Songhai Fan

Site Mo, Haoxin Wang, Bixiong Li et al.

Time series is a special type of sequence data, a sequence of real-valued random variables collected at even intervals of time. The real-world multivariate time series comes with noises and contains complicated local and global temporal dynamics, making it difficult to forecast the future time series given the historical observations. This work proposes a simple and effective framework, coined as TimeSQL, which leverages multi-scale patching and smooth quadratic loss (SQL) to tackle the above challenges. The multi-scale patching transforms the time series into two-dimensional patches with different length scales, facilitating the perception of both locality and long-term correlations in time series. SQL is derived from the rational quadratic kernel and can dynamically adjust the gradients to avoid overfitting to the noises and outliers. Theoretical analysis demonstrates that, under mild conditions, the effect of the noises on the model with SQL is always smaller than that with MSE. Based on the two modules, TimeSQL achieves new state-of-the-art performance on the eight real-world benchmark datasets. Further ablation studies indicate that the key modules in TimeSQL could also enhance the results of other models for multivariate time series forecasting, standing as plug-and-play techniques.

Haoxin Wang, Yipeng Mo, Kunlan Xiang et al.

In the domain of multivariate time series analysis, the concept of channel independence has been increasingly adopted, demonstrating excellent performance due to its ability to eliminate noise and the influence of irrelevant variables. However, such a concept often simplifies the complex interactions among channels, potentially leading to information loss. To address this challenge, we propose a strategy of channel independence followed by mixing. Based on this strategy, we introduce CSformer, a novel framework featuring a two-stage multiheaded self-attention mechanism. This mechanism is designed to extract and integrate both channel-specific and sequence-specific information. Distinctively, CSformer employs parameter sharing to enhance the cooperative effects between these two types of information. Moreover, our framework effectively incorporates sequence and channel adapters, significantly improving the model's ability to identify important information across various dimensions. Extensive experiments on several real-world datasets demonstrate that CSformer achieves state-of-the-art results in terms of overall performance.

Vy Vo, Lizhen Qu, Tao Feng et al.

Identifying cause-and-effect relationships is critical to understanding real-world dynamics and ultimately causal reasoning. Existing methods for identifying event causality in NLP, including those based on Large Language Models (LLMs), exhibit difficulties in out-of-distribution settings due to the limited scale and heavy reliance on lexical cues within available benchmarks. Modern benchmarks, inspired by probabilistic causal inference, have attempted to construct causal graphs of events as a robust representation of causal knowledge, where \texttt{CRAB} \citep{romanou2023crab} is one such recent benchmark along this line. In this paper, we introduce \texttt{ACCESS}, a benchmark designed for discovery and reasoning over abstract causal events. Unlike existing resources, \texttt{ACCESS} focuses on causality of everyday life events on the abstraction level. We propose a pipeline for identifying abstractions for event generalizations from \texttt{GLUCOSE} \citep{mostafazadeh-etal-2020-glucose}, a large-scale dataset of implicit commonsense causal knowledge, from which we subsequently extract $1,4$K causal pairs. Our experiments highlight the ongoing challenges of using statistical methods and/or LLMs for automatic abstraction identification and causal discovery in NLP. Nonetheless, we demonstrate that the abstract causal knowledge provided in \texttt{ACCESS} can be leveraged for enhancing QA reasoning performance in LLMs.