TimeMAE: Self-Supervised Representations of Time Series with Decoupled Masked AutoencodersMingyue Cheng, Xiaoyu Tao, Zhiding Liu et al.
Learning transferable representations from unlabeled time series is crucial for improving performance in data-scarce classification. Existing self-supervised methods often operate at the point level and rely on unidirectional encoding, leading to low semantic density and a mismatch between pre-training and downstream optimization. In this paper, we propose TimeMAE, a self-supervised framework that reformulates masked modeling for time series via semantic unit elevation and decoupled representation learning. Instead of modeling individual time steps, TimeMAE segments time series into non-overlapping sub-series to form semantically enriched units, enabling more informative masked reconstruction while reducing computational cost. To address the representation discrepancy introduced by masking, we design a decoupled masked autoencoder that separately encodes visible and masked regions, avoiding artificial masked tokens in the main encoder. To guide pre-training, we introduce two complementary objectives: masked codeword classification, which discretizes sub-series semantics via a learned tokenizer and masked representation regression, which aligns continuous representations through a momentum-updated target encoder. Extensive experiments on five datasets demonstrate that TimeMAE outperforms competitive baselines, particularly in label-scarce scenarios and transfer learning scenarios.
FormerTime: Hierarchical Multi-Scale Representations for Multivariate Time Series ClassificationMingyue Cheng, Qi Liu, Zhiding Liu et al.
Deep learning-based algorithms, e.g., convolutional networks, have significantly facilitated multivariate time series classification (MTSC) task. Nevertheless, they suffer from the limitation in modeling long-range dependence due to the nature of convolution operations. Recent advancements have shown the potential of transformers to capture long-range dependence. However, it would incur severe issues, such as fixed scale representations, temporal-invariant and quadratic time complexity, with transformers directly applicable to the MTSC task because of the distinct properties of time series data. To tackle these issues, we propose FormerTime, an hierarchical representation model for improving the classification capacity for the MTSC task. In the proposed FormerTime, we employ a hierarchical network architecture to perform multi-scale feature maps. Besides, a novel transformer encoder is further designed, in which an efficient temporal reduction attention layer and a well-informed contextual positional encoding generating strategy are developed. To sum up, FormerTime exhibits three aspects of merits: (1) learning hierarchical multi-scale representations from time series data, (2) inheriting the strength of both transformers and convolutional networks, and (3) tacking the efficiency challenges incurred by the self-attention mechanism. Extensive experiments performed on $10$ publicly available datasets from UEA archive verify the superiorities of the FormerTime compared to previous competitive baselines.
A Hybrid Multi-Factor Network with Dynamic Sequence Modeling for Early Warning of Intraoperative HypotensionMingyue Cheng, Jintao Zhang, Zhiding Liu et al.
Intraoperative hypotension (IOH) prediction using past physiological signals is crucial, as IOH may lead to inadequate organ perfusion and significantly elevate the risk of severe complications and mortality. However, current methods often rely on static modeling, overlooking the complex temporal dependencies and the inherently non-stationary nature of physiological signals. We propose a Hybrid Multi-Factor (HMF) network that formulates IOH prediction as a dynamic sequence forecasting task, explicitly capturing both temporal dependencies and physiological non-stationarity. We represent signal dynamics as multivariate time series and decompose them into trend and seasonal components, enabling separate modeling of long-term and periodic variations. Each component is encoded with a patch-based Transformer to balance computational efficiency and feature representation. To address distributional drift from evolving signals, we introduce a symmetric normalization mechanism. Experiments on both public and real-world clinical datasets show that HMF significantly outperforms competitive baselines. We hope HMF offers new insights into IOH prediction and ultimately promotes safer surgical care. Our code is available at https://github.com/Mingyue-Cheng/HMF.
Generative Pretrained Hierarchical Transformer for Time Series ForecastingZhiding Liu, Jiqian Yang, Mingyue Cheng et al.
