)

Weakly-Supervised 3D Scene Graph Generation via Visual-Linguistic Assisted Pseudo-labeling 2024-04-03 11 pages, 9 figures

Latest 15 Papers - March 24, 2024

Please check the Github page for a better reading experience and more papers.

Time Series

Title Date Abstract Comment
An Analysis of Linear Time Series Forecasting Models 2024-03-21
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Despite their simplicity, linear models perform well at time series forecasting, even when pitted against deeper and more expensive models. A number of variations to the linear model have been proposed, often including some form of feature normalisation that improves model generalisation. In this paper we analyse the sets of functions expressible using these linear model architectures. In so doing we show that several popular variants of linear models for time series forecasting are equivalent and functionally indistinguishable from standard, unconstrained linear regression. We characterise the model classes for each linear variant. We demonstrate that each model can be reinterpreted as unconstrained linear regression over a suitably augmented feature set, and therefore admit closed-form solutions when using a mean-squared loss function. We provide experimental evidence that the models under inspection learn nearly identical solutions, and finally demonstrate that the simpler closed form solutions are superior forecasters across 72% of test settings.

Estimating Physical Information Consistency of Channel Data Augmentation for Remote Sensing Images 2024-03-21
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The application of data augmentation for deep learning (DL) methods plays an important role in achieving state-of-the-art results in supervised, semi-supervised, and self-supervised image classification. In particular, channel transformations (e.g., solarize, grayscale, brightness adjustments) are integrated into data augmentation pipelines for remote sensing (RS) image classification tasks. However, contradicting beliefs exist about their proper applications to RS images. A common point of critique is that the application of channel augmentation techniques may lead to physically inconsistent spectral data (i.e., pixel signatures). To shed light on the open debate, we propose an approach to estimate whether a channel augmentation technique affects the physical information of RS images. To this end, the proposed approach estimates a score that measures the alignment of a pixel signature within a time series that can be naturally subject to deviations caused by factors such as acquisition conditions or phenological states of vegetation. We compare the scores associated with original and augmented pixel signatures to evaluate the physical consistency. Experimental results on a multi-label image classification task show that channel augmentations yielding a score that exceeds the expected deviation of original pixel signatures can not improve the performance of a baseline model trained without augmentation.

Accep...

Accepted at the IEEE International Geoscience and Remote Sensing Symposium

Let's do the time-warp-attend: Learning topological invariants of dynamical systems 2024-03-21
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Dynamical systems across the sciences, from electrical circuits to ecological networks, undergo qualitative and often catastrophic changes in behavior, called bifurcations, when their underlying parameters cross a threshold. Existing methods predict oncoming catastrophes in individual systems but are primarily time-series-based and struggle both to categorize qualitative dynamical regimes across diverse systems and to generalize to real data. To address this challenge, we propose a data-driven, physically-informed deep-learning framework for classifying dynamical regimes and characterizing bifurcation boundaries based on the extraction of topologically invariant features. We focus on the paradigmatic case of the supercritical Hopf bifurcation, which is used to model periodic dynamics across a wide range of applications. Our convolutional attention method is trained with data augmentations that encourage the learning of topological invariants which can be used to detect bifurcation boundaries in unseen systems and to design models of biological systems like oscillatory gene regulatory networks. We further demonstrate our method's use in analyzing real data by recovering distinct proliferation and differentiation dynamics along pancreatic endocrinogenesis trajectory in gene expression space based on single-cell data. Our method provides valuable insights into the qualitative, long-term behavior of a wide range of dynamical systems, and can detect bifurcations or catastrophic transitions in large-scale physical and biological systems.

Phenology curve estimation via a mixed model representation of functional principal components: Characterizing time series of satellite-derived vegetation indices 2024-03-21
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Vegetation phenology consists of studying synchronous stationary events, such as the vegetation green up and leaves senescence, that can be construed as adaptive responses to climatic constraints. In this paper, we propose a method to estimate the annual phenology curve from multi-annual observations of time series of vegetation indices derived from satellite images. We fitted the classical harmonic regression model to annual-based time series in order to construe the original data set as realizations of a functional process. Hierarchical clustering was applied to define a nearly homogeneous group of annual (smoothed) time series from which a representative and idealized phenology curve was estimated at the pixel level. This curve resulted from fitting a mixed model, based on functional principal components, to the homogeneous group of time series. Leveraging the idealized phenology curve, we employed standard calculus criteria to estimate the following phenological parameters (stationary events): green up, start of season, maturity, senescence, end of season and dormancy. By applying the proposed methodology to four different data cubes (time series from 2000 to 2023 of a popular satellite-derived vegetation index) recorded across grasslands, forests, and annual rainfed agricultural zones of a Flora and Fauna Protected Area in northern Mexico, we verified that our approach characterizes properly the phenological cycle in vegetation with nearly periodic dynamics, such as grasslands and agricultural areas. The R package sephora was used for all computations in this paper.

18 pa...

18 pages, 3 figures, 6 tables

HySim: An Efficient Hybrid Similarity Measure for Patch Matching in Image Inpainting 2024-03-21
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Inpainting, for filling missing image regions, is a crucial task in various applications, such as medical imaging and remote sensing. Trending data-driven approaches efficiency, for image inpainting, often requires extensive data preprocessing. In this sense, there is still a need for model-driven approaches in case of application constrained with data availability and quality, especially for those related for time series forecasting using image inpainting techniques. This paper proposes an improved modeldriven approach relying on patch-based techniques. Our approach deviates from the standard Sum of Squared Differences (SSD) similarity measure by introducing a Hybrid Similarity (HySim), which combines both strengths of Chebychev and Minkowski distances. This hybridization enhances patch selection, leading to high-quality inpainting results with reduced mismatch errors. Experimental results proved the effectiveness of our approach against other model-driven techniques, such as diffusion or patch-based approaches, showcasing its effectiveness in achieving visually pleasing restorations.

PGCN: Progressive Graph Convolutional Networks for Spatial-Temporal Traffic Forecasting 2024-03-21
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The complex spatial-temporal correlations in transportation networks make the traffic forecasting problem challenging. Since transportation system inherently possesses graph structures, many research efforts have been put with graph neural networks. Recently, constructing adaptive graphs to the data has shown promising results over the models relying on a single static graph structure. However, the graph adaptations are applied during the training phases and do not reflect the data used during the testing phases. Such shortcomings can be problematic especially in traffic forecasting since the traffic data often suffer from unexpected changes and irregularities in the time series. In this study, we propose a novel traffic forecasting framework called Progressive Graph Convolutional Network (PGCN). PGCN constructs a set of graphs by progressively adapting to online input data during the training and testing phases. Specifically, we implemented the model to construct progressive adjacency matrices by learning trend similarities among graph nodes. Then, the model is combined with the dilated causal convolution and gated activation unit to extract temporal features. With residual and skip connections, PGCN performs the traffic prediction. When applied to seven real-world traffic datasets of diverse geometric nature, the proposed model achieves state-of-the-art performance with consistency in all datasets. We conclude that the ability of PGCN to progressively adapt to input data enables the model to generalize in different study sites with robustness.

DiffSTOCK: Probabilistic relational Stock Market Predictions using Diffusion Models 2024-03-21
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In this work, we propose an approach to generalize denoising diffusion probabilistic models for stock market predictions and portfolio management. Present works have demonstrated the efficacy of modeling interstock relations for market time-series forecasting and utilized Graph-based learning models for value prediction and portfolio management. Though convincing, these deterministic approaches still fall short of handling uncertainties i.e., due to the low signal-to-noise ratio of the financial data, it is quite challenging to learn effective deterministic models. Since the probabilistic methods have shown to effectively emulate higher uncertainties for time-series predictions. To this end, we showcase effective utilisation of Denoising Diffusion Probabilistic Models (DDPM), to develop an architecture for providing better market predictions conditioned on the historical financial indicators and inter-stock relations. Additionally, we also provide a novel deterministic architecture MaTCHS which uses Masked Relational Transformer(MRT) to exploit inter-stock relations along with historical stock features. We demonstrate that our model achieves SOTA performance for movement predication and Portfolio management.

Accep...

Accepted for presentation to the 2024 IEEE International Conference on Acoustics, Speech, and Signal Processing (ICASSP 2024), Seoul, Korea

Modality-aware Transformer for Financial Time series Forecasting 2024-03-20
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Time series forecasting presents a significant challenge, particularly when its accuracy relies on external data sources rather than solely on historical values. This issue is prevalent in the financial sector, where the future behavior of time series is often intricately linked to information derived from various textual reports and a multitude of economic indicators. In practice, the key challenge lies in constructing a reliable time series forecasting model capable of harnessing data from diverse sources and extracting valuable insights to predict the target time series accurately. In this work, we tackle this challenging problem and introduce a novel multimodal transformer-based model named the \textit{Modality-aware Transformer}. Our model excels in exploring the power of both categorical text and numerical timeseries to forecast the target time series effectively while providing insights through its neural attention mechanism. To achieve this, we develop feature-level attention layers that encourage the model to focus on the most relevant features within each data modality. By incorporating the proposed feature-level attention, we develop a novel Intra-modal multi-head attention (MHA), Inter-modal MHA and Target-modal MHA in a way that both feature and temporal attentions are incorporated in MHAs. This enables the MHAs to generate temporal attentions with consideration of modality and feature importance which leads to more informative embeddings. The proposed modality-aware structure enables the model to effectively exploit information within each modality as well as foster cross-modal understanding. Our extensive experiments on financial datasets demonstrate that Modality-aware Transformer outperforms existing methods, offering a novel and practical solution to the complex challenges of multi-modal financial time series forecasting.

Synthetic Data Applications in Finance 2024-03-20
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Synthetic data has made tremendous strides in various commercial settings including finance, healthcare, and virtual reality. We present a broad overview of prototypical applications of synthetic data in the financial sector and in particular provide richer details for a few select ones. These cover a wide variety of data modalities including tabular, time-series, event-series, and unstructured arising from both markets and retail financial applications. Since finance is a highly regulated industry, synthetic data is a potential approach for dealing with issues related to privacy, fairness, and explainability. Various metrics are utilized in evaluating the quality and effectiveness of our approaches in these applications. We conclude with open directions in synthetic data in the context of the financial domain.

50 pa...

50 pages, journal submission; updated 6 privacy levels

Sequential Modeling of Complex Marine Navigation: Case Study on a Passenger Vessel (Student Abstract) 2024-03-20
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The maritime industry's continuous commitment to sustainability has led to a dedicated exploration of methods to reduce vessel fuel consumption. This paper undertakes this challenge through a machine learning approach, leveraging a real-world dataset spanning two years of a ferry in west coast Canada. Our focus centers on the creation of a time series forecasting model given the dynamic and static states, actions, and disturbances. This model is designed to predict dynamic states based on the actions provided, subsequently serving as an evaluative tool to assess the proficiency of the ferry's operation under the captain's guidance. Additionally, it lays the foundation for future optimization algorithms, providing valuable feedback on decision-making processes. To facilitate future studies, our code is available at \url{https://github.com/pagand/model_optimze_vessel/tree/AAAI}

5 pag...

5 pages, 3 figures, AAAI 2024 student abstract

Probabilistic Forecasting with Stochastic Interpolants and Föllmer Processes 2024-03-20
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We propose a framework for probabilistic forecasting of dynamical systems based on generative modeling. Given observations of the system state over time, we formulate the forecasting problem as sampling from the conditional distribution of the future system state given its current state. To this end, we leverage the framework of stochastic interpolants, which facilitates the construction of a generative model between an arbitrary base distribution and the target. We design a fictitious, non-physical stochastic dynamics that takes as initial condition the current system state and produces as output a sample from the target conditional distribution in finite time and without bias. This process therefore maps a point mass centered at the current state onto a probabilistic ensemble of forecasts. We prove that the drift coefficient entering the stochastic differential equation (SDE) achieving this task is non-singular, and that it can be learned efficiently by square loss regression over the time-series data. We show that the drift and the diffusion coefficients of this SDE can be adjusted after training, and that a specific choice that minimizes the impact of the estimation error gives a F"ollmer process. We highlight the utility of our approach on several complex, high-dimensional forecasting problems, including stochastically forced Navier-Stokes and video prediction on the KTH and CLEVRER datasets.

Adaptive estimation for Weakly Dependent Functional Times Series 2024-03-20
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The local regularity of functional time series is studied under $L^p-m-$appro-ximability assumptions. The sample paths are observed with error at possibly random design points. Non-asymptotic concentration bounds of the regularity estimators are derived. As an application, we build nonparametric mean and autocovariance functions estimators that adapt to the regularity and the design, which can be sparse or dense. We also derive the asymptotic normality of the mean estimator, which allows honest inference for irregular mean functions. Simulations and a real data application illustrate the performance of the new estimators.

Data Augmentation for Time-Series Classification: An Extensive Empirical Study and Comprehensive Survey 2024-03-20
Show

Data Augmentation (DA) has emerged as an indispensable strategy in Time Series Classification (TSC), primarily due to its capacity to amplify training samples, thereby bolstering model robustness, diversifying datasets, and curtailing overfitting. However, the current landscape of DA in TSC is plagued with fragmented literature reviews, nebulous methodological taxonomies, inadequate evaluative measures, and a dearth of accessible, user-oriented tools. In light of these challenges, this study embarks on an exhaustive dissection of DA methodologies within the TSC realm. Our initial approach involved an extensive literature review spanning a decade, revealing that contemporary surveys scarcely capture the breadth of advancements in DA for TSC, prompting us to meticulously analyze over 100 scholarly articles to distill more than 60 unique DA techniques. This rigorous analysis precipitated the formulation of a novel taxonomy, purpose-built for the intricacies of DA in TSC, categorizing techniques into five principal echelons: Transformation-Based, Pattern-Based, Generative, Decomposition-Based, and Automated Data Augmentation. Our taxonomy promises to serve as a robust navigational aid for scholars, offering clarity and direction in method selection. Addressing the conspicuous absence of holistic evaluations for prevalent DA techniques, we executed an all-encompassing empirical assessment, wherein upwards of 15 DA strategies were subjected to scrutiny across 8 UCR time-series datasets, employing ResNet and a multi-faceted evaluation paradigm encompassing Accuracy, Method Ranking, and Residual Analysis, yielding a benchmark accuracy of 88.94 +- 11.83%. Our investigation underscored the inconsistent efficacies of DA techniques, with...

Capsule Neural Networks as Noise Stabilizer for Time Series Data 2024-03-20
Show

Capsule Neural Networks utilize capsules, which bind neurons into a single vector and learn position equivariant features, which makes them more robust than original Convolutional Neural Networks. CapsNets employ an affine transformation matrix and dynamic routing with coupling coefficients to learn robustly. In this paper, we investigate the effectiveness of CapsNets in analyzing highly sensitive and noisy time series sensor data. To demonstrate CapsNets robustness, we compare their performance with original CNNs on electrocardiogram data, a medical time series sensor data with complex patterns and noise. Our study provides empirical evidence that CapsNets function as noise stabilizers, as investigated by manual and adversarial attack experiments using the fast gradient sign method and three manual attacks, including offset shifting, gradual drift, and temporal lagging. In summary, CapsNets outperform CNNs in both manual and adversarial attacked data. Our findings suggest that CapsNets can be effectively applied to various sensor systems to improve their resilience to noise attacks. These results have significant implications for designing and implementing robust machine learning models in real world applications. Additionally, this study contributes to the effectiveness of CapsNet models in handling noisy data and highlights their potential for addressing the challenges of noise data in time series analysis.

Machine learning approach to detect dynamical states from recurrence measures 2024-03-20
Show

We integrate machine learning approaches with nonlinear time series analysis, specifically utilizing recurrence measures to classify various dynamical states emerging from time series. We implement three machine learning algorithms Logistic Regression, Random Forest, and Support Vector Machine for this study. The input features are derived from the recurrence quantification of nonlinear time series and characteristic measures of the corresponding recurrence networks. For training and testing we generate synthetic data from standard nonlinear dynamical systems and evaluate the efficiency and performance of the machine learning algorithms in classifying time series into periodic, chaotic, hyper-chaotic, or noisy categories. Additionally, we explore the significance of input features in the classification scheme and find that the features quantifying the density of recurrence points are the most relevant. Furthermore, we illustrate how the trained algorithms can successfully predict the dynamical states of two variable stars, SX Her and AC Her from the data of their light curves.

Daily Papers - March 5, 2024

Daily Papers

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Time Series

Title Date Abstract Comment
Cloud gap-filling with deep learning for improved grassland monitoring 2024-03-14
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Uninterrupted optical image time series are crucial for the timely monitoring of agricultural land changes. However, the continuity of such time series is often disrupted by clouds. In response to this challenge, we propose a deep learning method that integrates cloud-free optical (Sentinel-2) observations and weather-independent (Sentinel-1) Synthetic Aperture Radar (SAR) data, using a combined Convolutional Neural Network (CNN)-Recurrent Neural Network (RNN) architecture to generate continuous Normalized Difference Vegetation Index (NDVI) time series. We emphasize the significance of observation continuity by assessing the impact of the generated time series on the detection of grassland mowing events. We focus on Lithuania, a country characterized by extensive cloud coverage, and compare our approach with alternative interpolation techniques (i.e., linear, Akima, quadratic). Our method surpasses these techniques, with an average MAE of 0.024 and R^2 of 0.92. It not only improves the accuracy of event detection tasks by employing a continuous time series, but also effectively filters out sudden shifts and noise originating from cloudy observations that cloud masks often fail to detect.

MCformer: Multivariate Time Series Forecasting with Mixed-Channels Transformer 2024-03-14
Show

The massive generation of time-series data by largescale Internet of Things (IoT) devices necessitates the exploration of more effective models for multivariate time-series forecasting. In previous models, there was a predominant use of the Channel Dependence (CD) strategy (where each channel represents a univariate sequence). Current state-of-the-art (SOTA) models primarily rely on the Channel Independence (CI) strategy. The CI strategy treats all channels as a single channel, expanding the dataset to improve generalization performance and avoiding inter-channel correlation that disrupts long-term features. However, the CI strategy faces the challenge of interchannel correlation forgetting. To address this issue, we propose an innovative Mixed Channels strategy, combining the data expansion advantages of the CI strategy with the ability to counteract inter-channel correlation forgetting. Based on this strategy, we introduce MCformer, a multivariate time-series forecasting model with mixed channel features. The model blends a specific number of channels, leveraging an attention mechanism to effectively capture inter-channel correlation information when modeling long-term features. Experimental results demonstrate that the Mixed Channels strategy outperforms pure CI strategy in multivariate time-series forecasting tasks.

DiTMoS: Delving into Diverse Tiny-Model Selection on Microcontrollers 2024-03-14
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Enabling efficient and accurate deep neural network (DNN) inference on microcontrollers is non-trivial due to the constrained on-chip resources. Current methodologies primarily focus on compressing larger models yet at the expense of model accuracy. In this paper, we rethink the problem from the inverse perspective by constructing small/weak models directly and improving their accuracy. Thus, we introduce DiTMoS, a novel DNN training and inference framework with a selector-classifiers architecture, where the selector routes each input sample to the appropriate classifier for classification. DiTMoS is grounded on a key insight: a composition of weak models can exhibit high diversity and the union of them can significantly boost the accuracy upper bound. To approach the upper bound, DiTMoS introduces three strategies including diverse training data splitting to increase the classifiers' diversity, adversarial selector-classifiers training to ensure synergistic interactions thereby maximizing their complementarity, and heterogeneous feature aggregation to improve the capacity of classifiers. We further propose a network slicing technique to alleviate the extra memory overhead incurred by feature aggregation. We deploy DiTMoS on the Neucleo STM32F767ZI board and evaluate it based on three time-series datasets for human activity recognition, keywords spotting, and emotion recognition, respectively. The experiment results manifest that: (a) DiTMoS achieves up to 13.4% accuracy improvement compared to the best baseline; (b) network slicing almost completely eliminates the memory overhead incurred by feature aggregation with a marginal increase of latency.

Covariance Fitting Interferometric Phase Linking: Modular Framework and Optimization Algorithms 2024-03-13
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Interferometric phase linking (IPL) has become a prominent technique for processing images of areas containing distributed scaterrers in SAR interferometry. Traditionally, IPL consists in estimating consistent phase differences between all pairs of SAR images in a time series from the sample covariance matrix of pixel patches on a sliding window. This paper reformulates this task as a covariance fitting problem: in this setup, IPL appears as a form of projection of an input covariance matrix so that it satisfies the phase closure property. Given this modular formulation, we propose an overview of covariance matrix estimates, regularization options, and matrix distances, that can be of interest when processing multi-temporal SAR data. In particular, we will observe that most of the existing IPL algorithms appear as special instances of this framework. We then present tools to efficiently solve related optimization problems on the torus of phase-only complex vectors: majorization-minimization and Riemannian optimization. We conclude by illustrating the merits of different options on a real-world case study.

Leveraging Non-Decimated Wavelet Packet Features and Transformer Models for Time Series Forecasting 2024-03-13
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This article combines wavelet analysis techniques with machine learning methods for univariate time series forecasting, focusing on three main contributions. Firstly, we consider the use of Daubechies wavelets with different numbers of vanishing moments as input features to both non-temporal and temporal forecasting methods, by selecting these numbers during the cross-validation phase. Secondly, we compare the use of both the non-decimated wavelet transform and the non-decimated wavelet packet transform for computing these features, the latter providing a much larger set of potentially useful coefficient vectors. The wavelet coefficients are computed using a shifted version of the typical pyramidal algorithm to ensure no leakage of future information into these inputs. Thirdly, we evaluate the use of these wavelet features on a significantly wider set of forecasting methods than previous studies, including both temporal and non-temporal models, and both statistical and deep learning-based methods. The latter include state-of-the-art transformer-based neural network architectures. Our experiments suggest significant benefit in replacing higher-order lagged features with wavelet features across all examined non-temporal methods for one-step-forward forecasting, and modest benefit when used as inputs for temporal deep learning-based models for long-horizon forecasting.

Data-Efficient Sleep Staging with Synthetic Time Series Pretraining 2024-03-13
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Analyzing electroencephalographic (EEG) time series can be challenging, especially with deep neural networks, due to the large variability among human subjects and often small datasets. To address these challenges, various strategies, such as self-supervised learning, have been suggested, but they typically rely on extensive empirical datasets. Inspired by recent advances in computer vision, we propose a pretraining task termed "frequency pretraining" to pretrain a neural network for sleep staging by predicting the frequency content of randomly generated synthetic time series. Our experiments demonstrate that our method surpasses fully supervised learning in scenarios with limited data and few subjects, and matches its performance in regimes with many subjects. Furthermore, our results underline the relevance of frequency information for sleep stage scoring, while also demonstrating that deep neural networks utilize information beyond frequencies to enhance sleep staging performance, which is consistent with previous research. We anticipate that our approach will be advantageous across a broad spectrum of applications where EEG data is limited or derived from a small number of subjects, including the domain of brain-computer interfaces.

Caformer: Rethinking Time Series Analysis from Causal Perspective 2024-03-13
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Time series analysis is a vital task with broad applications in various domains. However, effectively capturing cross-dimension and cross-time dependencies in non-stationary time series poses significant challenges, particularly in the context of environmental factors. The spurious correlation induced by the environment confounds the causal relationships between cross-dimension and cross-time dependencies. In this paper, we introduce a novel framework called Caformer (\underline{\textbf{Ca}}usal Trans\underline{\textbf{former}}) for time series analysis from a causal perspective. Specifically, our framework comprises three components: Dynamic Learner, Environment Learner, and Dependency Learner. The Dynamic Learner unveils dynamic interactions among dimensions, the Environment Learner mitigates spurious correlations caused by environment with a back-door adjustment, and the Dependency Learner aims to infer robust interactions across both time and dimensions. Our Caformer demonstrates consistent state-of-the-art performance across five mainstream time series analysis tasks, including long- and short-term forecasting, imputation, classification, and anomaly detection, with proper interpretability.

A Prediction Model for Rumor Forwarding Behavior Based on Uncertain Time Series 2024-03-13
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The rapid spread of rumors in social media is mainly caused by individual retweets. This paper applies uncertainty time series analysis (UTSA) to analyze a rumor retweeting behavior on Weibo. First, the rumor forwarding is modeled using uncertain time series, including order selection, parameter estimation, residual analysis, uncertainty hypothesis testing and forecast, and the validity of using uncertain time series analysis is further supported by analyzing the characteristics of the residual plot. The experimental results show that the uncertain time series can better predict the next stage of rumor forwarding. The results of the study have important practical significance for rumor management and the management of social media information dissemination.

FSDR: A Novel Deep Learning-based Feature Selection Algorithm for Pseudo Time-Series Data using Discrete Relaxation 2024-03-13
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Conventional feature selection algorithms applied to Pseudo Time-Series (PTS) data, which consists of observations arranged in sequential order without adhering to a conventional temporal dimension, often exhibit impractical computational complexities with high dimensional data. To address this challenge, we introduce a Deep Learning (DL)-based feature selection algorithm: Feature Selection through Discrete Relaxation (FSDR), tailored for PTS data. Unlike the existing feature selection algorithms, FSDR learns the important features as model parameters using discrete relaxation, which refers to the process of approximating a discrete optimisation problem with a continuous one. FSDR is capable of accommodating a high number of feature dimensions, a capability beyond the reach of existing DL-based or traditional methods. Through testing on a hyperspectral dataset (i.e., a type of PTS data), our experimental results demonstrate that FSDR outperforms three commonly used feature selection algorithms, taking into account a balance among execution time, $R^2$, and $RMSE$.

Mean-Field Microcanonical Gradient Descent 2024-03-13
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Microcanonical gradient descent is a sampling procedure for energy-based models allowing for efficient sampling of distributions in high dimension. It works by transporting samples from a high-entropy distribution, such as Gaussian white noise, to a low-energy region using gradient descent. We put this model in the framework of normalizing flows, showing how it can often overfit by losing an unnecessary amount of entropy in the descent. As a remedy, we propose a mean-field microcanonical gradient descent that samples several weakly coupled data points simultaneously, allowing for better control of the entropy loss while paying little in terms of likelihood fit. We study these models in the context of financial time series, illustrating the improvements on both synthetic and real data.

Unsupervised Learning of Hybrid Latent Dynamics: A Learn-to-Identify Framework 2024-03-13
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Modern applications increasingly require unsupervised learning of latent dynamics from high-dimensional time-series. This presents a significant challenge of identifiability: many abstract latent representations may reconstruct observations, yet do they guarantee an adequate identification of the governing dynamics? This paper investigates this challenge from two angles: the use of physics inductive bias specific to the data being modeled, and a learn-to-identify strategy that separates forecasting objectives from the data used for the identification. We combine these two strategies in a novel framework for unsupervised meta-learning of hybrid latent dynamics (Meta-HyLaD) with: 1) a latent dynamic function that hybridize known mathematical expressions of prior physics with neural functions describing its unknown errors, and 2) a meta-learning formulation to learn to separately identify both components of the hybrid dynamics. Through extensive experiments on five physics and one biomedical systems, we provide strong evidence for the benefits of Meta-HyLaD to integrate rich prior knowledge while identifying their gap to observed data.

Supervised Time Series Classification for Anomaly Detection in Subsea Engineering 2024-03-12
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Time series classification is of significant importance in monitoring structural systems. In this work, we investigate the use of supervised machine learning classification algorithms on simulated data based on a physical system with two states: Intact and Broken. We provide a comprehensive discussion of the preprocessing of temporal data, using measures of statistical dispersion and dimension reduction techniques. We present an intuitive baseline method and discuss its efficiency. We conclude with a comparison of the various methods based on different performance metrics, showing the advantage of using machine learning techniques as a tool in decision making.

Chronos: Learning the Language of Time Series 2024-03-12
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We introduce Chronos, a simple yet effective framework for pretrained probabilistic time series models. Chronos tokenizes time series values using scaling and quantization into a fixed vocabulary and trains existing transformer-based language model architectures on these tokenized time series via the cross-entropy loss. We pretrained Chronos models based on the T5 family (ranging from 20M to 710M parameters) on a large collection of publicly available datasets, complemented by a synthetic dataset that we generated via Gaussian processes to improve generalization. In a comprehensive benchmark consisting of 42 datasets, and comprising both classical local models and deep learning methods, we show that Chronos models: (a) significantly outperform other methods on datasets that were part of the training corpus; and (b) have comparable and occasionally superior zero-shot performance on new datasets, relative to methods that were trained specifically on them. Our results demonstrate that Chronos models can leverage time series data from diverse domains to improve zero-shot accuracy on unseen forecasting tasks, positioning pretrained models as a viable tool to greatly simplify forecasting pipelines.

Infer...

Inference code and model checkpoints available at https://github.com/amazon-science/chronos-forecasting

Scalable Spatiotemporal Prediction with Bayesian Neural Fields 2024-03-12
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Spatiotemporal datasets, which consist of spatially-referenced time series, are ubiquitous in many scientific and business-intelligence applications, such as air pollution monitoring, disease tracking, and cloud-demand forecasting. As modern datasets continue to increase in size and complexity, there is a growing need for new statistical methods that are flexible enough to capture complex spatiotemporal dynamics and scalable enough to handle large prediction problems. This work presents the Bayesian Neural Field (BayesNF), a domain-general statistical model for inferring rich probability distributions over a spatiotemporal domain, which can be used for data-analysis tasks including forecasting, interpolation, and variography. BayesNF integrates a novel deep neural network architecture for high-capacity function estimation with hierarchical Bayesian inference for robust uncertainty quantification. By defining the prior through a sequence of smooth differentiable transforms, posterior inference is conducted on large-scale data using variationally learned surrogates trained via stochastic gradient descent. We evaluate BayesNF against prominent statistical and machine-learning baselines, showing considerable improvements on diverse prediction problems from climate and public health datasets that contain tens to hundreds of thousands of measurements. The paper is accompanied with an open-source software package (https://github.com/google/bayesnf) that is easy-to-use and compatible with modern GPU and TPU accelerators on the JAX machine learning platform.

22 pa...

22 pages, 6 figures, 3 tables

Exploring Challenges in Deep Learning of Single-Station Ground Motion Records 2024-03-12
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Contemporary deep learning models have demonstrated promising results across various applications within seismology and earthquake engineering. These models rely primarily on utilizing ground motion records for tasks such as earthquake event classification, localization, earthquake early warning systems, and structural health monitoring. However, the extent to which these models effectively learn from these complex time-series signals has not been thoroughly analyzed. In this study, our objective is to evaluate the degree to which auxiliary information, such as seismic phase arrival times or seismic station distribution within a network, dominates the process of deep learning from ground motion records, potentially hindering its effectiveness. We perform a hyperparameter search on two deep learning models to assess their effectiveness in deep learning from ground motion records while also examining the impact of auxiliary information on model performance. Experimental results reveal a strong reliance on the highly correlated P and S phase arrival information. Our observations highlight a potential gap in the field, indicating an absence of robust methodologies for deep learning of single-station ground motion recordings independent of any auxiliary information.

9 Pag...

9 Pages, 12 Figures, 5 Tables

Spatiotemporal Representation Learning for Short and Long Medical Image Time Series 2024-03-12
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Analyzing temporal developments is crucial for the accurate prognosis of many medical conditions. Temporal changes that occur over short time scales are key to assessing the health of physiological functions, such as the cardiac cycle. Moreover, tracking longer term developments that occur over months or years in evolving processes, such as age-related macular degeneration (AMD), is essential for accurate prognosis. Despite the importance of both short and long term analysis to clinical decision making, they remain understudied in medical deep learning. State of the art methods for spatiotemporal representation learning, developed for short natural videos, prioritize the detection of temporal constants rather than temporal developments. Moreover, they do not account for varying time intervals between acquisitions, which are essential for contextualizing observed changes. To address these issues, we propose two approaches. First, we combine clip-level contrastive learning with a novel temporal embedding to adapt to irregular time series. Second, we propose masking and predicting latent frame representations of the temporal sequence. Our two approaches outperform all prior methods on temporally-dependent tasks including cardiac output estimation and three prognostic AMD tasks. Overall, this enables the automated analysis of temporal patterns which are typically overlooked in applications of deep learning to medicine.

Taming Pre-trained LLMs for Generalised Time Series Forecasting via Cross-modal Knowledge Distillation 2024-03-12
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Multivariate time series forecasting has recently gained great success with the rapid growth of deep learning models. However, existing approaches usually train models from scratch using limited temporal data, preventing their generalization. Recently, with the surge of the Large Language Models (LLMs), several works have attempted to introduce LLMs into time series forecasting. Despite promising results, these methods directly take time series as the input to LLMs, ignoring the inherent modality gap between temporal and text data. In this work, we propose a novel Large Language Models and time series alignment framework, dubbed LLaTA, to fully unleash the potentials of LLMs in the time series forecasting challenge. Based on cross-modal knowledge distillation, the proposed method exploits both input-agnostic static knowledge and input-dependent dynamic knowledge in pre-trained LLMs. In this way, it empowers the forecasting model with favorable performance as well as strong generalization abilities. Extensive experiments demonstrate the proposed method establishes a new state of the art for both long- and short-term forecasting. Code is available at \url{https://github.com/Hank0626/LLaTA}.

