Yunzhong Qiu

Yuxuan Wang, Haixu Wu, Jiaxiang Dong et al.

Deep models have demonstrated remarkable performance in time series forecasting. However, due to the partially-observed nature of real-world applications, solely focusing on the target of interest, so-called endogenous variables, is usually insufficient to guarantee accurate forecasting. Notably, a system is often recorded into multiple variables, where the exogenous variables can provide valuable external information for endogenous variables. Thus, unlike well-established multivariate or univariate forecasting paradigms that either treat all the variables equally or ignore exogenous information, this paper focuses on a more practical setting: time series forecasting with exogenous variables. We propose a novel approach, TimeXer, to ingest external information to enhance the forecasting of endogenous variables. With deftly designed embedding layers, TimeXer empowers the canonical Transformer with the ability to reconcile endogenous and exogenous information, where patch-wise self-attention and variate-wise cross-attention are used simultaneously. Moreover, global endogenous tokens are learned to effectively bridge the causal information underlying exogenous series into endogenous temporal patches. Experimentally, TimeXer achieves consistent state-of-the-art performance on twelve real-world forecasting benchmarks and exhibits notable generality and scalability. Code is available at this repository: https://github.com/thuml/TimeXer.

Jiaxiang Dong, Haixu Wu, Yuxuan Wang et al.

Time series pre-training has recently garnered wide attention for its potential to reduce labeling expenses and benefit various downstream tasks. Prior methods are mainly based on pre-training techniques well-acknowledged in vision or language, such as masked modeling and contrastive learning. However, randomly masking time series or calculating series-wise similarity will distort or neglect inherent temporal correlations crucial in time series data. To emphasize temporal correlation modeling, this paper proposes TimeSiam as a simple but effective self-supervised pre-training framework for Time series based on Siamese networks. Concretely, TimeSiam pre-trains Siamese encoders to capture intrinsic temporal correlations between randomly sampled past and current subseries. With a simple data augmentation method (e.g.~masking), TimeSiam can benefit from diverse augmented subseries and learn internal time-dependent representations through a past-to-current reconstruction. Moreover, learnable lineage embeddings are also introduced to distinguish temporal distance between sampled series and further foster the learning of diverse temporal correlations. TimeSiam consistently outperforms extensive advanced pre-training baselines, demonstrating superior forecasting and classification capabilities across 13 standard benchmarks in both intra- and cross-domain scenarios.

Yiming Huang, Junyan Zhang, Zihao Wang et al.

Large Language Models (LLMs) have become powerful, but hallucinations remain a vital obstacle to their trustworthy use. While previous works improved the capability of hallucination detection by measuring uncertainty, they all lack the ability to explain the provenance behind why hallucinations occur, i.e., which part of the inputs tends to trigger hallucinations. Recent works on the prompt attack indicate that uncertainty exists in semantic propagation, where attention mechanisms gradually fuse local token information into high-level semantics across layers. Meanwhile, uncertainty also emerges in language generation, due to its probability-based selection of high-level semantics for sampled generations. Based on that, we propose RePPL to recalibrate uncertainty measurement by these two aspects, which dispatches explainable uncertainty scores to each token and aggregates in Perplexity-style Log-Average form as total score. Experiments show that our method achieves the best comprehensive detection performance across various QA datasets on advanced models (average AUC of 0.833), and our method is capable of producing token-level uncertainty scores as explanations for the hallucination. Leveraging these scores, we preliminarily find the chaotic pattern of hallucination and showcase its promising usage.