Zhiding Liu

Mingyue Cheng, Xiaoyu Tao, Zhiding Liu et al.

Learning transferable representations from unlabeled time series is crucial for improving performance in data-scarce classification. Existing self-supervised methods often operate at the point level and rely on unidirectional encoding, leading to low semantic density and a mismatch between pre-training and downstream optimization. In this paper, we propose TimeMAE, a self-supervised framework that reformulates masked modeling for time series via semantic unit elevation and decoupled representation learning. Instead of modeling individual time steps, TimeMAE segments time series into non-overlapping sub-series to form semantically enriched units, enabling more informative masked reconstruction while reducing computational cost. To address the representation discrepancy introduced by masking, we design a decoupled masked autoencoder that separately encodes visible and masked regions, avoiding artificial masked tokens in the main encoder. To guide pre-training, we introduce two complementary objectives: masked codeword classification, which discretizes sub-series semantics via a learned tokenizer and masked representation regression, which aligns continuous representations through a momentum-updated target encoder. Extensive experiments on five datasets demonstrate that TimeMAE outperforms competitive baselines, particularly in label-scarce scenarios and transfer learning scenarios.

Mingyue Cheng, Qi Liu, Zhiding Liu et al.

Deep learning-based algorithms, e.g., convolutional networks, have significantly facilitated multivariate time series classification (MTSC) task. Nevertheless, they suffer from the limitation in modeling long-range dependence due to the nature of convolution operations. Recent advancements have shown the potential of transformers to capture long-range dependence. However, it would incur severe issues, such as fixed scale representations, temporal-invariant and quadratic time complexity, with transformers directly applicable to the MTSC task because of the distinct properties of time series data. To tackle these issues, we propose FormerTime, an hierarchical representation model for improving the classification capacity for the MTSC task. In the proposed FormerTime, we employ a hierarchical network architecture to perform multi-scale feature maps. Besides, a novel transformer encoder is further designed, in which an efficient temporal reduction attention layer and a well-informed contextual positional encoding generating strategy are developed. To sum up, FormerTime exhibits three aspects of merits: (1) learning hierarchical multi-scale representations from time series data, (2) inheriting the strength of both transformers and convolutional networks, and (3) tacking the efficiency challenges incurred by the self-attention mechanism. Extensive experiments performed on $10$ publicly available datasets from UEA archive verify the superiorities of the FormerTime compared to previous competitive baselines.

Junzhe Jiang, Shang Qu, Mingyue Cheng et al.

Recommender systems are indispensable in the realm of online applications, and sequential recommendation has enjoyed considerable prevalence due to its capacity to encapsulate the dynamic shifts in user interests. However, previous sequential modeling methods still have limitations in capturing contextual information. The primary reason is the lack of understanding of domain-specific knowledge and item-related textual content. Fortunately, the emergence of powerful language models has unlocked the potential to incorporate extensive world knowledge into recommendation algorithms, enabling them to go beyond simple item attributes and truly understand the world surrounding user preferences. To achieve this, we propose LANCER, which leverages the semantic understanding capabilities of pre-trained language models to generate personalized recommendations. Our approach bridges the gap between language models and recommender systems, resulting in more human-like recommendations. We demonstrate the effectiveness of our approach through a series of experiments conducted on multiple benchmark datasets, showing promising results and providing valuable insights into the influence of our model on sequential recommendation tasks. Furthermore, our experimental codes are publicly available at https://github.com/Gnimixy/lancer.

Mingyue Cheng, Jintao Zhang, Zhiding Liu et al.

Intraoperative hypotension (IOH) prediction using past physiological signals is crucial, as IOH may lead to inadequate organ perfusion and significantly elevate the risk of severe complications and mortality. However, current methods often rely on static modeling, overlooking the complex temporal dependencies and the inherently non-stationary nature of physiological signals. We propose a Hybrid Multi-Factor (HMF) network that formulates IOH prediction as a dynamic sequence forecasting task, explicitly capturing both temporal dependencies and physiological non-stationarity. We represent signal dynamics as multivariate time series and decompose them into trend and seasonal components, enabling separate modeling of long-term and periodic variations. Each component is encoded with a patch-based Transformer to balance computational efficiency and feature representation. To address distributional drift from evolving signals, we introduce a symmetric normalization mechanism. Experiments on both public and real-world clinical datasets show that HMF significantly outperforms competitive baselines. We hope HMF offers new insights into IOH prediction and ultimately promotes safer surgical care. Our code is available at https://github.com/Mingyue-Cheng/HMF.

