Zhi Lei

Zhe Li, Jindong Tian, Hao Miao et al.

Multivariate time series forecasting plays a critical role in real-world applications, including weather prediction, stock analysis, and health monitoring. Due to the diversity of data sources, time series exhibit diverse temporal dynamics, often accompanied by various irregularities such as missing values and non-uniform sampling frequencies. Such irregularities lead to complex and asynchronous temporal dependencies across channels. Thus, a single model with a fixed patching scheme often fails to adapt well to diverse multivariate time series, hindering accurate forecasting. In this paper, we propose TiWeaver, a unified framework designed to handle temporal dynamics and fine-grained inter-channel dependencies adaptively. Specifically, we introduce a Graph-Guided Adaptive Tokenizer (G$^2$AT) that divides time series into high contextually coherent patches by jointly considering temporal density and representation consistency. In addition, we propose a Fine-grained Asynchronous Dependency Extractor (FADE), which is designed to model fine-grained asynchronous inter-channel dependencies while incorporating long-term historical dependencies. We evaluate TiWeaver on 12 real-world time series datasets, where it achieves state-of-the-art performance, outperforming existing methods up to 25%. These results demonstrate its robustness and effectiveness across diverse domains and data characteristics.

Zhi Lei, Chenxi Liu, Hao Miao et al.

Irregularly sampled time series (ISTS) are widespread in real-world scenarios, exhibiting asynchronous observations on uneven time intervals across variables. Existing ISTS forecasting methods often solely utilize historical observations to predict future ones while falling short in learning contextual semantics and fine-grained temporal patterns. To address these problems, we achieve MM-ISTS, a multimodal framework augmented by vision-text large language models, that bridges temporal, visual, and textual modalities, facilitating ISTS forecasting. MM-ISTS encompasses a novel two-stage encoding mechanism. In particular, a cross-modal vision-text encoding module is proposed to automatically generate informative visual images and textual data, enabling the capture of intricate temporal patterns and comprehensive contextual understanding, in collaboration with multimodal LLMs (MLLMs). In parallel, ISTS encoding extracts complementary yet enriched temporal features from historical ISTS observations, including multi-view embedding fusion and a temporal-variable encoder. Further, we propose an adaptive query-based feature extractor to compress the learned tokens of MLLMs, filtering out small-scale useful knowledge, which in turn reduces computational costs. In addition, a multimodal alignment module with modality-aware gating is designed to alleviate the modality gap across ISTS, images, and text. Extensive experiments on real data offer insight into the effectiveness of the proposed solutions.