Dataset Condensation for Time Series Classification via Dual Domain Matching 2024-03-12
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Time series data has been demonstrated to be crucial in various research fields. The management of large quantities of time series data presents challenges in terms of deep learning tasks, particularly for training a deep neural network. Recently, a technique named \textit{Dataset Condensation} has emerged as a solution to this problem. This technique generates a smaller synthetic dataset that has comparable performance to the full real dataset in downstream tasks such as classification. However, previous methods are primarily designed for image and graph datasets, and directly adapting them to the time series dataset leads to suboptimal performance due to their inability to effectively leverage the rich information inherent in time series data, particularly in the frequency domain. In this paper, we propose a novel framework named Dataset \textit{\textbf{Cond}}ensation for \textit{\textbf{T}}ime \textit{\textbf{S}}eries \textit{\textbf{C}}lassification via Dual Domain Matching (\textbf{CondTSC}) which focuses on the time series classification dataset condensation task. Different from previous methods, our proposed framework aims to generate a condensed dataset that matches the surrogate objectives in both the time and frequency domains. Specifically, CondTSC incorporates multi-view data augmentation, dual domain training, and dual surrogate objectives to enhance the dataset condensation process in the time and frequency domains. Through extensive experiments, we demonstrate the effectiveness of our proposed framework, which outperforms other baselines and learns a condensed synthetic dataset that exhibits desirable characteristics such as conforming to the distribution of the original data.

Cyclical Long Memory: Decoupling, Modulation, and Modeling 2024-03-13
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A new model for general cyclical long memory is introduced, by means of random modulation of certain bivariate long memory time series. This construction essentially decouples the two key features of cyclical long memory: quasi-periodicity and long-term persistence. It further allows for a general cyclical phase in cyclical long memory time series. Several choices for suitable bivariate long memory series are discussed, including a parametric fractionally integrated vector ARMA model. The parametric models introduced in this work have explicit autocovariance functions that can be used readily in simulation, estimation, and other tasks.

Sample Splitting and Assessing Goodness-of-fit of Time Series 2024-03-11
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A fundamental and often final step in time series modeling is to assess the quality of fit of a proposed model to the data. Since the underlying distribution of the innovations that generate a model is often not prescribed, goodness-of-fit tests typically take the form of testing the fitted residuals for serial independence. However, these fitted residuals are inherently dependent since they are based on the same parameter estimates and thus standard tests of serial independence, such as those based on the autocorrelation function (ACF) or distance correlation function (ADCF) of the fitted residuals need to be adjusted. The sample splitting procedure in Pfister et al.~(2018) is one such fix for the case of models for independent data, but fails to work in the dependent setting. In this paper sample splitting is leveraged in the time series setting to perform tests of serial dependence of fitted residuals using the ACF and ADCF. Here the first $f_n$ of the data points are used to estimate the parameters of the model and then using these parameter estimates, the last $l_n$ of the data points are used to compute the estimated residuals. Tests for serial independence are then based on these $l_n$ residuals. As long as the overlap between the $f_n$ and $l_n$ data splits is asymptotically 1/2, the ACF and ADCF tests of serial independence tests often have the same limit distributions as though the underlying residuals are indeed iid. In particular if the first half of the data is used to estimate the parameters and the estimated residuals are computed for the entire data set based on these parameter estimates, then the ACF and ADCF can have the same limit distributions as though the residuals were iid. This procedure ameliorates the need for adjustment in the construction of confidence bounds for both the ACF and ADCF in goodness-of-fit testing.

31 pa...

31 pages, 4 figures, 1 table

Time Series Analysis of Key Societal Events as Reflected in Complex Social Media Data Streams 2024-03-11
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Social media platforms hold valuable insights, yet extracting essential information can be challenging. Traditional top-down approaches often struggle to capture critical signals in rapidly changing events. As global events evolve swiftly, social media narratives, including instances of disinformation, become significant sources of insights. To address the need for an inductive strategy, we explore a niche social media platform GAB and an established messaging service Telegram, to develop methodologies applicable on a broader scale. This study investigates narrative evolution on these platforms using quantitative corpus-based discourse analysis techniques. Our approach is a novel mode to study multiple social media domains to distil key information which may be obscured otherwise, allowing for useful and actionable insights. The paper details the technical and methodological aspects of gathering and preprocessing GAB and Telegram data for a keyness (Log Ratio) metric analysis, identifying crucial nouns and verbs for deeper exploration. Empirically, this approach is applied to a case study of a well defined event that had global impact: the 2023 Wagner mutiny. The main findings are: (1) the time line can be deconstructed to provide useful data features allowing for improved interpretation; (2) a methodology is applied which provides a basis for generalization. The key contribution is an approach, that in some cases, provides the ability to capture the dynamic narrative shifts over time with elevated confidence. The approach can augment near-real-time assessment of key social movements, allowing for informed governance choices. This research is important because it lays out a useful methodology for time series relevant info-culling, which can enable proactive modes for positive social engagement.

AAAI2...

AAAI2024 Workshop on AI for Time Series Analysis (AI4TS)

Grid Monitoring and Protection with Continuous Point-on-Wave Measurements and Generative AI 2024-03-11
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Purpose This article presents a case for a next-generation grid monitoring and control system, leveraging recent advances in generative artificial intelligence (AI), machine learning, and statistical inference. Advancing beyond earlier generations of wide-area monitoring systems built upon supervisory control and data acquisition (SCADA) and synchrophasor technologies, we argue for a monitoring and control framework based on the streaming of continuous point-on-wave (CPOW) measurements with AI-powered data compression and fault detection. Methods and Results: The architecture of the proposed design originates from the Wiener-Kallianpur innovation representation of a random process that transforms causally a stationary random process into an innovation sequence with independent and identically distributed random variables. This work presents a generative AI approach that (i) learns an innovation autoencoder that extracts innovation sequence from CPOW time series, (ii) compresses the CPOW streaming data with innovation autoencoder and subband coding, and (iii) detects unknown faults and novel trends via nonparametric sequential hypothesis testing. Conclusion: This work argues that conventional monitoring using SCADA and phasor measurement unit (PMU) technologies is ill-suited for a future grid with deep penetration of inverter-based renewable generations and distributed energy resources. A monitoring system based on CPOW data streaming and AI data analytics should be the basic building blocks for situational awareness of a highly dynamic future grid.

Koopman Ensembles for Probabilistic Time Series Forecasting 2024-03-13
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In the context of an increasing popularity of data-driven models to represent dynamical systems, many machine learning-based implementations of the Koopman operator have recently been proposed. However, the vast majority of those works are limited to deterministic predictions, while the knowledge of uncertainty is critical in fields like meteorology and climatology. In this work, we investigate the training of ensembles of models to produce stochastic outputs. We show through experiments on real remote sensing image time series that ensembles of independently trained models are highly overconfident and that using a training criterion that explicitly encourages the members to produce predictions with high inter-model variances greatly improves the uncertainty quantification of the ensembles.

Data-Driven Tuning Parameter Selection for High-Dimensional Vector Autoregressions 2024-03-11
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Lasso-type estimators are routinely used to estimate high-dimensional time series models. The theoretical guarantees established for Lasso typically require the penalty level to be chosen in a suitable fashion often depending on unknown population quantities. Furthermore, the resulting estimates and the number of variables retained in the model depend crucially on the chosen penalty level. However, there is currently no theoretically founded guidance for this choice in the context of high-dimensional time series. Instead one resorts to selecting the penalty level in an ad hoc manner using, e.g., information criteria or cross-validation. We resolve this problem by considering estimation of the perhaps most commonly employed multivariate time series model, the linear vector autoregressive (VAR) model, and propose a weighted Lasso estimator with penalization chosen in a fully data-driven way. The theoretical guarantees that we establish for the resulting estimation and prediction error match those currently available for methods based on infeasible choices of penalization. We thus provide a first solution for choosing the penalization in high-dimensional time series models.

FFAD: A Novel Metric for Assessing Generated Time Series Data Utilizing Fourier Transform and Auto-encoder 2024-03-11
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The success of deep learning-based generative models in producing realistic images, videos, and audios has led to a crucial consideration: how to effectively assess the quality of synthetic samples. While the Fr'{e}chet Inception Distance (FID) serves as the standard metric for evaluating generative models in image synthesis, a comparable metric for time series data is notably absent. This gap in assessment capabilities stems from the absence of a widely accepted feature vector extractor pre-trained on benchmark time series datasets. In addressing these challenges related to assessing the quality of time series, particularly in the context of Fr'echet Distance, this work proposes a novel solution leveraging the Fourier transform and Auto-encoder, termed the Fr'{e}chet Fourier-transform Auto-encoder Distance (FFAD). Through our experimental results, we showcase the potential of FFAD for effectively distinguishing samples from different classes. This novel metric emerges as a fundamental tool for the evaluation of generative time series data, contributing to the ongoing efforts of enhancing assessment methodologies in the realm of deep learning-based generative models.

13 pa...

13 pages, 6 figures, accepted by ICTIS-2024 on March 8th, 2024

Seasonal and Periodic Patterns in US COVID-19 Mortality using the Variable Bandpass Periodic Block Bootstrap 2024-03-10
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Since the emergence of the SARS-CoV-2 virus, research into the existence, extent, and pattern of seasonality has been of the highest importance for public health preparation. This study uses a novel bandpass bootstrap approach called the Variable Bandpass Periodic Block Bootstrap (VBPBB) to investigate the periodically correlated (PC) components including seasonality within US COVID-19 mortality. Bootstrapping to produce confidence intervals (CI) for periodic characteristics such as the seasonal mean requires preservation of the PC component's correlation structure during resampling. While existing bootstrap methods can preserve the PC component correlation structure, filtration of that PC component's frequency from interference is critical to bootstrap the PC component's characteristics accurately and efficiently. The VBPBB filters the PC time series to reduce interference from other components such as noise. This greatly reduces bootstrapped CI size and outperforms the statistical power and accuracy of other methods when estimating the periodic mean sampling distribution. VBPBB analysis of US COVID-19 mortality PC components are provided and compared against alternative bootstrapping methods. These results reveal crucial evidence supporting the presence of a seasonal PC pattern and existence of additional PC components, their timing, and CIs for their effect which will aid prediction and preparation for future COVID-19 responses.

Multimodal deep learning approach to predicting neurological recovery from coma after cardiac arrest 2024-03-09
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This work showcases our team's (The BEEGees) contributions to the 2023 George B. Moody PhysioNet Challenge. The aim was to predict neurological recovery from coma following cardiac arrest using clinical data and time-series such as multi-channel EEG and ECG signals. Our modelling approach is multimodal, based on two-dimensional spectrogram representations derived from numerous EEG channels, alongside the integration of clinical data and features extracted directly from EEG recordings. Our submitted model achieved a Challenge score of $0.53$ on the hidden test set for predictions made $72$ hours after return of spontaneous circulation. Our study shows the efficacy and limitations of employing transfer learning in medical classification. With regard to prospective implementation, our analysis reveals that the performance of the model is strongly linked to the selection of a decision threshold and exhibits strong variability across data splits.

$\textbf{S}^2$IP-LLM: Semantic Space Informed Prompt Learning with LLM for Time Series Forecasting 2024-03-09
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Recently, there has been a growing interest in leveraging pre-trained large language models (LLMs) for various time series applications. However, the semantic space of LLMs, established through the pre-training, is still underexplored and may help yield more distinctive and informative representations to facilitate time series forecasting. To this end, we propose Semantic Space Informed Prompt learning with LLM ($S^2$IP-LLM) to align the pre-trained semantic space with time series embeddings space and perform time series forecasting based on learned prompts from the joint space. We first design a tokenization module tailored for cross-modality alignment, which explicitly concatenates patches of decomposed time series components to create embeddings that effectively encode the temporal dynamics. Next, we leverage the pre-trained word token embeddings to derive semantic anchors and align selected anchors with time series embeddings by maximizing the cosine similarity in the joint space. This way, $S^2$IP-LLM can retrieve relevant semantic anchors as prompts to provide strong indicators (context) for time series that exhibit different temporal dynamics. With thorough empirical studies on multiple benchmark datasets, we demonstrate that the proposed $S^2$IP-LLM can achieve superior forecasting performance over state-of-the-art baselines. Furthermore, our ablation studies and visualizations verify the necessity of prompt learning informed by semantic space.

MG-TSD: Multi-Granularity Time Series Diffusion Models with Guided Learning Process 2024-03-09
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Recently, diffusion probabilistic models have attracted attention in generative time series forecasting due to their remarkable capacity to generate high-fidelity samples. However, the effective utilization of their strong modeling ability in the probabilistic time series forecasting task remains an open question, partially due to the challenge of instability arising from their stochastic nature. To address this challenge, we introduce a novel Multi-Granularity Time Series Diffusion (MG-TSD) model, which achieves state-of-the-art predictive performance by leveraging the inherent granularity levels within the data as given targets at intermediate diffusion steps to guide the learning process of diffusion models. The way to construct the targets is motivated by the observation that the forward process of the diffusion model, which sequentially corrupts the data distribution to a standard normal distribution, intuitively aligns with the process of smoothing fine-grained data into a coarse-grained representation, both of which result in a gradual loss of fine distribution features. In the study, we derive a novel multi-granularity guidance diffusion loss function and propose a concise implementation method to effectively utilize coarse-grained data across various granularity levels. More importantly, our approach does not rely on additional external data, making it versatile and applicable across various domains. Extensive experiments conducted on real-world datasets demonstrate that our MG-TSD model outperforms existing time series prediction methods.

Inter...

International Conference on Learning Representations (ICLR) 2024

Generative Probabilistic Forecasting with Applications in Market Operations 2024-03-09
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This paper presents a novel generative probabilistic forecasting approach derived from the Wiener-Kallianpur innovation representation of nonparametric time series. Under the paradigm of generative artificial intelligence, the proposed forecasting architecture includes an autoencoder that transforms nonparametric multivariate random processes into canonical innovation sequences, from which future time series samples are generated according to their probability distributions conditioned on past samples. A novel deep-learning algorithm is proposed that constrains the latent process to be an independent and identically distributed sequence with matching autoencoder input-output conditional probability distributions. Asymptotic optimality and structural convergence properties of the proposed generative forecasting approach are established. Three applications involving highly dynamic and volatile time series in real-time market operations are considered: (i) locational marginal price forecasting for merchant storage participants, {(ii) interregional price spread forecasting for interchange markets,} and (iii) area control error forecasting for frequency regulations. Numerical studies based on market data from multiple independent system operators demonstrate superior performance against leading traditional and machine learning-based forecasting techniques under both probabilistic and point forecast metrics.

$\mathtt{tsGT}$: Stochastic Time Series Modeling With Transformer 2024-03-08
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Time series methods are of fundamental importance in virtually any field of science that deals with temporally structured data. Recently, there has been a surge of deterministic transformer models with time series-specific architectural biases. In this paper, we go in a different direction by introducing $\mathtt{tsGT}$, a stochastic time series model built on a general-purpose transformer architecture. We focus on using a well-known and theoretically justified rolling window backtesting and evaluation protocol. We show that $\mathtt{tsGT}$ outperforms the state-of-the-art models on MAD and RMSE, and surpasses its stochastic peers on QL and CRPS, on four commonly used datasets. We complement these results with a detailed analysis of $\mathtt{tsGT}$'s ability to model the data distribution and predict marginal quantile values.

Latest 15 Papers - March 26, 2024

Please check the Github page for a better reading experience and more papers.

Time Series

Title Date Comment
D-PAD: Deep-Shallow Multi-Frequency Patterns Disentangling for Time Series Forecasting 2024-03-26
Analysis on reservoir activation with the nonlinearity harnessed from solution-processed MoS2 devices 2024-03-26
A Survey on Deep Learning and State-of-the-arts Applications 2024-03-26
Hierarchical Bayesian Modeling for Time-Dependent Inverse Uncertainty Quantification 2024-03-26
Estimation of Long-Range Dependent Models with Missing Data: to Impute or not to Impute? 2024-03-25
TACTiS-2: Better, Faster, Simpler Attentional Copulas for Multivariate Time Series 2024-03-25
28 pa...

28 pages, 15 figures, The Twelfth International Conference on Learning Representations (ICLR 2024)

Time Series Compression using Quaternion Valued Neural Networks and Quaternion Backpropagation 2024-03-25
An Analysis of Linear Time Series Forecasting Models 2024-03-25
Extremal properties of max-autoregressive moving average processes for modelling extreme river flows 2024-03-25
In the Search for Optimal Multi-view Learning Models for Crop Classification with Global Remote Sensing Data 2024-03-25 submitted to journal
An experimental evaluation of choices of SSA forecasting parameters 2024-03-25
Revue...

Revue Africaine de Recherche en Informatique et Math{'e}matiques Appliqu{'e}es, In press, 40

Universality of almost periodicity in bounded discrete time series 2024-03-25
L-MAE: Longitudinal masked auto-encoder with time and severity-aware encoding for diabetic retinopathy progression prediction 2024-03-24
An early warning indicator trained on stochastic disease-spreading models with different noises 2024-03-24
One Masked Model is All You Need for Sensor Fault Detection, Isolation and Accommodation 2024-03-24
Accep...

Accepted by the 2024 International Joint Conference on Neural Networks (IJCNN 2024)

Graph Neural Networks

Title Date Comment
Probabilistically Rewired Message-Passing Neural Networks 2024-03-26 ICLR 2024
A Decade of Scholarly Research on Open Knowledge Graphs 2024-03-26
Camer...

Camera-ready edition for LREC-COLING 2024

CANOS: A Fast and Scalable Neural AC-OPF Solver Robust To N-1 Perturbations 2024-03-26
Intrinsic Subgraph Generation for Interpretable Graph based Visual Question Answering 2024-03-26
Accep...

Accepted at LREC-COLING 2024

EL-MLFFs: Ensemble Learning of Machine Leaning Force Fields 2024-03-26 12 pages, 3 figures
Variational Graph Auto-Encoder Based Inductive Learning Method for Semi-Supervised Classification 2024-03-26
An Implicit GNN Solver for Poisson-like problems 2024-03-26
AFDGCF: Adaptive Feature De-correlation Graph Collaborative Filtering for Recommendations 2024-03-26
Accep...

Accepted by SIGIR2024

Brain Networks and Intelligence: A Graph Neural Network Based Approach to Resting State fMRI Data 2024-03-26
NaNa and MiGu: Semantic Data Augmentation Techniques to Enhance Protein Classification in Graph Neural Networks 2024-03-26
Explainable Graph Neural Networks for Observation Impact Analysis in Atmospheric State Estimation 2024-03-26
Identification of Craving Maps among Marijuana Users via the Analysis of Functional Brain Networks with High-Order Attention Graph Neural Networks 2024-03-26
Rumor Detection with a novel graph neural network approach 2024-03-26 10 pages, 5 figures
Learn from Heterophily: Heterophilous Information-enhanced Graph Neural Network 2024-03-26
Joint Learning Neuronal Skeleton and Brain Circuit Topology with Permutation Invariant Encoders for Neuron Classification 2024-03-26
Accep...

Accepted by AAAI 2024

Latest 15 Papers - April 04, 2024

Please check the Github page for a better reading experience and more papers.

Time Series

Title Date Comment
BERTopic-Driven Stock Market Predictions: Unraveling Sentiment Insights 2024-04-02
Foundation Models for Time Series Analysis: A Tutorial and Survey 2024-04-02
Supervised Autoencoder MLP for Financial Time Series Forecasting 2024-04-02
29 pa...

29 pages, 28 figures, 17 tables

Global Mapping of Exposure and Physical Vulnerability Dynamics in Least Developed Countries using Remote Sensing and Machine Learning 2024-04-02
This ...

This is the camera-ready paper for the accepted poster at the 2nd Machine Learning for Remote Sensing Workshop, 12th International Conference on Learning Representations (ICLR) in Vienna, Austria, on the 11th of May 2024. Access the poster here: https://zenodo.org/doi/10.5281/zenodo.10903886 Watch the video version of our poster here: https://youtu.be/N6ithJeCF4M

Is Mamba Effective for Time Series Forecasting? 2024-04-02
Learned Kernels for Sparse, Interpretable, and Efficient Medical Time Series Processing 2024-04-02 26 pages, 9 figures
Distributional Drift Adaptation with Temporal Conditional Variational Autoencoder for Multivariate Time Series Forecasting 2024-04-02
16 pa...

16 pages, 7 figures, accepted by IEEE Transactions on Neural Networks and Learning Systems (TNNLS)

TEMPO: Prompt-based Generative Pre-trained Transformer for Time Series Forecasting 2024-04-02
Accep...

Accepted by ICLR 2024. Camera Ready Version

Enhancing Functional Safety in Automotive AMS Circuits through Unsupervised Machine Learning 2024-04-02 12 pages, 12 figures
Online Local False Discovery Rate Control: A Resource Allocation Approach 2024-04-02
TS-CausalNN: Learning Temporal Causal Relations from Non-linear Non-stationary Time Series Data 2024-04-01
Temporal Cross-Attention for Dynamic Embedding and Tokenization of Multimodal Electronic Health Records 2024-04-01
ICLR ...

ICLR 2024 Workshop on Learning From Time Series for Health. 10 pages, 3 figures

Incorporating Domain Differential Equations into Graph Convolutional Networks to Lower Generalization Discrepancy 2024-04-01
Self-Organization Towards $1/f$ Noise in Deep Neural Networks 2024-04-01
A Survey on Hypergraph Neural Networks: An In-Depth and Step-By-Step Guide 2024-04-01

Trajectory

Title Date Comment
Traffic State Estimation from Vehicle Trajectories with Anisotropic Gaussian Processes 2024-04-02
KTPFormer: Kinematics and Trajectory Prior Knowledge-Enhanced Transformer for 3D Human Pose Estimation 2024-04-02
Accep...

Accepted by CVPR 2024,GitHub code:https://github.com/JihuaPeng/KTPFormer

Perfecting Periodic Trajectory Tracking: Model Predictive Control with a Periodic Observer ($Π$-MPC) 2024-04-02
8 pag...

8 pages, 3 figures, Submitted to the 2024 IEEE/RSJ International Conference on Intelligent Robots and Systems (IROS 2024)

VortexViz: Finding Vortex Boundaries by Learning from Particle Trajectories 2024-04-01 Under review
An Integrating Comprehensive Trajectory Prediction with Risk Potential Field Method for Autonomous Driving 2024-04-01
Adapting to Length Shift: FlexiLength Network for Trajectory Prediction 2024-03-31
Accep...

Accepted by CVPR 2024

G-PECNet: Towards a Generalizable Pedestrian Trajectory Prediction System 2024-03-31
Notab...

Notable ICLR Tiny Paper 2024

Consistency Trajectory Models: Learning Probability Flow ODE Trajectory of Diffusion 2024-03-30
Inter...

International Conference on Learning Representations

Egocentric Scene-aware Human Trajectory Prediction 2024-03-30 14 pages, 9 figures
Joint Pedestrian Trajectory Prediction through Posterior Sampling 2024-03-30
SURESTEP: An Uncertainty-Aware Trajectory Optimization Framework to Enhance Visual Tool Tracking for Robust Surgical Automation 2024-03-29
Low-cost adaptive obstacle avoidance trajectory control for express delivery drone 2024-03-29
SingularTrajectory: Universal Trajectory Predictor Using Diffusion Model 2024-03-27
Accep...

Accepted at CVPR 2024

Can Language Beat Numerical Regression? Language-Based Multimodal Trajectory Prediction 2024-03-27
Accep...

Accepted at CVPR 2024

UniTraj: A Unified Framework for Scalable Vehicle Trajectory Prediction 2024-03-27

Graph Neural Networks

Title Date Comment
VC dimension of Graph Neural Networks with Pfaffian activation functions 2024-04-02 35 pages, 9 figures
Multi-Level Label Correction by Distilling Proximate Patterns for Semi-supervised Semantic Segmentation 2024-04-02
12 pa...

12 pages, 8 figures. IEEE Transactions on Multimedia, 2024

MAgNET: A Graph U-Net Architecture for Mesh-Based Simulations 2024-04-02
DSGNN: A Dual-View Supergrid-Aware Graph Neural Network for Regional Air Quality Estimation 2024-04-02
Submi...

Submitted to TKDE, 12 pages and 8 figures

Continuous Spiking Graph Neural Networks 2024-04-02
HeMeNet: Heterogeneous Multichannel Equivariant Network for Protein Multitask Learning 2024-04-02
Rumor Detection with a novel graph neural network approach 2024-04-02 10 pages, 5 figures
Equivariant Local Reference Frames for Unsupervised Non-rigid Point Cloud Shape Correspondence 2024-04-01
GraphFM: Graph Factorization Machines for Feature Interaction Modeling 2024-04-01
The c...

The code and data are available at https://github.com/CRIPAC-DIG/GraphCTR

Uncertainty Quantification for Molecular Property Predictions with Graph Neural Architecture Search 2024-04-01
Weisfeiler and Lehman Go Paths: Learning Topological Features via Path Complexes 2024-03-31
AAAI'...

AAAI'24. Contains 17 pages, 4 figures

PyTorch Frame: A Modular Framework for Multi-Modal Tabular Learning 2024-03-31
https...

https://github.com/pyg-team/pytorch-frame

Weisfeiler and Leman Go Measurement Modeling: Probing the Validity of the WL Test 2024-03-31
Neural Atoms: Propagating Long-range Interaction in Molecular Graphs through Efficient Communication Channel 2024-03-31
STG-Mamba: Spatial-Temporal Graph Learning via Selective State Space Model 2024-03-31

Latest 15 Papers - March 15, 2024

Please check the Github page for a better reading experience and compatibility.

Time Series

Title Date Abstract Comment
Cloud gap-filling with deep learning for improved grassland monitoring 2024-03-14
Show

Uninterrupted optical image time series are crucial for the timely monitoring of agricultural land changes. However, the continuity of such time series is often disrupted by clouds. In response to this challenge, we propose a deep learning method that integrates cloud-free optical (Sentinel-2) observations and weather-independent (Sentinel-1) Synthetic Aperture Radar (SAR) data, using a combined Convolutional Neural Network (CNN)-Recurrent Neural Network (RNN) architecture to generate continuous Normalized Difference Vegetation Index (NDVI) time series. We emphasize the significance of observation continuity by assessing the impact of the generated time series on the detection of grassland mowing events. We focus on Lithuania, a country characterized by extensive cloud coverage, and compare our approach with alternative interpolation techniques (i.e., linear, Akima, quadratic). Our method surpasses these techniques, with an average MAE of 0.024 and R^2 of 0.92. It not only improves the accuracy of event detection tasks by employing a continuous time series, but also effectively filters out sudden shifts and noise originating from cloudy observations that cloud masks often fail to detect.

iTransformer: Inverted Transformers Are Effective for Time Series Forecasting 2024-03-14
Show

The recent boom of linear forecasting models questions the ongoing passion for architectural modifications of Transformer-based forecasters. These forecasters leverage Transformers to model the global dependencies over temporal tokens of time series, with each token formed by multiple variates of the same timestamp. However, Transformers are challenged in forecasting series with larger lookback windows due to performance degradation and computation explosion. Besides, the embedding for each temporal token fuses multiple variates that represent potential delayed events and distinct physical measurements, which may fail in learning variate-centric representations and result in meaningless attention maps. In this work, we reflect on the competent duties of Transformer components and repurpose the Transformer architecture without any modification to the basic components. We propose iTransformer that simply applies the attention and feed-forward network on the inverted dimensions. Specifically, the time points of individual series are embedded into variate tokens which are utilized by the attention mechanism to capture multivariate correlations; meanwhile, the feed-forward network is applied for each variate token to learn nonlinear representations. The iTransformer model achieves state-of-the-art on challenging real-world datasets, which further empowers the Transformer family with promoted performance, generalization ability across different variates, and better utilization of arbitrary lookback windows, making it a nice alternative as the fundamental backbone of time series forecasting. Code is available at this repository: https://github.com/thuml/iTransformer.

MCformer: Multivariate Time Series Forecasting with Mixed-Channels Transformer 2024-03-14
Show

The massive generation of time-series data by largescale Internet of Things (IoT) devices necessitates the exploration of more effective models for multivariate time-series forecasting. In previous models, there was a predominant use of the Channel Dependence (CD) strategy (where each channel represents a univariate sequence). Current state-of-the-art (SOTA) models primarily rely on the Channel Independence (CI) strategy. The CI strategy treats all channels as a single channel, expanding the dataset to improve generalization performance and avoiding inter-channel correlation that disrupts long-term features. However, the CI strategy faces the challenge of interchannel correlation forgetting. To address this issue, we propose an innovative Mixed Channels strategy, combining the data expansion advantages of the CI strategy with the ability to counteract inter-channel correlation forgetting. Based on this strategy, we introduce MCformer, a multivariate time-series forecasting model with mixed channel features. The model blends a specific number of channels, leveraging an attention mechanism to effectively capture inter-channel correlation information when modeling long-term features. Experimental results demonstrate that the Mixed Channels strategy outperforms pure CI strategy in multivariate time-series forecasting tasks.

Diffusion-TS: Interpretable Diffusion for General Time Series Generation 2024-03-14
Show

Denoising diffusion probabilistic models (DDPMs) are becoming the leading paradigm for generative models. It has recently shown breakthroughs in audio synthesis, time series imputation and forecasting. In this paper, we propose Diffusion-TS, a novel diffusion-based framework that generates multivariate time series samples of high quality by using an encoder-decoder transformer with disentangled temporal representations, in which the decomposition technique guides Diffusion-TS to capture the semantic meaning of time series while transformers mine detailed sequential information from the noisy model input. Different from existing diffusion-based approaches, we train the model to directly reconstruct the sample instead of the noise in each diffusion step, combining a Fourier-based loss term. Diffusion-TS is expected to generate time series satisfying both interpretablity and realness. In addition, it is shown that the proposed Diffusion-TS can be easily extended to conditional generation tasks, such as forecasting and imputation, without any model changes. This also motivates us to further explore the performance of Diffusion-TS under irregular settings. Finally, through qualitative and quantitative experiments, results show that Diffusion-TS achieves the state-of-the-art results on various realistic analyses of time series.

Diffusion Policy: Visuomotor Policy Learning via Action Diffusion 2024-03-14
Show

This paper introduces Diffusion Policy, a new way of generating robot behavior by representing a robot's visuomotor policy as a conditional denoising diffusion process. We benchmark Diffusion Policy across 12 different tasks from 4 different robot manipulation benchmarks and find that it consistently outperforms existing state-of-the-art robot learning methods with an average improvement of 46.9%. Diffusion Policy learns the gradient of the action-distribution score function and iteratively optimizes with respect to this gradient field during inference via a series of stochastic Langevin dynamics steps. We find that the diffusion formulation yields powerful advantages when used for robot policies, including gracefully handling multimodal action distributions, being suitable for high-dimensional action spaces, and exhibiting impressive training stability. To fully unlock the potential of diffusion models for visuomotor policy learning on physical robots, this paper presents a set of key technical contributions including the incorporation of receding horizon control, visual conditioning, and the time-series diffusion transformer. We hope this work will help motivate a new generation of policy learning techniques that are able to leverage the powerful generative modeling capabilities of diffusion models. Code, data, and training details is publicly available diffusion-policy.cs.columbia.edu

An ex...

An extended journal version of the original RSS2023 paper

DiTMoS: Delving into Diverse Tiny-Model Selection on Microcontrollers 2024-03-14
Show

Enabling efficient and accurate deep neural network (DNN) inference on microcontrollers is non-trivial due to the constrained on-chip resources. Current methodologies primarily focus on compressing larger models yet at the expense of model accuracy. In this paper, we rethink the problem from the inverse perspective by constructing small/weak models directly and improving their accuracy. Thus, we introduce DiTMoS, a novel DNN training and inference framework with a selector-classifiers architecture, where the selector routes each input sample to the appropriate classifier for classification. DiTMoS is grounded on a key insight: a composition of weak models can exhibit high diversity and the union of them can significantly boost the accuracy upper bound. To approach the upper bound, DiTMoS introduces three strategies including diverse training data splitting to increase the classifiers' diversity, adversarial selector-classifiers training to ensure synergistic interactions thereby maximizing their complementarity, and heterogeneous feature aggregation to improve the capacity of classifiers. We further propose a network slicing technique to alleviate the extra memory overhead incurred by feature aggregation. We deploy DiTMoS on the Neucleo STM32F767ZI board and evaluate it based on three time-series datasets for human activity recognition, keywords spotting, and emotion recognition, respectively. The experiment results manifest that: (a) DiTMoS achieves up to 13.4% accuracy improvement compared to the best baseline; (b) network slicing almost completely eliminates the memory overhead incurred by feature aggregation with a marginal increase of latency.

