Jilin Hu

Xingjian Wu, Junkai Lu, Zhengyu Li et al.

Time series data widely exist in real-world cyber-physical systems. Though analyzing and interpreting them contributes to significant values, e.g, disaster prediction and financial risk control, current workflows mainly rely on human data scientists, which requires significant labor costs and lacks automation. To tackle this, we introduce TimeART, a framework fusing the analytical capability of strong out-of-the-box tools and the reasoning capability of Large Language Models (LLMs), which serves as a fully agentic data scientist for Time Series Question Answering (TSQA). To teach the LLM-based Time Series Reasoning Models (TSRMs) strategic tool-use, we also collect a 100k expert trajectory corpus called TimeToolBench. To enhance TSRMs' generalization capability, we then devise a four-stage training strategy, which boosts TSRMs through learning from their own early experiences and self-reflections. Experimentally, we train an 8B TSRM on TimeToolBench and equip it with the TimeART framework, and it achieves consistent state-of-the-art performance on multiple TSQA tasks, which pioneers a novel approach towards agentic time series reasoning.

Xiaowei Mao, Huihu Ding, Yan Lin et al.

Imputing missing values in spatial-temporal traffic data is essential for intelligent transportation systems. Among advanced imputation methods, score-based diffusion models have demonstrated competitive performance. These models generate data by reversing a noising process, using observed values as conditional guidance. However, existing diffusion models typically apply a uniform guidance scale across both spatial and temporal dimensions, which is inadequate for nodes with high missing data rates. Sparse observations provide insufficient conditional guidance, causing the generative process to drift toward the learned prior distribution rather than closely following the conditional observations, resulting in suboptimal imputation performance. To address this, we propose FENCE, a spatial-temporal feedback diffusion guidance method designed to adaptively control guidance scales during imputation. First, FENCE introduces a dynamic feedback mechanism that adjusts the guidance scale based on the posterior likelihood approximations. The guidance scale is increased when generated values diverge from observations and reduced when alignment improves, preventing overcorrection. Second, because alignment to observations varies across nodes and denoising steps, a global guidance scale for all nodes is suboptimal. FENCE computes guidance scales at the cluster level by grouping nodes based on their attention scores, leveraging spatial-temporal correlations to provide more accurate guidance. Experimental results on real-world traffic datasets show that FENCE significantly enhances imputation accuracy.

Hongfan Gao, Wangmeng Shen, Xiangfei Qiu et al.

Probabilistic time series imputation has been widely applied in real-world scenarios due to its ability for uncertainty estimation and denoising diffusion probabilistic models~(DDPMs) have achieved great success in probabilistic time series imputation tasks with its power to model complex distributions. However, current DDPM-based probabilistic time series imputation methodologies are confronted with two types of challenges: 1)\textit{The backbone modules of the denoising parts are not capable of achieving sequence modeling with low time complexity.} 2)~\textit{The architecture of denoising modules can not handle the dependencies in the time series data effectively.} To address the first challenge, we explore the potential of state space model, namely Mamba, as the backbone denoising module for DDPMs. To tackle the second challenge, we carefully devise several SSM-based blocks for time series data modeling. Experimental results demonstrate that our approach can achieve state-of-the-art time series imputation results on multiple real-world datasets. Our datasets and code are available at \href{https://github.com/decisionintelligence/SSD-TS/}{https://github.com/decisionintelligence/SSD-TS/}

Xiangyu Xu, Qingsong Zhong, Jilin Hu

Generative modeling offers a promising solution to data scarcity and privacy challenges in time series analysis. However, the structural complexity of time series, characterized by multi-scale temporal patterns and heterogeneous components, remains insufficiently addressed. In this work, we propose a structure-disentangled multiscale generation framework for time series. Our approach encodes sequences into discrete tokens at multiple temporal resolutions and performs autoregressive generation in a coarse-to-fine manner, thereby preserving hierarchical dependencies. To tackle structural heterogeneity, we introduce a dual-path VQ-VAE that disentangles trend and seasonal components, enabling the learning of semantically consistent latent representations. Additionally, we present a guidance-based reconstruction strategy, where coarse seasonal signals are utilized as priors to guide the reconstruction of fine-grained seasonal patterns. Experiments on six datasets show that our approach produces higher-quality time series than existing methods. Notably, our model achieves strong performance with a significantly reduced parameter count and exhibits superior capability in generating high-quality long-term sequences. Our implementation is available at https://anonymous.4open.science/r/TimeMAR-BC5B.

