Peng Zhu

Xiangrong Zhang, Tianyang Zhang, Guanchun Wang et al.

Remote sensing object detection (RSOD), one of the most fundamental and challenging tasks in the remote sensing field, has received longstanding attention. In recent years, deep learning techniques have demonstrated robust feature representation capabilities and led to a big leap in the development of RSOD techniques. In this era of rapid technical evolution, this review aims to present a comprehensive review of the recent achievements in deep learning based RSOD methods. More than 300 papers are covered in this review. We identify five main challenges in RSOD, including multi-scale object detection, rotated object detection, weak object detection, tiny object detection, and object detection with limited supervision, and systematically review the corresponding methods developed in a hierarchical division manner. We also review the widely used benchmark datasets and evaluation metrics within the field of RSOD, as well as the application scenarios for RSOD. Future research directions are provided for further promoting the research in RSOD.

Peng Zhu, Yuante Li, Yifan Hu et al.

Stock price prediction is a challenging problem in the field of finance and receives widespread attention. In recent years, with the rapid development of technologies such as deep learning and graph neural networks, more research methods have begun to focus on exploring the interrelationships between stocks. However, existing methods mostly focus on the short-term dynamic relationships of stocks and directly integrating relationship information with temporal information. They often overlook the complex nonlinear dynamic characteristics and potential higher-order interaction relationships among stocks in the stock market. Therefore, we propose a stock price trend prediction model named LSR-IGRU in this paper, which is based on long short-term stock relationships and an improved GRU input. Firstly, we construct a long short-term relationship matrix between stocks, where secondary industry information is employed for the first time to capture long-term relationships of stocks, and overnight price information is utilized to establish short-term relationships. Next, we improve the inputs of the GRU model at each step, enabling the model to more effectively integrate temporal information and long short-term relationship information, thereby significantly improving the accuracy of predicting stock trend changes. Finally, through extensive experiments on multiple datasets from stock markets in China and the United States, we validate the superiority of the proposed LSR-IGRU model over the current state-of-the-art baseline models. We also apply the proposed model to the algorithmic trading system of a financial company, achieving significantly higher cumulative portfolio returns compared to other baseline methods. Our sources are released at https://github.com/ZP1481616577/Baselines_LSR-IGRU.

Peng Zhu, Yuante Li, Yifan Hu et al.

As financial markets grow increasingly complex in the big data era, accurate stock prediction has become more critical. Traditional time series models, such as GRUs, have been widely used but often struggle to capture the intricate nonlinear dynamics of markets, particularly in the flexible selection and effective utilization of key historical information. Recently, methods like Graph Neural Networks and Reinforcement Learning have shown promise in stock prediction but require high data quality and quantity, and they tend to exhibit instability when dealing with data sparsity and noise. Moreover, the training and inference processes for these models are typically complex and computationally expensive, limiting their broad deployment in practical applications. Existing approaches also generally struggle to capture unobservable latent market states effectively, such as market sentiment and expectations, microstructural factors, and participant behavior patterns, leading to an inadequate understanding of market dynamics and subsequently impact prediction accuracy. To address these challenges, this paper proposes a stock prediction model, MCI-GRU, based on a multi-head cross-attention mechanism and an improved GRU. First, we enhance the GRU model by replacing the reset gate with an attention mechanism, thereby increasing the model's flexibility in selecting and utilizing historical information. Second, we design a multi-head cross-attention mechanism for learning unobservable latent market state representations, which are further enriched through interactions with both temporal features and cross-sectional features. Finally, extensive experiments on four main stock markets show that the proposed method outperforms SOTA techniques across multiple metrics. Additionally, its successful application in real-world fund management operations confirms its effectiveness and practicality.

Wangzhi Yu, Peng Zhu, Qing Zhao et al.