Recent efforts have been dedicated to enhancing time series forecasting accuracy by introducing advanced network architectures and self-supervised pretraining strategies. Nevertheless, existing approaches still exhibit two critical drawbacks. Firstly, these methods often rely on a single dataset for training, limiting the model's generalizability due to the restricted scale of the training data. Secondly, the one-step generation schema is widely followed, which necessitates a customized forecasting head and overlooks the temporal dependencies in the output series, and also leads to increased training costs under different horizon length settings. To address these issues, we propose a novel generative pretrained hierarchical transformer architecture for forecasting, named \textbf{GPHT}. There are two aspects of key designs in GPHT. On the one hand, we advocate for constructing a mixed dataset under the channel-independent assumption for pretraining our model, comprising various datasets from diverse data scenarios. This approach significantly expands the scale of training data, allowing our model to uncover commonalities in time series data and facilitating improved transfer to specific datasets. On the other hand, GPHT employs an auto-regressive forecasting approach, effectively modeling temporal dependencies in the output series. Importantly, no customized forecasting head is required, enabling \textit{a single model to forecast at arbitrary horizon settings.} We conduct sufficient experiments on eight datasets with mainstream self-supervised pretraining models and supervised models. The results demonstrated that GPHT surpasses the baseline models across various fine-tuning and zero/few-shot learning settings in the traditional long-term forecasting task. We make our codes publicly available\footnote{https://github.com/icantnamemyself/GPHT}.
2.2IRSep 23, 2024
Pre-trained Language Model and Knowledge Distillation for Lightweight Sequential RecommendationLi Li, Mingyue Cheng, Zhiding Liu et al.
Sequential recommendation models user interests based on historical behaviors to provide personalized recommendation. Previous sequential recommendation algorithms primarily employ neural networks to extract features of user interests, achieving good performance. However, due to the recommendation system datasets sparsity, these algorithms often employ small-scale network frameworks, resulting in weaker generalization capability. Recently, a series of sequential recommendation algorithms based on large pre-trained language models have been proposed. Nonetheless, given the real-time demands of recommendation systems, the challenge remains in applying pre-trained language models for rapid recommendations in real scenarios. To address this, we propose a sequential recommendation algorithm based on a pre-trained language model and knowledge distillation. The key of proposed algorithm is to transfer pre-trained knowledge across domains and achieve lightweight inference by knowledge distillation. The algorithm operates in two stages: in the first stage, we fine-tune the pre-trained language model on the recommendation dataset to transfer the pre-trained knowledge to the recommendation task; in the second stage, we distill the trained language model to transfer the learned knowledge to a lightweight model. Extensive experiments on multiple public recommendation datasets show that the proposed algorithm enhances recommendation accuracy and provide timely recommendation services.
Unveiling the Magic of Code Reasoning through Hypothesis Decomposition and AmendmentYuze Zhao, Tianyun Ji, Wenjun Feng et al.
The reasoning abilities are one of the most enigmatic and captivating aspects of large language models (LLMs). Numerous studies are dedicated to exploring and expanding the boundaries of this reasoning capability. However, tasks that embody both reasoning and recall characteristics are often overlooked. In this paper, we introduce such a novel task, code reasoning, to provide a new perspective for the reasoning abilities of LLMs. We summarize three meta-benchmarks based on established forms of logical reasoning, and instantiate these into eight specific benchmark tasks. Our testing on these benchmarks reveals that LLMs continue to struggle with identifying satisfactory reasoning pathways. Additionally, we present a new pathway exploration pipeline inspired by human intricate problem-solving methods. This Reflective Hypothesis Decomposition and Amendment (RHDA) pipeline consists of the following iterative steps: (1) Proposing potential hypotheses based on observations and decomposing them; (2) Utilizing tools to validate hypotheses and reflection outcomes; (3) Revising hypothesis in light of observations. Our approach effectively mitigates logical chain collapses arising from forgetting or hallucination issues in multi-step reasoning, resulting in performance gains of up to $3\times$. Finally, we expanded this pipeline by applying it to simulate complex household tasks in real-world scenarios, specifically in VirtualHome, enhancing the handling of failure cases. We release our code and all of results at https://github.com/TnTWoW/code_reasoning.
Conditional Denoising Meets Polynomial Modeling: A Flexible Decoupled Framework for Time Series ForecastingJintao Zhang, Mingyue Cheng, Xiaoyu Tao et al.
Time series forecasting models are becoming increasingly prevalent due to their critical role in decision-making across various domains. However, most existing approaches represent the coupled temporal patterns, often neglecting the distinction between their specific components. In particular, fluctuating patterns and smooth trends within time series exhibit distinct characteristics. In this work, to model complicated temporal patterns, we propose a Conditional Denoising Polynomial Modeling (CDPM) framework, where probabilistic diffusion models and deterministic linear models are trained end-to-end. Instead of modeling the coupled time series, CDPM decomposes it into trend and seasonal components for modeling them separately. To capture the fluctuating seasonal component, we employ a probabilistic diffusion model based on statistical properties from the historical window. For the smooth trend component, a module is proposed to enhance linear models by incorporating historical dependencies, thereby preserving underlying trends and mitigating noise distortion. Extensive experiments conducted on six benchmarks demonstrate the effectiveness of our framework, highlighting the potential of combining probabilistic and deterministic models. Our code is available at https://github.com/zjt-gpu/CDPM.
