Xixi Li

Zeyu Ding, Yong Zhou, Jiaqi Zhao et al.

Recent real-time detection transformers have gained popularity due to their simplicity and efficiency. However, these detectors do not explicitly model object rotation, especially in remote sensing imagery where objects appear at arbitrary angles, leading to challenges in angle representation, matching cost, and training stability. In this paper, we propose a real-time oriented object detection transformer, the first real-time end-to-end oriented object detector to the best of our knowledge, that addresses the above issues. Specifically, angle distribution refinement is proposed to reformulate angle regression as an iterative refinement of probability distributions, thereby capturing the uncertainty of object rotation and providing a more fine-grained angle representation. Then, we incorporate a Chamfer distance cost into bipartite matching, measuring box distance via vertex sets, enabling more accurate geometric alignment and eliminating ambiguous matches. Moreover, we propose oriented contrastive denoising to stabilize training and analyze four noise modes. We observe that a ground truth can be assigned to different index queries across different decoder layers, and analyze this issue using the proposed instability metric. We design a series of model variants and experiments to validate the proposed method. Notably, our O2-DFINE-L, O2-RTDETR-R50 and O2-DEIM-R50 achieve 77.73%/78.45%/80.15% AP50 on DOTA1.0 and 132/119/119 FPS on the 2080ti GPU. Code is available at https://github.com/wokaikaixinxin/ai4rs.

Lingzhi Qi, Xixi Li, Qiang Wang et al.

The well-developed ETS (ExponenTial Smoothing or Error, Trend, Seasonality) method incorporating a family of exponential smoothing models in state space representation has been widely used for automatic forecasting. The existing ETS method uses information criteria for model selection by choosing an optimal model with the smallest information criterion among all models fitted to a given time series. The ETS method under such a model selection scheme suffers from computational complexity when applied to large-scale time series data. To tackle this issue, we propose an efficient approach for ETS model selection by training classifiers on simulated data to predict appropriate model component forms for a given time series. We provide a simulation study to show the model selection ability of the proposed approach on simulated data. We evaluate our approach on the widely used forecasting competition data set M4, in terms of both point forecasts and prediction intervals. To demonstrate the practical value of our method, we showcase the performance improvements from our approach on a monthly hospital data set.

Xixi Li, Jingsong Yuan

The vector autoregressive (VAR) model has been used to describe the dependence within and across multiple time series. This is a model for stationary time series which can be extended to allow the presence of a deterministic trend in each series. Detrending the data either parametrically or nonparametrically before fitting the VAR model gives rise to more errors in the latter part. In this study, we propose a new approach called DeepVARwT that employs deep learning methodology for maximum likelihood estimation of the trend and the dependence structure at the same time. A Long Short-Term Memory (LSTM) network is used for this purpose. To ensure the stability of the model, we enforce the causality condition on the autoregressive coefficients using the transformation of Ansley & Kohn (1986). We provide a simulation study and an application to real data. In the simulation study, we use realistic trend functions generated from real data and compare the estimates with true function/parameter values. In the real data application, we compare the prediction performance of this model with state-of-the-art models in the literature.

Xixi Li, Yun Bai, Yanfei Kang

One of the most significant differences of M5 over previous forecasting competitions is that it was held on Kaggle, an online platform of data scientists and machine learning practitioners. Kaggle provides a gathering place, or virtual community, for web users who are interested in the M5 competition. Users can share code, models, features, loss functions, etc. through online notebooks and discussion forums. This paper aims to study the social influence of virtual community on user behaviors in the M5 competition. We first research the content of the M5 virtual community by topic modeling and trend analysis. Further, we perform social media analysis to identify the potential relationship network of the virtual community. We study the roles and characteristics of some key participants that promote the diffusion of information within the M5 virtual community. Overall, this study provides in-depth insights into the mechanism of the virtual community's influence on the participants and has potential implications for future online competitions.

Yun Bai, Suling Jia, Xixi Li

Based on the online transaction data of COSCO group's centralized procurement platform, this paper studies the clustering method of time series type data. The different methods of similarity calculation, different clustering methods with different K values are analysed, and the best clustering method suitable for centralized purchasing data is determined. The company list under the corresponding cluster is obtained. The time series motif discovery algorithm is used to model the centroid of each cluster. Through ARIMA method, we also made 12 periods of prediction for the centroid of each category. This paper constructs a matrix of "Customer Lifecycle Theory - Five Elements of Marketing ", and puts forward corresponding marketing suggestions for customers at different life cycle stages.

Xixi Li, Yanfei Kang, Feng Li

Feature-based time series representations have attracted substantial attention in a wide range of time series analysis methods. Recently, the use of time series features for forecast model averaging has been an emerging research focus in the forecasting community. Nonetheless, most of the existing approaches depend on the manual choice of an appropriate set of features. Exploiting machine learning methods to extract features from time series automatically becomes crucial in state-of-the-art time series analysis. In this paper, we introduce an automated approach to extract time series features based on time series imaging. We first transform time series into recurrence plots, from which local features can be extracted using computer vision algorithms. The extracted features are used for forecast model averaging. Our experiments show that forecasting based on automatically extracted features, with less human intervention and a more comprehensive view of the raw time series data, yields highly comparable performances with the best methods in the largest forecasting competition dataset (M4) and outperforms the top methods in the Tourism forecasting competition dataset.

Xixi Li, Jiahao Xing, Haihui Wang et al.

Recommendation system has been widely used in different areas. Collaborative filtering focuses on rating, ignoring the features of items itself. In order to effectively evaluate customers preferences on books, taking into consideration of the characteristics of offline book retail, we use LDA model to calculate customers preference on book topics and use word2vec to calculate customers preference on book types. When forecasting rating on books, we take two factors into consideration: similarity of customers and correlation between customers and books. The experiment shows that our hybrid recommendation method based on features performances better than single recommendation method in offline book retail data.