Classification of Volatile Organic Compounds by Differential Mobility Spectrometry Based on Continuity of Alpha Curves 2024-03-13
Show

Background: Classification of volatile organic compounds (VOCs) is of interest in many fields. Examples include but are not limited to medicine, detection of explosives, and food quality control. Measurements collected with electronic noses can be used for classification and analysis of VOCs. One type of electronic noses that has seen considerable development in recent years is Differential Mobility Spectrometry (DMS). DMS yields measurements that are visualized as dispersion plots that contain traces, also known as alpha curves. Current methods used for analyzing DMS dispersion plots do not usually utilize the information stored in the continuity of these traces, which suggests that alternative approaches should be investigated. Results: In this work, for the first time, dispersion plots were interpreted as a series of measurements evolving sequentially. Thus, it was hypothesized that time-series classification algorithms can be effective for classification and analysis of dispersion plots. An extensive dataset of 900 dispersion plots for five chemicals measured at five flow rates and two concentrations was collected. The data was used to analyze the classification performance of six algorithms. According to our hypothesis, the highest classification accuracy of 88% was achieved by a Long-Short Term Memory neural network, which supports our hypothesis. Significance: A new concept for approaching classification tasks of dispersion plots is presented and compared with other well-known classification algorithms. This creates a new angle of view for analysis and classification of the dispersion plots. In addition, a new dataset of dispersion plots is openly shared to public.

Covariance Fitting Interferometric Phase Linking: Modular Framework and Optimization Algorithms 2024-03-13
Show

Interferometric phase linking (IPL) has become a prominent technique for processing images of areas containing distributed scaterrers in SAR interferometry. Traditionally, IPL consists in estimating consistent phase differences between all pairs of SAR images in a time series from the sample covariance matrix of pixel patches on a sliding window. This paper reformulates this task as a covariance fitting problem: in this setup, IPL appears as a form of projection of an input covariance matrix so that it satisfies the phase closure property. Given this modular formulation, we propose an overview of covariance matrix estimates, regularization options, and matrix distances, that can be of interest when processing multi-temporal SAR data. In particular, we will observe that most of the existing IPL algorithms appear as special instances of this framework. We then present tools to efficiently solve related optimization problems on the torus of phase-only complex vectors: majorization-minimization and Riemannian optimization. We conclude by illustrating the merits of different options on a real-world case study.

Leveraging Non-Decimated Wavelet Packet Features and Transformer Models for Time Series Forecasting 2024-03-13
Show

This article combines wavelet analysis techniques with machine learning methods for univariate time series forecasting, focusing on three main contributions. Firstly, we consider the use of Daubechies wavelets with different numbers of vanishing moments as input features to both non-temporal and temporal forecasting methods, by selecting these numbers during the cross-validation phase. Secondly, we compare the use of both the non-decimated wavelet transform and the non-decimated wavelet packet transform for computing these features, the latter providing a much larger set of potentially useful coefficient vectors. The wavelet coefficients are computed using a shifted version of the typical pyramidal algorithm to ensure no leakage of future information into these inputs. Thirdly, we evaluate the use of these wavelet features on a significantly wider set of forecasting methods than previous studies, including both temporal and non-temporal models, and both statistical and deep learning-based methods. The latter include state-of-the-art transformer-based neural network architectures. Our experiments suggest significant benefit in replacing higher-order lagged features with wavelet features across all examined non-temporal methods for one-step-forward forecasting, and modest benefit when used as inputs for temporal deep learning-based models for long-horizon forecasting.

Data-Efficient Sleep Staging with Synthetic Time Series Pretraining 2024-03-13
Show

Analyzing electroencephalographic (EEG) time series can be challenging, especially with deep neural networks, due to the large variability among human subjects and often small datasets. To address these challenges, various strategies, such as self-supervised learning, have been suggested, but they typically rely on extensive empirical datasets. Inspired by recent advances in computer vision, we propose a pretraining task termed "frequency pretraining" to pretrain a neural network for sleep staging by predicting the frequency content of randomly generated synthetic time series. Our experiments demonstrate that our method surpasses fully supervised learning in scenarios with limited data and few subjects, and matches its performance in regimes with many subjects. Furthermore, our results underline the relevance of frequency information for sleep stage scoring, while also demonstrating that deep neural networks utilize information beyond frequencies to enhance sleep staging performance, which is consistent with previous research. We anticipate that our approach will be advantageous across a broad spectrum of applications where EEG data is limited or derived from a small number of subjects, including the domain of brain-computer interfaces.

Caformer: Rethinking Time Series Analysis from Causal Perspective 2024-03-13
Show

Time series analysis is a vital task with broad applications in various domains. However, effectively capturing cross-dimension and cross-time dependencies in non-stationary time series poses significant challenges, particularly in the context of environmental factors. The spurious correlation induced by the environment confounds the causal relationships between cross-dimension and cross-time dependencies. In this paper, we introduce a novel framework called Caformer (\underline{\textbf{Ca}}usal Trans\underline{\textbf{former}}) for time series analysis from a causal perspective. Specifically, our framework comprises three components: Dynamic Learner, Environment Learner, and Dependency Learner. The Dynamic Learner unveils dynamic interactions among dimensions, the Environment Learner mitigates spurious correlations caused by environment with a back-door adjustment, and the Dependency Learner aims to infer robust interactions across both time and dimensions. Our Caformer demonstrates consistent state-of-the-art performance across five mainstream time series analysis tasks, including long- and short-term forecasting, imputation, classification, and anomaly detection, with proper interpretability.

Koopman Ensembles for Probabilistic Time Series Forecasting 2024-03-13
Show

In the context of an increasing popularity of data-driven models to represent dynamical systems, many machine learning-based implementations of the Koopman operator have recently been proposed. However, the vast majority of those works are limited to deterministic predictions, while the knowledge of uncertainty is critical in fields like meteorology and climatology. In this work, we investigate the training of ensembles of models to produce stochastic outputs. We show through experiments on real remote sensing image time series that ensembles of independently trained models are highly overconfident and that using a training criterion that explicitly encourages the members to produce predictions with high inter-model variances greatly improves the uncertainty quantification of the ensembles.

A Prediction Model for Rumor Forwarding Behavior Based on Uncertain Time Series 2024-03-13
Show

The rapid spread of rumors in social media is mainly caused by individual retweets. This paper applies uncertainty time series analysis (UTSA) to analyze a rumor retweeting behavior on Weibo. First, the rumor forwarding is modeled using uncertain time series, including order selection, parameter estimation, residual analysis, uncertainty hypothesis testing and forecast, and the validity of using uncertain time series analysis is further supported by analyzing the characteristics of the residual plot. The experimental results show that the uncertain time series can better predict the next stage of rumor forwarding. The results of the study have important practical significance for rumor management and the management of social media information dissemination.

FSDR: A Novel Deep Learning-based Feature Selection Algorithm for Pseudo Time-Series Data using Discrete Relaxation 2024-03-13
Show

Conventional feature selection algorithms applied to Pseudo Time-Series (PTS) data, which consists of observations arranged in sequential order without adhering to a conventional temporal dimension, often exhibit impractical computational complexities with high dimensional data. To address this challenge, we introduce a Deep Learning (DL)-based feature selection algorithm: Feature Selection through Discrete Relaxation (FSDR), tailored for PTS data. Unlike the existing feature selection algorithms, FSDR learns the important features as model parameters using discrete relaxation, which refers to the process of approximating a discrete optimisation problem with a continuous one. FSDR is capable of accommodating a high number of feature dimensions, a capability beyond the reach of existing DL-based or traditional methods. Through testing on a hyperspectral dataset (i.e., a type of PTS data), our experimental results demonstrate that FSDR outperforms three commonly used feature selection algorithms, taking into account a balance among execution time, $R^2$, and $RMSE$.

TimeDRL: Disentangled Representation Learning for Multivariate Time-Series 2024-03-13
Show

Multivariate time-series data in numerous real-world applications (e.g., healthcare and industry) are informative but challenging due to the lack of labels and high dimensionality. Recent studies in self-supervised learning have shown their potential in learning rich representations without relying on labels, yet they fall short in learning disentangled embeddings and addressing issues of inductive bias (e.g., transformation-invariance). To tackle these challenges, we propose TimeDRL, a generic multivariate time-series representation learning framework with disentangled dual-level embeddings. TimeDRL is characterized by three novel features: (i) disentangled derivation of timestamp-level and instance-level embeddings from patched time-series data using a [CLS] token strategy; (ii) utilization of timestamp-predictive and instance-contrastive tasks for disentangled representation learning, with the former optimizing timestamp-level embeddings with predictive loss, and the latter optimizing instance-level embeddings with contrastive loss; and (iii) avoidance of augmentation methods to eliminate inductive biases, such as transformation-invariance from cropping and masking. Comprehensive experiments on 6 time-series forecasting datasets and 5 time-series classification datasets have shown that TimeDRL consistently surpasses existing representation learning approaches, achieving an average improvement of forecasting by 58.02% in MSE and classification by 1.48% in accuracy. Furthermore, extensive ablation studies confirmed the relative contribution of each component in TimeDRL's architecture, and semi-supervised learning evaluations demonstrated its effectiveness in real-world scenarios, even with limited labeled data. The code is available at https://github.com/blacksnail789521/TimeDRL.

This ...

This paper has been accepted by the International Conference on Data Engineering (ICDE) 2024

Latest 15 Papers - April 19, 2024

Please check the Github page for a better reading experience and more papers.

Time Series

Title Date Comment
Estimating Breakpoints between Climate States in Paleoclimate Data 2024-04-17
Autho...

Authors in alphabetical order

DACAD: Domain Adaptation Contrastive Learning for Anomaly Detection in Multivariate Time Series 2024-04-17
11 pa...

11 pages, 2 figures, 5 tables

Variational quantization for state space models 2024-04-17
Reuse out-of-year data to enhance land cover mappingvia feature disentanglement and contrastive learning 2024-04-17
Fourier-Mixed Window Attention: Accelerating Informer for Long Sequence Time-Series Forecasting 2024-04-17
19 pa...

19 pages (main), 11 pages (appendix), 8 figures

DeepVARwT: Deep Learning for a VAR Model with Trend 2024-04-17
Estimation for conditional moment models based on martingale difference divergence 2024-04-17
Periodicity in New York State COVID-19 Hospitalizations Leveraged from the Variable Bandpass Periodic Block Bootstrap 2024-04-17 14 pages, 6 figures
Motiflets -- Simple and Accurate Detection of Motifs in Time Series 2024-04-16
Forecasting Algorithms for Causal Inference with Panel Data 2024-04-16
Gaussian process learning of nonlinear dynamics 2024-04-16
Evolutionary Optimization of 1D-CNN for Non-contact Respiration Pattern Classification 2024-04-16
7 pag...

7 pages, 8 figures, accepted in International Conference on Fuzzy Systems, Soft Computing, and Explainable AI (NAFIPS2024)

Noncontact Respiratory Anomaly Detection Using Infrared Light-Wave Sensing 2024-04-16
12 pa...

12 pages, 15 figures, published in IEEE Transactions on Human-Machine Systems

Advancing Long-Term Multi-Energy Load Forecasting with Patchformer: A Patch and Transformer-Based Approach 2024-04-16
On the Use of Relative Validity Indices for Comparing Clustering Approaches 2024-04-16

Trajectory

Title Date Comment
Real-Time Trajectory Synthesis with Local Differential Privacy 2024-04-17
Accep...

Accepted by ICDE 2024. Code is available at: https://github.com/ZJU-DAILY/RetraSyn

E2R: a Hierarchical-Learning inspired Novelty-Search method to generate diverse repertoires of grasping trajectories 2024-04-17
7 pag...

7 pages, 6 figures. Preprint version

KI-GAN: Knowledge-Informed Generative Adversarial Networks for Enhanced Multi-Vehicle Trajectory Forecasting at Signalized Intersections 2024-04-17
10 pa...

10 pages, 2 figures, accepted by CVPRW

Social-Transmotion: Promptable Human Trajectory Prediction 2024-04-16 ICLR 2024
Swarm-Based Trajectory Generation and Optimization for Stress-Aligned 3D Printing 2024-04-16
To be...

To be submitted to IEEE Access

Trajectory Planning using Reinforcement Learning for Interactive Overtaking Maneuvers in Autonomous Racing Scenarios 2024-04-16
8 pag...

8 pages, submitted to be published at the 27th IEEE International Conference on Intelligent Transportation Systems, September 24 - 27, 2024, Edmonton, Canada

UAV Trajectory Optimization for Sensing Exploiting Target Location Distribution Map 2024-04-16
to ap...

to appear in IEEE Vehicular Technology Conference (VTC) Spring, 2024

Data-driven subgrouping of patient trajectories with chronic diseases: Evidence from low back pain 2024-04-16
Forth...

Forthcoming at Conference on Health, Inference, and Learning (CHIL) 2024

Offline Trajectory Generalization for Offline Reinforcement Learning 2024-04-16
Generating 6-D Trajectories for Omnidirectional Multirotor Aerial Vehicles in Cluttered Environments 2024-04-16
This ...

This work has been submitted to the IEEE for possible publication. Copyright may be transferred without notice, after which this version may no longer be accessible. arXiv admin note: text overlap with arXiv:2209.06764

Generating Counterfactual Trajectories with Latent Diffusion Models for Concept Discovery 2024-04-16
Submi...

Submitted to International Conference on Pattern Recognition (ICPR) 2024

A Generic Trajectory Planning Method for Constrained All-Wheel-Steering Robots 2024-04-16
Energy-aware Trajectory Optimization for UAV-mounted RIS and Full-duplex Relay 2024-04-15
Trajectory Consistency Distillation: Improved Latent Consistency Distillation by Semi-Linear Consistency Function with Trajectory Mapping 2024-04-15
Proje...

Project Page: https://mhh0318.github.io/tcd

Sampling for Model Predictive Trajectory Planning in Autonomous Driving using Normalizing Flows 2024-04-15
Accep...

Accepted to be published as part of the 2024 IEEE Intelligent Vehicles Symposium (IV), Jeju Shinhwa World, Jeju Island, Korea, June 2-5, 2024

Graph Neural Networks

Title Date Comment
On the Scalability of GNNs for Molecular Graphs 2024-04-17
Tensor Factorisation for Polypharmacy Side Effect Prediction 2024-04-17
EEG_GLT-Net: Optimising EEG Graphs for Real-time Motor Imagery Signals Classification 2024-04-17
You do not have to train Graph Neural Networks at all on text-attributed graphs 2024-04-17 preprint
Graph Continual Learning with Debiased Lossless Memory Replay 2024-04-17 12 pages
Interpolation and differentiation of alchemical degrees of freedom in machine learning interatomic potentials 2024-04-16
PCN: A Deep Learning Approach to Jet Tagging Utilizing Novel Graph Construction Methods and Chebyshev Graph Convolutions 2024-04-16
16 pa...

16 pages, 2 figures, and 7 tables

HOEG: A New Approach for Object-Centric Predictive Process Monitoring 2024-04-16
accep...

accepted to 36th International Conference on Advanced Information Systems Engineering (CAISE), 2024

Graph Neural Networks for Protein-Protein Interactions - A Short Survey 2024-04-16
AGHINT: Attribute-Guided Representation Learning on Heterogeneous Information Networks with Transformer 2024-04-16 9 pages, 5 figures
Proposing an intelligent mesh smoothing method with graph neural networks 2024-04-16
Physical formula enhanced multi-task learning for pharmacokinetics prediction 2024-04-16
Rethinking the Graph Polynomial Filter via Positive and Negative Coupling Analysis 2024-04-16
13 pa...

13 pages, 8 figures, 6 tables

Graph neural network-based surrogate modelling for real-time hydraulic prediction of urban drainage networks 2024-04-16
DE-HNN: An effective neural model for Circuit Netlist representation 2024-04-16

Latest 15 Papers - March 15, 2024

Please check the Github page for a better reading experience and compatibility.

Time Series

Title Date Abstract Comment
Cloud gap-filling with deep learning for improved grassland monitoring 2024-03-14
Show

Uninterrupted optical image time series are crucial for the timely monitoring of agricultural land changes. However, the continuity of such time series is often disrupted by clouds. In response to this challenge, we propose a deep learning method that integrates cloud-free optical (Sentinel-2) observations and weather-independent (Sentinel-1) Synthetic Aperture Radar (SAR) data, using a combined Convolutional Neural Network (CNN)-Recurrent Neural Network (RNN) architecture to generate continuous Normalized Difference Vegetation Index (NDVI) time series. We emphasize the significance of observation continuity by assessing the impact of the generated time series on the detection of grassland mowing events. We focus on Lithuania, a country characterized by extensive cloud coverage, and compare our approach with alternative interpolation techniques (i.e., linear, Akima, quadratic). Our method surpasses these techniques, with an average MAE of 0.024 and R^2 of 0.92. It not only improves the accuracy of event detection tasks by employing a continuous time series, but also effectively filters out sudden shifts and noise originating from cloudy observations that cloud masks often fail to detect.

iTransformer: Inverted Transformers Are Effective for Time Series Forecasting 2024-03-14
Show

The recent boom of linear forecasting models questions the ongoing passion for architectural modifications of Transformer-based forecasters. These forecasters leverage Transformers to model the global dependencies over temporal tokens of time series, with each token formed by multiple variates of the same timestamp. However, Transformers are challenged in forecasting series with larger lookback windows due to performance degradation and computation explosion. Besides, the embedding for each temporal token fuses multiple variates that represent potential delayed events and distinct physical measurements, which may fail in learning variate-centric representations and result in meaningless attention maps. In this work, we reflect on the competent duties of Transformer components and repurpose the Transformer architecture without any modification to the basic components. We propose iTransformer that simply applies the attention and feed-forward network on the inverted dimensions. Specifically, the time points of individual series are embedded into variate tokens which are utilized by the attention mechanism to capture multivariate correlations; meanwhile, the feed-forward network is applied for each variate token to learn nonlinear representations. The iTransformer model achieves state-of-the-art on challenging real-world datasets, which further empowers the Transformer family with promoted performance, generalization ability across different variates, and better utilization of arbitrary lookback windows, making it a nice alternative as the fundamental backbone of time series forecasting. Code is available at this repository: https://github.com/thuml/iTransformer.

MCformer: Multivariate Time Series Forecasting with Mixed-Channels Transformer 2024-03-14
Show

The massive generation of time-series data by largescale Internet of Things (IoT) devices necessitates the exploration of more effective models for multivariate time-series forecasting. In previous models, there was a predominant use of the Channel Dependence (CD) strategy (where each channel represents a univariate sequence). Current state-of-the-art (SOTA) models primarily rely on the Channel Independence (CI) strategy. The CI strategy treats all channels as a single channel, expanding the dataset to improve generalization performance and avoiding inter-channel correlation that disrupts long-term features. However, the CI strategy faces the challenge of interchannel correlation forgetting. To address this issue, we propose an innovative Mixed Channels strategy, combining the data expansion advantages of the CI strategy with the ability to counteract inter-channel correlation forgetting. Based on this strategy, we introduce MCformer, a multivariate time-series forecasting model with mixed channel features. The model blends a specific number of channels, leveraging an attention mechanism to effectively capture inter-channel correlation information when modeling long-term features. Experimental results demonstrate that the Mixed Channels strategy outperforms pure CI strategy in multivariate time-series forecasting tasks.

Diffusion-TS: Interpretable Diffusion for General Time Series Generation 2024-03-14
Show

Denoising diffusion probabilistic models (DDPMs) are becoming the leading paradigm for generative models. It has recently shown breakthroughs in audio synthesis, time series imputation and forecasting. In this paper, we propose Diffusion-TS, a novel diffusion-based framework that generates multivariate time series samples of high quality by using an encoder-decoder transformer with disentangled temporal representations, in which the decomposition technique guides Diffusion-TS to capture the semantic meaning of time series while transformers mine detailed sequential information from the noisy model input. Different from existing diffusion-based approaches, we train the model to directly reconstruct the sample instead of the noise in each diffusion step, combining a Fourier-based loss term. Diffusion-TS is expected to generate time series satisfying both interpretablity and realness. In addition, it is shown that the proposed Diffusion-TS can be easily extended to conditional generation tasks, such as forecasting and imputation, without any model changes. This also motivates us to further explore the performance of Diffusion-TS under irregular settings. Finally, through qualitative and quantitative experiments, results show that Diffusion-TS achieves the state-of-the-art results on various realistic analyses of time series.

Diffusion Policy: Visuomotor Policy Learning via Action Diffusion 2024-03-14
Show

This paper introduces Diffusion Policy, a new way of generating robot behavior by representing a robot's visuomotor policy as a conditional denoising diffusion process. We benchmark Diffusion Policy across 12 different tasks from 4 different robot manipulation benchmarks and find that it consistently outperforms existing state-of-the-art robot learning methods with an average improvement of 46.9%. Diffusion Policy learns the gradient of the action-distribution score function and iteratively optimizes with respect to this gradient field during inference via a series of stochastic Langevin dynamics steps. We find that the diffusion formulation yields powerful advantages when used for robot policies, including gracefully handling multimodal action distributions, being suitable for high-dimensional action spaces, and exhibiting impressive training stability. To fully unlock the potential of diffusion models for visuomotor policy learning on physical robots, this paper presents a set of key technical contributions including the incorporation of receding horizon control, visual conditioning, and the time-series diffusion transformer. We hope this work will help motivate a new generation of policy learning techniques that are able to leverage the powerful generative modeling capabilities of diffusion models. Code, data, and training details is publicly available diffusion-policy.cs.columbia.edu

An ex...

An extended journal version of the original RSS2023 paper

DiTMoS: Delving into Diverse Tiny-Model Selection on Microcontrollers 2024-03-14
Show

Enabling efficient and accurate deep neural network (DNN) inference on microcontrollers is non-trivial due to the constrained on-chip resources. Current methodologies primarily focus on compressing larger models yet at the expense of model accuracy. In this paper, we rethink the problem from the inverse perspective by constructing small/weak models directly and improving their accuracy. Thus, we introduce DiTMoS, a novel DNN training and inference framework with a selector-classifiers architecture, where the selector routes each input sample to the appropriate classifier for classification. DiTMoS is grounded on a key insight: a composition of weak models can exhibit high diversity and the union of them can significantly boost the accuracy upper bound. To approach the upper bound, DiTMoS introduces three strategies including diverse training data splitting to increase the classifiers' diversity, adversarial selector-classifiers training to ensure synergistic interactions thereby maximizing their complementarity, and heterogeneous feature aggregation to improve the capacity of classifiers. We further propose a network slicing technique to alleviate the extra memory overhead incurred by feature aggregation. We deploy DiTMoS on the Neucleo STM32F767ZI board and evaluate it based on three time-series datasets for human activity recognition, keywords spotting, and emotion recognition, respectively. The experiment results manifest that: (a) DiTMoS achieves up to 13.4% accuracy improvement compared to the best baseline; (b) network slicing almost completely eliminates the memory overhead incurred by feature aggregation with a marginal increase of latency.

Classification of Volatile Organic Compounds by Differential Mobility Spectrometry Based on Continuity of Alpha Curves 2024-03-13
Show

Background: Classification of volatile organic compounds (VOCs) is of interest in many fields. Examples include but are not limited to medicine, detection of explosives, and food quality control. Measurements collected with electronic noses can be used for classification and analysis of VOCs. One type of electronic noses that has seen considerable development in recent years is Differential Mobility Spectrometry (DMS). DMS yields measurements that are visualized as dispersion plots that contain traces, also known as alpha curves. Current methods used for analyzing DMS dispersion plots do not usually utilize the information stored in the continuity of these traces, which suggests that alternative approaches should be investigated. Results: In this work, for the first time, dispersion plots were interpreted as a series of measurements evolving sequentially. Thus, it was hypothesized that time-series classification algorithms can be effective for classification and analysis of dispersion plots. An extensive dataset of 900 dispersion plots for five chemicals measured at five flow rates and two concentrations was collected. The data was used to analyze the classification performance of six algorithms. According to our hypothesis, the highest classification accuracy of 88% was achieved by a Long-Short Term Memory neural network, which supports our hypothesis. Significance: A new concept for approaching classification tasks of dispersion plots is presented and compared with other well-known classification algorithms. This creates a new angle of view for analysis and classification of the dispersion plots. In addition, a new dataset of dispersion plots is openly shared to public.

Covariance Fitting Interferometric Phase Linking: Modular Framework and Optimization Algorithms 2024-03-13
Show

Interferometric phase linking (IPL) has become a prominent technique for processing images of areas containing distributed scaterrers in SAR interferometry. Traditionally, IPL consists in estimating consistent phase differences between all pairs of SAR images in a time series from the sample covariance matrix of pixel patches on a sliding window. This paper reformulates this task as a covariance fitting problem: in this setup, IPL appears as a form of projection of an input covariance matrix so that it satisfies the phase closure property. Given this modular formulation, we propose an overview of covariance matrix estimates, regularization options, and matrix distances, that can be of interest when processing multi-temporal SAR data. In particular, we will observe that most of the existing IPL algorithms appear as special instances of this framework. We then present tools to efficiently solve related optimization problems on the torus of phase-only complex vectors: majorization-minimization and Riemannian optimization. We conclude by illustrating the merits of different options on a real-world case study.

Leveraging Non-Decimated Wavelet Packet Features and Transformer Models for Time Series Forecasting 2024-03-13
Show

This article combines wavelet analysis techniques with machine learning methods for univariate time series forecasting, focusing on three main contributions. Firstly, we consider the use of Daubechies wavelets with different numbers of vanishing moments as input features to both non-temporal and temporal forecasting methods, by selecting these numbers during the cross-validation phase. Secondly, we compare the use of both the non-decimated wavelet transform and the non-decimated wavelet packet transform for computing these features, the latter providing a much larger set of potentially useful coefficient vectors. The wavelet coefficients are computed using a shifted version of the typical pyramidal algorithm to ensure no leakage of future information into these inputs. Thirdly, we evaluate the use of these wavelet features on a significantly wider set of forecasting methods than previous studies, including both temporal and non-temporal models, and both statistical and deep learning-based methods. The latter include state-of-the-art transformer-based neural network architectures. Our experiments suggest significant benefit in replacing higher-order lagged features with wavelet features across all examined non-temporal methods for one-step-forward forecasting, and modest benefit when used as inputs for temporal deep learning-based models for long-horizon forecasting.

Data-Efficient Sleep Staging with Synthetic Time Series Pretraining 2024-03-13
Show

Analyzing electroencephalographic (EEG) time series can be challenging, especially with deep neural networks, due to the large variability among human subjects and often small datasets. To address these challenges, various strategies, such as self-supervised learning, have been suggested, but they typically rely on extensive empirical datasets. Inspired by recent advances in computer vision, we propose a pretraining task termed "frequency pretraining" to pretrain a neural network for sleep staging by predicting the frequency content of randomly generated synthetic time series. Our experiments demonstrate that our method surpasses fully supervised learning in scenarios with limited data and few subjects, and matches its performance in regimes with many subjects. Furthermore, our results underline the relevance of frequency information for sleep stage scoring, while also demonstrating that deep neural networks utilize information beyond frequencies to enhance sleep staging performance, which is consistent with previous research. We anticipate that our approach will be advantageous across a broad spectrum of applications where EEG data is limited or derived from a small number of subjects, including the domain of brain-computer interfaces.

Caformer: Rethinking Time Series Analysis from Causal Perspective 2024-03-13
Show

Time series analysis is a vital task with broad applications in various domains. However, effectively capturing cross-dimension and cross-time dependencies in non-stationary time series poses significant challenges, particularly in the context of environmental factors. The spurious correlation induced by the environment confounds the causal relationships between cross-dimension and cross-time dependencies. In this paper, we introduce a novel framework called Caformer (\underline{\textbf{Ca}}usal Trans\underline{\textbf{former}}) for time series analysis from a causal perspective. Specifically, our framework comprises three components: Dynamic Learner, Environment Learner, and Dependency Learner. The Dynamic Learner unveils dynamic interactions among dimensions, the Environment Learner mitigates spurious correlations caused by environment with a back-door adjustment, and the Dependency Learner aims to infer robust interactions across both time and dimensions. Our Caformer demonstrates consistent state-of-the-art performance across five mainstream time series analysis tasks, including long- and short-term forecasting, imputation, classification, and anomaly detection, with proper interpretability.

Koopman Ensembles for Probabilistic Time Series Forecasting 2024-03-13
Show

In the context of an increasing popularity of data-driven models to represent dynamical systems, many machine learning-based implementations of the Koopman operator have recently been proposed. However, the vast majority of those works are limited to deterministic predictions, while the knowledge of uncertainty is critical in fields like meteorology and climatology. In this work, we investigate the training of ensembles of models to produce stochastic outputs. We show through experiments on real remote sensing image time series that ensembles of independently trained models are highly overconfident and that using a training criterion that explicitly encourages the members to produce predictions with high inter-model variances greatly improves the uncertainty quantification of the ensembles.

A Prediction Model for Rumor Forwarding Behavior Based on Uncertain Time Series 2024-03-13
Show

The rapid spread of rumors in social media is mainly caused by individual retweets. This paper applies uncertainty time series analysis (UTSA) to analyze a rumor retweeting behavior on Weibo. First, the rumor forwarding is modeled using uncertain time series, including order selection, parameter estimation, residual analysis, uncertainty hypothesis testing and forecast, and the validity of using uncertain time series analysis is further supported by analyzing the characteristics of the residual plot. The experimental results show that the uncertain time series can better predict the next stage of rumor forwarding. The results of the study have important practical significance for rumor management and the management of social media information dissemination.

FSDR: A Novel Deep Learning-based Feature Selection Algorithm for Pseudo Time-Series Data using Discrete Relaxation 2024-03-13
Show

Conventional feature selection algorithms applied to Pseudo Time-Series (PTS) data, which consists of observations arranged in sequential order without adhering to a conventional temporal dimension, often exhibit impractical computational complexities with high dimensional data. To address this challenge, we introduce a Deep Learning (DL)-based feature selection algorithm: Feature Selection through Discrete Relaxation (FSDR), tailored for PTS data. Unlike the existing feature selection algorithms, FSDR learns the important features as model parameters using discrete relaxation, which refers to the process of approximating a discrete optimisation problem with a continuous one. FSDR is capable of accommodating a high number of feature dimensions, a capability beyond the reach of existing DL-based or traditional methods. Through testing on a hyperspectral dataset (i.e., a type of PTS data), our experimental results demonstrate that FSDR outperforms three commonly used feature selection algorithms, taking into account a balance among execution time, $R^2$, and $RMSE$.

TimeDRL: Disentangled Representation Learning for Multivariate Time-Series 2024-03-13
Show

Multivariate time-series data in numerous real-world applications (e.g., healthcare and industry) are informative but challenging due to the lack of labels and high dimensionality. Recent studies in self-supervised learning have shown their potential in learning rich representations without relying on labels, yet they fall short in learning disentangled embeddings and addressing issues of inductive bias (e.g., transformation-invariance). To tackle these challenges, we propose TimeDRL, a generic multivariate time-series representation learning framework with disentangled dual-level embeddings. TimeDRL is characterized by three novel features: (i) disentangled derivation of timestamp-level and instance-level embeddings from patched time-series data using a [CLS] token strategy; (ii) utilization of timestamp-predictive and instance-contrastive tasks for disentangled representation learning, with the former optimizing timestamp-level embeddings with predictive loss, and the latter optimizing instance-level embeddings with contrastive loss; and (iii) avoidance of augmentation methods to eliminate inductive biases, such as transformation-invariance from cropping and masking. Comprehensive experiments on 6 time-series forecasting datasets and 5 time-series classification datasets have shown that TimeDRL consistently surpasses existing representation learning approaches, achieving an average improvement of forecasting by 58.02% in MSE and classification by 1.48% in accuracy. Furthermore, extensive ablation studies confirmed the relative contribution of each component in TimeDRL's architecture, and semi-supervised learning evaluations demonstrated its effectiveness in real-world scenarios, even with limited labeled data. The code is available at https://github.com/blacksnail789521/TimeDRL.

This ...

This paper has been accepted by the International Conference on Data Engineering (ICDE) 2024

Latest 15 Papers - April 16, 2024

Please check the Github page for a better reading experience and more papers.

Time Series

Title Date Comment
Generating Synthetic Time Series Data for Cyber-Physical Systems 2024-04-12
TSLANet: Rethinking Transformers for Time Series Representation Learning 2024-04-12
Nearest-Neighbours Estimators for Conditional Mutual Information 2024-04-12 11 pages, 6 figures
OmniSat: Self-Supervised Modality Fusion for Earth Observation 2024-04-12
Estimating Breakpoints between Climate States in Paleoclimate Data 2024-04-12
Autho...