Zhiding Liu, Jiqian Yang, Mingyue Cheng et al.

Recent efforts have been dedicated to enhancing time series forecasting accuracy by introducing advanced network architectures and self-supervised pretraining strategies. Nevertheless, existing approaches still exhibit two critical drawbacks. Firstly, these methods often rely on a single dataset for training, limiting the model's generalizability due to the restricted scale of the training data. Secondly, the one-step generation schema is widely followed, which necessitates a customized forecasting head and overlooks the temporal dependencies in the output series, and also leads to increased training costs under different horizon length settings. To address these issues, we propose a novel generative pretrained hierarchical transformer architecture for forecasting, named \textbf{GPHT}. There are two aspects of key designs in GPHT. On the one hand, we advocate for constructing a mixed dataset under the channel-independent assumption for pretraining our model, comprising various datasets from diverse data scenarios. This approach significantly expands the scale of training data, allowing our model to uncover commonalities in time series data and facilitating improved transfer to specific datasets. On the other hand, GPHT employs an auto-regressive forecasting approach, effectively modeling temporal dependencies in the output series. Importantly, no customized forecasting head is required, enabling \textit{a single model to forecast at arbitrary horizon settings.} We conduct sufficient experiments on eight datasets with mainstream self-supervised pretraining models and supervised models. The results demonstrated that GPHT surpasses the baseline models across various fine-tuning and zero/few-shot learning settings in the traditional long-term forecasting task. We make our codes publicly available\footnote{https://github.com/icantnamemyself/GPHT}.

Li Li, Mingyue Cheng, Zhiding Liu et al.

Sequential recommendation models user interests based on historical behaviors to provide personalized recommendation. Previous sequential recommendation algorithms primarily employ neural networks to extract features of user interests, achieving good performance. However, due to the recommendation system datasets sparsity, these algorithms often employ small-scale network frameworks, resulting in weaker generalization capability. Recently, a series of sequential recommendation algorithms based on large pre-trained language models have been proposed. Nonetheless, given the real-time demands of recommendation systems, the challenge remains in applying pre-trained language models for rapid recommendations in real scenarios. To address this, we propose a sequential recommendation algorithm based on a pre-trained language model and knowledge distillation. The key of proposed algorithm is to transfer pre-trained knowledge across domains and achieve lightweight inference by knowledge distillation. The algorithm operates in two stages: in the first stage, we fine-tune the pre-trained language model on the recommendation dataset to transfer the pre-trained knowledge to the recommendation task; in the second stage, we distill the trained language model to transfer the learned knowledge to a lightweight model. Extensive experiments on multiple public recommendation datasets show that the proposed algorithm enhances recommendation accuracy and provide timely recommendation services.

Yupeng Li, Ben Chen, Mingyue Cheng et al.

E-commerce search serves as a central interface, connecting user demands with massive product inventories and plays a vital role in our daily lives. However, in real-world applications, it faces challenges, including highly ambiguous queries, noisy product texts with weak semantic order, and diverse user preferences, all of which make it difficult to accurately capture user intent and fine-grained product semantics. In recent years, significant advances in large language models (LLMs) for semantic representation and contextual reasoning have created new opportunities to address these challenges. Nevertheless, existing e-commerce search datasets still suffer from notable limitations: queries are often heuristically constructed, cold-start users and long-tail products are filtered out, query and product texts are anonymized, and most datasets cover only a single stage of the search pipeline. Collectively, these issues constrain research on LLM-based e-commerce search. To address these challenges, we construct and release KuaiSearch. To the best of our knowledge, it is the largest e-commerce search dataset currently available. KuaiSearch is built upon real user search interactions from the Kuaishou platform, preserving authentic user queries and natural-language product texts, covering cold-start users and long-tail products, and systematically spanning three key stages of the search pipeline: recall, ranking, and relevance judgment. We conduct a comprehensive analysis of KuaiSearch from multiple perspectives, including products, users, and queries, and establish benchmark experiments across several representative search tasks. Experimental results demonstrate that KuaiSearch provides a valuable foundation for research on real-world e-commerce search.

Yuze Zhao, Tianyun Ji, Wenjun Feng et al.

