Bin Zhang

Zhipeng Liu, Peibo Duan, Binwu Wang et al.

Real-world time series typically exhibit complex temporal variations, making the time series classification task notably challenging. Recent advancements have demonstrated the potential of multi-scale analysis approaches, which provide an effective solution for capturing these complex temporal patterns. However, existing multi-scale analysis-based time series prediction methods fail to eliminate redundant scale-shared features across multi-scale time series, resulting in the model over- or under-focusing on scale-shared features. To address this issue, we propose a novel end-to-end Disentangled Multi-Scale framework for Time Series classification (DisMS-TS). The core idea of DisMS-TS is to eliminate redundant shared features in multi-scale time series, thereby improving prediction performance. Specifically, we propose a temporal disentanglement module to capture scale-shared and scale-specific temporal representations, respectively. Subsequently, to effectively learn both scale-shared and scale-specific temporal representations, we introduce two regularization terms that ensure the consistency of scale-shared representations and the disparity of scale-specific representations across all temporal scales. Extensive experiments conducted on multiple datasets validate the superiority of DisMS-TS over its competitive baselines, with the accuracy improvement up to 9.71%.

Zhipeng Liu, Peibo Duan, Xuan Tang et al.

Although Transformers excel in natural language processing, their extension to time series forecasting remains challenging due to insufficient consideration of the differences between textual and temporal modalities. In this paper, we develop a novel Transformer architecture designed for time series data, aiming to maximize its representational capacity. We identify two key but often overlooked characteristics of time series: (1) unidirectional influence from the past to the future, and (2) the phenomenon of decaying influence over time. These characteristics are introduced to enhance the attention mechanism of Transformers. We propose TimeFormer, whose core innovation is a self-attention mechanism with two modulation terms (MoSA), designed to capture these temporal priors of time series under the constraints of the Hawkes process and causal masking. Additionally, TimeFormer introduces a framework based on multi-scale and subsequence analysis to capture semantic dependencies at different temporal scales, enriching the temporal dependencies. Extensive experiments conducted on multiple real-world datasets show that TimeFormer significantly outperforms state-of-the-art methods, achieving up to a 7.45% reduction in MSE compared to the best baseline and setting new benchmarks on 94.04\% of evaluation metrics. Moreover, we demonstrate that the MoSA mechanism can be broadly applied to enhance the performance of other Transformer-based models.

Yutong Xiong, Xun Zhu, Ming Wu et al.

Sparse meteorological forecasting is indispensable for fine-grained weather forecasting and deserves extensive attention. Recent studies have highlighted the potential of spatio-temporal graph convolutional networks (ST-GCNs) in predicting numerical data from ground weather stations. However, as one of the highest fidelity and lowest latency data, the application of the vision data from satellites in ST-GCNs remains unexplored. There are few studies to demonstrate the effectiveness of combining the above multi-modal data for sparse meteorological forecasting. Towards this objective, we introduce Vision-Numerical Fusion Graph Convolutional Network (VN-Net), which mainly utilizes: 1) Numerical-GCN (N-GCN) to adaptively model the static and dynamic patterns of spatio-temporal numerical data; 2) Vision-LSTM Network (V-LSTM) to capture multi-scale joint channel and spatial features from time series satellite images; 4) a GCN-based decoder to generate hourly predictions of specified meteorological factors. As far as we know, VN-Net is the first attempt to introduce GCN method to utilize multi-modal data for better handling sparse spatio-temporal meteorological forecasting. Our experiments on Weather2k dataset show VN-Net outperforms state-of-the-art by a significant margin on mean absolute error (MAE) and root mean square error (RMSE) for temperature, relative humidity, and visibility forecasting. Furthermore, we conduct interpretation analysis and design quantitative evaluation metrics to assess the impact of incorporating vision data.