Authors in alphabetical order

CGS-Mask: Making Time Series Predictions Intuitive for All 2024-04-12 Accepted by AAAI24
Neural Likelihood Approximation for Integer Valued Time Series Data 2024-04-12
HCL-MTSAD: Hierarchical Contrastive Consistency Learning for Accurate Detection of Industrial Multivariate Time Series Anomalies 2024-04-12
11 pa...

11 pages, 4 figures, under review by IEEE Internet of Things Journal

A Novel Vision Transformer based Load Profile Analysis using Load Images as Inputs 2024-04-12
Exponentially Weighted Moving Models 2024-04-11
A Parsimonious Setup for Streamflow Forecasting using CNN-LSTM 2024-04-11
Anomaly Detection in Power Grids via Context-Agnostic Learning 2024-04-11
Optical next generation reservoir computing 2024-04-11
Deep Learning for Satellite Image Time Series Analysis: A Review 2024-04-11
This ...

This work has been submitted to the IEEE for possible publication. Copyright may be transferred without notice, after which this version may no longer be accessible

The OxMat dataset: a multimodal resource for the development of AI-driven technologies in maternal and newborn child health 2024-04-11

Trajectory

Title Date Comment
Transfer Learning Study of Motion Transformer-based Trajectory Predictions 2024-04-12
Accep...

Accepted to be published as part of the 2024 IEEE Intelligent Vehicles Symposium (IV), Jeju Shinhwa World, Jeju Island, Korea, June 2-5, 2024

WildGraph: Realistic Graph-based Trajectory Generation for Wildlife 2024-04-11
On the Performance of Jerk-Constrained Time-Optimal Trajectory Planning for Industrial Manipulators 2024-04-11
Bi-level Trajectory Optimization on Uneven Terrains with Differentiable Wheel-Terrain Interaction Model 2024-04-11
8 pag...

8 pages, 7 figures, submitted to IEEE/RSJ International Conference on Intelligent Robots and Systems (IROS 2024)

Model Predictive Trajectory Planning for Human-Robot Handovers 2024-04-11
8 pag...

8 pages, 6 figures, Proceedings available under https://www.vdi-mechatroniktagung.rwth-aachen.de/global/show_document.asp?id=aaaaaaaacjcayqj&download=1

VeTraSS: Vehicle Trajectory Similarity Search Through Graph Modeling and Representation Learning 2024-04-11
HPNet: Dynamic Trajectory Forecasting with Historical Prediction Attention 2024-04-11 CVPR2024
TC4D: Trajectory-Conditioned Text-to-4D Generation 2024-04-11
Proje...

Project Page: https://sherwinbahmani.github.io/tc4d

Diffusion-based inpainting of incomplete Euclidean distance matrices of trajectories generated by a fractional Brownian motion 2024-04-10
Trajectory-Oriented Policy Optimization with Sparse Rewards 2024-04-10 6 pages, 7 figures
TrajPRed: Trajectory Prediction with Region-based Relation Learning 2024-04-10
GRANP: A Graph Recurrent Attentive Neural Process Model for Vehicle Trajectory Prediction 2024-04-09
Deadlock Resolution and Recursive Feasibility in MPC-based Multi-robot Trajectory Generation 2024-04-09 16 pages, 15 figures
TrailBlazer: Trajectory Control for Diffusion-Based Video Generation 2024-04-08
14 pa...

14 pages, 18 figures, Project Page: https://hohonu-vicml.github.io/Trailblazer.Page/

Dynamical stability and chaos in artificial neural network trajectories along training 2024-04-08 29 pages, 18 figures

Graph Neural Networks

Title Date Comment
Learning-Based Joint Antenna Selection and Precoding Design for Cell-Free MIMO Networks 2024-04-12
This ...

This work has been submitted to the IEEE for possible publication. Copyright may be transferred without notice, after which this version may no longer be accessible

Rotation-equivariant Graph Neural Networks for Learning Glassy Liquids Representations 2024-04-12
Submi...

Submitted to SciPost. 15 pages, 9 figures plus references and 4 pages of appendix

Contrastive Graph Pooling for Explainable Classification of Brain Networks 2024-04-12
Graph Neural Networks in Vision-Language Image Understanding: A Survey 2024-04-12
20 pa...

20 pages, 5 figures, 5 tables

Relational Prompt-based Pre-trained Language Models for Social Event Detection 2024-04-12
ACM T...

ACM TOIS Under Review

Physics-Enhanced Graph Neural Networks For Soft Sensing in Industrial Internet of Things 2024-04-11 12 pages, 10 figures
Generating High-Precision Force Fields for Molecular Dynamics Simulations to Study Chemical Reaction Mechanisms using Molecular Configuration Transformer 2024-04-11
A Review of Graph Neural Networks in Epidemic Modeling 2024-04-11
Pathology-genomic fusion via biologically informed cross-modality graph learning for survival analysis 2024-04-11
GNN-based Probabilistic Supply and Inventory Predictions in Supply Chain Networks 2024-04-11
Generative Probabilistic Planning for Optimizing Supply Chain Networks 2024-04-11
VeTraSS: Vehicle Trajectory Similarity Search Through Graph Modeling and Representation Learning 2024-04-11
Characterizing the Influence of Topology on Graph Learning Tasks 2024-04-11
Robust Knowledge Adaptation for Dynamic Graph Neural Networks 2024-04-11 14 pages, 6 figures
LLaGA: Large Language and Graph Assistant 2024-04-11

Latest 15 Papers - March 16, 2024

Please check the Github page for a better reading experience and compatibility.

Time Series

Title Date Abstract Comment
Cloud gap-filling with deep learning for improved grassland monitoring 2024-03-14
Show

Uninterrupted optical image time series are crucial for the timely monitoring of agricultural land changes. However, the continuity of such time series is often disrupted by clouds. In response to this challenge, we propose a deep learning method that integrates cloud-free optical (Sentinel-2) observations and weather-independent (Sentinel-1) Synthetic Aperture Radar (SAR) data, using a combined Convolutional Neural Network (CNN)-Recurrent Neural Network (RNN) architecture to generate continuous Normalized Difference Vegetation Index (NDVI) time series. We emphasize the significance of observation continuity by assessing the impact of the generated time series on the detection of grassland mowing events. We focus on Lithuania, a country characterized by extensive cloud coverage, and compare our approach with alternative interpolation techniques (i.e., linear, Akima, quadratic). Our method surpasses these techniques, with an average MAE of 0.024 and R^2 of 0.92. It not only improves the accuracy of event detection tasks by employing a continuous time series, but also effectively filters out sudden shifts and noise originating from cloudy observations that cloud masks often fail to detect.

iTransformer: Inverted Transformers Are Effective for Time Series Forecasting 2024-03-14
Show

The recent boom of linear forecasting models questions the ongoing passion for architectural modifications of Transformer-based forecasters. These forecasters leverage Transformers to model the global dependencies over temporal tokens of time series, with each token formed by multiple variates of the same timestamp. However, Transformers are challenged in forecasting series with larger lookback windows due to performance degradation and computation explosion. Besides, the embedding for each temporal token fuses multiple variates that represent potential delayed events and distinct physical measurements, which may fail in learning variate-centric representations and result in meaningless attention maps. In this work, we reflect on the competent duties of Transformer components and repurpose the Transformer architecture without any modification to the basic components. We propose iTransformer that simply applies the attention and feed-forward network on the inverted dimensions. Specifically, the time points of individual series are embedded into variate tokens which are utilized by the attention mechanism to capture multivariate correlations; meanwhile, the feed-forward network is applied for each variate token to learn nonlinear representations. The iTransformer model achieves state-of-the-art on challenging real-world datasets, which further empowers the Transformer family with promoted performance, generalization ability across different variates, and better utilization of arbitrary lookback windows, making it a nice alternative as the fundamental backbone of time series forecasting. Code is available at this repository: https://github.com/thuml/iTransformer.

MCformer: Multivariate Time Series Forecasting with Mixed-Channels Transformer 2024-03-14
Show

The massive generation of time-series data by largescale Internet of Things (IoT) devices necessitates the exploration of more effective models for multivariate time-series forecasting. In previous models, there was a predominant use of the Channel Dependence (CD) strategy (where each channel represents a univariate sequence). Current state-of-the-art (SOTA) models primarily rely on the Channel Independence (CI) strategy. The CI strategy treats all channels as a single channel, expanding the dataset to improve generalization performance and avoiding inter-channel correlation that disrupts long-term features. However, the CI strategy faces the challenge of interchannel correlation forgetting. To address this issue, we propose an innovative Mixed Channels strategy, combining the data expansion advantages of the CI strategy with the ability to counteract inter-channel correlation forgetting. Based on this strategy, we introduce MCformer, a multivariate time-series forecasting model with mixed channel features. The model blends a specific number of channels, leveraging an attention mechanism to effectively capture inter-channel correlation information when modeling long-term features. Experimental results demonstrate that the Mixed Channels strategy outperforms pure CI strategy in multivariate time-series forecasting tasks.

Diffusion-TS: Interpretable Diffusion for General Time Series Generation 2024-03-14
Show

Denoising diffusion probabilistic models (DDPMs) are becoming the leading paradigm for generative models. It has recently shown breakthroughs in audio synthesis, time series imputation and forecasting. In this paper, we propose Diffusion-TS, a novel diffusion-based framework that generates multivariate time series samples of high quality by using an encoder-decoder transformer with disentangled temporal representations, in which the decomposition technique guides Diffusion-TS to capture the semantic meaning of time series while transformers mine detailed sequential information from the noisy model input. Different from existing diffusion-based approaches, we train the model to directly reconstruct the sample instead of the noise in each diffusion step, combining a Fourier-based loss term. Diffusion-TS is expected to generate time series satisfying both interpretablity and realness. In addition, it is shown that the proposed Diffusion-TS can be easily extended to conditional generation tasks, such as forecasting and imputation, without any model changes. This also motivates us to further explore the performance of Diffusion-TS under irregular settings. Finally, through qualitative and quantitative experiments, results show that Diffusion-TS achieves the state-of-the-art results on various realistic analyses of time series.

Diffusion Policy: Visuomotor Policy Learning via Action Diffusion 2024-03-14
Show

This paper introduces Diffusion Policy, a new way of generating robot behavior by representing a robot's visuomotor policy as a conditional denoising diffusion process. We benchmark Diffusion Policy across 12 different tasks from 4 different robot manipulation benchmarks and find that it consistently outperforms existing state-of-the-art robot learning methods with an average improvement of 46.9%. Diffusion Policy learns the gradient of the action-distribution score function and iteratively optimizes with respect to this gradient field during inference via a series of stochastic Langevin dynamics steps. We find that the diffusion formulation yields powerful advantages when used for robot policies, including gracefully handling multimodal action distributions, being suitable for high-dimensional action spaces, and exhibiting impressive training stability. To fully unlock the potential of diffusion models for visuomotor policy learning on physical robots, this paper presents a set of key technical contributions including the incorporation of receding horizon control, visual conditioning, and the time-series diffusion transformer. We hope this work will help motivate a new generation of policy learning techniques that are able to leverage the powerful generative modeling capabilities of diffusion models. Code, data, and training details is publicly available diffusion-policy.cs.columbia.edu

An ex...

An extended journal version of the original RSS2023 paper

DiTMoS: Delving into Diverse Tiny-Model Selection on Microcontrollers 2024-03-14
Show

Enabling efficient and accurate deep neural network (DNN) inference on microcontrollers is non-trivial due to the constrained on-chip resources. Current methodologies primarily focus on compressing larger models yet at the expense of model accuracy. In this paper, we rethink the problem from the inverse perspective by constructing small/weak models directly and improving their accuracy. Thus, we introduce DiTMoS, a novel DNN training and inference framework with a selector-classifiers architecture, where the selector routes each input sample to the appropriate classifier for classification. DiTMoS is grounded on a key insight: a composition of weak models can exhibit high diversity and the union of them can significantly boost the accuracy upper bound. To approach the upper bound, DiTMoS introduces three strategies including diverse training data splitting to increase the classifiers' diversity, adversarial selector-classifiers training to ensure synergistic interactions thereby maximizing their complementarity, and heterogeneous feature aggregation to improve the capacity of classifiers. We further propose a network slicing technique to alleviate the extra memory overhead incurred by feature aggregation. We deploy DiTMoS on the Neucleo STM32F767ZI board and evaluate it based on three time-series datasets for human activity recognition, keywords spotting, and emotion recognition, respectively. The experiment results manifest that: (a) DiTMoS achieves up to 13.4% accuracy improvement compared to the best baseline; (b) network slicing almost completely eliminates the memory overhead incurred by feature aggregation with a marginal increase of latency.

Classification of Volatile Organic Compounds by Differential Mobility Spectrometry Based on Continuity of Alpha Curves 2024-03-13
Show

Background: Classification of volatile organic compounds (VOCs) is of interest in many fields. Examples include but are not limited to medicine, detection of explosives, and food quality control. Measurements collected with electronic noses can be used for classification and analysis of VOCs. One type of electronic noses that has seen considerable development in recent years is Differential Mobility Spectrometry (DMS). DMS yields measurements that are visualized as dispersion plots that contain traces, also known as alpha curves. Current methods used for analyzing DMS dispersion plots do not usually utilize the information stored in the continuity of these traces, which suggests that alternative approaches should be investigated. Results: In this work, for the first time, dispersion plots were interpreted as a series of measurements evolving sequentially. Thus, it was hypothesized that time-series classification algorithms can be effective for classification and analysis of dispersion plots. An extensive dataset of 900 dispersion plots for five chemicals measured at five flow rates and two concentrations was collected. The data was used to analyze the classification performance of six algorithms. According to our hypothesis, the highest classification accuracy of 88% was achieved by a Long-Short Term Memory neural network, which supports our hypothesis. Significance: A new concept for approaching classification tasks of dispersion plots is presented and compared with other well-known classification algorithms. This creates a new angle of view for analysis and classification of the dispersion plots. In addition, a new dataset of dispersion plots is openly shared to public.

Covariance Fitting Interferometric Phase Linking: Modular Framework and Optimization Algorithms 2024-03-13
Show

Interferometric phase linking (IPL) has become a prominent technique for processing images of areas containing distributed scaterrers in SAR interferometry. Traditionally, IPL consists in estimating consistent phase differences between all pairs of SAR images in a time series from the sample covariance matrix of pixel patches on a sliding window. This paper reformulates this task as a covariance fitting problem: in this setup, IPL appears as a form of projection of an input covariance matrix so that it satisfies the phase closure property. Given this modular formulation, we propose an overview of covariance matrix estimates, regularization options, and matrix distances, that can be of interest when processing multi-temporal SAR data. In particular, we will observe that most of the existing IPL algorithms appear as special instances of this framework. We then present tools to efficiently solve related optimization problems on the torus of phase-only complex vectors: majorization-minimization and Riemannian optimization. We conclude by illustrating the merits of different options on a real-world case study.

Leveraging Non-Decimated Wavelet Packet Features and Transformer Models for Time Series Forecasting 2024-03-13
Show

This article combines wavelet analysis techniques with machine learning methods for univariate time series forecasting, focusing on three main contributions. Firstly, we consider the use of Daubechies wavelets with different numbers of vanishing moments as input features to both non-temporal and temporal forecasting methods, by selecting these numbers during the cross-validation phase. Secondly, we compare the use of both the non-decimated wavelet transform and the non-decimated wavelet packet transform for computing these features, the latter providing a much larger set of potentially useful coefficient vectors. The wavelet coefficients are computed using a shifted version of the typical pyramidal algorithm to ensure no leakage of future information into these inputs. Thirdly, we evaluate the use of these wavelet features on a significantly wider set of forecasting methods than previous studies, including both temporal and non-temporal models, and both statistical and deep learning-based methods. The latter include state-of-the-art transformer-based neural network architectures. Our experiments suggest significant benefit in replacing higher-order lagged features with wavelet features across all examined non-temporal methods for one-step-forward forecasting, and modest benefit when used as inputs for temporal deep learning-based models for long-horizon forecasting.

Data-Efficient Sleep Staging with Synthetic Time Series Pretraining 2024-03-13
Show

Analyzing electroencephalographic (EEG) time series can be challenging, especially with deep neural networks, due to the large variability among human subjects and often small datasets. To address these challenges, various strategies, such as self-supervised learning, have been suggested, but they typically rely on extensive empirical datasets. Inspired by recent advances in computer vision, we propose a pretraining task termed "frequency pretraining" to pretrain a neural network for sleep staging by predicting the frequency content of randomly generated synthetic time series. Our experiments demonstrate that our method surpasses fully supervised learning in scenarios with limited data and few subjects, and matches its performance in regimes with many subjects. Furthermore, our results underline the relevance of frequency information for sleep stage scoring, while also demonstrating that deep neural networks utilize information beyond frequencies to enhance sleep staging performance, which is consistent with previous research. We anticipate that our approach will be advantageous across a broad spectrum of applications where EEG data is limited or derived from a small number of subjects, including the domain of brain-computer interfaces.

Caformer: Rethinking Time Series Analysis from Causal Perspective 2024-03-13
Show

Time series analysis is a vital task with broad applications in various domains. However, effectively capturing cross-dimension and cross-time dependencies in non-stationary time series poses significant challenges, particularly in the context of environmental factors. The spurious correlation induced by the environment confounds the causal relationships between cross-dimension and cross-time dependencies. In this paper, we introduce a novel framework called Caformer (\underline{\textbf{Ca}}usal Trans\underline{\textbf{former}}) for time series analysis from a causal perspective. Specifically, our framework comprises three components: Dynamic Learner, Environment Learner, and Dependency Learner. The Dynamic Learner unveils dynamic interactions among dimensions, the Environment Learner mitigates spurious correlations caused by environment with a back-door adjustment, and the Dependency Learner aims to infer robust interactions across both time and dimensions. Our Caformer demonstrates consistent state-of-the-art performance across five mainstream time series analysis tasks, including long- and short-term forecasting, imputation, classification, and anomaly detection, with proper interpretability.

Koopman Ensembles for Probabilistic Time Series Forecasting 2024-03-13
Show

In the context of an increasing popularity of data-driven models to represent dynamical systems, many machine learning-based implementations of the Koopman operator have recently been proposed. However, the vast majority of those works are limited to deterministic predictions, while the knowledge of uncertainty is critical in fields like meteorology and climatology. In this work, we investigate the training of ensembles of models to produce stochastic outputs. We show through experiments on real remote sensing image time series that ensembles of independently trained models are highly overconfident and that using a training criterion that explicitly encourages the members to produce predictions with high inter-model variances greatly improves the uncertainty quantification of the ensembles.

A Prediction Model for Rumor Forwarding Behavior Based on Uncertain Time Series 2024-03-13
Show

The rapid spread of rumors in social media is mainly caused by individual retweets. This paper applies uncertainty time series analysis (UTSA) to analyze a rumor retweeting behavior on Weibo. First, the rumor forwarding is modeled using uncertain time series, including order selection, parameter estimation, residual analysis, uncertainty hypothesis testing and forecast, and the validity of using uncertain time series analysis is further supported by analyzing the characteristics of the residual plot. The experimental results show that the uncertain time series can better predict the next stage of rumor forwarding. The results of the study have important practical significance for rumor management and the management of social media information dissemination.

FSDR: A Novel Deep Learning-based Feature Selection Algorithm for Pseudo Time-Series Data using Discrete Relaxation 2024-03-13
Show

Conventional feature selection algorithms applied to Pseudo Time-Series (PTS) data, which consists of observations arranged in sequential order without adhering to a conventional temporal dimension, often exhibit impractical computational complexities with high dimensional data. To address this challenge, we introduce a Deep Learning (DL)-based feature selection algorithm: Feature Selection through Discrete Relaxation (FSDR), tailored for PTS data. Unlike the existing feature selection algorithms, FSDR learns the important features as model parameters using discrete relaxation, which refers to the process of approximating a discrete optimisation problem with a continuous one. FSDR is capable of accommodating a high number of feature dimensions, a capability beyond the reach of existing DL-based or traditional methods. Through testing on a hyperspectral dataset (i.e., a type of PTS data), our experimental results demonstrate that FSDR outperforms three commonly used feature selection algorithms, taking into account a balance among execution time, $R^2$, and $RMSE$.

TimeDRL: Disentangled Representation Learning for Multivariate Time-Series 2024-03-13
Show

Multivariate time-series data in numerous real-world applications (e.g., healthcare and industry) are informative but challenging due to the lack of labels and high dimensionality. Recent studies in self-supervised learning have shown their potential in learning rich representations without relying on labels, yet they fall short in learning disentangled embeddings and addressing issues of inductive bias (e.g., transformation-invariance). To tackle these challenges, we propose TimeDRL, a generic multivariate time-series representation learning framework with disentangled dual-level embeddings. TimeDRL is characterized by three novel features: (i) disentangled derivation of timestamp-level and instance-level embeddings from patched time-series data using a [CLS] token strategy; (ii) utilization of timestamp-predictive and instance-contrastive tasks for disentangled representation learning, with the former optimizing timestamp-level embeddings with predictive loss, and the latter optimizing instance-level embeddings with contrastive loss; and (iii) avoidance of augmentation methods to eliminate inductive biases, such as transformation-invariance from cropping and masking. Comprehensive experiments on 6 time-series forecasting datasets and 5 time-series classification datasets have shown that TimeDRL consistently surpasses existing representation learning approaches, achieving an average improvement of forecasting by 58.02% in MSE and classification by 1.48% in accuracy. Furthermore, extensive ablation studies confirmed the relative contribution of each component in TimeDRL's architecture, and semi-supervised learning evaluations demonstrated its effectiveness in real-world scenarios, even with limited labeled data. The code is available at https://github.com/blacksnail789521/TimeDRL.

This ...

This paper has been accepted by the International Conference on Data Engineering (ICDE) 2024

Latest 15 Papers - April 23, 2024

Please check the Github page for a better reading experience and more papers.

Time Series

Title Date Comment
Event-Based Contrastive Learning for Medical Time Series 2024-04-19
Accep...

Accepted at Unifying Representations in Neural Models Workshop in NeurIPS 2023

Position Paper: An Integrated Perspective on Data, Metrics, and Methodology for Deep Time-Series Forecasting 2024-04-19 Under Review
Estimating weak periodic vector autoregressive time series 2024-04-19
AutoCast++: Enhancing World Event Prediction with Zero-shot Ranking-based Context Retrieval 2024-04-18 ICLR 2024
A tutorial on spatiotemporal partially observed Markov process models via the R package spatPomp 2024-04-18
Frequency-Aware Masked Autoencoders for Multimodal Pretraining on Biosignals 2024-04-18
Exten...

Extended version of ICLR 2024 Learning from Time Series for Health workshop

Marginal Analysis of Count Time Series in the Presence of Missing Observations 2024-04-18 55 pages, 9 figures
A Time-Inhomogeneous Markov Model for Resource Availability under Sparse Observations 2024-04-18
11 pa...

11 pages, long version of a paper published at 26th ACM SIGSPATIAL International Conference on Advances in Geographic Information Systems (SIGSPATIAL 2018)

Warped Time Series Anomaly Detection 2024-04-18
Enhanced LFTSformer: A Novel Long-Term Financial Time Series Prediction Model Using Advanced Feature Engineering and the DS Encoder Informer Architecture 2024-04-18
The m...

The methodology, experiments, and language of the original version have been completely updated. Detailed adjustments will be made in the future

DST-GTN: Dynamic Spatio-Temporal Graph Transformer Network for Traffic Forecasting 2024-04-18
Terrain-Aware Stride-Level Trajectory Forecasting for a Powered Hip Exoskeleton via Vision and Kinematics Fusion 2024-04-18
6 pag...

6 pages, submitted to IEEE RA-L, under review. This work has been submitted to the IEEE Robotics and Automation Letters (RA-L) for possible publication. Copyright may be transferred without notice, after which this version may no longer be accessible

Toward Short-Term Glucose Prediction Solely Based on CGM Time Series 2024-04-18
CARE to Compare: A real-world dataset for anomaly detection in wind turbine data 2024-04-18 28 pages, 3 figures
HCL-MTSAD: Hierarchical Contrastive Consistency Learning for Accurate Detection of Industrial Multivariate Time Series Anomalies 2024-04-18
This ...

This paper is a manuscript that is still in the process of revision, including Table 1, Figure 2, problem definition in section III.B and method description proposed in section IV. In addition, the submitter has not been authorized by the first author and other co-authors to post the paper to arXiv

Trajectory

Title Date Comment
KI-GAN: Knowledge-Informed Generative Adversarial Networks for Enhanced Multi-Vehicle Trajectory Forecasting at Signalized Intersections 2024-04-19
2024 ...

2024 CVPR AICity Workshop

Learning Distributions over Trajectories for Human Behavior Prediction 2024-04-19
uTRAND: Unsupervised Anomaly Detection in Traffic Trajectories 2024-04-19
SA-Attack: Speed-adaptive stealthy adversarial attack on trajectory prediction 2024-04-19
This ...

This work is published in IEEE IV Symposium

RetailOpt: An Opt-In, Easy-to-Deploy Trajectory Estimation System Leveraging Smartphone Motion Data and Retail Facility Information 2024-04-19
Acting upon Imagination: when to trust imagined trajectories in model based reinforcement learning 2024-04-18
TrACT: A Training Dynamics Aware Contrastive Learning Framework for Long-tail Trajectory Prediction 2024-04-18
2024 ...

2024 IEEE Intelligent Vehicles Symposium (IV)

TrajDeleter: Enabling Trajectory Forgetting in Offline Reinforcement Learning Agents 2024-04-18 22 pages
NLP-enabled trajectory map-matching in urban road networks using transformer sequence-to-sequence model 2024-04-18 14 pages, 10 figures
An Online Spatial-Temporal Graph Trajectory Planner for Autonomous Vehicles 2024-04-18
This ...

This is the accepted version and published in the "Early Access" area of IEEE Xplore for the IEEE Transactions on Intelligent Vehicles on 16 April 2024. Article statistics: 11 pages, 9 figures, 2 tables

Hybrid Dynamics Modeling and Trajectory Planning for a Cable-Trailer System with a Quadruped Robot 2024-04-18
8 pag...

8 pages, 8 figures, submitted to 2024 IEEE/RSJ International Conference on Intelligent Robots and Systems (IROS)

Stay on Track: A Frenet Wrapper to Overcome Off-road Trajectories in Vehicle Motion Prediction 2024-04-18
Trajectory Planning for Autonomous Vehicle Using Iterative Reward Prediction in Reinforcement Learning 2024-04-18 8 pages, 6 figures
S4TP: Social-Suitable and Safety-Sensitive Trajectory Planning for Autonomous Vehicles 2024-04-18
12 pa...

12 pages,4 figures, published to IEEE Transactions on Intelligent Vehicles

Terrain-Aware Stride-Level Trajectory Forecasting for a Powered Hip Exoskeleton via Vision and Kinematics Fusion 2024-04-18
6 pag...

6 pages, submitted to IEEE RA-L, under review. This work has been submitted to the IEEE Robotics and Automation Letters (RA-L) for possible publication. Copyright may be transferred without notice, after which this version may no longer be accessible

Graph Neural Networks

Title Date Comment
Using Graph Neural Networks to Predict Local Culture 2024-04-19 14 pages, 5 figures
Interpretable Graph Neural Networks for Tabular Data 2024-04-19 18 pages, 12 figures
MultiModal-Learning for Predicting Molecular Properties: A Framework Based on Image and Graph Structures 2024-04-19 8 pages
High-Frequency-aware Hierarchical Contrastive Selective Coding for Representation Learning on Text-attributed Graphs 2024-04-19 Accepted by WWW 2024
UAlign: Pushing the Limit of Template-free Retrosynthesis Prediction with Unsupervised SMILES Alignment 2024-04-19
Distributed Matrix-Based Sampling for Graph Neural Network Training 2024-04-19
Proce...

Proceedings of Machine Learning and Systems

Grasper: A Generalist Pursuer for Pursuit-Evasion Problems 2024-04-19
To ap...

To appear in the 23rd International Conference on Autonomous Agents and Multi-Agent Systems (AAMAS 2024)

Infinite-Horizon Graph Filters: Leveraging Power Series to Enhance Sparse Information Aggregation 2024-04-19 version 2
Multi-View Subgraph Neural Networks: Self-Supervised Learning with Scarce Labeled Data 2024-04-19
Improving the interpretability of GNN predictions through conformal-based graph sparsification 2024-04-18
Graph Edits for Counterfactual Explanations: A comparative study 2024-04-18
Label Inference Attacks against Node-level Vertical Federated GNNs 2024-04-18
End-to-End Mesh Optimization of a Hybrid Deep Learning Black-Box PDE Solver 2024-04-17
On the Scalability of GNNs for Molecular Graphs 2024-04-17
Tensor Factorisation for Polypharmacy Side Effect Prediction 2024-04-17

Latest 15 Papers - March 25, 2024

Please check the Github page for a better reading experience and more papers.

Time Series

Title Date Abstract Comment
An Analysis of Linear Time Series Forecasting Models 2024-03-25
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Despite their simplicity, linear models perform well at time series forecasting, even when pitted against deeper and more expensive models. A number of variations to the linear model have been proposed, often including some form of feature normalisation that improves model generalisation. In this paper we analyse the sets of functions expressible using these linear model architectures. In so doing we show that several popular variants of linear models for time series forecasting are equivalent and functionally indistinguishable from standard, unconstrained linear regression. We characterise the model classes for each linear variant. We demonstrate that each model can be reinterpreted as unconstrained linear regression over a suitably augmented feature set, and therefore admit closed-form solutions when using a mean-squared loss function. We provide experimental evidence that the models under inspection learn nearly identical solutions, and finally demonstrate that the simpler closed form solutions are superior forecasters across 72% of test settings.

Extremal properties of max-autoregressive moving average processes for modelling extreme river flows 2024-03-25
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Max-autogressive moving average (Max-ARMA) processes are powerful tools for modelling time series data with heavy-tailed behaviour; these are a non-linear version of the popular autoregressive moving average models. River flow data typically have features of heavy tails and non-linearity, as large precipitation events cause sudden spikes in the data that then exponentially decay. Therefore, stationary Max-ARMA models are a suitable candidate for capturing the unique temporal dependence structure exhibited by river flows. This paper contributes to advancing our understanding of the extremal properties of stationary Max-ARMA processes. We detail the first approach for deriving the extremal index, the lagged asymptotic dependence coefficient, and an efficient simulation for a general Max-ARMA process. We use the extremal properties, coupled with the belief that Max-ARMA processes provide only an approximation to extreme river flow, to fit such a model which can broadly capture river flow behaviour over a high threshold. We make our inference under a reparametrisation which gives a simpler parameter space that excludes cases where any parameter is non-identifiable. We illustrate results for river flow data from the UK River Thames.

In the Search for Optimal Multi-view Learning Models for Crop Classification with Global Remote Sensing Data 2024-03-25
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Crop classification is of critical importance due to its role in studying crop pattern changes, resource management, and carbon sequestration. When employing data-driven techniques for its prediction, utilizing various temporal data sources is necessary. Deep learning models have proven to be effective for this task by mapping time series data to high-level representation for prediction. However, they face substantial challenges when dealing with multiple input patterns. The literature offers limited guidance for Multi-View Learning (MVL) scenarios, as it has primarily focused on exploring fusion strategies with specific encoders and validating them in local regions. In contrast, we investigate the impact of simultaneous selection of the fusion strategy and the encoder architecture evaluated on a global-scale cropland and crop-type classifications. We use a range of five fusion strategies (Input, Feature, Decision, Ensemble, Hybrid) and five temporal encoder architectures (LSTM, GRU, TempCNN, TAE, L-TAE) as possible MVL model configurations. The validation is on the CropHarvest dataset that provides optical, radar, and weather time series, and topographic information as input data. We found that in scenarios with a limited number of labeled samples, a unique configuration is insufficient for all the cases. Instead, a specialized combination, including encoder and fusion strategy, should be meticulously sought. To streamline this search process, we suggest initially identifying the optimal encoder architecture tailored for a particular fusion strategy, and then determining the most suitable fusion strategy for the classification task. We provide a technical framework for researchers exploring crop classification or related tasks through a MVL approach.

An experimental evaluation of choices of SSA forecasting parameters 2024-03-25
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Six time series related to atmospheric phenomena are used as inputs for experiments offorecasting with singular spectrum analysis (SSA). Existing methods for SSA parametersselection are compared throughout their forecasting accuracy relatively to an optimal aposteriori selection and to a naive forecasting methods. The comparison shows that awidespread practice of selecting longer windows leads often to poorer predictions. It alsoconfirms that the choices of the window length and of the grouping are essential. Withthe mean error of rainfall forecasting below 1.5%, SSA appears as a viable alternative forhorizons beyond two weeks.

Revue...

Revue Africaine de Recherche en Informatique et Math{'e}matiques Appliqu{'e}es, In press, 40

Universality of almost periodicity in bounded discrete time series 2024-03-25
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We consider arbitrary bounded discrete time series. From its statistical feature, without any use of the Fourier transform, we find an almost periodic function which suitably characterizes the corresponding time series.

