Man Xu

Haijian Lai, Bowen Liu, Man Xu et al.

We introduce an empowered transposed Fully Connected Weighted (t-FCW) graph representation to embed point clouds into a metric space. While original t-FCW has shown promising results for point cloud classification, the reasons behind its effectiveness and its broader applicability remained unclear. In this work, we analyze the properties that make the empowered and original t-FCW effective and design a network that uses the empowered t-FCW exclusively as feature extractors. From an interpretability perspective, we build memory banks for classification, part segmentation, and semantic segmentation using the empowered t-FCW. Our analysis reveals that the empowered t-FCW inherits robustness from surface descriptors, provides interpretability through dimension-wise relations. These properties enable a highly efficient and interpretable network, which processes the ModelNet40 classification problem in approximately 7 seconds on an NVIDIA RTX A5000 GPU. Importantly, empowered t-FCW can function both as a lightweight standalone baseline and as a complementary plug-in to existing deep models.

Wenzhe Niu, Zongxia Xie, Yanru Sun et al.

Recent research has shown an increasing interest in utilizing pre-trained large language models (LLMs) for a variety of time series applications. However, there are three main challenges when using LLMs as foundational models for time series forecasting: (1) Cross-domain generalization. (2) Cross-modality alignment. (3) Error accumulation in autoregressive frameworks. To address these challenges, we proposed LangTime, a language-guided unified model for time series forecasting that incorporates cross-domain pre-training with reinforcement learning-based fine-tuning. Specifically, LangTime constructs Temporal Comprehension Prompts (TCPs), which include dataset-wise and channel-wise instructions, to facilitate domain adaptation and condense time series into a single token, enabling LLMs to understand better and align temporal data. To improve autoregressive forecasting, we introduce TimePPO, a reinforcement learning-based fine-tuning algorithm. TimePPO mitigates error accumulation by leveraging a multidimensional rewards function tailored for time series and a repeat-based value estimation strategy. Extensive experiments demonstrate that LangTime achieves state-of-the-art cross-domain forecasting performance, while TimePPO fine-tuning effectively enhances the stability and accuracy of autoregressive forecasting.