Scalable Transformer for High Dimensional Multivariate Time Series ForecastingXin Zhou, Weiqing Wang, Wray Buntine et al.
Deep models for Multivariate Time Series (MTS) forecasting have recently demonstrated significant success. Channel-dependent models capture complex dependencies that channel-independent models cannot capture. However, the number of channels in real-world applications outpaces the capabilities of existing channel-dependent models, and contrary to common expectations, some models underperform the channel-independent models in handling high-dimensional data, which raises questions about the performance of channel-dependent models. To address this, our study first investigates the reasons behind the suboptimal performance of these channel-dependent models on high-dimensional MTS data. Our analysis reveals that two primary issues lie in the introduced noise from unrelated series that increases the difficulty of capturing the crucial inter-channel dependencies, and challenges in training strategies due to high-dimensional data. To address these issues, we propose STHD, the Scalable Transformer for High-Dimensional Multivariate Time Series Forecasting. STHD has three components: a) Relation Matrix Sparsity that limits the noise introduced and alleviates the memory issue; b) ReIndex applied as a training strategy to enable a more flexible batch size setting and increase the diversity of training data; and c) Transformer that handles 2-D inputs and captures channel dependencies. These components jointly enable STHD to manage the high-dimensional MTS while maintaining computational feasibility. Furthermore, experimental results show STHD's considerable improvement on three high-dimensional datasets: Crime-Chicago, Wiki-People, and Traffic. The source code and dataset are publicly available https://github.com/xinzzzhou/ScalableTransformer4HighDimensionMTSF.git.
41.3HCAug 7, 2021Code
Screen2Words: Automatic Mobile UI Summarization with Multimodal LearningBryan Wang, Gang Li, Xin Zhou et al.
Mobile User Interface Summarization generates succinct language descriptions of mobile screens for conveying important contents and functionalities of the screen, which can be useful for many language-based application scenarios. We present Screen2Words, a novel screen summarization approach that automatically encapsulates essential information of a UI screen into a coherent language phrase. Summarizing mobile screens requires a holistic understanding of the multi-modal data of mobile UIs, including text, image, structures as well as UI semantics, motivating our multi-modal learning approach. We collected and analyzed a large-scale screen summarization dataset annotated by human workers. Our dataset contains more than 112k language summarization across $\sim$22k unique UI screens. We then experimented with a set of deep models with different configurations. Our evaluation of these models with both automatic accuracy metrics and human rating shows that our approach can generate high-quality summaries for mobile screens. We demonstrate potential use cases of Screen2Words and open-source our dataset and model to lay the foundations for further bridging language and user interfaces.
11.4LGMay 21, 2025
MoTime: A Dataset Suite for Multimodal Time Series ForecastingXin Zhou, Weiqing Wang, Francisco J. Baldán et al.
While multimodal data sources are increasingly available from real-world forecasting, most existing research remains on unimodal time series. In this work, we present MoTime, a suite of multimodal time series forecasting datasets that pair temporal signals with external modalities such as text, metadata, and images. Covering diverse domains, MoTime supports structured evaluation of modality utility under two scenarios: 1) the common forecasting task, where varying-length history is available, and 2) cold-start forecasting, where no historical data is available. Experiments show that external modalities can improve forecasting performance in both scenarios, with particularly strong benefits for short series in some datasets, though the impact varies depending on data characteristics. By making datasets and findings publicly available, we aim to support more comprehensive and realistic benchmarks in future multimodal time series forecasting research.
2.1HCMay 17, 2023
Sequential Best-Arm Identification with Application to Brain-Computer InterfaceXin Zhou, Botao Hao, Jian Kang et al.
A brain-computer interface (BCI) is a technology that enables direct communication between the brain and an external device or computer system. It allows individuals to interact with the device using only their thoughts, and holds immense potential for a wide range of applications in medicine, rehabilitation, and human augmentation. An electroencephalogram (EEG) and event-related potential (ERP)-based speller system is a type of BCI that allows users to spell words without using a physical keyboard, but instead by recording and interpreting brain signals under different stimulus presentation paradigms. Conventional non-adaptive paradigms treat each word selection independently, leading to a lengthy learning process. To improve the sampling efficiency, we cast the problem as a sequence of best-arm identification tasks in multi-armed bandits. Leveraging pre-trained large language models (LLMs), we utilize the prior knowledge learned from previous tasks to inform and facilitate subsequent tasks. To do so in a coherent way, we propose a sequential top-two Thompson sampling (STTS) algorithm under the fixed-confidence setting and the fixed-budget setting. We study the theoretical property of the proposed algorithm, and demonstrate its substantial empirical improvement through both synthetic data analysis as well as a P300 BCI speller simulator example.