Jiang You

Jiang You, Arben Cela, René Natowicz et al.

Anomaly detection in time series data is a critical challenge across various domains. Traditional methods typically focus on identifying anomalies in immediate subsequent steps, often underestimating the significance of temporal dynamics such as delay time and horizons of anomalies, which generally require extensive post-analysis. This paper introduces a novel approach for time series anomaly prediction, incorporating temporal information directly into the prediction results. We propose a new dataset specifically designed to evaluate this approach and conduct comprehensive experiments using several state-of-the-art methods. Our results demonstrate the efficacy of our approach in providing timely and accurate anomaly predictions, setting a new benchmark for future research in this field.

Jiang You, Arben Cela, René Natowicz et al.

Time series forecasting task predicts future trends based on historical information. Transformer-based U-Net architectures, despite their success in medical image segmentation, have limitations in both expressiveness and computation efficiency in time series forecasting as evidenced in YFormer. To tackle these challenges, we introduce Kernel-U-Net, a flexible and kernel-customizable U-shape neural network architecture. The kernel-U-Net encoder compresses the input series into latent vectors, and its symmetric decoder subsequently expands these vectors into output series. Specifically, Kernel-U-Net separates the procedure of partitioning input time series into patches from kernel manipulation, thereby providing the convenience of customized executing kernels. Our method offers two primary advantages: 1) Flexibility in kernel customization to adapt to specific datasets; and 2) Enhanced computational efficiency, with the complexity of the Transformer layer reduced to linear. Experiments on seven real-world datasets, demonstrate that Kernel-U-Net's performance either exceeds or meets that of the existing state-of-the-art model in the majority of cases in channel-independent settings. The source code for Kernel-U-Net will be made publicly available for further research and application.

Chuan Li, Jiang You, Hassine Moungla et al.

Accurate modeling of human mobility is critical for understanding epidemic spread and deploying timely interventions. In this work, we leverage a large-scale spatio-temporal dataset collected from Peru's national Digital Contact Tracing (DCT) application during the COVID-19 pandemic to forecast mobility flows across urban regions. A key challenge lies in the spatial sparsity of hourly mobility counts across hexagonal grid cells, which limits the predictive power of conventional time series models. To address this, we propose a lightweight and model-agnostic Spatial Neighbourhood Fusion (SPN) technique that augments each cell's features with aggregated signals from its immediate H3 neighbors. We evaluate this strategy on three forecasting backbones: NLinear, PatchTST, and K-U-Net, under various historical input lengths. Experimental results show that SPN consistently improves forecasting performance, achieving up to 9.85 percent reduction in test MSE. Our findings demonstrate that spatial smoothing of sparse mobility signals provides a simple yet effective path toward robust spatio-temporal forecasting during public health crises.

Jiang You, Xiaozhen Wang, Arben Cela

We formulate time series tasks as input-output mappings under varying objectives, where the same input may yield different outputs. This challenges a model's generalization and adaptability. To study this, we construct a synthetic dataset with numerous conflicting subtasks to evaluate adaptation under frequent task shifts. Existing static models consistently fail in such settings. We propose a dynamic perturbed adaptive method based on a trunk-branch architecture, where the trunk evolves slowly to capture long-term structure, and branch modules are re-initialized and updated for each task. This enables continual test-time adaptation and cross-task transfer without relying on explicit task labels. Theoretically, we show that this architecture has strictly higher functional expressivity than static models and LoRA. We also establish exponential convergence of branch adaptation under the Polyak-Lojasiewicz condition. Experiments demonstrate that our method significantly outperforms competitive baselines in complex and conflicting task environments, exhibiting fast adaptation and progressive learning capabilities.

Jiang You, Arben Cela, René Natowicz et al.

Forecasting multivariate time series is a computationally intensive task challenged by extreme or redundant samples. Recent resampling methods aim to increase training efficiency by reweighting samples based on their running losses. However, these methods do not solve the problems caused by heavy-tailed distribution losses, such as overfitting to outliers. To tackle these issues, we introduce a novel approach: a Gaussian loss-weighted sampler that multiplies their running losses with a Gaussian distribution weight. It reduces the probability of selecting samples with very low or very high losses while favoring those close to average losses. As it creates a weighted loss distribution that is not heavy-tailed theoretically, there are several advantages to highlight compared to existing methods: 1) it relieves the inefficiency in learning redundant easy samples and overfitting to outliers, 2) It improves training efficiency by preferentially learning samples close to the average loss. Application on real-world time series forecasting datasets demonstrate improvements in prediction quality for 1%-4% using mean square error measurements in channel-independent settings. The code will be available online after 1 the review.