Yan Song

Jun Wang, Meng Fang, Ziyu Wan et al.

In this technical report, we introduce OpenR, an open-source framework designed to integrate key components for enhancing the reasoning capabilities of large language models (LLMs). OpenR unifies data acquisition, reinforcement learning training (both online and offline), and non-autoregressive decoding into a cohesive software platform. Our goal is to establish an open-source platform and community to accelerate the development of LLM reasoning. Inspired by the success of OpenAI's o1 model, which demonstrated improved reasoning abilities through step-by-step reasoning and reinforcement learning, OpenR integrates test-time compute, reinforcement learning, and process supervision to improve reasoning in LLMs. Our work is the first to provide an open-source framework that explores the core techniques of OpenAI's o1 model with reinforcement learning, achieving advanced reasoning capabilities beyond traditional autoregressive methods. We demonstrate the efficacy of OpenR by evaluating it on the MATH dataset, utilising publicly available data and search methods. Our initial experiments confirm substantial gains, with relative improvements in reasoning and performance driven by test-time computation and reinforcement learning through process reward models. The OpenR framework, including code, models, and datasets, is accessible at https://openreasoner.github.io.

Chen Su, Yuanhe Tian, Yan Song

Diffusion models achieve remarkable success in processing images and text, and have been extended to special domains such as time series forecasting (TSF). Existing diffusion-based approaches for TSF primarily focus on modeling single-modality numerical sequences, overlooking the rich multimodal information in time series data. To effectively leverage such information for prediction, we propose a multimodal conditioned diffusion model for TSF, namely, MCD-TSF, to jointly utilize timestamps and texts as extra guidance for time series modeling, especially for forecasting. Specifically, Timestamps are combined with time series to establish temporal and semantic correlations among different data points when aggregating information along the temporal dimension. Texts serve as supplementary descriptions of time series' history, and adaptively aligned with data points as well as dynamically controlled in a classifier-free manner. Extensive experiments on real-world benchmark datasets across eight domains demonstrate that the proposed MCD-TSF model achieves state-of-the-art performance.

Chen Su, Yuanhe Tian, Qinyu Liu et al.

Recently, large language models (LLMs) have demonstrated powerful capabilities in performing various tasks and thus are applied by recent studies to time series forecasting (TSF) tasks, which predict future values with the given historical time series. Existing LLM-based approaches transfer knowledge learned from text data to time series prediction using prompting or fine-tuning strategies. However, LLMs are proficient at reasoning over discrete tokens and semantic patterns but are not initially designed to model continuous numerical time series data. The gaps between text and time series data lead LLMs to achieve inferior performance to a vanilla Transformer model that is directly trained on TSF data. However, the vanilla Transformers often struggle to learn high-level semantic patterns. In this paper, we design a novel Transformer-based architecture that complementarily leverages LLMs and vanilla Transformers, so as to integrate the high-level semantic representations learned by LLMs into the temporal information encoded by time series Transformers, where a hybrid representation is obtained by fusing the representations from the LLM and the Transformer. The resulting fused representation contains both historical temporal dynamics and semantic variation patterns, allowing our model to predict more accurate future values. Experiments on benchmark datasets demonstrate the effectiveness of the proposed approach.

Chen Su, Zhengzhou Cai, Yuanhe Tian et al.

Diffusion models, initially developed for image synthesis, demonstrate remarkable generative capabilities. Recently, their application has expanded to time series forecasting (TSF), yielding promising results. Existing surveys on time series primarily focus on the application of diffusion models to time series tasks or merely provide model-by-model introductions of diffusion-based TSF models, without establishing a systematic taxonomy for existing diffusion-based TSF models. In this survey, we firstly introduce several standard diffusion models and their prevalent variants, explaining their adaptation to TSF tasks. Then, we provide a comprehensive review of diffusion models for TSF, paying special attention to the sources of conditional information and the mechanisms for integrating this conditioning within the models. In analyzing existing approaches using diffusion models for TSF, we provide a systematic categorization and a comprehensive summary of them in this survey. Furthermore, we examine several foundational diffusion models applied to TSF, alongside commonly used datasets and evaluation metrics. Finally, we discuss the progress and limitations of these approaches, as well as potential future research directions for diffusion-based TSF. Overall, this survey offers a comprehensive overview of recent progress and future prospects for diffusion models in TSF, serving as a valuable reference for researchers in the field.