82.2LGMay 20Code
Reviving Error Correction in Modern Deep Time-Series ForecastingMinh Hoang Nguyen, Dai Do, Huu Hiep Nguyen et al.
Modern deep-learning models have achieved remarkable success in time-series forecasting. Yet, their performance degrades in long-term prediction due to error accumulation in autoregressive inference, where predictions are recursively used as inputs. While classical error correction mechanisms (ECMs) have long been used in statistical methods, their applicability to deep learning models remains limited or ineffective. In this work, we revisit the error accumulation problem in deep time-series forecasting and investigate the role and necessity of ECMs in this new context. We propose a simple, architecture-agnostic error correction model that can be integrated with any existing forecaster without requiring retraining. By explicitly decomposing predictions into trend and seasonal components and training the corrector to adjust each separately, we introduce the Universal Error Corrector with Seasonal-Trend Decomposition (UEC-STD), which significantly improves correction accuracy and robustness across 4 backbones and 10 datasets. Our findings provide a practical tool for enhancing forecasts while offering new insights into mitigating autoregressive errors in deep time-series models. Code is available at https://github.com/DA2I2-SLM/UEC-STD.
LGFeb 2Code
Spectral Text Fusion: A Frequency-Aware Approach to Multimodal Time-Series ForecastingHuu Hiep Nguyen, Minh Hoang Nguyen, Dung Nguyen et al.
Multimodal time series forecasting is crucial in real-world applications, where decisions depend on both numerical data and contextual signals. The core challenge is to effectively combine temporal numerical patterns with the context embedded in other modalities, such as text. While most existing methods align textual features with time-series patterns one step at a time, they neglect the multiscale temporal influences of contextual information such as time-series cycles and dynamic shifts. This mismatch between local alignment and global textual context can be addressed by spectral decomposition, which separates time series into frequency components capturing both short-term changes and long-term trends. In this paper, we propose SpecTF, a simple yet effective framework that integrates the effect of textual data on time series in the frequency domain. Our method extracts textual embeddings, projects them into the frequency domain, and fuses them with the time series' spectral components using a lightweight cross-attention mechanism. This adaptively reweights frequency bands based on textual relevance before mapping the results back to the temporal domain for predictions. Experimental results demonstrate that SpecTF significantly outperforms state-of-the-art models across diverse multi-modal time series datasets while utilizing considerably fewer parameters. Code is available at https://github.com/hiepnh137/SpecTF.
LGSep 16, 2025
Accelerating Long-Term Molecular Dynamics with Physics-Informed Time-Series ForecastingHung Le, Sherif Abbas, Minh Hoang Nguyen et al.
Efficient molecular dynamics (MD) simulation is vital for understanding atomic-scale processes in materials science and biophysics. Traditional density functional theory (DFT) methods are computationally expensive, which limits the feasibility of long-term simulations. We propose a novel approach that formulates MD simulation as a time-series forecasting problem, enabling advanced forecasting models to predict atomic trajectories via displacements rather than absolute positions. We incorporate a physics-informed loss and inference mechanism based on DFT-parametrised pair-wise Morse potential functions that penalize unphysical atomic proximity to enforce physical plausibility. Our method consistently surpasses standard baselines in simulation accuracy across diverse materials. The results highlight the importance of incorporating physics knowledge to enhance the reliability and precision of atomic trajectory forecasting. Remarkably, it enables stable modeling of thousands of MD steps in minutes, offering a scalable alternative to costly DFT simulations.
IRJan 23, 2019
Boosting Frequent Itemset Mining via Early Stopping IntersectionsHuu Hiep Nguyen
Mining frequent itemsets from a transaction database has emerged as a fundamental problem in data mining and committed itself as a building block for many pattern mining tasks. In this paper, we present a general technique to reduce support checking time in existing depth-first search generate-and-test schemes such as Eclat/dEclat and PrePost+. Our technique allows infrequent candidate itemsets to be detected early. The technique is based on an early-stopping criterion and is general enough to be applicable in many frequent itemset mining algorithms. We have applied the technique to two TID-list based schemes (Eclat/dEclat) and one N-list based scheme (PrePost+). Our technique has been tested over a variety of datasets and confirmed its effectiveness in runtime reduction.