Electricity load peak forecasting (ELPF), simultaneously predicting peak timing and intensity, is a prerequisite for effective grid scheduling and risk management. However, existing methods face three limitations. First, they adopt a two-stage predict-then-locate paradigm, which severs the link between temporal localization and intensity regression. Second, they still struggle with the multi-scale representation conflict, leading to peak misjudgment and timing misalignment. Third, the lack of explicit peak timing context during intensity regression causes intensity smoothing because predictions are dominated by global smoothing trends. To address these limitations, we propose PeakFocus, a unified framework for ELPF. (i) A Unified Peak-Aware Pipeline (UPAP) utilizes a triple hybrid loss to jointly supervise temporal localization and intensity regression, alongside a tolerance-based evaluation protocol. (ii) A Multi-Scale Mixing Peak Locator (MSM-PL) exploits coarse-grained features to mitigate peak misjudgment caused by local fluctuations, and injects them into fine-grained features via a cascade mechanism to resolve timing misalignment. (iii) A Location-Aware Decoder (LAD) injects peak timing context into the intensity regression process, providing explicit guidance to counteract intensity smoothing and improve peak intensity estimation. Extensive experiments on the public Electricity (ELC) dataset and our industrial-scale World Large-scale Electricity Load (WLEL) dataset show that PeakFocus outperforms baselines in both timing precision and intensity estimation.

Shuang Chen, Jie Wang, Shuai Yuan et al.

The rapid evolution of satellite-borne Earth Observation (EO) systems has revolutionized terrestrial monitoring, yielding petabyte-scale archives. However, the immense computational and storage requirements for global-scale analysis often preclude widespread use, hindering planetary-scale studies. To address these barriers, we present Embedded Seamless Data (ESD), an ultra-lightweight, 30-m global Earth embedding database spanning the 25-year period from 2000 to 2024. By transforming high-dimensional, multi-sensor observations from the Landsat series (5, 7, 8, and 9) and MODIS Terra into information-dense, quantized latent vectors, ESD distills essential geophysical and semantic features into a unified latent space. Utilizing the ESDNet architecture and Finite Scalar Quantization (FSQ), the dataset achieves a transformative ~340-fold reduction in data volume compared to raw archives. This compression allows the entire global land surface for a single year to be encapsulated within approximately 2.4 TB, enabling decadal-scale global analysis on standard local workstations. Rigorous validation demonstrates high reconstructive fidelity (MAE: 0.0130; RMSE: 0.0179; CC: 0.8543). By condensing the annual phenological cycle into 12 temporal steps, the embeddings provide inherent denoising and a semantically organized space that outperforms raw reflectance in land-cover classification, achieving 79.74% accuracy (vs. 76.92% for raw fusion). With robust few-shot learning capabilities and longitudinal consistency, ESD provides a versatile foundation for democratizing planetary-scale research and advancing next-generation geospatial artificial intelligence.

Yifan Hu, Peiyuan Liu, Peng Zhu et al.

Transformer-based and MLP-based methods have emerged as leading approaches in time series forecasting (TSF). While Transformer-based methods excel in capturing long-range dependencies, they suffer from high computational complexities and tend to overfit. Conversely, MLP-based methods offer computational efficiency and adeptness in modeling temporal dynamics, but they struggle with capturing complex temporal patterns effectively. To address these challenges, we propose a novel MLP-based Adaptive Multi-Scale Decomposition (AMD) framework for TSF. Our framework decomposes time series into distinct temporal patterns at multiple scales, leveraging the Multi-Scale Decomposable Mixing (MDM) block to dissect and aggregate these patterns in a residual manner. Complemented by the Dual Dependency Interaction (DDI) block and the Adaptive Multi-predictor Synthesis (AMS) block, our approach effectively models both temporal and channel dependencies and utilizes autocorrelation to refine multi-scale data integration. Comprehensive experiments demonstrate that our AMD framework not only overcomes the limitations of existing methods but also consistently achieves state-of-the-art performance in both long-term and short-term forecasting tasks across various datasets, showcasing superior efficiency. Code is available at https://github.com/TROUBADOUR000/AMD

Rong Liu, Junye Liang, Jiaqi Yang et al.