L-MAE: Longitudinal masked auto-encoder with time and severity-aware encoding for diabetic retinopathy progression prediction 2024-03-24
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Pre-training strategies based on self-supervised learning (SSL) have proven to be effective pretext tasks for many downstream tasks in computer vision. Due to the significant disparity between medical and natural images, the application of typical SSL is not straightforward in medical imaging. Additionally, those pretext tasks often lack context, which is critical for computer-aided clinical decision support. In this paper, we developed a longitudinal masked auto-encoder (MAE) based on the well-known Transformer-based MAE. In particular, we explored the importance of time-aware position embedding as well as disease progression-aware masking. Taking into account the time between examinations instead of just scheduling them offers the benefit of capturing temporal changes and trends. The masking strategy, for its part, evolves during follow-up to better capture pathological changes, ensuring a more accurate assessment of disease progression. Using OPHDIAT, a large follow-up screening dataset targeting diabetic retinopathy (DR), we evaluated the pre-trained weights on a longitudinal task, which is to predict the severity label of the next visit within 3 years based on the past time series examinations. Our results demonstrated the relevancy of both time-aware position embedding and masking strategies based on disease progression knowledge. Compared to popular baseline models and standard longitudinal Transformers, these simple yet effective extensions significantly enhance the predictive ability of deep classification models.

An early warning indicator trained on stochastic disease-spreading models with different noises 2024-03-24
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The timely detection of disease outbreaks through reliable early warning signals (EWSs) is indispensable for effective public health mitigation strategies. Nevertheless, the intricate dynamics of real-world disease spread, often influenced by diverse sources of noise and limited data in the early stages of outbreaks, pose a significant challenge in developing reliable EWSs, as the performance of existing indicators varies with extrinsic and intrinsic noises. Here, we address the challenge of modeling disease when the measurements are corrupted by additive white noise, multiplicative environmental noise, and demographic noise into a standard epidemic mathematical model. To navigate the complexities introduced by these noise sources, we employ a deep learning algorithm that provides EWS in infectious disease outbreak by training on noise-induced disease-spreading models. The indicator's effectiveness is demonstrated through its application to real-world COVID-19 cases in Edmonton and simulated time series derived from diverse disease spread models affected by noise. Notably, the indicator captures an impending transition in a time series of disease outbreaks and outperforms existing indicators. This study contributes to advancing early warning capabilities by addressing the intricate dynamics inherent in real-world disease spread, presenting a promising avenue for enhancing public health preparedness and response efforts.

One Masked Model is All You Need for Sensor Fault Detection, Isolation and Accommodation 2024-03-24
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Accurate and reliable sensor measurements are critical for ensuring the safety and longevity of complex engineering systems such as wind turbines. In this paper, we propose a novel framework for sensor fault detection, isolation, and accommodation (FDIA) using masked models and self-supervised learning. Our proposed approach is a general time series modeling approach that can be applied to any neural network (NN) model capable of sequence modeling, and captures the complex spatio-temporal relationships among different sensors. During training, the proposed masked approach creates a random mask, which acts like a fault, for one or more sensors, making the training and inference task unified: finding the faulty sensors and correcting them. We validate our proposed technique on both a public dataset and a real-world dataset from GE offshore wind turbines, and demonstrate its effectiveness in detecting, diagnosing and correcting sensor faults. The masked model not only simplifies the overall FDIA pipeline, but also outperforms existing approaches. Our proposed technique has the potential to significantly improve the accuracy and reliability of sensor measurements in complex engineering systems in real-time, and could be applied to other types of sensors and engineering systems in the future. We believe that our proposed framework can contribute to the development of more efficient and effective FDIA techniques for a wide range of applications.

Accep...

Accepted by the 2024 International Joint Conference on Neural Networks (IJCNN 2024)

Predicting Energy Budgets in Droplet Dynamics: A Recurrent Neural Network Approach 2024-03-24
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Neural networks in fluid mechanics offer an efficient approach for exploring complex flows, including multiphase and free surface flows. The recurrent neural network, particularly the Long Short-Term Memory (LSTM) model, proves attractive for learning mappings from transient inputs to dynamic outputs. This study applies LSTM to predict transient and static outputs for fluid flows under surface tension effects. Specifically, we explore two distinct droplet dynamic scenarios: droplets with diverse initial shapes impacting with solid surfaces, as well as the coalescence of two droplets following collision. Using only dimensionless numbers and geometric time series data from numerical simulations, LSTM predicts the energy budget. The marker-and-cell front-tracking methodology combined with a marker-and-cell finite-difference strategy is adopted for simulating the droplet dynamics. Using a recurrent neural network (RNN) architecture fed with time series data derived from geometrical parameters, as for example droplet diameter variation, our study shows the accuracy of our approach in predicting energy budgets, as for instance the kinetic, dissipation, and surface energy trends, across a range of Reynolds and Weber numbers in droplet dynamic problems. Finally, a two-phase sequential neural network using only geometric data, which is readily available in experimental settings, is employed to predict the energies and then use them to estimate static parameters, such as the Reynolds and Weber numbers. While our methodology has been primarily validated with simulation data, its adaptability to experimental datasets is a promising avenue for future exploration. We hope that our strategy can be useful for diverse applications, spanning from inkjet printing to combustion engines, where the prediction of energy budgets or dissipation energies is crucial.

Rethinking Channel Dependence for Multivariate Time Series Forecasting: Learning from Leading Indicators 2024-03-24
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Recently, channel-independent methods have achieved state-of-the-art performance in multivariate time series (MTS) forecasting. Despite reducing overfitting risks, these methods miss potential opportunities in utilizing channel dependence for accurate predictions. We argue that there exist locally stationary lead-lag relationships between variates, i.e., some lagged variates may follow the leading indicators within a short time period. Exploiting such channel dependence is beneficial since leading indicators offer advance information that can be used to reduce the forecasting difficulty of the lagged variates. In this paper, we propose a new method named LIFT that first efficiently estimates leading indicators and their leading steps at each time step and then judiciously allows the lagged variates to utilize the advance information from leading indicators. LIFT plays as a plugin that can be seamlessly collaborated with arbitrary time series forecasting methods. Extensive experiments on six real-world datasets demonstrate that LIFT improves the state-of-the-art methods by 5.5% in average forecasting performance. Our code is available at https://github.com/SJTU-Quant/LIFT.

Accep...

Accepted to ICLR 2024

A Multi-Scale Decomposition MLP-Mixer for Time Series Analysis 2024-03-24
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Time series data, including univariate and multivariate ones, are characterized by unique composition and complex multi-scale temporal variations. They often require special consideration of decomposition and multi-scale modeling to analyze. Existing deep learning methods on this best fit to univariate time series only, and have not sufficiently considered sub-series modeling and decomposition completeness. To address these challenges, we propose MSD-Mixer, a Multi-Scale Decomposition MLP-Mixer, which learns to explicitly decompose and represent the input time series in its different layers. To handle the multi-scale temporal patterns and multivariate dependencies, we propose a novel temporal patching approach to model the time series as multi-scale patches, and employ MLPs to capture intra- and inter-patch variations and channel-wise correlations. In addition, we propose a novel loss function to constrain both the mean and the autocorrelation of the decomposition residual for better decomposition completeness. Through extensive experiments on various real-world datasets for five common time series analysis tasks, we demonstrate that MSD-Mixer consistently and significantly outperforms other state-of-the-art algorithms with better efficiency.

Accep...

Accepted for VLDB 2024

Self-Supervised Contrastive Learning for Long-term Forecasting 2024-03-24
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Long-term forecasting presents unique challenges due to the time and memory complexity of handling long sequences. Existing methods, which rely on sliding windows to process long sequences, struggle to effectively capture long-term variations that are partially caught within the short window (i.e., outer-window variations). In this paper, we introduce a novel approach that overcomes this limitation by employing contrastive learning and enhanced decomposition architecture, specifically designed to focus on long-term variations. To this end, our contrastive loss incorporates global autocorrelation held in the whole time series, which facilitates the construction of positive and negative pairs in a self-supervised manner. When combined with our decomposition networks, our contrastive learning significantly improves long-term forecasting performance. Extensive experiments demonstrate that our approach outperforms 14 baseline models in multiple experiments over nine long-term benchmarks, especially in challenging scenarios that require a significantly long output for forecasting. Source code is available at https://github.com/junwoopark92/Self-Supervised-Contrastive-Forecsating.

Accep...

Accepted at International Conference on Learning Representations (ICLR) 2024

LAMPER: LanguAge Model and Prompt EngineeRing for zero-shot time series classification 2024-03-23
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This study constructs the LanguAge Model with Prompt EngineeRing (LAMPER) framework, designed to systematically evaluate the adaptability of pre-trained language models (PLMs) in accommodating diverse prompts and their integration in zero-shot time series (TS) classification. We deploy LAMPER in experimental assessments using 128 univariate TS datasets sourced from the UCR archive. Our findings indicate that the feature representation capacity of LAMPER is influenced by the maximum input token threshold imposed by PLMs.

Accep...

Accepted as tiny paper in ICLR 2024

Time-series Initialization and Conditioning for Video-agnostic Stabilization of Video Super-Resolution using Recurrent Networks 2024-03-23
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A Recurrent Neural Network (RNN) for Video Super Resolution (VSR) is generally trained with randomly clipped and cropped short videos extracted from original training videos due to various challenges in learning RNNs. However, since this RNN is optimized to super-resolve short videos, VSR of long videos is degraded due to the domain gap. Our preliminary experiments reveal that such degradation changes depending on the video properties, such as the video length and dynamics. To avoid this degradation, this paper proposes the training strategy of RNN for VSR that can work efficiently and stably independently of the video length and dynamics. The proposed training strategy stabilizes VSR by training a VSR network with various RNN hidden states changed depending on the video properties. Since computing such a variety of hidden states is time-consuming, this computational cost is reduced by reusing the hidden states for efficient training. In addition, training stability is further improved with frame-number conditioning. Our experimental results demonstrate that the proposed method performed better than base methods in videos with various lengths and dynamics.

Accep...

Accepted to IJCNN 2024 (International Joint Conference on Neural Networks)

AI for Biomedicine in the Era of Large Language Models 2024-03-23
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The capabilities of AI for biomedicine span a wide spectrum, from the atomic level, where it solves partial differential equations for quantum systems, to the molecular level, predicting chemical or protein structures, and further extending to societal predictions like infectious disease outbreaks. Recent advancements in large language models, exemplified by models like ChatGPT, have showcased significant prowess in natural language tasks, such as translating languages, constructing chatbots, and answering questions. When we consider biomedical data, we observe a resemblance to natural language in terms of sequences: biomedical literature and health records presented as text, biological sequences or sequencing data arranged in sequences, or sensor data like brain signals as time series. The question arises: Can we harness the potential of recent large language models to drive biomedical knowledge discoveries? In this survey, we will explore the application of large language models to three crucial categories of biomedical data: 1) textual data, 2) biological sequences, and 3) brain signals. Furthermore, we will delve into large language model challenges in biomedical research, including ensuring trustworthiness, achieving personalization, and adapting to multi-modal data representation

TODOs

  • Add more keywords
  • Support separate issues for each keyword (to avoid word limit)

Latest 15 Papers - { date | date('MMMM d, yyyy') }

Time Series

Title Date Abstract Comment
Cloud gap-filling with deep learning for improved grassland monitoring 2024-03-14
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Uninterrupted optical image time series are crucial for the timely monitoring of agricultural land changes. However, the continuity of such time series is often disrupted by clouds. In response to this challenge, we propose a deep learning method that integrates cloud-free optical (Sentinel-2) observations and weather-independent (Sentinel-1) Synthetic Aperture Radar (SAR) data, using a combined Convolutional Neural Network (CNN)-Recurrent Neural Network (RNN) architecture to generate continuous Normalized Difference Vegetation Index (NDVI) time series. We emphasize the significance of observation continuity by assessing the impact of the generated time series on the detection of grassland mowing events. We focus on Lithuania, a country characterized by extensive cloud coverage, and compare our approach with alternative interpolation techniques (i.e., linear, Akima, quadratic). Our method surpasses these techniques, with an average MAE of 0.024 and R^2 of 0.92. It not only improves the accuracy of event detection tasks by employing a continuous time series, but also effectively filters out sudden shifts and noise originating from cloudy observations that cloud masks often fail to detect.

MCformer: Multivariate Time Series Forecasting with Mixed-Channels Transformer 2024-03-14
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The massive generation of time-series data by largescale Internet of Things (IoT) devices necessitates the exploration of more effective models for multivariate time-series forecasting. In previous models, there was a predominant use of the Channel Dependence (CD) strategy (where each channel represents a univariate sequence). Current state-of-the-art (SOTA) models primarily rely on the Channel Independence (CI) strategy. The CI strategy treats all channels as a single channel, expanding the dataset to improve generalization performance and avoiding inter-channel correlation that disrupts long-term features. However, the CI strategy faces the challenge of interchannel correlation forgetting. To address this issue, we propose an innovative Mixed Channels strategy, combining the data expansion advantages of the CI strategy with the ability to counteract inter-channel correlation forgetting. Based on this strategy, we introduce MCformer, a multivariate time-series forecasting model with mixed channel features. The model blends a specific number of channels, leveraging an attention mechanism to effectively capture inter-channel correlation information when modeling long-term features. Experimental results demonstrate that the Mixed Channels strategy outperforms pure CI strategy in multivariate time-series forecasting tasks.

DiTMoS: Delving into Diverse Tiny-Model Selection on Microcontrollers 2024-03-14
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Enabling efficient and accurate deep neural network (DNN) inference on microcontrollers is non-trivial due to the constrained on-chip resources. Current methodologies primarily focus on compressing larger models yet at the expense of model accuracy. In this paper, we rethink the problem from the inverse perspective by constructing small/weak models directly and improving their accuracy. Thus, we introduce DiTMoS, a novel DNN training and inference framework with a selector-classifiers architecture, where the selector routes each input sample to the appropriate classifier for classification. DiTMoS is grounded on a key insight: a composition of weak models can exhibit high diversity and the union of them can significantly boost the accuracy upper bound. To approach the upper bound, DiTMoS introduces three strategies including diverse training data splitting to increase the classifiers' diversity, adversarial selector-classifiers training to ensure synergistic interactions thereby maximizing their complementarity, and heterogeneous feature aggregation to improve the capacity of classifiers. We further propose a network slicing technique to alleviate the extra memory overhead incurred by feature aggregation. We deploy DiTMoS on the Neucleo STM32F767ZI board and evaluate it based on three time-series datasets for human activity recognition, keywords spotting, and emotion recognition, respectively. The experiment results manifest that: (a) DiTMoS achieves up to 13.4% accuracy improvement compared to the best baseline; (b) network slicing almost completely eliminates the memory overhead incurred by feature aggregation with a marginal increase of latency.

Covariance Fitting Interferometric Phase Linking: Modular Framework and Optimization Algorithms 2024-03-13
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Interferometric phase linking (IPL) has become a prominent technique for processing images of areas containing distributed scaterrers in SAR interferometry. Traditionally, IPL consists in estimating consistent phase differences between all pairs of SAR images in a time series from the sample covariance matrix of pixel patches on a sliding window. This paper reformulates this task as a covariance fitting problem: in this setup, IPL appears as a form of projection of an input covariance matrix so that it satisfies the phase closure property. Given this modular formulation, we propose an overview of covariance matrix estimates, regularization options, and matrix distances, that can be of interest when processing multi-temporal SAR data. In particular, we will observe that most of the existing IPL algorithms appear as special instances of this framework. We then present tools to efficiently solve related optimization problems on the torus of phase-only complex vectors: majorization-minimization and Riemannian optimization. We conclude by illustrating the merits of different options on a real-world case study.

Leveraging Non-Decimated Wavelet Packet Features and Transformer Models for Time Series Forecasting 2024-03-13
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This article combines wavelet analysis techniques with machine learning methods for univariate time series forecasting, focusing on three main contributions. Firstly, we consider the use of Daubechies wavelets with different numbers of vanishing moments as input features to both non-temporal and temporal forecasting methods, by selecting these numbers during the cross-validation phase. Secondly, we compare the use of both the non-decimated wavelet transform and the non-decimated wavelet packet transform for computing these features, the latter providing a much larger set of potentially useful coefficient vectors. The wavelet coefficients are computed using a shifted version of the typical pyramidal algorithm to ensure no leakage of future information into these inputs. Thirdly, we evaluate the use of these wavelet features on a significantly wider set of forecasting methods than previous studies, including both temporal and non-temporal models, and both statistical and deep learning-based methods. The latter include state-of-the-art transformer-based neural network architectures. Our experiments suggest significant benefit in replacing higher-order lagged features with wavelet features across all examined non-temporal methods for one-step-forward forecasting, and modest benefit when used as inputs for temporal deep learning-based models for long-horizon forecasting.

Data-Efficient Sleep Staging with Synthetic Time Series Pretraining 2024-03-13
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Analyzing electroencephalographic (EEG) time series can be challenging, especially with deep neural networks, due to the large variability among human subjects and often small datasets. To address these challenges, various strategies, such as self-supervised learning, have been suggested, but they typically rely on extensive empirical datasets. Inspired by recent advances in computer vision, we propose a pretraining task termed "frequency pretraining" to pretrain a neural network for sleep staging by predicting the frequency content of randomly generated synthetic time series. Our experiments demonstrate that our method surpasses fully supervised learning in scenarios with limited data and few subjects, and matches its performance in regimes with many subjects. Furthermore, our results underline the relevance of frequency information for sleep stage scoring, while also demonstrating that deep neural networks utilize information beyond frequencies to enhance sleep staging performance, which is consistent with previous research. We anticipate that our approach will be advantageous across a broad spectrum of applications where EEG data is limited or derived from a small number of subjects, including the domain of brain-computer interfaces.

Caformer: Rethinking Time Series Analysis from Causal Perspective 2024-03-13
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Time series analysis is a vital task with broad applications in various domains. However, effectively capturing cross-dimension and cross-time dependencies in non-stationary time series poses significant challenges, particularly in the context of environmental factors. The spurious correlation induced by the environment confounds the causal relationships between cross-dimension and cross-time dependencies. In this paper, we introduce a novel framework called Caformer (\underline{\textbf{Ca}}usal Trans\underline{\textbf{former}}) for time series analysis from a causal perspective. Specifically, our framework comprises three components: Dynamic Learner, Environment Learner, and Dependency Learner. The Dynamic Learner unveils dynamic interactions among dimensions, the Environment Learner mitigates spurious correlations caused by environment with a back-door adjustment, and the Dependency Learner aims to infer robust interactions across both time and dimensions. Our Caformer demonstrates consistent state-of-the-art performance across five mainstream time series analysis tasks, including long- and short-term forecasting, imputation, classification, and anomaly detection, with proper interpretability.

A Prediction Model for Rumor Forwarding Behavior Based on Uncertain Time Series 2024-03-13
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The rapid spread of rumors in social media is mainly caused by individual retweets. This paper applies uncertainty time series analysis (UTSA) to analyze a rumor retweeting behavior on Weibo. First, the rumor forwarding is modeled using uncertain time series, including order selection, parameter estimation, residual analysis, uncertainty hypothesis testing and forecast, and the validity of using uncertain time series analysis is further supported by analyzing the characteristics of the residual plot. The experimental results show that the uncertain time series can better predict the next stage of rumor forwarding. The results of the study have important practical significance for rumor management and the management of social media information dissemination.

FSDR: A Novel Deep Learning-based Feature Selection Algorithm for Pseudo Time-Series Data using Discrete Relaxation 2024-03-13
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Conventional feature selection algorithms applied to Pseudo Time-Series (PTS) data, which consists of observations arranged in sequential order without adhering to a conventional temporal dimension, often exhibit impractical computational complexities with high dimensional data. To address this challenge, we introduce a Deep Learning (DL)-based feature selection algorithm: Feature Selection through Discrete Relaxation (FSDR), tailored for PTS data. Unlike the existing feature selection algorithms, FSDR learns the important features as model parameters using discrete relaxation, which refers to the process of approximating a discrete optimisation problem with a continuous one. FSDR is capable of accommodating a high number of feature dimensions, a capability beyond the reach of existing DL-based or traditional methods. Through testing on a hyperspectral dataset (i.e., a type of PTS data), our experimental results demonstrate that FSDR outperforms three commonly used feature selection algorithms, taking into account a balance among execution time, $R^2$, and $RMSE$.

Mean-Field Microcanonical Gradient Descent 2024-03-13
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Microcanonical gradient descent is a sampling procedure for energy-based models allowing for efficient sampling of distributions in high dimension. It works by transporting samples from a high-entropy distribution, such as Gaussian white noise, to a low-energy region using gradient descent. We put this model in the framework of normalizing flows, showing how it can often overfit by losing an unnecessary amount of entropy in the descent. As a remedy, we propose a mean-field microcanonical gradient descent that samples several weakly coupled data points simultaneously, allowing for better control of the entropy loss while paying little in terms of likelihood fit. We study these models in the context of financial time series, illustrating the improvements on both synthetic and real data.

Unsupervised Learning of Hybrid Latent Dynamics: A Learn-to-Identify Framework 2024-03-13
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Modern applications increasingly require unsupervised learning of latent dynamics from high-dimensional time-series. This presents a significant challenge of identifiability: many abstract latent representations may reconstruct observations, yet do they guarantee an adequate identification of the governing dynamics? This paper investigates this challenge from two angles: the use of physics inductive bias specific to the data being modeled, and a learn-to-identify strategy that separates forecasting objectives from the data used for the identification. We combine these two strategies in a novel framework for unsupervised meta-learning of hybrid latent dynamics (Meta-HyLaD) with: 1) a latent dynamic function that hybridize known mathematical expressions of prior physics with neural functions describing its unknown errors, and 2) a meta-learning formulation to learn to separately identify both components of the hybrid dynamics. Through extensive experiments on five physics and one biomedical systems, we provide strong evidence for the benefits of Meta-HyLaD to integrate rich prior knowledge while identifying their gap to observed data.

Supervised Time Series Classification for Anomaly Detection in Subsea Engineering 2024-03-12
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Time series classification is of significant importance in monitoring structural systems. In this work, we investigate the use of supervised machine learning classification algorithms on simulated data based on a physical system with two states: Intact and Broken. We provide a comprehensive discussion of the preprocessing of temporal data, using measures of statistical dispersion and dimension reduction techniques. We present an intuitive baseline method and discuss its efficiency. We conclude with a comparison of the various methods based on different performance metrics, showing the advantage of using machine learning techniques as a tool in decision making.

Chronos: Learning the Language of Time Series 2024-03-12
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We introduce Chronos, a simple yet effective framework for pretrained probabilistic time series models. Chronos tokenizes time series values using scaling and quantization into a fixed vocabulary and trains existing transformer-based language model architectures on these tokenized time series via the cross-entropy loss. We pretrained Chronos models based on the T5 family (ranging from 20M to 710M parameters) on a large collection of publicly available datasets, complemented by a synthetic dataset that we generated via Gaussian processes to improve generalization. In a comprehensive benchmark consisting of 42 datasets, and comprising both classical local models and deep learning methods, we show that Chronos models: (a) significantly outperform other methods on datasets that were part of the training corpus; and (b) have comparable and occasionally superior zero-shot performance on new datasets, relative to methods that were trained specifically on them. Our results demonstrate that Chronos models can leverage time series data from diverse domains to improve zero-shot accuracy on unseen forecasting tasks, positioning pretrained models as a viable tool to greatly simplify forecasting pipelines.

Infer...

Inference code and model checkpoints available at https://github.com/amazon-science/chronos-forecasting

Scalable Spatiotemporal Prediction with Bayesian Neural Fields 2024-03-12
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Spatiotemporal datasets, which consist of spatially-referenced time series, are ubiquitous in many scientific and business-intelligence applications, such as air pollution monitoring, disease tracking, and cloud-demand forecasting. As modern datasets continue to increase in size and complexity, there is a growing need for new statistical methods that are flexible enough to capture complex spatiotemporal dynamics and scalable enough to handle large prediction problems. This work presents the Bayesian Neural Field (BayesNF), a domain-general statistical model for inferring rich probability distributions over a spatiotemporal domain, which can be used for data-analysis tasks including forecasting, interpolation, and variography. BayesNF integrates a novel deep neural network architecture for high-capacity function estimation with hierarchical Bayesian inference for robust uncertainty quantification. By defining the prior through a sequence of smooth differentiable transforms, posterior inference is conducted on large-scale data using variationally learned surrogates trained via stochastic gradient descent. We evaluate BayesNF against prominent statistical and machine-learning baselines, showing considerable improvements on diverse prediction problems from climate and public health datasets that contain tens to hundreds of thousands of measurements. The paper is accompanied with an open-source software package (https://github.com/google/bayesnf) that is easy-to-use and compatible with modern GPU and TPU accelerators on the JAX machine learning platform.

22 pa...

22 pages, 6 figures, 3 tables

Exploring Challenges in Deep Learning of Single-Station Ground Motion Records 2024-03-12
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Contemporary deep learning models have demonstrated promising results across various applications within seismology and earthquake engineering. These models rely primarily on utilizing ground motion records for tasks such as earthquake event classification, localization, earthquake early warning systems, and structural health monitoring. However, the extent to which these models effectively learn from these complex time-series signals has not been thoroughly analyzed. In this study, our objective is to evaluate the degree to which auxiliary information, such as seismic phase arrival times or seismic station distribution within a network, dominates the process of deep learning from ground motion records, potentially hindering its effectiveness. We perform a hyperparameter search on two deep learning models to assess their effectiveness in deep learning from ground motion records while also examining the impact of auxiliary information on model performance. Experimental results reveal a strong reliance on the highly correlated P and S phase arrival information. Our observations highlight a potential gap in the field, indicating an absence of robust methodologies for deep learning of single-station ground motion recordings independent of any auxiliary information.

9 Pag...

9 Pages, 12 Figures, 5 Tables

Latest 15 Papers - April 08, 2024

Please check the Github page for a better reading experience and more papers.

Time Series

Title Date Comment
Long-term Forecasting with TiDE: Time-series Dense Encoder 2024-04-04
Integrating Generative AI into Financial Market Prediction for Improved Decision Making 2024-04-04
Early warning systems for financial markets of emerging economies 2024-04-04
Site-specific Deterministic Temperature and Humidity Forecasts with Explainable and Reliable Machine Learning 2024-04-04
27 Pa...

27 Pages, 16 Figures, 11 Tables

BERTopic-Driven Stock Market Predictions: Unraveling Sentiment Insights 2024-04-04
PowerSimulations.jl -- A Power Systems operations simulation Library 2024-04-03
A Transformer-based Diffusion Probabilistic Model for Heart Rate and Blood Pressure Forecasting in Intensive Care Unit 2024-04-03
Spatio-temporal Modeling of Count Data 2024-04-03
39 pa...

39 pages, 15 figures and 17 tables

tsGT: Stochastic Time Series Modeling With Transformer 2024-04-03
End-To-End Self-tuning Self-supervised Time Series Anomaly Detection 2024-04-03
Gegenbauer Graph Neural Networks for Time-varying Signal Reconstruction 2024-04-03
Accep...

Accepted by IEEE Transactions on Neural Networks and Learning Systems (TNNLS)

Estimation of the long-run variance of nonlinear time series with an application to change point analysis 2024-04-03 31 pages, 2 figures
Grey-informed neural network for time-series forecasting 2024-04-03
Prompting for Numerical Sequences: A Case Study on Market Comment Generation 2024-04-03
Accep...

Accepted to LREC-COLING2024 long paper

NL2KQL: From Natural Language to Kusto Query 2024-04-03

Trajectory

Title Date Comment
REACT: Revealing Evolutionary Action Consequence Trajectories for Interpretable Reinforcement Learning 2024-04-04 12 pages, 12 figures
Bi-level Trajectory Optimization on Uneven Terrains with Differentiable Wheel-Terrain Interaction Model 2024-04-04
8 pag...

8 pages, 7 figures, submitted to IEEE/RSJ International Conference on Intelligent Robots and Systems (IROS 2024)

Learning Generalizable Tool-use Skills through Trajectory Generation 2024-04-04
Creating a Trajectory for Code Writing: Algorithmic Reasoning Tasks 2024-04-03
Prepr...

Preprint. Accepted to the 19th International Conference on Evaluation of Novel Approaches to Software Engineering (ENASE 2024). Final version to be published by SCITEPRESS, http://www.scitepress.org

OOSTraj: Out-of-Sight Trajectory Prediction With Vision-Positioning Denoising 2024-04-02
In Pr...

In Proceedings of IEEE/CVF Conference on Computer Vision and Pattern Recognition 2024 (CVPR)

Traffic State Estimation from Vehicle Trajectories with Anisotropic Gaussian Processes 2024-04-02
KTPFormer: Kinematics and Trajectory Prior Knowledge-Enhanced Transformer for 3D Human Pose Estimation 2024-04-02
Accep...

Accepted by CVPR 2024,GitHub code:https://github.com/JihuaPeng/KTPFormer

Perfecting Periodic Trajectory Tracking: Model Predictive Control with a Periodic Observer ($Π$-MPC) 2024-04-02
8 pag...

8 pages, 3 figures, Submitted to the 2024 IEEE/RSJ International Conference on Intelligent Robots and Systems (IROS 2024)

VortexViz: Finding Vortex Boundaries by Learning from Particle Trajectories 2024-04-01 Under review
An Integrating Comprehensive Trajectory Prediction with Risk Potential Field Method for Autonomous Driving 2024-04-01
Adapting to Length Shift: FlexiLength Network for Trajectory Prediction 2024-03-31
Accep...

Accepted by CVPR 2024

G-PECNet: Towards a Generalizable Pedestrian Trajectory Prediction System 2024-03-31
Notab...

Notable ICLR Tiny Paper 2024

Consistency Trajectory Models: Learning Probability Flow ODE Trajectory of Diffusion 2024-03-30
Inter...

International Conference on Learning Representations

Egocentric Scene-aware Human Trajectory Prediction 2024-03-30 14 pages, 9 figures
Joint Pedestrian Trajectory Prediction through Posterior Sampling 2024-03-30

Graph Neural Networks

Title Date Comment
Generalization Bounds for Message Passing Networks on Mixture of Graphons 2024-04-04
On the Theoretical Expressive Power and the Design Space of Higher-Order Graph Transformers 2024-04-04
Accep...

Accepted to AISTATS 2024. 40 pages

Graph Neural Networks for Electric and Hydraulic Data Fusion to Enhance Short-term Forecasting of Pumped-storage Hydroelectricity 2024-04-04
11 pa...

11 pages, 8 figures, conference

Decentralized Learning Strategies for Estimation Error Minimization with Graph Neural Networks 2024-04-04
Distributed Representations of Entities in Open-World Knowledge Graphs 2024-04-04
Knowl...

Knowledge-Based Systems 2024

Theoretical and Empirical Insights into the Origins of Degree Bias in Graph Neural Networks 2024-04-04
First-order PDES for Graph Neural Networks: Advection And Burgers Equation Models 2024-04-03
GeoT: Tensor Centric Library for Graph Neural Network via Efficient Segment Reduction on GPU 2024-04-03
Structure-reinforced Transformer for Dynamic Graph Representation Learning with Edge Temporal States 2024-04-03
This ...

This work has been submitted to the IEEE for possible publication. Copyright may be transferred without notice, after which this version may no longer be accessible

Generative-Contrastive Heterogeneous Graph Neural Network 2024-04-03 10 pages, 8figures
Gegenbauer Graph Neural Networks for Time-varying Signal Reconstruction 2024-04-03
Accep...

Accepted by IEEE Transactions on Neural Networks and Learning Systems (TNNLS)

Weakly-Supervised 3D Scene Graph Generation via Visual-Linguistic Assisted Pseudo-labeling 2024-04-03 11 pages, 9 figures
Virtual Sensor for Real-Time Bearing Load Prediction Using Heterogeneous Temporal Graph Neural Networks 2024-04-02 8 pages, 6 figures
CATGNN: Cost-Efficient and Scalable Distributed Training for Graph Neural Networks 2024-04-02
Physics-Informed Graph Neural Network for Dynamic Reconfiguration of Power Systems 2024-04-02
8 pag...

8 pages, 5 figures, 2 tables. To appear at PSCC 2024

Latest 15 Papers Friday, March 15th

Please check the Github page for a better reading experience and compatibility.

