Chunwei Yang

LG
h-index5
4papers
21citations
Novelty56%
AI Score49

4 Papers

LGAug 2, 2023
Enhancing Representation Learning for Periodic Time Series with Floss: A Frequency Domain Regularization Approach

Chunwei Yang, Xiaoxu Chen, Lijun Sun et al.

Time series analysis is a fundamental task in various application domains, and deep learning approaches have demonstrated remarkable performance in this area. However, many real-world time series data exhibit significant periodic or quasi-periodic dynamics that are often not adequately captured by existing deep learning-based solutions. This results in an incomplete representation of the underlying dynamic behaviors of interest. To address this gap, we propose an unsupervised method called Floss that automatically regularizes learned representations in the frequency domain. The Floss method first automatically detects major periodicities from the time series. It then employs periodic shift and spectral density similarity measures to learn meaningful representations with periodic consistency. In addition, Floss can be easily incorporated into both supervised, semi-supervised, and unsupervised learning frameworks. We conduct extensive experiments on common time series classification, forecasting, and anomaly detection tasks to demonstrate the effectiveness of Floss. We incorporate Floss into several representative deep learning solutions to justify our design choices and demonstrate that it is capable of automatically discovering periodic dynamics and improving state-of-the-art deep learning models.

AIJan 14Code
LLM for Large-Scale Optimization Model Auto-Formulation: A Lightweight Few-Shot Learning Approach

Kuo Liang, Yuhang Lu, Jianming Mao et al.

Large-scale optimization is a key backbone of modern business decision-making. However, building these models is often labor-intensive and time-consuming. We address this by proposing LEAN-LLM-OPT, a LightwEight AgeNtic workflow construction framework for LLM-assisted large-scale OPTimization auto-formulation. LEAN-LLM-OPT takes as input a problem description together with associated datasets and orchestrates a team of LLM agents to produce an optimization formulation. Specifically, upon receiving a query, two upstream LLM agents dynamically construct a workflow that specifies, step-by-step, how optimization models for similar problems can be formulated. A downstream LLM agent then follows this workflow to generate the final output. Leveraging LLMs' text-processing capabilities and common modeling practices, the workflow decomposes the modeling task into a sequence of structured sub-tasks and offloads mechanical data-handling operations to auxiliary tools. This design alleviates the downstream agent's burden related to planning and data handling, allowing it to focus on the most challenging components that cannot be readily standardized. Extensive simulations show that LEAN-LLM-OPT, instantiated with GPT-4.1 and the open source gpt-oss-20B, achieves strong performance on large-scale optimization modeling tasks and is competitive with state-of-the-art approaches. In addition, in a Singapore Airlines choice-based revenue management use case, LEAN-LLM-OPT demonstrates practical value by achieving leading performance across a range of scenarios. Along the way, we introduce Large-Scale-OR and Air-NRM, the first comprehensive benchmarks for large-scale optimization auto-formulation. The code and data of this work is available at https://github.com/CoraLiang01/lean-llm-opt.

LGMay 24, 2024Code
NuwaTS: a Foundation Model Mending Every Incomplete Time Series

Jinguo Cheng, Chunwei Yang, Wanlin Cai et al.

Time series imputation is critical for many real-world applications and has been widely studied. However, existing models often require specialized designs tailored to specific missing patterns, variables, or domains which limits their generalizability. In addition, current evaluation frameworks primarily focus on domain-specific tasks and often rely on time-wise train/validation/test data splits, which fail to rigorously assess a model's ability to generalize across unseen variables or domains. In this paper, we present \textbf{NuwaTS}, a novel framework that repurposes Pre-trained Language Models (PLMs) for general time series imputation. Once trained, NuwaTS can be applied to impute missing data across any domain. We introduce specialized embeddings for each sub-series patch, capturing information about the patch, its missing data patterns, and its statistical characteristics. By combining contrastive learning with the imputation task, we train PLMs to create a versatile, one-for-all imputation model. Additionally, we employ a plug-and-play fine-tuning approach, enabling efficient adaptation to domain-specific tasks with minimal adjustments. To evaluate cross-variable and cross-domain generalization, we propose a new benchmarking protocol that partitions the datasets along the variable dimension. Experimental results on over seventeen million time series samples from diverse domains demonstrate that NuwaTS outperforms state-of-the-art domain-specific models across various datasets under the proposed benchmarking protocol. Furthermore, we show that NuwaTS generalizes to other time series tasks, such as forecasting. Our codes are available at https://github.com/Chengyui/NuwaTS.

LGMay 8
Tracking Large-scale Shared Bikes with Inertial Motion Learning in GNSS Blocked Environments

Feng Liu, Kejia Li, Zhiwei Yang et al.

Although Global Navigation Satellite Systems (GNSS) provide a general solution for bike tracking outdoors, there still exist complex riding environments where only inertial navigation systems work, such as urban canyons. Despite decades of research, localization using only low-cost inertial sensors still faces challenges such as cumulative drifts and poor robustness caused by filtering methods. Furthermore, sensors such as visual and LiDAR could provide reliable measurements, but they are not suitable for large-scale deployment. In this paper, we propose an inertial tracking framework that integrates bicycle mechanical constraints with a mixture-of-experts model. Specifically, we leverage multiple expert modules to capture shared representations and weight them through the gating mechanism, thus improving multi-task learning performance and enabling uncertainty-aware trajectory estimation. Furthermore, based on the mechanical transmission between the pedal and the rear wheel of a bike, we explore the intrinsic relationship between the rider's periodic pedalling behaviors and acceleration variations, and convert such patterns into bike's wheel speed for dynamic calibration. Experiments with real-world riding data from shared bikes of the DiDi ride-hailing platform demonstrate that our system improves the accuracy of baselines by at least 12%, with wheel speed errors below 0.5 m/s at 95-percentile.