The reasoning abilities are one of the most enigmatic and captivating aspects of large language models (LLMs). Numerous studies are dedicated to exploring and expanding the boundaries of this reasoning capability. However, tasks that embody both reasoning and recall characteristics are often overlooked. In this paper, we introduce such a novel task, code reasoning, to provide a new perspective for the reasoning abilities of LLMs. We summarize three meta-benchmarks based on established forms of logical reasoning, and instantiate these into eight specific benchmark tasks. Our testing on these benchmarks reveals that LLMs continue to struggle with identifying satisfactory reasoning pathways. Additionally, we present a new pathway exploration pipeline inspired by human intricate problem-solving methods. This Reflective Hypothesis Decomposition and Amendment (RHDA) pipeline consists of the following iterative steps: (1) Proposing potential hypotheses based on observations and decomposing them; (2) Utilizing tools to validate hypotheses and reflection outcomes; (3) Revising hypothesis in light of observations. Our approach effectively mitigates logical chain collapses arising from forgetting or hallucination issues in multi-step reasoning, resulting in performance gains of up to $3\times$. Finally, we expanded this pipeline by applying it to simulate complex household tasks in real-world scenarios, specifically in VirtualHome, enhancing the handling of failure cases. We release our code and all of results at https://github.com/TnTWoW/code_reasoning.

Jintao Zhang, Mingyue Cheng, Xiaoyu Tao et al.

Time series forecasting models are becoming increasingly prevalent due to their critical role in decision-making across various domains. However, most existing approaches represent the coupled temporal patterns, often neglecting the distinction between their specific components. In particular, fluctuating patterns and smooth trends within time series exhibit distinct characteristics. In this work, to model complicated temporal patterns, we propose a Conditional Denoising Polynomial Modeling (CDPM) framework, where probabilistic diffusion models and deterministic linear models are trained end-to-end. Instead of modeling the coupled time series, CDPM decomposes it into trend and seasonal components for modeling them separately. To capture the fluctuating seasonal component, we employ a probabilistic diffusion model based on statistical properties from the historical window. For the smooth trend component, a module is proposed to enhance linear models by incorporating historical dependencies, thereby preserving underlying trends and mitigating noise distortion. Extensive experiments conducted on six benchmarks demonstrate the effectiveness of our framework, highlighting the potential of combining probabilistic and deterministic models. Our code is available at https://github.com/zjt-gpu/CDPM.

Bokai Pan, Mingyue Cheng, Zhiding Liu et al.

Recently, large language models (LLMs) have shown great promise in time series forecasting. However, most existing LLM-based forecasting methods still follow a static generative paradigm that directly maps historical observations to future values in a single pass. Under this paradigm, forecasting is constrained by limited temporal pattern extraction, single-round acquisition of contextual features, one-shot forecast generation, and lack of support from ensemble forecasts. To address these limitations, in this work, we propose CastFlow, a dynamic agentic forecasting framework that enables multi-view temporal pattern extraction, multi-round contextual features acquisition, iterative forecast refinement, and forecasting with ensemble forecasts. First, CastFlow organizes the forecasting process into planning, action, forecasting, and reflection, establishing an agentic workflow. Second, this workflow is supported by a memory module that retrieves prior experience and a multi-view toolkit that constructs diagnostic evidence and provides a reliable ensemble forecast baseline. Third, CastFlow adopts a role-specialized design that combines general-purpose reasoning with specialized numerical forecasting. Under this design, a frozen LLM preserves general-purpose reasoning, while a fine-tuned domain-specific LLM performs evidence-guided numerical forecasting based on the ensemble forecast baseline, rather than from scratch. To optimize a fine-tuned domain-specific LLM, we further develop a two-stage workflow-oriented training that combines supervised fine-tuning (SFT) and reinforcement learning with verifiable rewards (RLVR). To evaluate the effectiveness of CastFlow, we conduct extensive experiments on diverse datasets and show that it achieves superior overall results against strong baselines. We hope that this work can serve as a step toward more adaptive and accurate time series forecasting.

Tingyue Pan, Mingyue Cheng, Shilong Zhang et al.