Due to the difficulty of obtaining labeled data for hyperspectral images (HSIs), cross-scene classification has emerged as a widely adopted approach in the remote sensing community. It involves training a model using labeled data from a source domain (SD) and unlabeled data from a target domain (TD), followed by inferencing on the TD. However, variations in the reflectance spectrum of the same object between the SD and the TD, as well as differences in the feature distribution of the same land cover class, pose significant challenges to the performance of cross-scene classification. To address this issue, we propose a dual classification head self-training network (DHSNet). This method aligns class-wise features across domains, ensuring that the trained classifier can accurately classify TD data of different classes. We introduce a dual classification head self-training strategy for the first time in the cross-scene HSI classification field. The proposed approach mitigates domain gap while preventing the accumulation of incorrect pseudo-labels in the model. Additionally, we incorporate a novel central feature attention mechanism to enhance the model's capacity to learn scene-invariant features across domains. Experimental results on three cross-scene HSI datasets demonstrate that the proposed DHSNET significantly outperforms other state-of-the-art approaches. The code for DHSNet will be available at https://github.com/liurongwhm.

Zhihang Tan, Jingrui Hou, Ping Wang et al.

In-context learning (ICL) has emerged as a powerful paradigm for task adaptation in large language models (LLMs), where models infer underlying task structures from a few demonstrations. However, ICL remains susceptible to biases that arise from prior knowledge and contextual demonstrations, which can degrade the performance of LLMs. Existing bias calibration methods typically apply fixed class priors across all inputs, limiting their efficacy in dynamic ICL settings where the context for each query differs. To address these limitations, we adopt implicit sequential Bayesian inference as a framework for interpreting ICL, identify "surprise" as an informative signal for class prior shift, and introduce a novel method--Surprise Calibration (SC). SC leverages the notion of surprise to capture the temporal dynamics of class priors, providing a more adaptive and computationally efficient solution for in-context learning. We empirically demonstrate the superiority of SC over existing bias calibration techniques across a range of benchmark natural language processing tasks.

Xiangrong Zhang, Zelin Peng, Peng Zhu et al.

Semantic segmentation has been continuously investigated in the last ten years, and majority of the established technologies are based on supervised models. In recent years, image-level weakly supervised semantic segmentation (WSSS), including single- and multi-stage process, has attracted large attention due to data labeling efficiency. In this paper, we propose to embed affinity learning of multi-stage approaches in a single-stage model. To be specific, we introduce an adaptive affinity loss to thoroughly learn the local pairwise affinity. As such, a deep neural network is used to deliver comprehensive semantic information in the training phase, whilst improving the performance of the final prediction module. On the other hand, considering the existence of errors in the pseudo labels, we propose a novel label reassign loss to mitigate over-fitting. Extensive experiments are conducted on the PASCAL VOC 2012 dataset to evaluate the effectiveness of our proposed approach that outperforms other standard single-stage methods and achieves comparable performance against several multi-stage methods.

Tianyang Zhang, Xiangrong Zhang, Peng Zhu et al.

In this paper, we focus on the challenging multicategory instance segmentation problem in remote sensing images (RSIs), which aims at predicting the categories of all instances and localizing them with pixel-level masks. Although many landmark frameworks have demonstrated promising performance in instance segmentation, the complexity in the background and scale variability instances still remain challenging for instance segmentation of RSIs. To address the above problems, we propose an end-to-end multi-category instance segmentation model, namely Semantic Attention and Scale Complementary Network, which mainly consists of a Semantic Attention (SEA) module and a Scale Complementary Mask Branch (SCMB). The SEA module contains a simple fully convolutional semantic segmentation branch with extra supervision to strengthen the activation of interest instances on the feature map and reduce the background noise's interference. To handle the under-segmentation of geospatial instances with large varying scales, we design the SCMB that extends the original single mask branch to trident mask branches and introduces complementary mask supervision at different scales to sufficiently leverage the multi-scale information. We conduct comprehensive experiments to evaluate the effectiveness of our proposed method on the iSAID dataset and the NWPU Instance Segmentation dataset and achieve promising performance.