Time Series

Title Date Abstract Comment
Cloud gap-filling with deep learning for improved grassland monitoring 2024-03-14
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Uninterrupted optical image time series are crucial for the timely monitoring of agricultural land changes. However, the continuity of such time series is often disrupted by clouds. In response to this challenge, we propose a deep learning method that integrates cloud-free optical (Sentinel-2) observations and weather-independent (Sentinel-1) Synthetic Aperture Radar (SAR) data, using a combined Convolutional Neural Network (CNN)-Recurrent Neural Network (RNN) architecture to generate continuous Normalized Difference Vegetation Index (NDVI) time series. We emphasize the significance of observation continuity by assessing the impact of the generated time series on the detection of grassland mowing events. We focus on Lithuania, a country characterized by extensive cloud coverage, and compare our approach with alternative interpolation techniques (i.e., linear, Akima, quadratic). Our method surpasses these techniques, with an average MAE of 0.024 and R^2 of 0.92. It not only improves the accuracy of event detection tasks by employing a continuous time series, but also effectively filters out sudden shifts and noise originating from cloudy observations that cloud masks often fail to detect.

iTransformer: Inverted Transformers Are Effective for Time Series Forecasting 2024-03-14
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The recent boom of linear forecasting models questions the ongoing passion for architectural modifications of Transformer-based forecasters. These forecasters leverage Transformers to model the global dependencies over temporal tokens of time series, with each token formed by multiple variates of the same timestamp. However, Transformers are challenged in forecasting series with larger lookback windows due to performance degradation and computation explosion. Besides, the embedding for each temporal token fuses multiple variates that represent potential delayed events and distinct physical measurements, which may fail in learning variate-centric representations and result in meaningless attention maps. In this work, we reflect on the competent duties of Transformer components and repurpose the Transformer architecture without any modification to the basic components. We propose iTransformer that simply applies the attention and feed-forward network on the inverted dimensions. Specifically, the time points of individual series are embedded into variate tokens which are utilized by the attention mechanism to capture multivariate correlations; meanwhile, the feed-forward network is applied for each variate token to learn nonlinear representations. The iTransformer model achieves state-of-the-art on challenging real-world datasets, which further empowers the Transformer family with promoted performance, generalization ability across different variates, and better utilization of arbitrary lookback windows, making it a nice alternative as the fundamental backbone of time series forecasting. Code is available at this repository: https://github.com/thuml/iTransformer.

MCformer: Multivariate Time Series Forecasting with Mixed-Channels Transformer 2024-03-14
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The massive generation of time-series data by largescale Internet of Things (IoT) devices necessitates the exploration of more effective models for multivariate time-series forecasting. In previous models, there was a predominant use of the Channel Dependence (CD) strategy (where each channel represents a univariate sequence). Current state-of-the-art (SOTA) models primarily rely on the Channel Independence (CI) strategy. The CI strategy treats all channels as a single channel, expanding the dataset to improve generalization performance and avoiding inter-channel correlation that disrupts long-term features. However, the CI strategy faces the challenge of interchannel correlation forgetting. To address this issue, we propose an innovative Mixed Channels strategy, combining the data expansion advantages of the CI strategy with the ability to counteract inter-channel correlation forgetting. Based on this strategy, we introduce MCformer, a multivariate time-series forecasting model with mixed channel features. The model blends a specific number of channels, leveraging an attention mechanism to effectively capture inter-channel correlation information when modeling long-term features. Experimental results demonstrate that the Mixed Channels strategy outperforms pure CI strategy in multivariate time-series forecasting tasks.

Diffusion-TS: Interpretable Diffusion for General Time Series Generation 2024-03-14
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Denoising diffusion probabilistic models (DDPMs) are becoming the leading paradigm for generative models. It has recently shown breakthroughs in audio synthesis, time series imputation and forecasting. In this paper, we propose Diffusion-TS, a novel diffusion-based framework that generates multivariate time series samples of high quality by using an encoder-decoder transformer with disentangled temporal representations, in which the decomposition technique guides Diffusion-TS to capture the semantic meaning of time series while transformers mine detailed sequential information from the noisy model input. Different from existing diffusion-based approaches, we train the model to directly reconstruct the sample instead of the noise in each diffusion step, combining a Fourier-based loss term. Diffusion-TS is expected to generate time series satisfying both interpretablity and realness. In addition, it is shown that the proposed Diffusion-TS can be easily extended to conditional generation tasks, such as forecasting and imputation, without any model changes. This also motivates us to further explore the performance of Diffusion-TS under irregular settings. Finally, through qualitative and quantitative experiments, results show that Diffusion-TS achieves the state-of-the-art results on various realistic analyses of time series.

Diffusion Policy: Visuomotor Policy Learning via Action Diffusion 2024-03-14
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This paper introduces Diffusion Policy, a new way of generating robot behavior by representing a robot's visuomotor policy as a conditional denoising diffusion process. We benchmark Diffusion Policy across 12 different tasks from 4 different robot manipulation benchmarks and find that it consistently outperforms existing state-of-the-art robot learning methods with an average improvement of 46.9%. Diffusion Policy learns the gradient of the action-distribution score function and iteratively optimizes with respect to this gradient field during inference via a series of stochastic Langevin dynamics steps. We find that the diffusion formulation yields powerful advantages when used for robot policies, including gracefully handling multimodal action distributions, being suitable for high-dimensional action spaces, and exhibiting impressive training stability. To fully unlock the potential of diffusion models for visuomotor policy learning on physical robots, this paper presents a set of key technical contributions including the incorporation of receding horizon control, visual conditioning, and the time-series diffusion transformer. We hope this work will help motivate a new generation of policy learning techniques that are able to leverage the powerful generative modeling capabilities of diffusion models. Code, data, and training details is publicly available diffusion-policy.cs.columbia.edu

An ex...

An extended journal version of the original RSS2023 paper

DiTMoS: Delving into Diverse Tiny-Model Selection on Microcontrollers 2024-03-14
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Enabling efficient and accurate deep neural network (DNN) inference on microcontrollers is non-trivial due to the constrained on-chip resources. Current methodologies primarily focus on compressing larger models yet at the expense of model accuracy. In this paper, we rethink the problem from the inverse perspective by constructing small/weak models directly and improving their accuracy. Thus, we introduce DiTMoS, a novel DNN training and inference framework with a selector-classifiers architecture, where the selector routes each input sample to the appropriate classifier for classification. DiTMoS is grounded on a key insight: a composition of weak models can exhibit high diversity and the union of them can significantly boost the accuracy upper bound. To approach the upper bound, DiTMoS introduces three strategies including diverse training data splitting to increase the classifiers' diversity, adversarial selector-classifiers training to ensure synergistic interactions thereby maximizing their complementarity, and heterogeneous feature aggregation to improve the capacity of classifiers. We further propose a network slicing technique to alleviate the extra memory overhead incurred by feature aggregation. We deploy DiTMoS on the Neucleo STM32F767ZI board and evaluate it based on three time-series datasets for human activity recognition, keywords spotting, and emotion recognition, respectively. The experiment results manifest that: (a) DiTMoS achieves up to 13.4% accuracy improvement compared to the best baseline; (b) network slicing almost completely eliminates the memory overhead incurred by feature aggregation with a marginal increase of latency.

Classification of Volatile Organic Compounds by Differential Mobility Spectrometry Based on Continuity of Alpha Curves 2024-03-13
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Background: Classification of volatile organic compounds (VOCs) is of interest in many fields. Examples include but are not limited to medicine, detection of explosives, and food quality control. Measurements collected with electronic noses can be used for classification and analysis of VOCs. One type of electronic noses that has seen considerable development in recent years is Differential Mobility Spectrometry (DMS). DMS yields measurements that are visualized as dispersion plots that contain traces, also known as alpha curves. Current methods used for analyzing DMS dispersion plots do not usually utilize the information stored in the continuity of these traces, which suggests that alternative approaches should be investigated. Results: In this work, for the first time, dispersion plots were interpreted as a series of measurements evolving sequentially. Thus, it was hypothesized that time-series classification algorithms can be effective for classification and analysis of dispersion plots. An extensive dataset of 900 dispersion plots for five chemicals measured at five flow rates and two concentrations was collected. The data was used to analyze the classification performance of six algorithms. According to our hypothesis, the highest classification accuracy of 88% was achieved by a Long-Short Term Memory neural network, which supports our hypothesis. Significance: A new concept for approaching classification tasks of dispersion plots is presented and compared with other well-known classification algorithms. This creates a new angle of view for analysis and classification of the dispersion plots. In addition, a new dataset of dispersion plots is openly shared to public.

Covariance Fitting Interferometric Phase Linking: Modular Framework and Optimization Algorithms 2024-03-13
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Interferometric phase linking (IPL) has become a prominent technique for processing images of areas containing distributed scaterrers in SAR interferometry. Traditionally, IPL consists in estimating consistent phase differences between all pairs of SAR images in a time series from the sample covariance matrix of pixel patches on a sliding window. This paper reformulates this task as a covariance fitting problem: in this setup, IPL appears as a form of projection of an input covariance matrix so that it satisfies the phase closure property. Given this modular formulation, we propose an overview of covariance matrix estimates, regularization options, and matrix distances, that can be of interest when processing multi-temporal SAR data. In particular, we will observe that most of the existing IPL algorithms appear as special instances of this framework. We then present tools to efficiently solve related optimization problems on the torus of phase-only complex vectors: majorization-minimization and Riemannian optimization. We conclude by illustrating the merits of different options on a real-world case study.

Leveraging Non-Decimated Wavelet Packet Features and Transformer Models for Time Series Forecasting 2024-03-13
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This article combines wavelet analysis techniques with machine learning methods for univariate time series forecasting, focusing on three main contributions. Firstly, we consider the use of Daubechies wavelets with different numbers of vanishing moments as input features to both non-temporal and temporal forecasting methods, by selecting these numbers during the cross-validation phase. Secondly, we compare the use of both the non-decimated wavelet transform and the non-decimated wavelet packet transform for computing these features, the latter providing a much larger set of potentially useful coefficient vectors. The wavelet coefficients are computed using a shifted version of the typical pyramidal algorithm to ensure no leakage of future information into these inputs. Thirdly, we evaluate the use of these wavelet features on a significantly wider set of forecasting methods than previous studies, including both temporal and non-temporal models, and both statistical and deep learning-based methods. The latter include state-of-the-art transformer-based neural network architectures. Our experiments suggest significant benefit in replacing higher-order lagged features with wavelet features across all examined non-temporal methods for one-step-forward forecasting, and modest benefit when used as inputs for temporal deep learning-based models for long-horizon forecasting.

Data-Efficient Sleep Staging with Synthetic Time Series Pretraining 2024-03-13
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Analyzing electroencephalographic (EEG) time series can be challenging, especially with deep neural networks, due to the large variability among human subjects and often small datasets. To address these challenges, various strategies, such as self-supervised learning, have been suggested, but they typically rely on extensive empirical datasets. Inspired by recent advances in computer vision, we propose a pretraining task termed "frequency pretraining" to pretrain a neural network for sleep staging by predicting the frequency content of randomly generated synthetic time series. Our experiments demonstrate that our method surpasses fully supervised learning in scenarios with limited data and few subjects, and matches its performance in regimes with many subjects. Furthermore, our results underline the relevance of frequency information for sleep stage scoring, while also demonstrating that deep neural networks utilize information beyond frequencies to enhance sleep staging performance, which is consistent with previous research. We anticipate that our approach will be advantageous across a broad spectrum of applications where EEG data is limited or derived from a small number of subjects, including the domain of brain-computer interfaces.

Caformer: Rethinking Time Series Analysis from Causal Perspective 2024-03-13
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Time series analysis is a vital task with broad applications in various domains. However, effectively capturing cross-dimension and cross-time dependencies in non-stationary time series poses significant challenges, particularly in the context of environmental factors. The spurious correlation induced by the environment confounds the causal relationships between cross-dimension and cross-time dependencies. In this paper, we introduce a novel framework called Caformer (\underline{\textbf{Ca}}usal Trans\underline{\textbf{former}}) for time series analysis from a causal perspective. Specifically, our framework comprises three components: Dynamic Learner, Environment Learner, and Dependency Learner. The Dynamic Learner unveils dynamic interactions among dimensions, the Environment Learner mitigates spurious correlations caused by environment with a back-door adjustment, and the Dependency Learner aims to infer robust interactions across both time and dimensions. Our Caformer demonstrates consistent state-of-the-art performance across five mainstream time series analysis tasks, including long- and short-term forecasting, imputation, classification, and anomaly detection, with proper interpretability.

Koopman Ensembles for Probabilistic Time Series Forecasting 2024-03-13
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In the context of an increasing popularity of data-driven models to represent dynamical systems, many machine learning-based implementations of the Koopman operator have recently been proposed. However, the vast majority of those works are limited to deterministic predictions, while the knowledge of uncertainty is critical in fields like meteorology and climatology. In this work, we investigate the training of ensembles of models to produce stochastic outputs. We show through experiments on real remote sensing image time series that ensembles of independently trained models are highly overconfident and that using a training criterion that explicitly encourages the members to produce predictions with high inter-model variances greatly improves the uncertainty quantification of the ensembles.

A Prediction Model for Rumor Forwarding Behavior Based on Uncertain Time Series 2024-03-13
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The rapid spread of rumors in social media is mainly caused by individual retweets. This paper applies uncertainty time series analysis (UTSA) to analyze a rumor retweeting behavior on Weibo. First, the rumor forwarding is modeled using uncertain time series, including order selection, parameter estimation, residual analysis, uncertainty hypothesis testing and forecast, and the validity of using uncertain time series analysis is further supported by analyzing the characteristics of the residual plot. The experimental results show that the uncertain time series can better predict the next stage of rumor forwarding. The results of the study have important practical significance for rumor management and the management of social media information dissemination.

FSDR: A Novel Deep Learning-based Feature Selection Algorithm for Pseudo Time-Series Data using Discrete Relaxation 2024-03-13
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Conventional feature selection algorithms applied to Pseudo Time-Series (PTS) data, which consists of observations arranged in sequential order without adhering to a conventional temporal dimension, often exhibit impractical computational complexities with high dimensional data. To address this challenge, we introduce a Deep Learning (DL)-based feature selection algorithm: Feature Selection through Discrete Relaxation (FSDR), tailored for PTS data. Unlike the existing feature selection algorithms, FSDR learns the important features as model parameters using discrete relaxation, which refers to the process of approximating a discrete optimisation problem with a continuous one. FSDR is capable of accommodating a high number of feature dimensions, a capability beyond the reach of existing DL-based or traditional methods. Through testing on a hyperspectral dataset (i.e., a type of PTS data), our experimental results demonstrate that FSDR outperforms three commonly used feature selection algorithms, taking into account a balance among execution time, $R^2$, and $RMSE$.

TimeDRL: Disentangled Representation Learning for Multivariate Time-Series 2024-03-13
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Multivariate time-series data in numerous real-world applications (e.g., healthcare and industry) are informative but challenging due to the lack of labels and high dimensionality. Recent studies in self-supervised learning have shown their potential in learning rich representations without relying on labels, yet they fall short in learning disentangled embeddings and addressing issues of inductive bias (e.g., transformation-invariance). To tackle these challenges, we propose TimeDRL, a generic multivariate time-series representation learning framework with disentangled dual-level embeddings. TimeDRL is characterized by three novel features: (i) disentangled derivation of timestamp-level and instance-level embeddings from patched time-series data using a [CLS] token strategy; (ii) utilization of timestamp-predictive and instance-contrastive tasks for disentangled representation learning, with the former optimizing timestamp-level embeddings with predictive loss, and the latter optimizing instance-level embeddings with contrastive loss; and (iii) avoidance of augmentation methods to eliminate inductive biases, such as transformation-invariance from cropping and masking. Comprehensive experiments on 6 time-series forecasting datasets and 5 time-series classification datasets have shown that TimeDRL consistently surpasses existing representation learning approaches, achieving an average improvement of forecasting by 58.02% in MSE and classification by 1.48% in accuracy. Furthermore, extensive ablation studies confirmed the relative contribution of each component in TimeDRL's architecture, and semi-supervised learning evaluations demonstrated its effectiveness in real-world scenarios, even with limited labeled data. The code is available at https://github.com/blacksnail789521/TimeDRL.

This ...

This paper has been accepted by the International Conference on Data Engineering (ICDE) 2024

Latest 15 Papers - March 19, 2024

Please check the Github page for a better reading experience and more papers.

Time Series

Title Date Abstract Comment
A Comparison of Deep Learning Architectures for Spacecraft Anomaly Detection 2024-03-19
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Spacecraft operations are highly critical, demanding impeccable reliability and safety. Ensuring the optimal performance of a spacecraft requires the early detection and mitigation of anomalies, which could otherwise result in unit or mission failures. With the advent of deep learning, a surge of interest has been seen in leveraging these sophisticated algorithms for anomaly detection in space operations. This study aims to compare the efficacy of various deep learning architectures in detecting anomalies in spacecraft data. The deep learning models under investigation include Convolutional Neural Networks (CNNs), Recurrent Neural Networks (RNNs), Long Short-Term Memory (LSTM) networks, and Transformer-based architectures. Each of these models was trained and validated using a comprehensive dataset sourced from multiple spacecraft missions, encompassing diverse operational scenarios and anomaly types. Initial results indicate that while CNNs excel in identifying spatial patterns and may be effective for some classes of spacecraft data, LSTMs and RNNs show a marked proficiency in capturing temporal anomalies seen in time-series spacecraft telemetry. The Transformer-based architectures, given their ability to focus on both local and global contexts, have showcased promising results, especially in scenarios where anomalies are subtle and span over longer durations. Additionally, considerations such as computational efficiency, ease of deployment, and real-time processing capabilities were evaluated. While CNNs and LSTMs demonstrated a balance between accuracy and computational demands, Transformer architectures, though highly accurate, require significant computational resources. In conclusion, the choice of deep learning architecture for spacecraft anomaly detection is highly contingent on the nature of the data, the type of anomalies, and operational constraints.

accep...

accepted for IEEE Aeroconf 2024

Behave-XAI: Deep Explainable Learning of Behavioral Representational Data 2024-03-19
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According to the latest trend of artificial intelligence, AI-systems needs to clarify regarding general,specific decisions,services provided by it. Only consumer is satisfied, with explanation , for example, why any classification result is the outcome of any given time. This actually motivates us using explainable or human understandable AI for a behavioral mining scenario, where users engagement on digital platform is determined from context, such as emotion, activity, weather, etc. However, the output of AI-system is not always systematically correct, and often systematically correct, but apparently not-perfect and thereby creating confusions, such as, why the decision is given? What is the reason underneath? In this context, we first formulate the behavioral mining problem in deep convolutional neural network architecture. Eventually, we apply a recursive neural network due to the presence of time-series data from users physiological and environmental sensor-readings. Once the model is developed, explanations are presented with the advent of XAI models in front of users. This critical step involves extensive trial with users preference on explanations over conventional AI, judgement of credibility of explanation.

This ...

This submission has been withdrawn by arXiv administrators as the second author was added without their knowledge or consent

Predicting Dynamic Memory Requirements for Scientific Workflow Tasks 2024-03-19
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With the increasing amount of data available to scientists in disciplines as diverse as bioinformatics, physics, and remote sensing, scientific workflow systems are becoming increasingly important for composing and executing scalable data analysis pipelines. When writing such workflows, users need to specify the resources to be reserved for tasks so that sufficient resources are allocated on the target cluster infrastructure. Crucially, underestimating a task's memory requirements can result in task failures. Therefore, users often resort to overprovisioning, resulting in significant resource wastage and decreased throughput. In this paper, we propose a novel online method that uses monitoring time series data to predict task memory usage in order to reduce the memory wastage of scientific workflow tasks. Our method predicts a task's runtime, divides it into k equally-sized segments, and learns the peak memory value for each segment depending on the total file input size. We evaluate the prototype implementation of our method using workflows from the publicly available nf-core repository, showing an average memory wastage reduction of 29.48% compared to the best state-of-the-art approach.

Paper...

Paper accepted in 2023 IEEE International Conference on Big Data

On the use of the cumulant generating function for inference on time series 2024-03-19
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We introduce innovative inference procedures for analyzing time series data. Our methodology enables density approximation and composite hypothesis testing based on Whittle's estimator, a widely applied M-estimator in the frequency domain. Its core feature involves the (general Legendre transform of the) cumulant generating function of the Whittle likelihood score, as obtained using an approximated distribution of the periodogram ordinates. We present a testing algorithm that significantly expands the applicability of the state-of-the-art saddlepoint test, while maintaining the numerical accuracy of the saddlepoint approximation. Additionally, we demonstrate connections between our findings and three other prevalent frequency domain approaches: the bootstrap, empirical likelihood, and exponential tilting. Numerical examples using both simulated and real data illustrate the advantages and accuracy of our methodology.

Automated Contrastive Learning Strategy Search for Time Series 2024-03-19
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In recent years, Contrastive Learning (CL) has become a predominant representation learning paradigm for time series. Most existing methods in the literature focus on manually building specific Contrastive Learning Strategies (CLS) by human heuristics for certain datasets and tasks. However, manually developing CLS usually require excessive prior knowledge about the datasets and tasks, e.g., professional cognition of the medical time series in healthcare, as well as huge human labor and massive experiments to determine the detailed learning configurations. In this paper, we present an Automated Machine Learning (AutoML) practice at Microsoft, which automatically learns to contrastively learn representations for various time series datasets and tasks, namely Automated Contrastive Learning (AutoCL). We first construct a principled universal search space of size over 3x1012, covering data augmentation, embedding transformation, contrastive pair construction and contrastive losses. Further, we introduce an efficient reinforcement learning algorithm, which optimizes CLS from the performance on the validation tasks, to obtain more effective CLS within the space. Experimental results on various real-world tasks and datasets demonstrate that AutoCL could automatically find the suitable CLS for a given dataset and task. From the candidate CLS found by AutoCL on several public datasets/tasks, we compose a transferable Generally Good Strategy (GGS), which has a strong performance for other datasets. We also provide empirical analysis as a guidance for future design of CLS.

Prepr...

Preprint. Work in progress

Foundations of Causal Discovery on Groups of Variables 2024-03-19
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Discovering causal relationships from observational data is a challenging task that relies on assumptions connecting statistical quantities to graphical or algebraic causal models. In this work, we focus on widely employed assumptions for causal discovery when objects of interest are (multivariate) groups of random variables rather than individual (univariate) random variables, as is the case in a variety of problems in scientific domains such as climate science or neuroscience. If the group-level causal models are derived from partitioning a micro-level model into groups, we explore the relationship between micro and group-level causal discovery assumptions. We investigate the conditions under which assumptions like Causal Faithfulness hold or fail to hold. Our analysis encompasses graphical causal models that contain cycles and bidirected edges. We also discuss grouped time series causal graphs and variants thereof as special cases of our general theoretical framework. Thereby, we aim to provide researchers with a solid theoretical foundation for the development and application of causal discovery methods for variable groups.

Revis...

Revised version, minor restructuring. Additional references added. Currently under review. Comments welcome!

A Bayesian multilevel hidden Markov model with Poisson-lognormal emissions for intense longitudinal count data 2024-03-19
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Hidden Markov models (HMMs) are probabilistic methods in which observations are seen as realizations of a latent Markov process with discrete states that switch over time. Moving beyond standard statistical tests, HMMs offer a statistical environment to optimally exploit the information present in multivariate time series, uncovering the latent dynamics that rule them. Here, we extend the Poisson HMM to the multilevel framework, accommodating variability between individuals with continuously distributed individual random effects following a lognormal distribution, and describe how to estimate the model in a fully parametric Bayesian framework. The proposed multilevel HMM enables probabilistic decoding of hidden state sequences from multivariate count time-series based on individual-specific parameters, and offers a framework to quantificate between-individual variability formally. Through a Monte Carlo study we show that the multilevel HMM outperforms the HMM for scenarios involving heterogeneity between individuals, demonstrating improved decoding accuracy and estimation performance of parameters of the emission distribution, and performs equally well when not between heterogeneity is present. Finally, we illustrate how to use our model to explore the latent dynamics governing complex multivariate count data in an empirical application concerning pilot whale diving behaviour in the wild, and how to identify neural states from multi-electrode recordings of motor neural cortex activity in a macaque monkey in an experimental set up. We make the multilevel HMM introduced in this study publicly available in the R-package mHMMbayes in CRAN.

Predicting COVID-19 hospitalisation using a mixture of Bayesian predictive syntheses 2024-03-19
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This paper proposes a novel methodology called the mixture of Bayesian predictive syntheses (MBPS) for multiple time series count data for the challenging task of predicting the numbers of COVID-19 inpatients and isolated cases in Japan and Korea at the subnational-level. MBPS combines a set of predictive models and partitions the multiple time series into clusters based on their contribution to predicting the outcome. In this way, MBPS leverages the shared information within each cluster and is suitable for predicting COVID-19 inpatients since the data exhibit similar dynamics over multiple areas. Also, MBPS avoids using a multivariate count model, which is generally cumbersome to develop and implement. Our Japanese and Korean data analyses demonstrate that the proposed MBPS methodology has improved predictive accuracy and uncertainty quantification.

An efficient tensor regression for high-dimensional data 2024-03-19
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Most currently used tensor regression models for high-dimensional data are based on Tucker decomposition, which has good properties but loses its efficiency in compressing tensors very quickly as the order of tensors increases, say greater than four or five. However, for the simplest tensor autoregression in handling time series data, its coefficient tensor already has the order of six. This paper revises a newly proposed tensor train (TT) decomposition and then applies it to tensor regression such that a nice statistical interpretation can be obtained. The new tensor regression can well match the data with hierarchical structures, and it even can lead to a better interpretation for the data with factorial structures, which are supposed to be better fitted by models with Tucker decomposition. More importantly, the new tensor regression can be easily applied to the case with higher order tensors since TT decomposition can compress the coefficient tensors much more efficiently. The methodology is also extended to tensor autoregression for time series data, and nonasymptotic properties are derived for the ordinary least squares estimations of both tensor regression and autoregression. A new algorithm is introduced to search for estimators, and its theoretical justification is also discussed. Theoretical and computational properties of the proposed methodology are verified by simulation studies, and the advantages over existing methods are illustrated by two real examples.

Learning Multi-Pattern Normalities in the Frequency Domain for Efficient Time Series Anomaly Detection 2024-03-19
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Anomaly detection significantly enhances the robustness of cloud systems. While neural network-based methods have recently demonstrated strong advantages, they encounter practical challenges in cloud environments: the contradiction between the impracticality of maintaining a unique model for each service and the limited ability to deal with diverse normal patterns by a unified model, as well as issues with handling heavy traffic in real time and short-term anomaly detection sensitivity. Thus, we propose MACE, a multi-normal-pattern accommodated and efficient anomaly detection method in the frequency domain for time series anomaly detection. There are three novel characteristics of it: (i) a pattern extraction mechanism excelling at handling diverse normal patterns with a unified model, which enables the model to identify anomalies by examining the correlation between the data sample and its service normal pattern, instead of solely focusing on the data sample itself; (ii) a dualistic convolution mechanism that amplifies short-term anomalies in the time domain and hinders the reconstruction of anomalies in the frequency domain, which enlarges the reconstruction error disparity between anomaly and normality and facilitates anomaly detection; (iii) leveraging the sparsity and parallelism of frequency domain to enhance model efficiency. We theoretically and experimentally prove that using a strategically selected subset of Fourier bases can not only reduce computational overhead but is also profitable to distinguish anomalies, compared to using the complete spectrum. Moreover, extensive experiments demonstrate MACE's effectiveness in handling diverse normal patterns with a unified model and it achieves state-of-the-art performance with high efficiency.

Accep...

Accepted by IEEE 40th International Conference on Data Engineering (ICDE 2024)

Learning Transferable Time Series Classifier with Cross-Domain Pre-training from Language Model 2024-03-19
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Advancements in self-supervised pre-training (SSL) have significantly advanced the field of learning transferable time series representations, which can be very useful in enhancing the downstream task. Despite being effective, most existing works struggle to achieve cross-domain SSL pre-training, missing valuable opportunities to integrate patterns and features from different domains. The main challenge lies in the significant differences in the characteristics of time-series data across different domains, such as variations in the number of channels and temporal resolution scales. To address this challenge, we propose CrossTimeNet, a novel cross-domain SSL learning framework to learn transferable knowledge from various domains to largely benefit the target downstream task. One of the key characteristics of CrossTimeNet is the newly designed time series tokenization module, which could effectively convert the raw time series into a sequence of discrete tokens based on a reconstruction optimization process. Besides, we highlight that predicting a high proportion of corrupted tokens can be very helpful for extracting informative patterns across different domains during SSL pre-training, which has been largely overlooked in past years. Furthermore, unlike previous works, our work treats the pre-training language model (PLM) as the initialization of the encoder network, investigating the feasibility of transferring the knowledge learned by the PLM to the time series area. Through these efforts, the path to cross-domain pre-training of a generic time series model can be effectively paved. We conduct extensive experiments in a real-world scenario across various time series classification domains. The experimental results clearly confirm CrossTimeNet's superior performance.

Advancing Time Series Classification with Multimodal Language Modeling 2024-03-19
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For the advancements of time series classification, scrutinizing previous studies, most existing methods adopt a common learning-to-classify paradigm - a time series classifier model tries to learn the relation between sequence inputs and target label encoded by one-hot distribution. Although effective, this paradigm conceals two inherent limitations: (1) encoding target categories with one-hot distribution fails to reflect the comparability and similarity between labels, and (2) it is very difficult to learn transferable model across domains, which greatly hinder the development of universal serving paradigm. In this work, we propose InstructTime, a novel attempt to reshape time series classification as a learning-to-generate paradigm. Relying on the powerful generative capacity of the pre-trained language model, the core idea is to formulate the classification of time series as a multimodal understanding task, in which both task-specific instructions and raw time series are treated as multimodal inputs while the label information is represented by texts. To accomplish this goal, three distinct designs are developed in the InstructTime. Firstly, a time series discretization module is designed to convert continuous time series into a sequence of hard tokens to solve the inconsistency issue across modal inputs. To solve the modality representation gap issue, for one thing, we introduce an alignment projected layer before feeding the transformed token of time series into language models. For another, we highlight the necessity of auto-regressive pre-training across domains, which can facilitate the transferability of the language model and boost the generalization performance. Extensive experiments are conducted over benchmark datasets, whose results uncover the superior performance of InstructTime and the potential for a universal foundation model in time series classification.

Copula Conformal Prediction for Multi-step Time Series Forecasting 2024-03-18
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Accurate uncertainty measurement is a key step to building robust and reliable machine learning systems. Conformal prediction is a distribution-free uncertainty quantification algorithm popular for its ease of implementation, statistical coverage guarantees, and versatility for underlying forecasters. However, existing conformal prediction algorithms for time series are limited to single-step prediction without considering the temporal dependency. In this paper, we propose a Copula Conformal Prediction algorithm for multivariate, multi-step Time Series forecasting, CopulaCPTS. We prove that CopulaCPTS has finite sample validity guarantee. On several synthetic and real-world multivariate time series datasets, we show that CopulaCPTS produces more calibrated and sharp confidence intervals for multi-step prediction tasks than existing techniques.

Approximation of RKHS Functionals by Neural Networks 2024-03-18
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Motivated by the abundance of functional data such as time series and images, there has been a growing interest in integrating such data into neural networks and learning maps from function spaces to R (i.e., functionals). In this paper, we study the approximation of functionals on reproducing kernel Hilbert spaces (RKHS's) using neural networks. We establish the universality of the approximation of functionals on the RKHS's. Specifically, we derive explicit error bounds for those induced by inverse multiquadric, Gaussian, and Sobolev kernels. Moreover, we apply our findings to functional regression, proving that neural networks can accurately approximate the regression maps in generalized functional linear models. Existing works on functional learning require integration-type basis function expansions with a set of pre-specified basis functions. By leveraging the interpolating orthogonal projections in RKHS's, our proposed network is much simpler in that we use point evaluations to replace basis function expansions.

Modular Neural Networks for Time Series Forecasting: Interpretability and Feature Selection using Attention 2024-03-18
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Multivariate time series have many applications, from healthcare and meteorology to life science. Although deep learning models have shown excellent predictive performance for time series, they have been criticised for being "black-boxes" or non-interpretable. This paper proposes a novel modular neural network model for multivariate time series prediction that is interpretable by construction. A recurrent neural network learns the temporal dependencies in the data while an attention-based feature selection component selects the most relevant features and suppresses redundant features used in the learning of the temporal dependencies. A modular deep network is trained from the selected features independently to show the users how features influence outcomes, making the model interpretable. Experimental results show that this approach can outperform state-of-the-art interpretable Neural Additive Models (NAM) and variations thereof in both regression and classification of time series tasks, achieving a predictive performance that is comparable to the top non-interpretable methods for time series, LSTM and XGBoost.

Latest 15 Papers - March 18, 2024

Please check the Github page for a better reading experience and more papers.