Haichen Wang, Liu Yang, Xinyuan Zhang et al.

Passenger demand forecasting helps optimize vehicle scheduling, thereby improving urban efficiency. Recently, attention-based methods have been used to adequately capture the dynamic nature of spatio-temporal data. However, existing methods that rely on heuristic masking strategies cannot fully adapt to the complex spatio-temporal correlations, hindering the model from focusing on the right context. These works also overlook the high-level correlations that exist in the real world. Effectively integrating these high-level correlations with the original correlations is crucial. To fill this gap, we propose the Aggregation Differential Transformer (ADFormer), which offers new insights to demand forecasting promotion. Specifically, we utilize Differential Attention to capture the original spatial correlations and achieve attention denoising. Meanwhile, we design distinct aggregation strategies based on the nature of space and time. Then, the original correlations are unified with the high-level correlations, enabling the model to capture holistic spatio-temporal relations. Experiments conducted on taxi and bike datasets confirm the effectiveness and efficiency of our model, demonstrating its practical value. The code is available at https://github.com/decisionintelligence/ADFormer.

Zhe Li, Xiangfei Qiu, Peng Chen et al.

Time Series Forecasting (TSF) is key functionality in numerous fields, such as financial investment, weather services, and energy management. Although increasingly capable TSF methods occur, many of them require domain-specific data collection and model training and do not generalize well when applied in other domains. Time Series Foundation Models (TSFMs) that are pre-trained on massive heterogeneous time series data aim to overcome these limitations. The prospects for generalizability have spurred the development of a new generation of TSFMs. This study proposes a benchmark, TSFM-Bench, to facilitate comprehensive and unified evaluation of TSFMs. TSFM-Bench covers a wide range of TSFMs, including those based on large language models and those pre-trained on time series data. TSFM-Bench supports multiple forecasting scenarios, including zero-shot, few-shot, and full-shot, enabling assessment across the full range of adaptation strategies. TSFM-Bench also provides a standardized experimental protocols for critical evaluation processes such as dataset splitting, loading, normalization, and few-shot sampling, facilitating consistency and fairness. We report on an extensive evaluation of TSFMs across a diverse range of datasets spanning multiple domains and exhibiting varied statistical characteristics. Specifically, we identify pros and cons and inherent limitations of existing TSFMs, and we propose potential directions for new model designs.

Chenxu Han, Sean Bin Yang, Jilin Hu

Map matching for sparse trajectories is a fundamental problem for many trajectory-based applications, e.g., traffic scheduling and traffic flow analysis. Existing methods for map matching are generally based on Hidden Markov Model (HMM) or encoder-decoder framework. However, these methods continue to face significant challenges when handling noisy or sparsely sampled GPS trajectories. To address these limitations, we propose DiffMM, an encoder-diffusion-based map matching framework that produces effective yet efficient matching results through a one-step diffusion process. We first introduce a road segment-aware trajectory encoder that jointly embeds the input trajectory and its surrounding candidate road segments into a shared latent space through an attention mechanism. Next, we propose a one step diffusion method to realize map matching through a shortcut model by leveraging the joint embedding of the trajectory and candidate road segments as conditioning context. We conduct extensive experiments on large-scale trajectory datasets, demonstrating that our approach consistently outperforms state-of-the-art map matching methods in terms of both accuracy and efficiency, particularly for sparse trajectories and complex road network topologies.

Xingjian Wu, Xiangfei Qiu, Hongfan Gao et al.

Probabilistic Time Series Forecasting (PTSF) plays a crucial role in decision-making across various fields, including economics, energy, and transportation. Most existing methods excell at short-term forecasting, while overlooking the hurdles of Long-term Probabilistic Time Series Forecasting (LPTSF). As the forecast horizon extends, the inherent nonlinear dynamics have a significant adverse effect on prediction accuracy, and make generative models inefficient by increasing the cost of each iteration. To overcome these limitations, we introduce $K^2$VAE, an efficient VAE-based generative model that leverages a KoopmanNet to transform nonlinear time series into a linear dynamical system, and devises a KalmanNet to refine predictions and model uncertainty in such linear system, which reduces error accumulation in long-term forecasting. Extensive experiments demonstrate that $K^2$VAE outperforms state-of-the-art methods in both short- and long-term PTSF, providing a more efficient and accurate solution.