Binwu Wang

Zhipeng Liu, Peibo Duan, Binwu Wang et al.

Real-world time series typically exhibit complex temporal variations, making the time series classification task notably challenging. Recent advancements have demonstrated the potential of multi-scale analysis approaches, which provide an effective solution for capturing these complex temporal patterns. However, existing multi-scale analysis-based time series prediction methods fail to eliminate redundant scale-shared features across multi-scale time series, resulting in the model over- or under-focusing on scale-shared features. To address this issue, we propose a novel end-to-end Disentangled Multi-Scale framework for Time Series classification (DisMS-TS). The core idea of DisMS-TS is to eliminate redundant shared features in multi-scale time series, thereby improving prediction performance. Specifically, we propose a temporal disentanglement module to capture scale-shared and scale-specific temporal representations, respectively. Subsequently, to effectively learn both scale-shared and scale-specific temporal representations, we introduce two regularization terms that ensure the consistency of scale-shared representations and the disparity of scale-specific representations across all temporal scales. Extensive experiments conducted on multiple datasets validate the superiority of DisMS-TS over its competitive baselines, with the accuracy improvement up to 9.71%.

Zhiqing Cui, Binwu Wang, Qingxiang Liu et al.

Large language models (LLM) have emerged as a promising avenue for time series forecasting, offering the potential to integrate multimodal data. However, existing LLM-based approaches face notable limitations-such as marginalized role in model architectures, reliance on coarse statistical text prompts, and lack of interpretability. In this work, we introduce Augur, a fully LLM driven time series forecasting framework that exploits LLM causal reasoning to discover and use directed causal associations among covariates. Augur uses a two stage teacher student architecture where a powerful teacher LLM infers a directed causal graph from time series using heuristic search together with pairwise causality testing. A lightweight student agent then refines the graph and fine tune on high confidence causal associations that are encoded as rich textual prompts to perform forecasting. This design improves predictive accuracy while yielding transparent, traceable reasoning about variable interactions. Extensive experiments on real-world datasets with 25 baselines demonstrate that Augur achieves competitive performance and robust zero-shot generalization.

Zhipeng Liu, Peibo Duan, Xuan Tang et al.

Although Transformers excel in natural language processing, their extension to time series forecasting remains challenging due to insufficient consideration of the differences between textual and temporal modalities. In this paper, we develop a novel Transformer architecture designed for time series data, aiming to maximize its representational capacity. We identify two key but often overlooked characteristics of time series: (1) unidirectional influence from the past to the future, and (2) the phenomenon of decaying influence over time. These characteristics are introduced to enhance the attention mechanism of Transformers. We propose TimeFormer, whose core innovation is a self-attention mechanism with two modulation terms (MoSA), designed to capture these temporal priors of time series under the constraints of the Hawkes process and causal masking. Additionally, TimeFormer introduces a framework based on multi-scale and subsequence analysis to capture semantic dependencies at different temporal scales, enriching the temporal dependencies. Extensive experiments conducted on multiple real-world datasets show that TimeFormer significantly outperforms state-of-the-art methods, achieving up to a 7.45% reduction in MSE compared to the best baseline and setting new benchmarks on 94.04\% of evaluation metrics. Moreover, we demonstrate that the MoSA mechanism can be broadly applied to enhance the performance of other Transformer-based models.

Zhengyang Zhou, Qihe Huang, Binwu Wang et al.

Spatiotemporal (ST) learning has become a crucial technique to enable smart cities and sustainable urban development. Current ST learning models capture the heterogeneity via various spatial convolution and temporal evolution blocks. However, rapid urbanization leads to fluctuating distributions in urban data and city structures over short periods, resulting in existing methods suffering generalization and data adaptation issues. Despite efforts, existing methods fail to deal with newly arrived observations and those methods with generalization capacity are limited in repeated training. Motivated by complementary learning in neuroscience, we introduce a prompt-based complementary spatiotemporal learning termed ComS2T, to empower the evolution of models for data adaptation. ComS2T partitions the neural architecture into a stable neocortex for consolidating historical memory and a dynamic hippocampus for new knowledge update. We first disentangle two disjoint structures into stable and dynamic weights, and then train spatial and temporal prompts by characterizing distribution of main observations to enable prompts adaptive to new data. This data-adaptive prompt mechanism, combined with a two-stage training process, facilitates fine-tuning of the neural architecture conditioned on prompts, thereby enabling efficient adaptation during testing. Extensive experiments validate the efficacy of ComS2T in adapting to various spatiotemporal out-of-distribution scenarios while maintaining efficient inference capabilities.