Zhipeng Liu

Xiaosha Xue, Peibo Duan, Zhipeng Liu et al.

Accurately predicting stock market movements remains a formidable challenge due to the inherent volatility and complex interdependencies among stocks. Although multi-scale Graph Neural Networks (GNNs) hold potential for modeling these relationships, they frequently neglect two key points: the subtle intra-attribute patterns within each stock affecting inter-stock correlation, and the biased attention to coarse- and fine-grained features during multi-scale sampling. To overcome these challenges, we introduce MS-HGFN (Multi-Scale Hierarchical Graph Fusion Network). The model features a hierarchical GNN module that forms dynamic graphs by learning patterns from intra-attributes and features from inter-attributes over different time scales, thus comprehensively capturing spatio-temporal dependencies. Additionally, a top-down gating approach facilitates the integration of multi-scale spatio-temporal features, preserving critical coarse- and fine-grained features without too much interference. Experiments utilizing real-world datasets from U.S. and Chinese stock markets demonstrate that MS-HGFN outperforms both traditional and advanced models, yielding up to a 1.4% improvement in prediction accuracy and enhanced stability in return simulations. The code is available at https://anonymous.4open.science/r/MS-HGFN.

Zhiyu Yin, Zhipeng Liu, Kehai Chen et al.

While current video generation focuses on text or image conditions, practical applications like video editing and vlogging often need to seamlessly connect separate clips. In our work, we introduce Video Connecting, an innovative task that aims to generate smooth intermediate video content between given start and end clips. However, the absence of standardized evaluation benchmarks has hindered the development of this task. To bridge this gap, we proposed VC-Bench, a novel benchmark specifically designed for video connecting. It includes 1,579 high-quality videos collected from public platforms, covering 15 main categories and 72 subcategories to ensure diversity and structure. VC-Bench focuses on three core aspects: Video Quality Score VQS, Start-End Consistency Score SECS, and Transition Smoothness Score TSS. Together, they form a comprehensive framework that moves beyond conventional quality-only metrics. We evaluated multiple state-of-the-art video generation models on VC-Bench. Experimental results reveal significant limitations in maintaining start-end consistency and transition smoothness, leading to lower overall coherence and fluidity. We expect that VC-Bench will serve as a pioneering benchmark to inspire and guide future research in video connecting. The evaluation metrics and dataset are publicly available at: https://anonymous.4open.science/r/VC-Bench-1B67/.

Zhipeng Liu, Peibo Duan, Binwu Wang et al.

Real-world time series typically exhibit complex temporal variations, making the time series classification task notably challenging. Recent advancements have demonstrated the potential of multi-scale analysis approaches, which provide an effective solution for capturing these complex temporal patterns. However, existing multi-scale analysis-based time series prediction methods fail to eliminate redundant scale-shared features across multi-scale time series, resulting in the model over- or under-focusing on scale-shared features. To address this issue, we propose a novel end-to-end Disentangled Multi-Scale framework for Time Series classification (DisMS-TS). The core idea of DisMS-TS is to eliminate redundant shared features in multi-scale time series, thereby improving prediction performance. Specifically, we propose a temporal disentanglement module to capture scale-shared and scale-specific temporal representations, respectively. Subsequently, to effectively learn both scale-shared and scale-specific temporal representations, we introduce two regularization terms that ensure the consistency of scale-shared representations and the disparity of scale-specific representations across all temporal scales. Extensive experiments conducted on multiple datasets validate the superiority of DisMS-TS over its competitive baselines, with the accuracy improvement up to 9.71%.

Zhipeng Liu, Peibo Duan, Xuan Tang et al.

Although Transformers excel in natural language processing, their extension to time series forecasting remains challenging due to insufficient consideration of the differences between textual and temporal modalities. In this paper, we develop a novel Transformer architecture designed for time series data, aiming to maximize its representational capacity. We identify two key but often overlooked characteristics of time series: (1) unidirectional influence from the past to the future, and (2) the phenomenon of decaying influence over time. These characteristics are introduced to enhance the attention mechanism of Transformers. We propose TimeFormer, whose core innovation is a self-attention mechanism with two modulation terms (MoSA), designed to capture these temporal priors of time series under the constraints of the Hawkes process and causal masking. Additionally, TimeFormer introduces a framework based on multi-scale and subsequence analysis to capture semantic dependencies at different temporal scales, enriching the temporal dependencies. Extensive experiments conducted on multiple real-world datasets show that TimeFormer significantly outperforms state-of-the-art methods, achieving up to a 7.45% reduction in MSE compared to the best baseline and setting new benchmarks on 94.04\% of evaluation metrics. Moreover, we demonstrate that the MoSA mechanism can be broadly applied to enhance the performance of other Transformer-based models.