Yi Xie

Yi Xie, Tianyu Qiu, Yun Xiong et al.

Time series analysis and prediction methods currently excel in quantitative analysis, offering accurate future predictions and diverse statistical indicators, but generally falling short in elucidating the underlying evolution patterns of time series. To gain a more comprehensive understanding and provide insightful explanations, we utilize symbolic regression techniques to derive explicit expressions for the non-linear dynamics in the evolution of time series variables. However, these techniques face challenges in computational efficiency and generalizability across diverse real-world time series data. To overcome these challenges, we propose \textbf{N}eural-\textbf{E}nhanced \textbf{Mo}nte-Carlo \textbf{T}ree \textbf{S}earch (NEMoTS) for time series. NEMoTS leverages the exploration-exploitation balance of Monte-Carlo Tree Search (MCTS), significantly reducing the search space in symbolic regression and improving expression quality. Furthermore, by integrating neural networks with MCTS, NEMoTS not only capitalizes on their superior fitting capabilities to concentrate on more pertinent operations post-search space reduction, but also replaces the complex and time-consuming simulation process, thereby substantially improving computational efficiency and generalizability in time series analysis. NEMoTS offers an efficient and comprehensive approach to time series analysis. Experiments with three real-world datasets demonstrate NEMoTS's significant superiority in performance, efficiency, reliability, and interpretability, making it well-suited for large-scale real-world time series data.

Tianyu Qiu, Yi Xie, Yun Xiong et al.

This paper explores how to enhance existing masked time-series modeling by randomly dropping sub-sequence level patches of time series. On this basis, a simple yet effective method named DropPatch is proposed, which has two remarkable advantages: 1) It improves the pre-training efficiency by a square-level advantage; 2) It provides additional advantages for modeling in scenarios such as in-domain, cross-domain, few-shot learning and cold start. This paper conducts comprehensive experiments to verify the effectiveness of the method and analyze its internal mechanism. Empirically, DropPatch strengthens the attention mechanism, reduces information redundancy and serves as an efficient means of data augmentation. Theoretically, it is proved that DropPatch slows down the rate at which the Transformer representations collapse into the rank-1 linear subspace by randomly dropping patches, thus optimizing the quality of the learned representations

Yi Xie, Yun Xiong, Zejian Shi et al.

With the rise of large language models, the paradigm of training foundation models with massive parameter counts on vast datasets has been adopted in multiple domains to achieve remarkable success. Time series foundation models represent a significant extension of this paradigm, demonstrating exceptional expressive power, generalization, and cross-domain transferability. However, this gives rise to a fundamental paradox: time series data reflect distinct dynamical systems, making cross-domain transfer intuitively implausible, yet this is contradicted by the models' empirical success. To resolve this paradox, this paper investigates, from both theoretical and experimental perspectives, the representation learning mechanisms and generalization capabilities of patch-based time series foundation models. We argue that such models are not merely applying a new architecture but are fundamentally generalizing the representation paradigm of language models by extending deterministic vector-based representations to latent probabilistic distributional forms. Our theoretical analysis supports this framework by demonstrating that continuous time-series patches can be faithfully quantized into a discrete vocabulary whose key statistical properties are highly consistent with those of natural language. This generalization allows time series models to inherit the robust representation and transfer abilities of large language models, thereby explaining their superior performance in temporal tasks. Ultimately, our work provides a rigorous theoretical cornerstone for understanding, evaluating, and improving the safety and reliability of large-scale time series foundation models.