Yanchang Zhao

Wentao Gao, Jiuyong Li, Debo Cheng et al.

Global Climate Models (GCMs) are crucial for predicting future climate changes by simulating the Earth systems. However, the GCM Outputs exhibit systematic biases due to model uncertainties, parameterization simplifications, and inadequate representation of complex climate phenomena. Traditional bias correction methods, which rely on historical observation data and statistical techniques, often neglect unobserved confounders, leading to biased results. This paper proposes a novel bias correction approach to utilize both GCM and observational data to learn a factor model that captures multi-cause latent confounders. Inspired by recent advances in causality based time series deconfounding, our method first constructs a factor model to learn latent confounders from historical data and then applies them to enhance the bias correction process using advanced time series forecasting models. The experimental results demonstrate significant improvements in the accuracy of precipitation outputs. By addressing unobserved confounders, our approach offers a robust and theoretically grounded solution for climate model bias correction.

Wentao Gao, Ziqi Xu, Jiuyong Li et al.

As the growing demand for long sequence time-series forecasting in real-world applications, such as electricity consumption planning, the significance of time series forecasting becomes increasingly crucial across various domains. This is highlighted by recent advancements in representation learning within the field. This study introduces a novel multi-view approach for time series forecasting that innovatively integrates trend and seasonal representations with an Independent Component Analysis (ICA)-based representation. Recognizing the limitations of existing methods in representing complex and high-dimensional time series data, this research addresses the challenge by combining TS (trend and seasonality) and ICA (independent components) perspectives. This approach offers a holistic understanding of time series data, going beyond traditional models that often miss nuanced, nonlinear relationships. The efficacy of TSI model is demonstrated through comprehensive testing on various benchmark datasets, where it shows superior performance over current state-of-the-art models, particularly in multivariate forecasting. This method not only enhances the accuracy of forecasting but also contributes significantly to the field by providing a more in-depth understanding of time series data. The research which uses ICA for a view lays the groundwork for further exploration and methodological advancements in time series forecasting, opening new avenues for research and practical applications.

Ge Lee, Shixun Huang, Zhifeng Bao et al.

Understanding how two tables overlap is useful for many data management tasks, but challenging because tables often differ in row and column orders and lack reliable metadata in practice. Prior work defines the largest rectangular overlap, which identifies the maximal contiguous region of matching cells under row and column permutations. However, real overlaps are rarely rectangular, where many valid matches may lie outside any single contiguous block. In this paper, we introduce the Shape-Agnostic Largest Table Overlap (SALTO), a novel generalized notion of overlap that captures arbitrary-shaped, non-contiguous overlaps between tables. To tackle the combinatorial complexity of row and column permutations, we propose to model each table as a hypergraph, casting SALTO computation into a maximum common subhypergraph problem. We prove their equivalence and show the problem is NP-hard to approximate. To solve it, we propose HyperSplit, a novel branch-and-bound algorithm tailored to table-induced hypergraphs. HyperSplit introduces (i) hypergraph-aware label classes that jointly encode cell values and their row-column memberships to ensure structurally valid correspondences without explicit permutation enumeration, (ii) incidence-guided refinement and upper-bound pruning that leverage row-column connectivity to eliminate infeasible partial matches early, and (iii) a tolerance-based optimization mechanism with a tunable parameter that relaxes pruning by a bounded margin to accelerate convergence, enabling scalable yet accurate overlap discovery. Experiments on real-world datasets show that HyperSplit discovers overlaps more effectively (larger overlaps in up to 78.8% of the cases) and more efficiently than state of the art. Three case studies further demonstrate its practical impact across three tasks: cross-source copy detection, data deduplication, and version comparison.

Wentao Gao, Jiuyong Li, Lin Liu et al.

Zero-inflated data pose significant challenges in precipitation forecasting due to the predominance of zeros with sparse non-zero events. To address this, we propose the Zero Inflation Diffusion Framework (ZIDF), which integrates Gaussian perturbation for smoothing zero-inflated distributions, Transformer-based prediction for capturing temporal patterns, and diffusion-based denoising to restore the original data structure. In our experiments, we use observational precipitation data collected from South Australia along with synthetically generated zero-inflated data. Results show that ZIDF demonstrates significant performance improvements over multiple state-of-the-art precipitation forecasting models, achieving up to 56.7\% reduction in MSE and 21.1\% reduction in MAE relative to the baseline Non-stationary Transformer. These findings highlight ZIDF's ability to robustly handle sparse time series data and suggest its potential generalizability to other domains where zero inflation is a key challenge.