Cross-domain time series forecasting is a valuable task in various web applications. Despite its rapid advancement, achieving effective generalization across heterogeneous time series data remains a significant challenge. Existing methods have made progress by extending single-domain models, yet often fall short when facing domain-specific trend shifts and inconsistent periodic patterns. We argue that a key limitation lies in treating temporal series as undifferentiated sequence, without explicitly decoupling their inherent structural components. To address this, we propose OneCast, a structured and modular forecasting framework that decomposes time series into seasonal and trend components, each modeled through tailored generative pathways. Specifically, the seasonal component is captured by a lightweight projection module that reconstructs periodic patterns via interpretable basis functions. In parallel, the trend component is encoded into discrete tokens at segment level via a semantic-aware tokenizer, and subsequently inferred through a masked discrete diffusion mechanism. The outputs from both branches are combined to produce a final forecast that captures seasonal patterns while tracking domain-specific trends. Extensive experiments across eight domains demonstrate that OneCast mostly outperforms state-of-the-art baselines.

Zhiding Liu, Mingyue Cheng, Guanhao Zhao et al.

Time series forecasting plays a vital role in various real-world applications and has attracted significant attention in recent decades. While recent methods have achieved remarkable accuracy by incorporating advanced inductive biases and training strategies, we observe that instance-level variations remain a significant challenge. These variations--stemming from distribution shifts, missing data, and long-tail patterns--often lead to suboptimal forecasts for specific instances, even when overall performance appears strong. To address this issue, we propose a model-agnostic framework, PIR, designed to enhance forecasting performance through Post-forecasting Identification and Revision. Specifically, PIR first identifies biased forecasting instances by estimating their accuracy. Based on this, the framework revises the forecasts using contextual information, including covariates and historical time series, from both local and global perspectives in a post-processing fashion. Extensive experiments on real-world datasets with mainstream forecasting models demonstrate that PIR effectively mitigates instance-level errors and significantly improves forecasting reliability.

Zhiding Liu, Jiqian Yang, Qingyang Mao et al.

Multivariate time series forecasting plays a crucial role in various real-world applications. Significant efforts have been made to integrate advanced network architectures and training strategies that enhance the capture of temporal dependencies, thereby improving forecasting accuracy. On the other hand, mainstream approaches typically utilize a single unified model with simplistic channel-mixing embedding or cross-channel attention operations to account for the critical intricate inter-channel dependencies. Moreover, some methods even trade capacity for robust prediction based on the channel-independent assumption. Nonetheless, as time series data may display distinct evolving patterns due to the unique characteristics of each channel (including multiple strong seasonalities and trend changes), the unified modeling methods could yield suboptimal results. To this end, we propose DisenTS, a tailored framework for modeling disentangled channel evolving patterns in general multivariate time series forecasting. The central idea of DisenTS is to model the potential diverse patterns within the multivariate time series data in a decoupled manner. Technically, the framework employs multiple distinct forecasting models, each tasked with uncovering a unique evolving pattern. To guide the learning process without supervision of pattern partition, we introduce a novel Forecaster Aware Gate (FAG) module that generates the routing signals adaptively according to both the forecasters' states and input series' characteristics. The forecasters' states are derived from the Linear Weight Approximation (LWA) strategy, which quantizes the complex deep neural networks into compact matrices. Additionally, the Similarity Constraint (SC) is further proposed to guide each model to specialize in an underlying pattern by minimizing the mutual information between the representations.

Mingyue Cheng, Yiheng Chen, Qi Liu et al.

For the advancements of time series classification, scrutinizing previous studies, most existing methods adopt a common learning-to-classify paradigm - a time series classifier model tries to learn the relation between sequence inputs and target label encoded by one-hot distribution. Although effective, this paradigm conceals two inherent limitations: (1) encoding target categories with one-hot distribution fails to reflect the comparability and similarity between labels, and (2) it is very difficult to learn transferable model across domains, which greatly hinder the development of universal serving paradigm. In this work, we propose InstructTime, a novel attempt to reshape time series classification as a learning-to-generate paradigm. Relying on the powerful generative capacity of the pre-trained language model, the core idea is to formulate the classification of time series as a multimodal understanding task, in which both task-specific instructions and raw time series are treated as multimodal inputs while the label information is represented by texts. To accomplish this goal, three distinct designs are developed in the InstructTime. Firstly, a time series discretization module is designed to convert continuous time series into a sequence of hard tokens to solve the inconsistency issue across modal inputs. To solve the modality representation gap issue, for one thing, we introduce an alignment projected layer before feeding the transformed token of time series into language models. For another, we highlight the necessity of auto-regressive pre-training across domains, which can facilitate the transferability of the language model and boost the generalization performance. Extensive experiments are conducted over benchmark datasets, whose results uncover the superior performance of InstructTime and the potential for a universal foundation model in time series classification.