Shiyu Wang

Shiyu Wang, Zhixuan Chu, Yinbo Sun et al.

Accurate workload forecasting is critical for efficient resource management in cloud computing systems, enabling effective scheduling and autoscaling. Despite recent advances with transformer-based forecasting models, challenges remain due to the non-stationary, nonlinear characteristics of workload time series and the long-term dependencies. In particular, inconsistent performance between long-term history and near-term forecasts hinders long-range predictions. This paper proposes a novel framework leveraging self-supervised multiscale representation learning to capture both long-term and near-term workload patterns. The long-term history is encoded through multiscale representations while the near-term observations are modeled via temporal flow fusion. These representations of different scales are fused using an attention mechanism and characterized with normalizing flows to handle non-Gaussian/non-linear distributions of time series. Extensive experiments on 9 benchmarks demonstrate superiority over existing methods.

Zhixuan Chu, Hui Ding, Guang Zeng et al.

Although the widespread use of AI systems in today's world is growing, many current AI systems are found vulnerable due to hidden bias and missing information, especially in the most commonly used forecasting system. In this work, we explore the robustness and explainability of AI-based forecasting systems. We provide an in-depth analysis of the underlying causality involved in the effect prediction task and further establish a causal graph based on treatment, adjustment variable, confounder, and outcome. Correspondingly, we design a causal interventional prediction system (CIPS) based on a variational autoencoder and fully conditional specification of multiple imputations. Extensive results demonstrate the superiority of our system over state-of-the-art methods and show remarkable versatility and extensibility in practice.

Yuxuan Wang, Haixu Wu, Yuezhou Ma et al.

Deep time series forecasting has emerged as a booming direction in recent years. Despite the exponential growth of community interests, researchers are sometimes confused about the direction of their efforts due to minor improvements on standard benchmarks. In this paper, we notice that, unlike image recognition, whose well-acknowledged and realizable goal is 100% accuracy, time series forecasting inherently faces a non-zero error lower bound due to its partially observable and uncertain nature. To pinpoint the research objective and release researchers from saturated tasks, this paper focuses on a fundamental question: how to estimate the performance upper bound of deep time series forecasting? Going beyond classical series-wise predictability metrics, e.g., ADF test, we realize that the forecasting performance is highly related to window-wise properties because of the sequence-to-sequence forecasting paradigm of deep time series models. Based on rigorous statistical tests of over 2,800 newly trained deep forecasters, we discover a significant exponential relationship between the minimum forecasting error of deep models and the complexity of window-wise series patterns, which is termed the accuracy law. The proposed accuracy law successfully guides us to identify saturated tasks from widely used benchmarks and derives an effective training strategy for large time series models, offering valuable insights for future research.

Juntong Ni, Shiyu Wang, Zewen Liu et al.

Time series forecasting (TSF) is a central problem in time series analysis. However, as the number of channels in time series datasets scales to the thousands or more, a scenario we define as High-Dimensional Time Series Forecasting (HDTSF), it introduces significant new modeling challenges that are often not the primary focus of traditional TSF research. HDTSF is challenging because the channel correlation often forms complex and hierarchical patterns. Existing TSF models either ignore these interactions or fail to scale as dimensionality grows. To address this issue, we propose U-Cast, a channel-dependent forecasting architecture that learns latent hierarchical channel structures with an innovative query-based attention. To disentangle highly correlated channel representation, U-Cast adds a full-rank regularization during training. We also release Time-HD, the first benchmark of large, diverse, high-dimensional datasets. Our theory shows that exploiting cross-channel information lowers forecasting risk, and experiments on Time-HD demonstrate that U-Cast surpasses strong baselines in both accuracy and efficiency. Together, U-Cast and Time-HD provide a solid basis for future HDTSF research.