Xiaobei Zou

Kexuan Zhang, Xiaobei Zou, Yang Tang

Time series analysis is a vital task with broad applications in various domains. However, effectively capturing cross-dimension and cross-time dependencies in non-stationary time series poses significant challenges, particularly in the context of environmental factors. The spurious correlation induced by the environment confounds the causal relationships between cross-dimension and cross-time dependencies. In this paper, we introduce a novel framework called Caformer (\underline{\textbf{Ca}}usal Trans\underline{\textbf{former}}) for time series analysis from a causal perspective. Specifically, our framework comprises three components: Dynamic Learner, Environment Learner, and Dependency Learner. The Dynamic Learner unveils dynamic interactions among dimensions, the Environment Learner mitigates spurious correlations caused by environment with a back-door adjustment, and the Dependency Learner aims to infer robust interactions across both time and dimensions. Our Caformer demonstrates consistent state-of-the-art performance across five mainstream time series analysis tasks, including long- and short-term forecasting, imputation, classification, and anomaly detection, with proper interpretability.

Xiaobei Zou, Luolin Xiong, Yang Tang et al.

Spatio-temporal forecasting in various domains, like traffic prediction and weather forecasting, is a challenging endeavor, primarily due to the difficulties in modeling propagation dynamics and capturing high-dimensional interactions among nodes. Despite the significant strides made by graph-based networks in spatio-temporal forecasting, there remain two pivotal factors closely related to forecasting performance that need further consideration: time delays in propagation dynamics and multi-scale high-dimensional interactions. In this work, we present a Series-Aligned Multi-Scale Graph Learning (SAMSGL) framework, aiming to enhance forecasting performance. In order to handle time delays in spatial interactions, we propose a series-aligned graph convolution layer to facilitate the aggregation of non-delayed graph signals, thereby mitigating the influence of time delays for the improvement in accuracy. To understand global and local spatio-temporal interactions, we develop a spatio-temporal architecture via multi-scale graph learning, which encompasses two essential components: multi-scale graph structure learning and graph-fully connected (Graph-FC) blocks. The multi-scale graph structure learning includes a global graph structure to learn both delayed and non-delayed node embeddings, as well as a local one to learn node variations influenced by neighboring factors. The Graph-FC blocks synergistically fuse spatial and temporal information to boost prediction accuracy. To evaluate the performance of SAMSGL, we conduct experiments on meteorological and traffic forecasting datasets, which demonstrate its effectiveness and superiority.

Xiaobei Zou, Luolin Xiong, Kexuan Zhang et al.

Accurate predictions of spatio-temporal systems are crucial for tasks such as system management, control, and crisis prevention. However, the inherent time variance of many spatio-temporal systems poses challenges to achieving accurate predictions whenever stationarity is not granted. In order to address non-stationarity, we propose a Distribution and Relation Adaptive Network (DRAN) capable of dynamically adapting to relation and distribution changes over time. While temporal normalization and de-normalization are frequently used techniques to adapt to distribution shifts, this operation is not suitable for the spatio-temporal context as temporal normalization scales the time series of nodes and possibly disrupts the spatial relations among nodes. In order to address this problem, a Spatial Factor Learner (SFL) module is developed that enables the normalization and de-normalization process. To adapt to dynamic changes in spatial relationships among sensors, we propose a Dynamic-Static Fusion Learner (DSFL) module that effectively integrates features learned from both dynamic and static relations through an adaptive fusion ratio mechanism. Furthermore, we introduce a Stochastic Learner to capture the noisy components of spatio-temporal representations. Our approach outperforms state-of-the-art methods on weather prediction and traffic flow forecasting tasks.Experimental results show that our SFL efficiently preserves spatial relationships across various temporal normalization operations. Visualizations of the learned dynamic and static relations demonstrate that DSFL can capture both local and distant relationships between nodes.