Yang Liu

h-index11
2papers
804citations

2 Papers

15.8CVAug 15, 2024
MambaVT: Spatio-Temporal Contextual Modeling for robust RGB-T Tracking

Simiao Lai, Chang Liu, Jiawen Zhu et al.

Existing RGB-T tracking algorithms have made remarkable progress by leveraging the global interaction capability and extensive pre-trained models of the Transformer architecture. Nonetheless, these methods mainly adopt imagepair appearance matching and face challenges of the intrinsic high quadratic complexity of the attention mechanism, resulting in constrained exploitation of temporal information. Inspired by the recently emerged State Space Model Mamba, renowned for its impressive long sequence modeling capabilities and linear computational complexity, this work innovatively proposes a pure Mamba-based framework (MambaVT) to fully exploit spatio-temporal contextual modeling for robust visible-thermal tracking. Specifically, we devise the long-range cross-frame integration component to globally adapt to target appearance variations, and introduce short-term historical trajectory prompts to predict the subsequent target states based on local temporal location clues. Extensive experiments show the significant potential of vision Mamba for RGB-T tracking, with MambaVT achieving state-of-the-art performance on four mainstream benchmarks while requiring lower computational costs. We aim for this work to serve as a simple yet strong baseline, stimulating future research in this field. The code and pre-trained models will be made available.

17.0LGFeb 3, 2024Code
RobustTSF: Towards Theory and Design of Robust Time Series Forecasting with Anomalies

Hao Cheng, Qingsong Wen, Yang Liu et al.

Time series forecasting is an important and forefront task in many real-world applications. However, most of time series forecasting techniques assume that the training data is clean without anomalies. This assumption is unrealistic since the collected time series data can be contaminated in practice. The forecasting model will be inferior if it is directly trained by time series with anomalies. Thus it is essential to develop methods to automatically learn a robust forecasting model from the contaminated data. In this paper, we first statistically define three types of anomalies, then theoretically and experimentally analyze the loss robustness and sample robustness when these anomalies exist. Based on our analyses, we propose a simple and efficient algorithm to learn a robust forecasting model. Extensive experiments show that our method is highly robust and outperforms all existing approaches. The code is available at https://github.com/haochenglouis/RobustTSF.