Wei Cheng

LG
h-index6
3papers
1,547citations
Novelty33%
AI Score40

3 Papers

25.0LGFeb 13, 2025Code
Harnessing Vision Models for Time Series Analysis: A Survey

Jingchao Ni, Ziming Zhao, ChengAo Shen et al.

Time series analysis has witnessed the inspiring development from traditional autoregressive models, deep learning models, to recent Transformers and Large Language Models (LLMs). Efforts in leveraging vision models for time series analysis have also been made along the way but are less visible to the community due to the predominant research on sequence modeling in this domain. However, the discrepancy between continuous time series and the discrete token space of LLMs, and the challenges in explicitly modeling the correlations of variates in multivariate time series have shifted some research attentions to the equally successful Large Vision Models (LVMs) and Vision Language Models (VLMs). To fill the blank in the existing literature, this survey discusses the advantages of vision models over LLMs in time series analysis. It provides a comprehensive and in-depth overview of the existing methods, with dual views of detailed taxonomy that answer the key research questions including how to encode time series as images and how to model the imaged time series for various tasks. Additionally, we address the challenges in the pre- and post-processing steps involved in this framework and outline future directions to further advance time series analysis with vision models.

7.1LGMay 2, 2025
Where's the liability in the Generative Era? Recovery-based Black-Box Detection of AI-Generated Content

Haoyue Bai, Yiyou Sun, Wei Cheng et al.

The recent proliferation of photorealistic images created by generative models has sparked both excitement and concern, as these images are increasingly indistinguishable from real ones to the human eye. While offering new creative and commercial possibilities, the potential for misuse, such as in misinformation and fraud, highlights the need for effective detection methods. Current detection approaches often rely on access to model weights or require extensive collections of real image datasets, limiting their scalability and practical application in real world scenarios. In this work, we introduce a novel black box detection framework that requires only API access, sidestepping the need for model weights or large auxiliary datasets. Our approach leverages a corrupt and recover strategy: by masking part of an image and assessing the model ability to reconstruct it, we measure the likelihood that the image was generated by the model itself. For black-box models that do not support masked image inputs, we incorporate a cost efficient surrogate model trained to align with the target model distribution, enhancing detection capability. Our framework demonstrates strong performance, outperforming baseline methods by 4.31% in mean average precision across eight diffusion model variant datasets.

32.3LGApr 7, 2017
A Dual-Stage Attention-Based Recurrent Neural Network for Time Series Prediction

Yao Qin, Dongjin Song, Haifeng Chen et al.

The Nonlinear autoregressive exogenous (NARX) model, which predicts the current value of a time series based upon its previous values as well as the current and past values of multiple driving (exogenous) series, has been studied for decades. Despite the fact that various NARX models have been developed, few of them can capture the long-term temporal dependencies appropriately and select the relevant driving series to make predictions. In this paper, we propose a dual-stage attention-based recurrent neural network (DA-RNN) to address these two issues. In the first stage, we introduce an input attention mechanism to adaptively extract relevant driving series (a.k.a., input features) at each time step by referring to the previous encoder hidden state. In the second stage, we use a temporal attention mechanism to select relevant encoder hidden states across all time steps. With this dual-stage attention scheme, our model can not only make predictions effectively, but can also be easily interpreted. Thorough empirical studies based upon the SML 2010 dataset and the NASDAQ 100 Stock dataset demonstrate that the DA-RNN can outperform state-of-the-art methods for time series prediction.