Time Series

Title Date Abstract Comment
Time Series Compression using Quaternion Valued Neural Networks and Quaternion Backpropagation 2024-03-18
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We propose a novel quaternionic time-series compression methodology where we divide a long time-series into segments of data, extract the min, max, mean and standard deviation of these chunks as representative features and encapsulate them in a quaternion, yielding a quaternion valued time-series. This time-series is processed using quaternion valued neural network layers, where we aim to preserve the relation between these features through the usage of the Hamilton product. To train this quaternion neural network, we derive quaternion backpropagation employing the GHR calculus, which is required for a valid product and chain rule in quaternion space. Furthermore, we investigate the connection between the derived update rules and automatic differentiation. We apply our proposed compression method on the Tennessee Eastman Dataset, where we perform fault classification using the compressed data in two settings: a fully supervised one and in a semi supervised, contrastive learning setting. Both times, we were able to outperform real valued counterparts as well as two baseline models: one with the uncompressed time-series as the input and the other with a regular downsampling using the mean. Further, we could improve the classification benchmark set by SimCLR-TS from 81.43% to 83.90%.

QEAN: Quaternion-Enhanced Attention Network for Visual Dance Generation 2024-03-18
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The study of music-generated dance is a novel and challenging Image generation task. It aims to input a piece of music and seed motions, then generate natural dance movements for the subsequent music. Transformer-based methods face challenges in time series prediction tasks related to human movements and music due to their struggle in capturing the nonlinear relationship and temporal aspects. This can lead to issues like joint deformation, role deviation, floating, and inconsistencies in dance movements generated in response to the music. In this paper, we propose a Quaternion-Enhanced Attention Network (QEAN) for visual dance synthesis from a quaternion perspective, which consists of a Spin Position Embedding (SPE) module and a Quaternion Rotary Attention (QRA) module. First, SPE embeds position information into self-attention in a rotational manner, leading to better learning of features of movement sequences and audio sequences, and improved understanding of the connection between music and dance. Second, QRA represents and fuses 3D motion features and audio features in the form of a series of quaternions, enabling the model to better learn the temporal coordination of music and dance under the complex temporal cycle conditions of dance generation. Finally, we conducted experiments on the dataset AIST++, and the results show that our approach achieves better and more robust performance in generating accurate, high-quality dance movements. Our source code and dataset can be available from https://github.com/MarasyZZ/QEAN and https://google.github.io/aistplusplus_dataset respectively.

Accep...

Accepted by The Visual Computer Journal

UniRepLKNet: A Universal Perception Large-Kernel ConvNet for Audio, Video, Point Cloud, Time-Series and Image Recognition 2024-03-18
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Large-kernel convolutional neural networks (ConvNets) have recently received extensive research attention, but two unresolved and critical issues demand further investigation. 1) The architectures of existing large-kernel ConvNets largely follow the design principles of conventional ConvNets or transformers, while the architectural design for large-kernel ConvNets remains under-addressed. 2) As transformers have dominated multiple modalities, it remains to be investigated whether ConvNets also have a strong universal perception ability in domains beyond vision. In this paper, we contribute from two aspects. 1) We propose four architectural guidelines for designing large-kernel ConvNets, the core of which is to exploit the essential characteristics of large kernels that distinguish them from small kernels - they can see wide without going deep. Following such guidelines, our proposed large-kernel ConvNet shows leading performance in image recognition (ImageNet accuracy of 88.0%, ADE20K mIoU of 55.6%, and COCO box AP of 56.4%), demonstrating better performance and higher speed than the recent powerful competitors. 2) We discover large kernels are the key to unlocking the exceptional performance of ConvNets in domains where they were originally not proficient. With certain modality-related preprocessing approaches, the proposed model achieves state-of-the-art performance on time-series forecasting and audio recognition tasks even without modality-specific customization to the architecture. All the code and models are publicly available on GitHub and Huggingface.

CVPR ...

CVPR 2024. Code, all the models, reproducible training scripts at https://github.com/AILab-CVC/UniRepLKNet

Towards understanding the nature of direct functional connectivity in visual brain network 2024-03-18
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Recent advances in neuroimaging have enabled studies in functional connectivity (FC) of human brain, alongside investigation of the neuronal basis of cognition. One important FC study is the representation of vision in human brain. The release of publicly available dataset BOLD5000 has made it possible to study the brain dynamics during visual tasks in greater detail. In this paper, a comprehensive analysis of fMRI time series (TS) has been performed to explore different types of visual brain networks (VBN). The novelty of this work lies in (1) constructing VBN with consistently significant direct connectivity using both marginal and partial correlation, which is further analyzed using graph theoretic measures, (2) classification of VBNs as formed by image complexity-specific TS, using graphical features. In image complexity-specific VBN classification, XGBoost yields average accuracy in the range of 86.5% to 91.5% for positively correlated VBN, which is 2% greater than that using negative correlation. This result not only reflects the distinguishing graphical characteristics of each image complexity-specific VBN, but also highlights the importance of studying both positively correlated and negatively correlated VBN to understand the how differently brain functions while viewing different complexities of real-world images.

Traffic Weaver: semi-synthetic time-varying traffic generator based on averaged time series 2024-03-18
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Traffic Weaver is a Python package developed to generate a semi-synthetic signal (time series) with finer granularity, based on averaged time series, in a manner that, upon averaging, closely matches the original signal provided. The key components utilized to recreate the signal encompass oversampling with a given strategy, stretching to match the integral of the original time series, smoothing, repeating, applying trend, and adding noise. The primary motivation behind Traffic Weaver is to furnish semi-synthetic time-varying traffic in telecommunication networks, facilitating the development and validation of traffic prediction models, as well as aiding in the deployment of network optimization algorithms tailored for time-varying traffic.

Enhancing Bandwidth Efficiency for Video Motion Transfer Applications using Deep Learning Based Keypoint Prediction 2024-03-17
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We propose a deep learning based novel prediction framework for enhanced bandwidth reduction in motion transfer enabled video applications such as video conferencing, virtual reality gaming and privacy preservation for patient health monitoring. To model complex motion, we use the First Order Motion Model (FOMM) that represents dynamic objects using learned keypoints along with their local affine transformations. Keypoints are extracted by a self-supervised keypoint detector and organized in a time series corresponding to the video frames. Prediction of keypoints, to enable transmission using lower frames per second on the source device, is performed using a Variational Recurrent Neural Network (VRNN). The predicted keypoints are then synthesized to video frames using an optical flow estimator and a generator network. This efficacy of leveraging keypoint based representations in conjunction with VRNN based prediction for both video animation and reconstruction is demonstrated on three diverse datasets. For real-time applications, our results show the effectiveness of our proposed architecture by enabling up to 2x additional bandwidth reduction over existing keypoint based video motion transfer frameworks without significantly compromising video quality.

Continuous Jumping of a Parallel Wire-Driven Monopedal Robot RAMIEL Using Reinforcement Learning 2024-03-17
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We have developed a parallel wire-driven monopedal robot, RAMIEL, which has both speed and power due to the parallel wire mechanism and a long acceleration distance. RAMIEL is capable of jumping high and continuously, and so has high performance in traveling. On the other hand, one of the drawbacks of a minimal parallel wire-driven robot without joint encoders is that the current joint velocities estimated from the wire lengths oscillate due to the elongation of the wires, making the values unreliable. Therefore, despite its high performance, the control of the robot is unstable, and in 10 out of 16 jumps, the robot could only jump up to two times continuously. In this study, we propose a method to realize a continuous jumping motion by reinforcement learning in simulation, and its application to the actual robot. Because the joint velocities oscillate with the elongation of the wires, they are not used directly, but instead are inferred from the time series of joint angles. At the same time, noise that imitates the vibration caused by the elongation of the wires is added for transfer to the actual robot. The results show that the system can be applied to the actual robot RAMIEL as well as to the stable continuous jumping motion in simulation.

Accep...

Accepted at Humanoids2022

Is Mamba Effective for Time Series Forecasting? 2024-03-17
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In the realm of time series forecasting (TSF), the Transformer has consistently demonstrated robust performance due to its ability to focus on the global context and effectively capture long-range dependencies within time, as well as discern correlations between multiple variables. However, due to the inefficiencies of the Transformer model and questions surrounding its ability to capture dependencies, ongoing efforts to refine the Transformer architecture persist. Recently, state space models (SSMs), e.g. Mamba, have gained traction due to their ability to capture complex dependencies in sequences, similar to the Transformer, while maintaining near-linear complexity. In text and image tasks, Mamba-based models can improve performance and cost savings, creating a win-win situation. This has piqued our interest in exploring SSM's potential in TSF tasks. In this paper, we introduce two straightforward SSM-based models for TSF, S-Mamba and D-Mamba, both employing the Mamba Block to extract variate correlations. Remarkably, S-Mamba and D-Mamba achieve superior performance while saving GPU memory and training time. Furthermore, we conduct extensive experiments to delve deeper into the potential of Mamba compared to the Transformer in the TSF, aiming to explore a new research direction for this field. Our code is available at https://github.com/wzhwzhwzh0921/S-D-Mamba.

From Pixels to Predictions: Spectrogram and Vision Transformer for Better Time Series Forecasting 2024-03-17
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Time series forecasting plays a crucial role in decision-making across various domains, but it presents significant challenges. Recent studies have explored image-driven approaches using computer vision models to address these challenges, often employing lineplots as the visual representation of time series data. In this paper, we propose a novel approach that uses time-frequency spectrograms as the visual representation of time series data. We introduce the use of a vision transformer for multimodal learning, showcasing the advantages of our approach across diverse datasets from different domains. To evaluate its effectiveness, we compare our method against statistical baselines (EMA and ARIMA), a state-of-the-art deep learning-based approach (DeepAR), other visual representations of time series data (lineplot images), and an ablation study on using only the time series as input. Our experiments demonstrate the benefits of utilizing spectrograms as a visual representation for time series data, along with the advantages of employing a vision transformer for simultaneous learning in both the time and frequency domains.

Publi...

Published at ACM ICAIF 2023

Advancing multivariate time series similarity assessment: an integrated computational approach 2024-03-16
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Data mining, particularly the analysis of multivariate time series data, plays a crucial role in extracting insights from complex systems and supporting informed decision-making across diverse domains. However, assessing the similarity of multivariate time series data presents several challenges, including dealing with large datasets, addressing temporal misalignments, and the need for efficient and comprehensive analytical frameworks. To address all these challenges, we propose a novel integrated computational approach known as Multivariate Time series Alignment and Similarity Assessment (MTASA). MTASA is built upon a hybrid methodology designed to optimize time series alignment, complemented by a multiprocessing engine that enhances the utilization of computational resources. This integrated approach comprises four key components, each addressing essential aspects of time series similarity assessment, thereby offering a comprehensive framework for analysis. MTASA is implemented as an open-source Python library with a user-friendly interface, making it accessible to researchers and practitioners. To evaluate the effectiveness of MTASA, we conducted an empirical study focused on assessing agroecosystem similarity using real-world environmental data. The results from this study highlight MTASA's superiority, achieving approximately 1.5 times greater accuracy and twice the speed compared to existing state-of-the-art integrated frameworks for multivariate time series similarity assessment. It is hoped that MTASA will significantly enhance the efficiency and accessibility of multivariate time series analysis, benefitting researchers and practitioners across various domains. Its capabilities in handling large datasets, addressing temporal misalignments, and delivering accurate results make MTASA a valuable tool for deriving insights and aiding decision-making processes in complex systems.

Analysis and Fully Memristor-based Reservoir Computing for Temporal Data Classification 2024-03-16
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Reservoir computing (RC) offers a neuromorphic framework that is particularly effective for processing spatiotemporal signals. Known for its temporal processing prowess, RC significantly lowers training costs compared to conventional recurrent neural networks. A key component in its hardware deployment is the ability to generate dynamic reservoir states. Our research introduces a novel dual-memory RC system, integrating a short-term memory via a WOx-based memristor, capable of achieving 16 distinct states encoded over 4 bits, and a long-term memory component using a TiOx-based memristor within the readout layer. We thoroughly examine both memristor types and leverage the RC system to process temporal data sets. The performance of the proposed RC system is validated through two benchmark tasks: isolated spoken digit recognition with incomplete inputs and Mackey-Glass time series prediction. The system delivered an impressive 98.84% accuracy in digit recognition and sustained a low normalized root mean square error (NRMSE) of 0.036 in the time series prediction task, underscoring its capability. This study illuminates the adeptness of memristor-based RC systems in managing intricate temporal challenges, laying the groundwork for further innovations in neuromorphic computing.

22 pa...

22 pages, 20 figures, Journal, Typo corrected and updated reference

REBAR: Retrieval-Based Reconstruction for Time-series Contrastive Learning 2024-03-16
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The success of self-supervised contrastive learning hinges on identifying positive data pairs, such that when they are pushed together in embedding space, the space encodes useful information for subsequent downstream tasks. Constructing positive pairs is non-trivial as the pairing must be similar enough to reflect a shared semantic meaning, but different enough to capture within-class variation. Classical approaches in vision use augmentations to exploit well-established invariances to construct positive pairs, but invariances in the time-series domain are much less obvious. In our work, we propose a novel method of using a learned measure for identifying positive pairs. Our Retrieval-Based Reconstruction (REBAR) measure measures the similarity between two sequences as the reconstruction error that results from reconstructing one sequence with retrieved information from the other. Then, if the two sequences have high REBAR similarity, we label them as a positive pair. Through validation experiments, we show that the REBAR error is a predictor of mutual class membership. Once integrated into a contrastive learning framework, our REBAR method learns an embedding that achieves state-of-the-art performance on downstream tasks across various modalities.

ICLR ...

ICLR 2024

Learning Inertial Parameter Identification of Unknown Object with Humanoid Robot using Real-to-Sim Adaptation 2024-03-16
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We present a fast learning-based inertial parameters estimation framework capable of understanding the dynamics of an unknown object to enable a humanoid (or manipulator) to more safely and accurately interact with its surrounding environments. Unlike most relevant literature, our framework doesn't require to use of a force/torque sensor, vision system, and a long-horizon trajectory. To achieve fast inertia parameter estimation, a time-series data-driven regression model is utilized rather than solving a constrained optimization problem. Due to the challenge of obtaining a large number of the ground truth of inertia parameters in the real world, we acquire a reliable dataset in a high-fidelity simulation that is developed using a real-to-sim adaptation. The adaptation method we introduced consists of two components: 1) \textit{Robot System Identification} and 2) \textit{Gaussian Processes}. We demonstrate our method with a 4-DOF single manipulator of a wheeled humanoid robot, SATYRR. Results show that our method can identify the inertial parameters of various unknown objects quickly while maintaining sufficient accuracy compared to other methods. Manipulation and locomotion experiments were also carried out to show the benefit of using the estimated inertia parameters from control perspective.

Zero-Inflated Stochastic Volatility Model for Disaggregated Inflation Data with Exact Zeros 2024-03-16
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The disaggregated time-series data for Consumer Price Index often exhibits frequent instances of exact zero price changes, stemming from measurement errors inherent in the data collection process. However, the currently prominent stochastic volatility model of trend inflation is designed for aggregate measures of price inflation, where exact zero price changes rarely occur. We propose a zero-inflated stochastic volatility model applicable to such nonstationary real-valued multivariate time-series data with exact zeros, by a Bayesian dynamic generalized linear model that jointly specifies the dynamic zero-generating process. We also provide an efficient custom Gibbs sampler that leverages the P'olya-Gamma augmentation. Applying the model to disaggregated Japanese Consumer Price Index data, we find that the zero-inflated model provides more sensible and informative estimates of time-varying trend and volatility. Through an out-of-sample forecasting exercise, we find that the zero-inflated model provides improved point forecasts when zero-inflation is prominent, and better coverage of interval forecasts of the non-zero data by the non-zero distributional component.

Inherently Interpretable Time Series Classification via Multiple Instance Learning 2024-03-16
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Conventional Time Series Classification (TSC) methods are often black boxes that obscure inherent interpretation of their decision-making processes. In this work, we leverage Multiple Instance Learning (MIL) to overcome this issue, and propose a new framework called MILLET: Multiple Instance Learning for Locally Explainable Time series classification. We apply MILLET to existing deep learning TSC models and show how they become inherently interpretable without compromising (and in some cases, even improving) predictive performance. We evaluate MILLET on 85 UCR TSC datasets and also present a novel synthetic dataset that is specially designed to facilitate interpretability evaluation. On these datasets, we show MILLET produces sparse explanations quickly that are of higher quality than other well-known interpretability methods. To the best of our knowledge, our work with MILLET, which is available on GitHub (https://github.com/JAEarly/MILTimeSeriesClassification), is the first to develop general MIL methods for TSC and apply them to an extensive variety of domains

Publi...

Published at ICLR 2024. 29 pages (9 main, 3 ref, 17 appendix)

Latest 15 Papers - March 24, 2024

Please check the Github page for a better reading experience and more papers.

Time Series

Title Date Abstract Comment
SiMBA: Simplified Mamba-Based Architecture for Vision and Multivariate Time series 2024-03-22
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Transformers have widely adopted attention networks for sequence mixing and MLPs for channel mixing, playing a pivotal role in achieving breakthroughs across domains. However, recent literature highlights issues with attention networks, including low inductive bias and quadratic complexity concerning input sequence length. State Space Models (SSMs) like S4 and others (Hippo, Global Convolutions, liquid S4, LRU, Mega, and Mamba), have emerged to address the above issues to help handle longer sequence lengths. Mamba, while being the state-of-the-art SSM, has a stability issue when scaled to large networks for computer vision datasets. We propose SiMBA, a new architecture that introduces Einstein FFT (EinFFT) for channel modeling by specific eigenvalue computations and uses the Mamba block for sequence modeling. Extensive performance studies across image and time-series benchmarks demonstrate that SiMBA outperforms existing SSMs, bridging the performance gap with state-of-the-art transformers. Notably, SiMBA establishes itself as the new state-of-the-art SSM on ImageNet and transfer learning benchmarks such as Stanford Car and Flower as well as task learning benchmarks as well as seven time series benchmark datasets. The project page is available on this website ~\url{https://github.com/badripatro/Simba}.

Multi-resolution Time-Series Transformer for Long-term Forecasting 2024-03-22
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The performance of transformers for time-series forecasting has improved significantly. Recent architectures learn complex temporal patterns by segmenting a time-series into patches and using the patches as tokens. The patch size controls the ability of transformers to learn the temporal patterns at different frequencies: shorter patches are effective for learning localized, high-frequency patterns, whereas mining long-term seasonalities and trends requires longer patches. Inspired by this observation, we propose a novel framework, Multi-resolution Time-Series Transformer (MTST), which consists of a multi-branch architecture for simultaneous modeling of diverse temporal patterns at different resolutions. In contrast to many existing time-series transformers, we employ relative positional encoding, which is better suited for extracting periodic components at different scales. Extensive experiments on several real-world datasets demonstrate the effectiveness of MTST in comparison to state-of-the-art forecasting techniques.

A data-informed mathematical model of microglial cell dynamics during ischemic stroke in the middle cerebral artery 2024-03-22
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Neuroinflammation immediately follows the onset of ischemic stroke in the middle cerebral artery. During this process, microglial cells are activated in and recruited to the penumbra. Microglial cells can be activated into two different phenotypes: M1, which can worsen brain injury; or M2, which can aid in long-term recovery. In this study, we contribute a summary of experimental data on microglial cell counts in the penumbra following ischemic stroke induced by middle cerebral artery occlusion (MCAO) in mice and compile available data sets into a single set suitable for time series analysis. Further, we formulate a mathematical model of microglial cells in the penumbra during ischemic stroke due to MCAO. Through use of global sensitivity analysis and Markov Chain Monte Carlo (MCMC)-based parameter estimation, we analyze the effects of the model parameters on the number of M1 and M2 cells in the penumbra and fit identifiable parameters to the compiled experimental data set. We utilize results from MCMC parameter estimation to ascertain uncertainty bounds and forward predictions for the number of M1 and M2 microglial cells over time. Results demonstrate the significance of parameters related to M1 and M2 activation on the number of M1 and M2 microglial cells. Simulations further suggest that potential outliers in the observed data may be omitted and forecast predictions suggest a lingering inflammatory response.

Learning to Embed Time Series Patches Independently 2024-03-22
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Masked time series modeling has recently gained much attention as a self-supervised representation learning strategy for time series. Inspired by masked image modeling in computer vision, recent works first patchify and partially mask out time series, and then train Transformers to capture the dependencies between patches by predicting masked patches from unmasked patches. However, we argue that capturing such patch dependencies might not be an optimal strategy for time series representation learning; rather, learning to embed patches independently results in better time series representations. Specifically, we propose to use 1) the simple patch reconstruction task, which autoencode each patch without looking at other patches, and 2) the simple patch-wise MLP that embeds each patch independently. In addition, we introduce complementary contrastive learning to hierarchically capture adjacent time series information efficiently. Our proposed method improves time series forecasting and classification performance compared to state-of-the-art Transformer-based models, while it is more efficient in terms of the number of parameters and training/inference time. Code is available at this repository: https://github.com/seunghan96/pits.

Soft Contrastive Learning for Time Series 2024-03-22
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Contrastive learning has shown to be effective to learn representations from time series in a self-supervised way. However, contrasting similar time series instances or values from adjacent timestamps within a time series leads to ignore their inherent correlations, which results in deteriorating the quality of learned representations. To address this issue, we propose SoftCLT, a simple yet effective soft contrastive learning strategy for time series. This is achieved by introducing instance-wise and temporal contrastive loss with soft assignments ranging from zero to one. Specifically, we define soft assignments for 1) instance-wise contrastive loss by the distance between time series on the data space, and 2) temporal contrastive loss by the difference of timestamps. SoftCLT is a plug-and-play method for time series contrastive learning that improves the quality of learned representations without bells and whistles. In experiments, we demonstrate that SoftCLT consistently improves the performance in various downstream tasks including classification, semi-supervised learning, transfer learning, and anomaly detection, showing state-of-the-art performance. Code is available at this repository: https://github.com/seunghan96/softclt.

Improved Long Short-Term Memory-based Wastewater Treatment Simulators for Deep Reinforcement Learning 2024-03-22
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Even though Deep Reinforcement Learning (DRL) showed outstanding results in the fields of Robotics and Games, it is still challenging to implement it in the optimization of industrial processes like wastewater treatment. One of the challenges is the lack of a simulation environment that will represent the actual plant as accurately as possible to train DRL policies. Stochasticity and non-linearity of wastewater treatment data lead to unstable and incorrect predictions of models over long time horizons. One possible reason for the models' incorrect simulation behavior can be related to the issue of compounding error, which is the accumulation of errors throughout the simulation. The compounding error occurs because the model utilizes its predictions as inputs at each time step. The error between the actual data and the prediction accumulates as the simulation continues. We implemented two methods to improve the trained models for wastewater treatment data, which resulted in more accurate simulators: 1- Using the model's prediction data as input in the training step as a tool of correction, and 2- Change in the loss function to consider the long-term predicted shape (dynamics). The experimental results showed that implementing these methods can improve the behavior of simulators in terms of Dynamic Time Warping throughout a year up to 98% compared to the base model. These improvements demonstrate significant promise in creating simulators for biological processes that do not need pre-existing knowledge of the process but instead depend exclusively on time series data obtained from the system.

Grey-informed neural network for time-series forecasting 2024-03-22
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Neural network models have shown outstanding performance and successful resolutions to complex problems in various fields. However, the majority of these models are viewed as black-box, requiring a significant amount of data for development. Consequently, in situations with limited data, constructing appropriate models becomes challenging due to the lack of transparency and scarcity of data. To tackle these challenges, this study suggests the implementation of a grey-informed neural network (GINN). The GINN ensures that the output of the neural network follows the differential equation model of the grey system, improving interpretability. Moreover, incorporating prior knowledge from grey system theory enables traditional neural networks to effectively handle small data samples. Our proposed model has been observed to uncover underlying patterns in the real world and produce reliable forecasts based on empirical data.

Addressing Concept Shift in Online Time Series Forecasting: Detect-then-Adapt 2024-03-22
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Online updating of time series forecasting models aims to tackle the challenge of concept drifting by adjusting forecasting models based on streaming data. While numerous algorithms have been developed, most of them focus on model design and updating. In practice, many of these methods struggle with continuous performance regression in the face of accumulated concept drifts over time. To address this limitation, we present a novel approach, Concept \textbf{D}rift \textbf{D}etection an\textbf{D} \textbf{A}daptation (D3A), that first detects drifting conception and then aggressively adapts the current model to the drifted concepts after the detection for rapid adaption. To best harness the utility of historical data for model adaptation, we propose a data augmentation strategy introducing Gaussian noise into existing training instances. It helps mitigate the data distribution gap, a critical factor contributing to train-test performance inconsistency. The significance of our data augmentation process is verified by our theoretical analysis. Our empirical studies across six datasets demonstrate the effectiveness of D3A in improving model adaptation capability. Notably, compared to a simple Temporal Convolutional Network (TCN) baseline, D3A reduces the average Mean Squared Error (MSE) by $43.9%$. For the state-of-the-art (SOTA) model, the MSE is reduced by $33.3%$.

7 fig...

7 figures, 14 pages. arXiv admin note: text overlap with arXiv:2309.12659

Local and Global Trend Bayesian Exponential Smoothing Models 2024-03-22
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This paper describes a family of seasonal and non-seasonal time series models that can be viewed as generalisations of additive and multiplicative exponential smoothing models, to model series that grow faster than linear but slower than exponential. Their development is motivated by fast-growing, volatile time series. In particular, our models have a global trend that can smoothly change from additive to multiplicative, and is combined with a linear local trend. Seasonality when used is multiplicative in our models, and the error is always additive but is heteroscedastic and can grow through a parameter sigma. We leverage state-of-the-art Bayesian fitting techniques to accurately fit these models that are more complex and flexible than standard exponential smoothing models. When applied to the M3 competition data set, our models outperform the best algorithms in the competition as well as other benchmarks, thus achieving to the best of our knowledge the best results of per-series univariate methods on this dataset in the literature. An open-source software package of our method is available.

Time Series Clustering Using DBSCAN 2024-03-21
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Economic policy and research rely on the correct evaluation of the billions of high-frequency data points that we collect every day. Consistent clustering algorithms, like DBSCAN, allow us to make sense of the data in a useful way. However, while there is a large literature on the consistency of various clustering algorithms for high-dimensional static clustering, the literature on multivariate time series clustering still largely relies on heuristics or restrictive assumptions. The aim of this paper is to prove a notion of consistency of DBSCAN for the task of clustering multivariate time series.

An Analysis of Linear Time Series Forecasting Models 2024-03-21
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Despite their simplicity, linear models perform well at time series forecasting, even when pitted against deeper and more expensive models. A number of variations to the linear model have been proposed, often including some form of feature normalisation that improves model generalisation. In this paper we analyse the sets of functions expressible using these linear model architectures. In so doing we show that several popular variants of linear models for time series forecasting are equivalent and functionally indistinguishable from standard, unconstrained linear regression. We characterise the model classes for each linear variant. We demonstrate that each model can be reinterpreted as unconstrained linear regression over a suitably augmented feature set, and therefore admit closed-form solutions when using a mean-squared loss function. We provide experimental evidence that the models under inspection learn nearly identical solutions, and finally demonstrate that the simpler closed form solutions are superior forecasters across 72% of test settings.

Estimating Physical Information Consistency of Channel Data Augmentation for Remote Sensing Images 2024-03-21
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The application of data augmentation for deep learning (DL) methods plays an important role in achieving state-of-the-art results in supervised, semi-supervised, and self-supervised image classification. In particular, channel transformations (e.g., solarize, grayscale, brightness adjustments) are integrated into data augmentation pipelines for remote sensing (RS) image classification tasks. However, contradicting beliefs exist about their proper applications to RS images. A common point of critique is that the application of channel augmentation techniques may lead to physically inconsistent spectral data (i.e., pixel signatures). To shed light on the open debate, we propose an approach to estimate whether a channel augmentation technique affects the physical information of RS images. To this end, the proposed approach estimates a score that measures the alignment of a pixel signature within a time series that can be naturally subject to deviations caused by factors such as acquisition conditions or phenological states of vegetation. We compare the scores associated with original and augmented pixel signatures to evaluate the physical consistency. Experimental results on a multi-label image classification task show that channel augmentations yielding a score that exceeds the expected deviation of original pixel signatures can not improve the performance of a baseline model trained without augmentation.

Accep...

Accepted at the IEEE International Geoscience and Remote Sensing Symposium

Let's do the time-warp-attend: Learning topological invariants of dynamical systems 2024-03-21
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Dynamical systems across the sciences, from electrical circuits to ecological networks, undergo qualitative and often catastrophic changes in behavior, called bifurcations, when their underlying parameters cross a threshold. Existing methods predict oncoming catastrophes in individual systems but are primarily time-series-based and struggle both to categorize qualitative dynamical regimes across diverse systems and to generalize to real data. To address this challenge, we propose a data-driven, physically-informed deep-learning framework for classifying dynamical regimes and characterizing bifurcation boundaries based on the extraction of topologically invariant features. We focus on the paradigmatic case of the supercritical Hopf bifurcation, which is used to model periodic dynamics across a wide range of applications. Our convolutional attention method is trained with data augmentations that encourage the learning of topological invariants which can be used to detect bifurcation boundaries in unseen systems and to design models of biological systems like oscillatory gene regulatory networks. We further demonstrate our method's use in analyzing real data by recovering distinct proliferation and differentiation dynamics along pancreatic endocrinogenesis trajectory in gene expression space based on single-cell data. Our method provides valuable insights into the qualitative, long-term behavior of a wide range of dynamical systems, and can detect bifurcations or catastrophic transitions in large-scale physical and biological systems.

Phenology curve estimation via a mixed model representation of functional principal components: Characterizing time series of satellite-derived vegetation indices 2024-03-21
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Vegetation phenology consists of studying synchronous stationary events, such as the vegetation green up and leaves senescence, that can be construed as adaptive responses to climatic constraints. In this paper, we propose a method to estimate the annual phenology curve from multi-annual observations of time series of vegetation indices derived from satellite images. We fitted the classical harmonic regression model to annual-based time series in order to construe the original data set as realizations of a functional process. Hierarchical clustering was applied to define a nearly homogeneous group of annual (smoothed) time series from which a representative and idealized phenology curve was estimated at the pixel level. This curve resulted from fitting a mixed model, based on functional principal components, to the homogeneous group of time series. Leveraging the idealized phenology curve, we employed standard calculus criteria to estimate the following phenological parameters (stationary events): green up, start of season, maturity, senescence, end of season and dormancy. By applying the proposed methodology to four different data cubes (time series from 2000 to 2023 of a popular satellite-derived vegetation index) recorded across grasslands, forests, and annual rainfed agricultural zones of a Flora and Fauna Protected Area in northern Mexico, we verified that our approach characterizes properly the phenological cycle in vegetation with nearly periodic dynamics, such as grasslands and agricultural areas. The R package sephora was used for all computations in this paper.

18 pa...

18 pages, 3 figures, 6 tables

HySim: An Efficient Hybrid Similarity Measure for Patch Matching in Image Inpainting 2024-03-21
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Inpainting, for filling missing image regions, is a crucial task in various applications, such as medical imaging and remote sensing. Trending data-driven approaches efficiency, for image inpainting, often requires extensive data preprocessing. In this sense, there is still a need for model-driven approaches in case of application constrained with data availability and quality, especially for those related for time series forecasting using image inpainting techniques. This paper proposes an improved modeldriven approach relying on patch-based techniques. Our approach deviates from the standard Sum of Squared Differences (SSD) similarity measure by introducing a Hybrid Similarity (HySim), which combines both strengths of Chebychev and Minkowski distances. This hybridization enhances patch selection, leading to high-quality inpainting results with reduced mismatch errors. Experimental results proved the effectiveness of our approach against other model-driven techniques, such as diffusion or patch-based approaches, showcasing its effectiveness in achieving visually pleasing restorations.

Latest 15 Papers - April 05, 2024

Please check the Github page for a better reading experience and more papers.

Time Series

Title Date Comment
tsGT: Stochastic Time Series Modeling With Transformer 2024-04-03
End-To-End Self-tuning Self-supervised Time Series Anomaly Detection 2024-04-03
Gegenbauer Graph Neural Networks for Time-varying Signal Reconstruction 2024-04-03
Accep...

Accepted by IEEE Transactions on Neural Networks and Learning Systems (TNNLS)

Estimation of the long-run variance of nonlinear time series with an application to change point analysis 2024-04-03 31 pages, 2 figures
Grey-informed neural network for time-series forecasting 2024-04-03
Prompting for Numerical Sequences: A Case Study on Market Comment Generation 2024-04-03
Accep...

Accepted to LREC-COLING2024 long paper

Forecasting Electricity Market Signals via Generative AI 2024-04-03
Time Series Analysis in Compressor-Based Machines: A Survey 2024-04-02
Bayesian Neural Networks for Macroeconomic Analysis 2024-04-02
JEL: ...

