Yunyao Cheng

Yunyao Cheng, Chenjuan Guo, Kaixuan Chen et al.

Accurate time series forecasting is crucial for optimizing resource allocation, industrial production, and urban management, particularly with the growth of cyber-physical and IoT systems. However, limited training sample availability in fields like physics and biology poses significant challenges. Existing models struggle to capture long-term dependencies and to model diverse meta-knowledge explicitly in few-shot scenarios. To address these issues, we propose MetaGP, a meta-learning-based Gaussian process latent variable model that uses a Gaussian process kernel function to capture long-term dependencies and to maintain strong correlations in time series. We also introduce Kernel Association Search (KAS) as a novel meta-learning component to explicitly model meta-knowledge, thereby enhancing both interpretability and prediction accuracy. We study MetaGP on simulated and real-world few-shot datasets, showing that it is capable of state-of-the-art prediction accuracy. We also find that MetaGP can capture long-term dependencies and can model meta-knowledge, thereby providing valuable insights into complex time series patterns.

Peng Chen, Yingying Zhang, Yunyao Cheng et al.

Transformers for time series forecasting mainly model time series from limited or fixed scales, making it challenging to capture different characteristics spanning various scales. We propose Pathformer, a multi-scale Transformer with adaptive pathways. It integrates both temporal resolution and temporal distance for multi-scale modeling. Multi-scale division divides the time series into different temporal resolutions using patches of various sizes. Based on the division of each scale, dual attention is performed over these patches to capture global correlations and local details as temporal dependencies. We further enrich the multi-scale Transformer with adaptive pathways, which adaptively adjust the multi-scale modeling process based on the varying temporal dynamics of the input, improving the accuracy and generalization of Pathformer. Extensive experiments on eleven real-world datasets demonstrate that Pathformer not only achieves state-of-the-art performance by surpassing all current models but also exhibits stronger generalization abilities under various transfer scenarios. The code is made available at https://github.com/decisionintelligence/pathformer.

Yuxuan Chen, Shanshan Huang, Yunyao Cheng et al.

Time series classification (TSC) is an important task in time series analysis. Existing TSC methods mainly train on each single domain separately, suffering from a degradation in accuracy when the samples for training are insufficient in certain domains. The pre-training and fine-tuning paradigm provides a promising direction for solving this problem. However, time series from different domains are substantially divergent, which challenges the effective pre-training on multi-source data and the generalization ability of pre-trained models. To handle this issue, we introduce Augmented Series and Image Contrastive Learning for Time Series Classification (AimTS), a pre-training framework that learns generalizable representations from multi-source time series data. We propose a two-level prototype-based contrastive learning method to effectively utilize various augmentations in multi-source pre-training, which learns representations for TSC that can be generalized to different domains. In addition, considering augmentations within the single time series modality are insufficient to fully address classification problems with distribution shift, we introduce the image modality to supplement structural information and establish a series-image contrastive learning to improve the generalization of the learned representations for TSC tasks. Extensive experiments show that after multi-source pre-training, AimTS achieves good generalization performance, enabling efficient learning and even few-shot learning on various downstream TSC datasets.

Kai Zhao, Zhihao Zhuang, Chenjuan Guo et al.

Time series anomaly prediction plays an essential role in many real-world scenarios, such as environmental prevention and prompt maintenance of cyber-physical systems. However, existing time series anomaly prediction methods mainly require supervised training with plenty of manually labeled data, which are difficult to obtain in practice. Besides, unseen anomalies can occur during inference, which could differ from the labeled training data and make these models fail to predict such new anomalies. In this paper, we study a novel problem of unsupervised time series anomaly prediction. We provide a theoretical analysis and propose Importance-based Generative Contrastive Learning (IGCL) to address the aforementioned problems. IGCL distinguishes between normal and anomaly precursors, which are generated by our anomaly precursor pattern generation module. To address the efficiency issues caused by the potential complex anomaly precursor combinations, we propose a memory bank with importance-based scores to adaptively store representative anomaly precursors and generate more complicated anomaly precursors. Extensive experiments on seven benchmark datasets show our method outperforms state-of-the-art baselines on unsupervised time series anomaly prediction problems.

Sean Bin Yang, Ying Sun, Yunyao Cheng et al.

Foundation models (FMs) have emerged as a powerful paradigm, enabling a diverse range of data analytics and knowledge discovery tasks across scientific fields. Inspired by the success of FMs, particularly large language models, researchers have recently begun to explore spatio-temporal foundation models (STFMs) to improve adaptability and generalization across a wide spectrum of spatio-temporal (ST) tasks. Despite rapid progress, a systematic investigation of trajectory foundation models (TFMs), a crucial subclass of STFMs, is largely lacking. This tutorial addresses this gap by offering a comprehensive overview of recent advances in TFMs, including a taxonomy of existing methodologies and a critical analysis of their strengths and limitations. In addition, the tutorial highlights open challenges and outlines promising research directions to advance spatio-temporal general intelligence through the development of robust, responsible, and transferable TFMs.

Peng Chen, Yihang Wang, Yang Shu et al.

With the success of pre-trained language models (PLMs) in various application fields beyond natural language processing, language models have raised emerging attention in the field of time series forecasting (TSF) and have shown great prospects. However, current PLM-based TSF methods still fail to achieve satisfactory prediction accuracy matching the strong sequential modeling power of language models. To address this issue, we propose Cross-Model and Cross-Modality Learning with PLMs for time series forecasting (CC-Time). We explore the potential of PLMs for time series forecasting from two aspects: 1) what time series features could be modeled by PLMs, and 2) whether relying solely on PLMs is sufficient for building time series models. In the first aspect, CC-Time incorporates cross-modality learning to model temporal dependency and channel correlations in the language model from both time series sequences and their corresponding text descriptions. In the second aspect, CC-Time further proposes the cross-model fusion block to adaptively integrate knowledge from the PLMs and time series model to form a more comprehensive modeling of time series patterns. Extensive experiments on nine real-world datasets demonstrate that CC-Time achieves state-of-the-art prediction accuracy in both full-data training and few-shot learning situations.

Wei Li, Yunyao Cheng, Xinli Hao et al.

Recent advances in Large Language Models (LLMs) have enabled unprecedented capabilities for time-series reasoning in diverse real-world applications, including medical, financial, and spatio-temporal domains. However, existing approaches typically focus on task-specific model customization, such as forecasting and anomaly detection, while overlooking the data itself, referred to as time-series primitives, which are essential for in-depth reasoning. This position paper advocates a fundamental shift in approaching time-series reasoning with LLMs: prioritizing alignment paradigms grounded in the intrinsic primitives of time series data over task-specific model customization. This realignment addresses the core limitations of current time-series reasoning approaches, which are often costly, inflexible, and inefficient, by systematically accounting for intrinsic structure of data before task engineering. To this end, we propose three alignment paradigms: Injective Alignment, Bridging Alignment, and Internal Alignment, which are emphasized by prioritizing different aspects of time-series primitives: domain, characteristic, and representation, respectively, to activate time-series reasoning capabilities of LLMs to enable economical, flexible, and efficient reasoning. We further recommend that practitioners adopt an alignment-oriented method to avail this instruction to select an appropriate alignment paradigm. Additionally, we categorize relevant literature into these alignment paradigms and outline promising research directions.