TimePerceiver: An Encoder-Decoder Framework for Generalized Time-Series ForecastingJaebin Lee, Hankook Lee
In machine learning, effective modeling requires a holistic consideration of how to encode inputs, make predictions (i.e., decoding), and train the model. However, in time-series forecasting, prior work has predominantly focused on encoder design, often treating prediction and training as separate or secondary concerns. In this paper, we propose TimePerceiver, a unified encoder-decoder forecasting framework that is tightly aligned with an effective training strategy. To be specific, we first generalize the forecasting task to include diverse temporal prediction objectives such as extrapolation, interpolation, and imputation. Since this generalization requires handling input and target segments that are arbitrarily positioned along the temporal axis, we design a novel encoder-decoder architecture that can flexibly perceive and adapt to these varying positions. For encoding, we introduce a set of latent bottleneck representations that can interact with all input segments to jointly capture temporal and cross-channel dependencies. For decoding, we leverage learnable queries corresponding to target timestamps to effectively retrieve relevant information. Extensive experiments demonstrate that our framework consistently and significantly outperforms prior state-of-the-art baselines across a wide range of benchmark datasets. The code is available at https://github.com/efficient-learning-lab/TimePerceiver.
5.8AIAug 19, 2024
Partial-Multivariate Model for ForecastingJaehoon Lee, Hankook Lee, Sungik Choi et al.
When solving forecasting problems including multiple time-series features, existing approaches often fall into two extreme categories, depending on whether to utilize inter-feature information: univariate and complete-multivariate models. Unlike univariate cases which ignore the information, complete-multivariate models compute relationships among a complete set of features. However, despite the potential advantage of leveraging the additional information, complete-multivariate models sometimes underperform univariate ones. Therefore, our research aims to explore a middle ground between these two by introducing what we term Partial-Multivariate models where a neural network captures only partial relationships, that is, dependencies within subsets of all features. To this end, we propose PMformer, a Transformer-based partial-multivariate model, with its training algorithm. We demonstrate that PMformer outperforms various univariate and complete-multivariate models, providing a theoretical rationale and empirical analysis for its superiority. Additionally, by proposing an inference technique for PMformer, the forecasting accuracy is further enhanced. Finally, we highlight other advantages of PMformer: efficiency and robustness under missing features.
3.7CVAug 27, 2024
Diffusion based Semantic Outlier Generation via Nuisance Awareness for Out-of-Distribution DetectionSuhee Yoon, Sanghyu Yoon, Ye Seul Sim et al.
Out-of-distribution (OOD) detection, which determines whether a given sample is part of the in-distribution (ID), has recently shown promising results through training with synthetic OOD datasets. Nonetheless, existing methods often produce outliers that are considerably distant from the ID, showing limited efficacy for capturing subtle distinctions between ID and OOD. To address these issues, we propose a novel framework, Semantic Outlier generation via Nuisance Awareness (SONA), which notably produces challenging outliers by directly leveraging pixel-space ID samples through diffusion models. Our approach incorporates SONA guidance, providing separate control over semantic and nuisance regions of ID samples. Thereby, the generated outliers achieve two crucial properties: (i) they present explicit semantic-discrepant information, while (ii) maintaining various levels of nuisance resemblance with ID. Furthermore, the improved OOD detector training with SONA outliers facilitates learning with a focus on semantic distinctions. Extensive experiments demonstrate the effectiveness of our framework, achieving an impressive AUROC of 88% on near-OOD datasets, which surpasses the performance of baseline methods by a significant margin of approximately 6%.