JEL: C11, C30, C45, C53, E3, E44. Keywords: Bayesian neural networks, model selection, shrinkage priors, macro forecasting

BERTopic-Driven Stock Market Predictions: Unraveling Sentiment Insights 2024-04-02
Foundation Models for Time Series Analysis: A Tutorial and Survey 2024-04-02
Supervised Autoencoder MLP for Financial Time Series Forecasting 2024-04-02
29 pa...

29 pages, 28 figures, 17 tables

Global Mapping of Exposure and Physical Vulnerability Dynamics in Least Developed Countries using Remote Sensing and Machine Learning 2024-04-02
This ...

This is the camera-ready paper for the accepted poster at the 2nd Machine Learning for Remote Sensing Workshop, 12th International Conference on Learning Representations (ICLR) in Vienna, Austria, on the 11th of May 2024. Access the poster here: https://zenodo.org/doi/10.5281/zenodo.10903886 Watch the video version of our poster here: https://youtu.be/N6ithJeCF4M

Is Mamba Effective for Time Series Forecasting? 2024-04-02
Learned Kernels for Sparse, Interpretable, and Efficient Medical Time Series Processing 2024-04-02 26 pages, 9 figures

Trajectory

Title Date Comment
Creating a Trajectory for Code Writing: Algorithmic Reasoning Tasks 2024-04-03
Prepr...

Preprint. Accepted to the 19th International Conference on Evaluation of Novel Approaches to Software Engineering (ENASE 2024). Final version to be published by SCITEPRESS, http://www.scitepress.org

OOSTraj: Out-of-Sight Trajectory Prediction With Vision-Positioning Denoising 2024-04-02
In Pr...

In Proceedings of IEEE/CVF Conference on Computer Vision and Pattern Recognition 2024 (CVPR)

Traffic State Estimation from Vehicle Trajectories with Anisotropic Gaussian Processes 2024-04-02
KTPFormer: Kinematics and Trajectory Prior Knowledge-Enhanced Transformer for 3D Human Pose Estimation 2024-04-02
Accep...

Accepted by CVPR 2024,GitHub code:https://github.com/JihuaPeng/KTPFormer

Perfecting Periodic Trajectory Tracking: Model Predictive Control with a Periodic Observer ($Π$-MPC) 2024-04-02
8 pag...

8 pages, 3 figures, Submitted to the 2024 IEEE/RSJ International Conference on Intelligent Robots and Systems (IROS 2024)

VortexViz: Finding Vortex Boundaries by Learning from Particle Trajectories 2024-04-01 Under review
An Integrating Comprehensive Trajectory Prediction with Risk Potential Field Method for Autonomous Driving 2024-04-01
Adapting to Length Shift: FlexiLength Network for Trajectory Prediction 2024-03-31
Accep...

Accepted by CVPR 2024

G-PECNet: Towards a Generalizable Pedestrian Trajectory Prediction System 2024-03-31
Notab...

Notable ICLR Tiny Paper 2024

Consistency Trajectory Models: Learning Probability Flow ODE Trajectory of Diffusion 2024-03-30
Inter...

International Conference on Learning Representations

Egocentric Scene-aware Human Trajectory Prediction 2024-03-30 14 pages, 9 figures
Joint Pedestrian Trajectory Prediction through Posterior Sampling 2024-03-30
SURESTEP: An Uncertainty-Aware Trajectory Optimization Framework to Enhance Visual Tool Tracking for Robust Surgical Automation 2024-03-29
Low-cost adaptive obstacle avoidance trajectory control for express delivery drone 2024-03-29
SingularTrajectory: Universal Trajectory Predictor Using Diffusion Model 2024-03-27
Accep...

Accepted at CVPR 2024

Graph Neural Networks

Title Date Comment
Structure-reinforced Transformer for Dynamic Graph Representation Learning with Edge Temporal States 2024-04-03
This ...

This work has been submitted to the IEEE for possible publication. Copyright may be transferred without notice, after which this version may no longer be accessible

Generative-Contrastive Heterogeneous Graph Neural Network 2024-04-03 10 pages, 8figures
Gegenbauer Graph Neural Networks for Time-varying Signal Reconstruction 2024-04-03
Accep...

Accepted by IEEE Transactions on Neural Networks and Learning Systems (TNNLS)

Weakly-Supervised 3D Scene Graph Generation via Visual-Linguistic Assisted Pseudo-labeling 2024-04-03 11 pages, 9 figures
Virtual Sensor for Real-Time Bearing Load Prediction Using Heterogeneous Temporal Graph Neural Networks 2024-04-02 8 pages, 6 figures
CATGNN: Cost-Efficient and Scalable Distributed Training for Graph Neural Networks 2024-04-02
Physics-Informed Graph Neural Network for Dynamic Reconfiguration of Power Systems 2024-04-02
8 pag...

8 pages, 5 figures, 2 tables. To appear at PSCC 2024

VC dimension of Graph Neural Networks with Pfaffian activation functions 2024-04-02 35 pages, 9 figures
Multi-Level Label Correction by Distilling Proximate Patterns for Semi-supervised Semantic Segmentation 2024-04-02
12 pa...

12 pages, 8 figures. IEEE Transactions on Multimedia, 2024

MAgNET: A Graph U-Net Architecture for Mesh-Based Simulations 2024-04-02
DSGNN: A Dual-View Supergrid-Aware Graph Neural Network for Regional Air Quality Estimation 2024-04-02
Submi...

Submitted to TKDE, 12 pages and 8 figures

Continuous Spiking Graph Neural Networks 2024-04-02
HeMeNet: Heterogeneous Multichannel Equivariant Network for Protein Multitask Learning 2024-04-02
Rumor Detection with a novel graph neural network approach 2024-04-02 10 pages, 5 figures
Equivariant Local Reference Frames for Unsupervised Non-rigid Point Cloud Shape Correspondence 2024-04-01

Latest 15 Papers Friday, March 15th

Time Series

Title Date Abstract Comment
Cloud gap-filling with deep learning for improved grassland monitoring 2024-03-14
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Uninterrupted optical image time series are crucial for the timely monitoring of agricultural land changes. However, the continuity of such time series is often disrupted by clouds. In response to this challenge, we propose a deep learning method that integrates cloud-free optical (Sentinel-2) observations and weather-independent (Sentinel-1) Synthetic Aperture Radar (SAR) data, using a combined Convolutional Neural Network (CNN)-Recurrent Neural Network (RNN) architecture to generate continuous Normalized Difference Vegetation Index (NDVI) time series. We emphasize the significance of observation continuity by assessing the impact of the generated time series on the detection of grassland mowing events. We focus on Lithuania, a country characterized by extensive cloud coverage, and compare our approach with alternative interpolation techniques (i.e., linear, Akima, quadratic). Our method surpasses these techniques, with an average MAE of 0.024 and R^2 of 0.92. It not only improves the accuracy of event detection tasks by employing a continuous time series, but also effectively filters out sudden shifts and noise originating from cloudy observations that cloud masks often fail to detect.

MCformer: Multivariate Time Series Forecasting with Mixed-Channels Transformer 2024-03-14
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The massive generation of time-series data by largescale Internet of Things (IoT) devices necessitates the exploration of more effective models for multivariate time-series forecasting. In previous models, there was a predominant use of the Channel Dependence (CD) strategy (where each channel represents a univariate sequence). Current state-of-the-art (SOTA) models primarily rely on the Channel Independence (CI) strategy. The CI strategy treats all channels as a single channel, expanding the dataset to improve generalization performance and avoiding inter-channel correlation that disrupts long-term features. However, the CI strategy faces the challenge of interchannel correlation forgetting. To address this issue, we propose an innovative Mixed Channels strategy, combining the data expansion advantages of the CI strategy with the ability to counteract inter-channel correlation forgetting. Based on this strategy, we introduce MCformer, a multivariate time-series forecasting model with mixed channel features. The model blends a specific number of channels, leveraging an attention mechanism to effectively capture inter-channel correlation information when modeling long-term features. Experimental results demonstrate that the Mixed Channels strategy outperforms pure CI strategy in multivariate time-series forecasting tasks.

DiTMoS: Delving into Diverse Tiny-Model Selection on Microcontrollers 2024-03-14
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Enabling efficient and accurate deep neural network (DNN) inference on microcontrollers is non-trivial due to the constrained on-chip resources. Current methodologies primarily focus on compressing larger models yet at the expense of model accuracy. In this paper, we rethink the problem from the inverse perspective by constructing small/weak models directly and improving their accuracy. Thus, we introduce DiTMoS, a novel DNN training and inference framework with a selector-classifiers architecture, where the selector routes each input sample to the appropriate classifier for classification. DiTMoS is grounded on a key insight: a composition of weak models can exhibit high diversity and the union of them can significantly boost the accuracy upper bound. To approach the upper bound, DiTMoS introduces three strategies including diverse training data splitting to increase the classifiers' diversity, adversarial selector-classifiers training to ensure synergistic interactions thereby maximizing their complementarity, and heterogeneous feature aggregation to improve the capacity of classifiers. We further propose a network slicing technique to alleviate the extra memory overhead incurred by feature aggregation. We deploy DiTMoS on the Neucleo STM32F767ZI board and evaluate it based on three time-series datasets for human activity recognition, keywords spotting, and emotion recognition, respectively. The experiment results manifest that: (a) DiTMoS achieves up to 13.4% accuracy improvement compared to the best baseline; (b) network slicing almost completely eliminates the memory overhead incurred by feature aggregation with a marginal increase of latency.

Covariance Fitting Interferometric Phase Linking: Modular Framework and Optimization Algorithms 2024-03-13
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Interferometric phase linking (IPL) has become a prominent technique for processing images of areas containing distributed scaterrers in SAR interferometry. Traditionally, IPL consists in estimating consistent phase differences between all pairs of SAR images in a time series from the sample covariance matrix of pixel patches on a sliding window. This paper reformulates this task as a covariance fitting problem: in this setup, IPL appears as a form of projection of an input covariance matrix so that it satisfies the phase closure property. Given this modular formulation, we propose an overview of covariance matrix estimates, regularization options, and matrix distances, that can be of interest when processing multi-temporal SAR data. In particular, we will observe that most of the existing IPL algorithms appear as special instances of this framework. We then present tools to efficiently solve related optimization problems on the torus of phase-only complex vectors: majorization-minimization and Riemannian optimization. We conclude by illustrating the merits of different options on a real-world case study.

Leveraging Non-Decimated Wavelet Packet Features and Transformer Models for Time Series Forecasting 2024-03-13
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This article combines wavelet analysis techniques with machine learning methods for univariate time series forecasting, focusing on three main contributions. Firstly, we consider the use of Daubechies wavelets with different numbers of vanishing moments as input features to both non-temporal and temporal forecasting methods, by selecting these numbers during the cross-validation phase. Secondly, we compare the use of both the non-decimated wavelet transform and the non-decimated wavelet packet transform for computing these features, the latter providing a much larger set of potentially useful coefficient vectors. The wavelet coefficients are computed using a shifted version of the typical pyramidal algorithm to ensure no leakage of future information into these inputs. Thirdly, we evaluate the use of these wavelet features on a significantly wider set of forecasting methods than previous studies, including both temporal and non-temporal models, and both statistical and deep learning-based methods. The latter include state-of-the-art transformer-based neural network architectures. Our experiments suggest significant benefit in replacing higher-order lagged features with wavelet features across all examined non-temporal methods for one-step-forward forecasting, and modest benefit when used as inputs for temporal deep learning-based models for long-horizon forecasting.

Data-Efficient Sleep Staging with Synthetic Time Series Pretraining 2024-03-13
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Analyzing electroencephalographic (EEG) time series can be challenging, especially with deep neural networks, due to the large variability among human subjects and often small datasets. To address these challenges, various strategies, such as self-supervised learning, have been suggested, but they typically rely on extensive empirical datasets. Inspired by recent advances in computer vision, we propose a pretraining task termed "frequency pretraining" to pretrain a neural network for sleep staging by predicting the frequency content of randomly generated synthetic time series. Our experiments demonstrate that our method surpasses fully supervised learning in scenarios with limited data and few subjects, and matches its performance in regimes with many subjects. Furthermore, our results underline the relevance of frequency information for sleep stage scoring, while also demonstrating that deep neural networks utilize information beyond frequencies to enhance sleep staging performance, which is consistent with previous research. We anticipate that our approach will be advantageous across a broad spectrum of applications where EEG data is limited or derived from a small number of subjects, including the domain of brain-computer interfaces.

Caformer: Rethinking Time Series Analysis from Causal Perspective 2024-03-13
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Time series analysis is a vital task with broad applications in various domains. However, effectively capturing cross-dimension and cross-time dependencies in non-stationary time series poses significant challenges, particularly in the context of environmental factors. The spurious correlation induced by the environment confounds the causal relationships between cross-dimension and cross-time dependencies. In this paper, we introduce a novel framework called Caformer (\underline{\textbf{Ca}}usal Trans\underline{\textbf{former}}) for time series analysis from a causal perspective. Specifically, our framework comprises three components: Dynamic Learner, Environment Learner, and Dependency Learner. The Dynamic Learner unveils dynamic interactions among dimensions, the Environment Learner mitigates spurious correlations caused by environment with a back-door adjustment, and the Dependency Learner aims to infer robust interactions across both time and dimensions. Our Caformer demonstrates consistent state-of-the-art performance across five mainstream time series analysis tasks, including long- and short-term forecasting, imputation, classification, and anomaly detection, with proper interpretability.

A Prediction Model for Rumor Forwarding Behavior Based on Uncertain Time Series 2024-03-13
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The rapid spread of rumors in social media is mainly caused by individual retweets. This paper applies uncertainty time series analysis (UTSA) to analyze a rumor retweeting behavior on Weibo. First, the rumor forwarding is modeled using uncertain time series, including order selection, parameter estimation, residual analysis, uncertainty hypothesis testing and forecast, and the validity of using uncertain time series analysis is further supported by analyzing the characteristics of the residual plot. The experimental results show that the uncertain time series can better predict the next stage of rumor forwarding. The results of the study have important practical significance for rumor management and the management of social media information dissemination.

FSDR: A Novel Deep Learning-based Feature Selection Algorithm for Pseudo Time-Series Data using Discrete Relaxation 2024-03-13
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Conventional feature selection algorithms applied to Pseudo Time-Series (PTS) data, which consists of observations arranged in sequential order without adhering to a conventional temporal dimension, often exhibit impractical computational complexities with high dimensional data. To address this challenge, we introduce a Deep Learning (DL)-based feature selection algorithm: Feature Selection through Discrete Relaxation (FSDR), tailored for PTS data. Unlike the existing feature selection algorithms, FSDR learns the important features as model parameters using discrete relaxation, which refers to the process of approximating a discrete optimisation problem with a continuous one. FSDR is capable of accommodating a high number of feature dimensions, a capability beyond the reach of existing DL-based or traditional methods. Through testing on a hyperspectral dataset (i.e., a type of PTS data), our experimental results demonstrate that FSDR outperforms three commonly used feature selection algorithms, taking into account a balance among execution time, $R^2$, and $RMSE$.

Mean-Field Microcanonical Gradient Descent 2024-03-13
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Microcanonical gradient descent is a sampling procedure for energy-based models allowing for efficient sampling of distributions in high dimension. It works by transporting samples from a high-entropy distribution, such as Gaussian white noise, to a low-energy region using gradient descent. We put this model in the framework of normalizing flows, showing how it can often overfit by losing an unnecessary amount of entropy in the descent. As a remedy, we propose a mean-field microcanonical gradient descent that samples several weakly coupled data points simultaneously, allowing for better control of the entropy loss while paying little in terms of likelihood fit. We study these models in the context of financial time series, illustrating the improvements on both synthetic and real data.

Unsupervised Learning of Hybrid Latent Dynamics: A Learn-to-Identify Framework 2024-03-13
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Modern applications increasingly require unsupervised learning of latent dynamics from high-dimensional time-series. This presents a significant challenge of identifiability: many abstract latent representations may reconstruct observations, yet do they guarantee an adequate identification of the governing dynamics? This paper investigates this challenge from two angles: the use of physics inductive bias specific to the data being modeled, and a learn-to-identify strategy that separates forecasting objectives from the data used for the identification. We combine these two strategies in a novel framework for unsupervised meta-learning of hybrid latent dynamics (Meta-HyLaD) with: 1) a latent dynamic function that hybridize known mathematical expressions of prior physics with neural functions describing its unknown errors, and 2) a meta-learning formulation to learn to separately identify both components of the hybrid dynamics. Through extensive experiments on five physics and one biomedical systems, we provide strong evidence for the benefits of Meta-HyLaD to integrate rich prior knowledge while identifying their gap to observed data.

Supervised Time Series Classification for Anomaly Detection in Subsea Engineering 2024-03-12
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Time series classification is of significant importance in monitoring structural systems. In this work, we investigate the use of supervised machine learning classification algorithms on simulated data based on a physical system with two states: Intact and Broken. We provide a comprehensive discussion of the preprocessing of temporal data, using measures of statistical dispersion and dimension reduction techniques. We present an intuitive baseline method and discuss its efficiency. We conclude with a comparison of the various methods based on different performance metrics, showing the advantage of using machine learning techniques as a tool in decision making.

Chronos: Learning the Language of Time Series 2024-03-12
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We introduce Chronos, a simple yet effective framework for pretrained probabilistic time series models. Chronos tokenizes time series values using scaling and quantization into a fixed vocabulary and trains existing transformer-based language model architectures on these tokenized time series via the cross-entropy loss. We pretrained Chronos models based on the T5 family (ranging from 20M to 710M parameters) on a large collection of publicly available datasets, complemented by a synthetic dataset that we generated via Gaussian processes to improve generalization. In a comprehensive benchmark consisting of 42 datasets, and comprising both classical local models and deep learning methods, we show that Chronos models: (a) significantly outperform other methods on datasets that were part of the training corpus; and (b) have comparable and occasionally superior zero-shot performance on new datasets, relative to methods that were trained specifically on them. Our results demonstrate that Chronos models can leverage time series data from diverse domains to improve zero-shot accuracy on unseen forecasting tasks, positioning pretrained models as a viable tool to greatly simplify forecasting pipelines.

Infer...

Inference code and model checkpoints available at https://github.com/amazon-science/chronos-forecasting

Scalable Spatiotemporal Prediction with Bayesian Neural Fields 2024-03-12
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Spatiotemporal datasets, which consist of spatially-referenced time series, are ubiquitous in many scientific and business-intelligence applications, such as air pollution monitoring, disease tracking, and cloud-demand forecasting. As modern datasets continue to increase in size and complexity, there is a growing need for new statistical methods that are flexible enough to capture complex spatiotemporal dynamics and scalable enough to handle large prediction problems. This work presents the Bayesian Neural Field (BayesNF), a domain-general statistical model for inferring rich probability distributions over a spatiotemporal domain, which can be used for data-analysis tasks including forecasting, interpolation, and variography. BayesNF integrates a novel deep neural network architecture for high-capacity function estimation with hierarchical Bayesian inference for robust uncertainty quantification. By defining the prior through a sequence of smooth differentiable transforms, posterior inference is conducted on large-scale data using variationally learned surrogates trained via stochastic gradient descent. We evaluate BayesNF against prominent statistical and machine-learning baselines, showing considerable improvements on diverse prediction problems from climate and public health datasets that contain tens to hundreds of thousands of measurements. The paper is accompanied with an open-source software package (https://github.com/google/bayesnf) that is easy-to-use and compatible with modern GPU and TPU accelerators on the JAX machine learning platform.

22 pa...

22 pages, 6 figures, 3 tables

Exploring Challenges in Deep Learning of Single-Station Ground Motion Records 2024-03-12
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Contemporary deep learning models have demonstrated promising results across various applications within seismology and earthquake engineering. These models rely primarily on utilizing ground motion records for tasks such as earthquake event classification, localization, earthquake early warning systems, and structural health monitoring. However, the extent to which these models effectively learn from these complex time-series signals has not been thoroughly analyzed. In this study, our objective is to evaluate the degree to which auxiliary information, such as seismic phase arrival times or seismic station distribution within a network, dominates the process of deep learning from ground motion records, potentially hindering its effectiveness. We perform a hyperparameter search on two deep learning models to assess their effectiveness in deep learning from ground motion records while also examining the impact of auxiliary information on model performance. Experimental results reveal a strong reliance on the highly correlated P and S phase arrival information. Our observations highlight a potential gap in the field, indicating an absence of robust methodologies for deep learning of single-station ground motion recordings independent of any auxiliary information.

9 Pag...

9 Pages, 12 Figures, 5 Tables

Latest 15 Papers - April 18, 2024

Please check the Github page for a better reading experience and more papers.

Time Series

Title Date Comment
Gaussian process learning of nonlinear dynamics 2024-04-16
Evolutionary Optimization of 1D-CNN for Non-contact Respiration Pattern Classification 2024-04-16
7 pag...

7 pages, 8 figures, accepted in International Conference on Fuzzy Systems, Soft Computing, and Explainable AI (NAFIPS2024)

Noncontact Respiratory Anomaly Detection Using Infrared Light-Wave Sensing 2024-04-16
12 pa...

12 pages, 15 figures, published in IEEE Transactions on Human-Machine Systems

Advancing Long-Term Multi-Energy Load Forecasting with Patchformer: A Patch and Transformer-Based Approach 2024-04-16
On the Use of Relative Validity Indices for Comparing Clustering Approaches 2024-04-16
Intriguing Properties of Positional Encoding in Time Series Forecasting 2024-04-16
CARE to Compare: A real-world dataset for anomaly detection in wind turbine data 2024-04-16 28 pages, 3 figures
NL2KQL: From Natural Language to Kusto Query 2024-04-15
Explainable Online Unsupervised Anomaly Detection for Cyber-Physical Systems via Causal Discovery from Time Series 2024-04-15
Under...

Under consideration for IEEE CASE Conference 2024

State Space Model for New-Generation Network Alternative to Transformers: A Survey 2024-04-15
The F...

The First review of State Space Model (SSM)/Mamba and their applications in artificial intelligence, 33 pages

Tracking the distance to criticality in systems with unknown noise 2024-04-15
The m...

The main paper comprises 25 pages, with 6 figures (.pdf). The supplemental material comprises a single 5-page document with 2 figures (.pdf), as well as 3 spreadsheet files (.xls)

Analyzing Taiwanese traffic patterns on consecutive holidays through forecast reconciliation and prediction-based anomaly detection techniques 2024-04-15
Neural McKean-Vlasov Processes: Distributional Dependence in Diffusion Processes 2024-04-15
Appea...

Appears in AISTATS 2024

Discrete forecast reconciliation 2024-04-15
High Significant Fault Detection in Azure Core Workload Insights 2024-04-14

Trajectory

Title Date Comment
Swarm-Based Trajectory Generation and Optimization for Stress-Aligned 3D Printing 2024-04-16
To be...

To be submitted to IEEE Access

Trajectory Planning using Reinforcement Learning for Interactive Overtaking Maneuvers in Autonomous Racing Scenarios 2024-04-16
8 pag...

8 pages, submitted to be published at the 27th IEEE International Conference on Intelligent Transportation Systems, September 24 - 27, 2024, Edmonton, Canada

UAV Trajectory Optimization for Sensing Exploiting Target Location Distribution Map 2024-04-16
to ap...

to appear in IEEE Vehicular Technology Conference (VTC) Spring, 2024

Data-driven subgrouping of patient trajectories with chronic diseases: Evidence from low back pain 2024-04-16
Forth...

Forthcoming at Conference on Health, Inference, and Learning (CHIL) 2024

Offline Trajectory Generalization for Offline Reinforcement Learning 2024-04-16
Generating 6-D Trajectories for Omnidirectional Multirotor Aerial Vehicles in Cluttered Environments 2024-04-16
This ...

This work has been submitted to the IEEE for possible publication. Copyright may be transferred without notice, after which this version may no longer be accessible. arXiv admin note: text overlap with arXiv:2209.06764

Generating Counterfactual Trajectories with Latent Diffusion Models for Concept Discovery 2024-04-16
Submi...

Submitted to International Conference on Pattern Recognition (ICPR) 2024

A Generic Trajectory Planning Method for Constrained All-Wheel-Steering Robots 2024-04-16
Energy-aware Trajectory Optimization for UAV-mounted RIS and Full-duplex Relay 2024-04-15
Trajectory Consistency Distillation: Improved Latent Consistency Distillation by Semi-Linear Consistency Function with Trajectory Mapping 2024-04-15
Proje...

Project Page: https://mhh0318.github.io/tcd

Sampling for Model Predictive Trajectory Planning in Autonomous Driving using Normalizing Flows 2024-04-15
Accep...

Accepted to be published as part of the 2024 IEEE Intelligent Vehicles Symposium (IV), Jeju Shinhwa World, Jeju Island, Korea, June 2-5, 2024

Learning Planning-based Reasoning by Trajectories Collection and Process Reward Synthesizing 2024-04-15 17 pages, 9 figures
Transfer Learning Study of Motion Transformer-based Trajectory Predictions 2024-04-12
Accep...

Accepted to be published as part of the 2024 IEEE Intelligent Vehicles Symposium (IV), Jeju Shinhwa World, Jeju Island, Korea, June 2-5, 2024

WildGraph: Realistic Graph-based Trajectory Generation for Wildlife 2024-04-11
On the Performance of Jerk-Constrained Time-Optimal Trajectory Planning for Industrial Manipulators 2024-04-11

Graph Neural Networks

Title Date Comment
Interpolation and differentiation of alchemical degrees of freedom in machine learning interatomic potentials 2024-04-16
PCN: A Deep Learning Approach to Jet Tagging Utilizing Novel Graph Construction Methods and Chebyshev Graph Convolutions 2024-04-16
16 pa...

16 pages, 2 figures, and 7 tables

HOEG: A New Approach for Object-Centric Predictive Process Monitoring 2024-04-16
accep...

accepted to 36th International Conference on Advanced Information Systems Engineering (CAISE), 2024

Graph Neural Networks for Protein-Protein Interactions - A Short Survey 2024-04-16
AGHINT: Attribute-Guided Representation Learning on Heterogeneous Information Networks with Transformer 2024-04-16 9 pages, 5 figures
Proposing an intelligent mesh smoothing method with graph neural networks 2024-04-16
Physical formula enhanced multi-task learning for pharmacokinetics prediction 2024-04-16
Rethinking the Graph Polynomial Filter via Positive and Negative Coupling Analysis 2024-04-16
13 pa...

13 pages, 8 figures, 6 tables

Graph neural network-based surrogate modelling for real-time hydraulic prediction of urban drainage networks 2024-04-16
DE-HNN: An effective neural model for Circuit Netlist representation 2024-04-16

Latest 15 Papers - April 12, 2024

Please check the Github page for a better reading experience and more papers.

Time Series

Title Date Comment
A New Statistic for Testing Covariance Equality in High-Dimensional Gaussian Low-Rank Models 2024-04-10
16 pa...

16 pages, preprint of the version that will appear in IEEE Transactions on Signal Processing, 2024

Rethinking Out-of-Distribution Detection for Reinforcement Learning: Advancing Methods for Evaluation and Detection 2024-04-10
Accep...

Accepted as a full paper to the 23rd International Conference on Autonomous Agents and Multiagent Systems (AAMAS 2024)

Least Squares-Based Permutation Tests in Time Series 2024-04-10 30 pages
Permutation Testing for Monotone Trend 2024-04-10 32 pages
Are EEG Sequences Time Series? EEG Classification with Time Series Models and Joint Subject Training 2024-04-10
Advancing Real-time Pandemic Forecasting Using Large Language Models: A COVID-19 Case Study 2024-04-10 35 pages, 10 figures
Vision-Language Model-based Physical Reasoning for Robot Liquid Perception 2024-04-10
8 pag...

8 pages, 6 figures, submitted to IROS 2024

SleepPPG-Net2: Deep learning generalization for sleep staging from photoplethysmography 2024-04-10
Global Contrastive Training for Multimodal Electronic Health Records with Language Supervision 2024-04-10
12 pa...

12 pages, 3 figures. arXiv admin note: text overlap with arXiv:2403.04012

Atlas-X Equity Financing: Unlocking New Methods to Securely Obfuscate Axe Inventory Data Based on Differential Privacy 2024-04-10
Causal Representation Learning from Multiple Distributions: A General Setting 2024-04-10
Topological Feature Search Method for Multichannel EEG: Application in ADHD classification 2024-04-10
Seasonal Fire Prediction using Spatio-Temporal Deep Neural Networks 2024-04-09
On Early-stage Debunking Rumors on Twitter: Leveraging the Wisdom of Weak Learners 2024-04-09
The 9...

The 9th International Conference on Social Informatics

Adaptive Unit Root Inference in Autoregressions using the Lasso Solution Path 2024-04-09
59 pa...

59 pages, 9 figures (colour)

Trajectory

Title Date Comment
Diffusion-based inpainting of incomplete Euclidean distance matrices of trajectories generated by a fractional Brownian motion 2024-04-10
Trajectory-Oriented Policy Optimization with Sparse Rewards 2024-04-10 6 pages, 7 figures
TrajPRed: Trajectory Prediction with Region-based Relation Learning 2024-04-10
HPNet: Dynamic Trajectory Forecasting with Historical Prediction Attention 2024-04-09 accepted by CVPR2024
Deadlock Resolution and Recursive Feasibility in MPC-based Multi-robot Trajectory Generation 2024-04-09 16 pages, 15 figures
TrailBlazer: Trajectory Control for Diffusion-Based Video Generation 2024-04-08
14 pa...

14 pages, 18 figures, Project Page: https://hohonu-vicml.github.io/Trailblazer.Page/

Dynamical stability and chaos in artificial neural network trajectories along training 2024-04-08 29 pages, 18 figures
Design and Simulation of Time-energy Optimal Anti-swing Trajectory Planner for Autonomous Tower Cranes 2024-04-08
18 pa...

18 pages, 12 figures, 9 tables

Trajectory-wise Iterative Reinforcement Learning Framework for Auto-bidding 2024-04-08
Accep...

Accepted by The Web Conference 2024 (WWW'24) as an oral paper

Collision-Free Trajectory Optimization in Cluttered Environments with Sums-of-Squares Programming 2024-04-08
Multi-agent Long-term 3D Human Pose Forecasting via Interaction-aware Trajectory Conditioning 2024-04-08 2024 CVPR Highlight
MVSA-Net: Multi-View State-Action Recognition for Robust and Deployable Trajectory Generation 2024-04-08
Prese...

Presented at Deployable AI Workshop at AAAI-2024 and 'Towards Reliable and Deployable Learning-Based Robotic Systems' Workshop at CoRL2023

Nanometer Scanning with Micrometer Sensing: Beating Quantization Constraints in Lissajous Trajectory Tracking 2024-04-07
Generating Synthetic Ground Truth Distributions for Multi-step Trajectory Prediction using Probabilistic Composite Bézier Curves 2024-04-05
Evaluating Pedestrian Trajectory Prediction Methods with Respect to Autonomous Driving 2024-04-05
Accep...

Accepted in IEEE Transactions on Intelligent Transportation Systems (T-ITS); 11 pages, 6 figures, 4 tables

Graph Neural Networks

Title Date Comment
VN-EGNN: E(3)-Equivariant Graph Neural Networks with Virtual Nodes Enhance Protein Binding Site Identification 2024-04-10
GCV-Turbo: End-to-end Acceleration of GNN-based Computer Vision Tasks on FPGA 2024-04-10
Fast System Technology Co-Optimization Framework for Emerging Technology Based on Graph Neural Networks 2024-04-10
Accep...

Accepted by the 61th Design Automation Conference (DAC)

GraSAME: Injecting Token-Level Structural Information to Pretrained Language Models via Graph-guided Self-Attention Mechanism 2024-04-10 NAACL 2024 Findings
NFARec: A Negative Feedback-Aware Recommender Model 2024-04-10
Accep...

Accepted to SIGIR 2024

CaDRec: Contextualized and Debiased Recommender Model 2024-04-10
Accep...

Accepted to SIGIR 2024

Universal Prompt Tuning for Graph Neural Networks 2024-04-10
Retrieval Augmented Generation using Engineering Design Knowledge 2024-04-10
Unsupervised Learning for Solving the Travelling Salesman Problem 2024-04-10
NeurI...

NeurIPS 2023 Camera-ready version fix typos in appendix

Understanding Expressivity of GNN in Rule Learning 2024-04-10 24 pages, 6 figures
Multi-Level Label Correction by Distilling Proximate Patterns for Semi-supervised Semantic Segmentation 2024-04-10
12 pa...

12 pages, 8 figures. IEEE Transactions on Multimedia, 2024

Forecasting the Future with Future Technologies: Advancements in Large Meteorological Models 2024-04-10 5 pages
Towards Better Graph Neural Neural Network-based Fault Localization Through Enhanced Code Representation 2024-04-09
Multi-person 3D pose estimation from unlabelled data 2024-04-09
Large Language Models to the Rescue: Deadlock Resolution in Multi-Robot Systems 2024-04-09

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