Weibin Feng

Shunyu Wu, Dan Li, Haozheng Ye et al.

Assessing the quality of time series (TS) data is fundamental yet inherently challenging due to the multifaceted nature of quality dimensions. Recently, large language models (LLMs) have emerged as a promising paradigm for TS quality assessment via pairwise comparison and per-dimension evaluation. However, existing approaches rely on manually predefined quality dimensions and purely text-based reasoning, leaving it unknown whether LLMs can identify truly relevant quality dimensions or perform grounded and quantitative quality comparisons. To investigate this, we construct TSQBench, a dedicated benchmark for evaluating LLMs on two progressive capabilities: (i) understanding and identifying relevant quality dimensions, and (ii) performing quality comparison under specific dimensions. Our analysis reveals that current LLMs consistently struggle with both dimension identification and evidence-grounded quality comparison. To address these limitations, we propose TSQAgent, a novel agentic reasoning framework for TS quality rating consisting of three collaborative roles: Perceiver for focused dimension selection, Inspector for dimension-wise quantitative analysis, and Adjudicator that aggregates and refines the final judgment. In particular, we introduce an agentic reasoning strategy that instills the ability to identify and prioritize the most relevant quality dimensions, and further propose an agent workflow equipped with external analytical tools to enable precise quantitative comparisons over selected dimensions. Experiments on both the proposed benchmark and eleven real-world datasets demonstrate that our framework not only substantially improves LLMs' capabilities in quality understanding and quantitative comparison but also effectively translates these improvements into better quality-aware data selection, leading to enhanced downstream performance and data efficiency.

Shunyu Wu, Jiawei Huang, Weibin Feng et al.

Time series foundation models (TSFMs) have recently achieved remarkable success in universal forecasting by leveraging large-scale pretraining on diverse time series data. Complementing this progress, incorporating frequency-domain information yields promising performance in enhancing the modeling of complex temporal patterns, such as periodicity and localized high-frequency dynamics, which are prevalent in real-world time series. To advance this direction, we propose a new perspective that integrates explicit frequency-domain representations into scalable foundation models, and introduce WaveMoE, a wavelet-enhanced mixture-of-experts foundation model for time series forecasting. WaveMoE adopts a dual-path architecture that jointly processes time series tokens and wavelet tokens aligned along a unified temporal axis, and coordinates them through a shared expert routing mechanism that enables consistent expert specialization while efficiently scaling model capacity. Preliminary experimental results on 16 diverse benchmark datasets indicate that WaveMoE has the potential to further improve forecasting performance by incorporating wavelet-domain corpora.

Weibin Feng, Ran Tao, John Cartlidge et al.

In time series forecasting, capturing recurrent temporal patterns is essential; decomposition techniques make such structure explicit and thereby improve predictive performance. Variational Mode Decomposition (VMD) is a powerful signal-processing method for periodicity-aware decomposition and has seen growing adoption in recent years. However, existing studies often suffer from information leakage and rely on inappropriate hyperparameter tuning. To address these issues, we propose VMDNet, a causality-preserving framework that (i) applies sample-wise VMD to avoid leakage; (ii) represents each decomposed mode with frequency-aware embeddings and decodes it using parallel temporal convolutional networks (TCNs), ensuring mode independence and efficient learning; and (iii) introduces a bilevel, Stackelberg-inspired optimisation to adaptively select VMD's two core hyperparameters: the number of modes (K) and the bandwidth penalty (alpha). Experiments on two energy-related datasets demonstrate that VMDNet achieves state-of-the-art results when periodicity is strong, showing clear advantages in capturing structured periodic patterns while remaining robust under weak periodicity.