Minhao Liu

Minhao Liu, Ailing Zeng, Muxi Chen et al.

One unique property of time series is that the temporal relations are largely preserved after downsampling into two sub-sequences. By taking advantage of this property, we propose a novel neural network architecture that conducts sample convolution and interaction for temporal modeling and forecasting, named SCINet. Specifically, SCINet is a recursive downsample-convolve-interact architecture. In each layer, we use multiple convolutional filters to extract distinct yet valuable temporal features from the downsampled sub-sequences or features. By combining these rich features aggregated from multiple resolutions, SCINet effectively models time series with complex temporal dynamics. Experimental results show that SCINet achieves significant forecasting accuracy improvements over both existing convolutional models and Transformer-based solutions across various real-world time series forecasting datasets. Our codes and data are available at https://github.com/cure-lab/SCINet.

Minhao Liu, Ailing Zeng, Qiuxia Lai et al.

Sensor-based time series analysis is an essential task for applications such as activity recognition and brain-computer interface. Recently, features extracted with deep neural networks (DNNs) are shown to be more effective than conventional hand-crafted ones. However, most of these solutions rely solely on the network to extract application-specific information carried in the sensor data. Motivated by the fact that usually a small subset of the frequency components carries the primary information for sensor data, we propose a novel tree-structured wavelet neural network for sensor data analysis, namely \emph{T-WaveNet}. To be specific, with T-WaveNet, we first conduct a power spectrum analysis for the sensor data and decompose the input signal into various frequency subbands accordingly. Then, we construct a tree-structured network, and each node on the tree (corresponding to a frequency subband) is built with an invertible neural network (INN) based wavelet transform. By doing so, T-WaveNet provides more effective representation for sensor information than existing DNN-based techniques, and it achieves state-of-the-art performance on various sensor datasets, including UCI-HAR for activity recognition, OPPORTUNITY for gesture recognition, BCICIV2a for intention recognition, and NinaPro DB1 for muscular movement recognition.