15.7LGMay 29, 2025
Improving Time Series Forecasting via Instance-aware Post-hoc RevisionZhiding Liu, Mingyue Cheng, Guanhao Zhao et al.
Time series forecasting plays a vital role in various real-world applications and has attracted significant attention in recent decades. While recent methods have achieved remarkable accuracy by incorporating advanced inductive biases and training strategies, we observe that instance-level variations remain a significant challenge. These variations--stemming from distribution shifts, missing data, and long-tail patterns--often lead to suboptimal forecasts for specific instances, even when overall performance appears strong. To address this issue, we propose a model-agnostic framework, PIR, designed to enhance forecasting performance through Post-forecasting Identification and Revision. Specifically, PIR first identifies biased forecasting instances by estimating their accuracy. Based on this, the framework revises the forecasts using contextual information, including covariates and historical time series, from both local and global perspectives in a post-processing fashion. Extensive experiments on real-world datasets with mainstream forecasting models demonstrate that PIR effectively mitigates instance-level errors and significantly improves forecasting reliability.
2.6LGOct 30, 2024
DisenTS: Disentangled Channel Evolving Pattern Modeling for Multivariate Time Series ForecastingZhiding Liu, Jiqian Yang, Qingyang Mao et al.
Multivariate time series forecasting plays a crucial role in various real-world applications. Significant efforts have been made to integrate advanced network architectures and training strategies that enhance the capture of temporal dependencies, thereby improving forecasting accuracy. On the other hand, mainstream approaches typically utilize a single unified model with simplistic channel-mixing embedding or cross-channel attention operations to account for the critical intricate inter-channel dependencies. Moreover, some methods even trade capacity for robust prediction based on the channel-independent assumption. Nonetheless, as time series data may display distinct evolving patterns due to the unique characteristics of each channel (including multiple strong seasonalities and trend changes), the unified modeling methods could yield suboptimal results. To this end, we propose DisenTS, a tailored framework for modeling disentangled channel evolving patterns in general multivariate time series forecasting. The central idea of DisenTS is to model the potential diverse patterns within the multivariate time series data in a decoupled manner. Technically, the framework employs multiple distinct forecasting models, each tasked with uncovering a unique evolving pattern. To guide the learning process without supervision of pattern partition, we introduce a novel Forecaster Aware Gate (FAG) module that generates the routing signals adaptively according to both the forecasters' states and input series' characteristics. The forecasters' states are derived from the Linear Weight Approximation (LWA) strategy, which quantizes the complex deep neural networks into compact matrices. Additionally, the Similarity Constraint (SC) is further proposed to guide each model to specialize in an underlying pattern by minimizing the mutual information between the representations.
Advancing Time Series Classification with Multimodal Language ModelingMingyue Cheng, Yiheng Chen, Qi Liu et al.
For the advancements of time series classification, scrutinizing previous studies, most existing methods adopt a common learning-to-classify paradigm - a time series classifier model tries to learn the relation between sequence inputs and target label encoded by one-hot distribution. Although effective, this paradigm conceals two inherent limitations: (1) encoding target categories with one-hot distribution fails to reflect the comparability and similarity between labels, and (2) it is very difficult to learn transferable model across domains, which greatly hinder the development of universal serving paradigm. In this work, we propose InstructTime, a novel attempt to reshape time series classification as a learning-to-generate paradigm. Relying on the powerful generative capacity of the pre-trained language model, the core idea is to formulate the classification of time series as a multimodal understanding task, in which both task-specific instructions and raw time series are treated as multimodal inputs while the label information is represented by texts. To accomplish this goal, three distinct designs are developed in the InstructTime. Firstly, a time series discretization module is designed to convert continuous time series into a sequence of hard tokens to solve the inconsistency issue across modal inputs. To solve the modality representation gap issue, for one thing, we introduce an alignment projected layer before feeding the transformed token of time series into language models. For another, we highlight the necessity of auto-regressive pre-training across domains, which can facilitate the transferability of the language model and boost the generalization performance. Extensive experiments are conducted over benchmark datasets, whose results uncover the superior performance of InstructTime and the potential for a universal foundation model in time series classification.