Prince Osei Aboagye

Chin-Chia Michael Yeh, Audrey Der, Uday Singh Saini et al.

The Matrix Profile (MP), a versatile tool for time series data mining, has been shown effective in time series anomaly detection (TSAD). This paper delves into the problem of anomaly detection in multidimensional time series, a common occurrence in real-world applications. For instance, in a manufacturing factory, multiple sensors installed across the site collect time-varying data for analysis. The Matrix Profile, named for its role in profiling the matrix storing pairwise distance between subsequences of univariate time series, becomes complex in multidimensional scenarios. If the input univariate time series has n subsequences, the pairwise distance matrix is a n x n matrix. In a multidimensional time series with d dimensions, the pairwise distance information must be stored in a n x n x d tensor. In this paper, we first analyze different strategies for condensing this tensor into a profile vector. We then investigate the potential of extending the MP to efficiently find k-nearest neighbors for anomaly detection. Finally, we benchmark the multidimensional MP against 19 baseline methods on 119 multidimensional TSAD datasets. The experiments covers three learning setups: unsupervised, supervised, and semi-supervised. MP is the only method that consistently delivers high performance across all setups.

Xin Dai, Yujie Fan, Zhongfang Zhuang et al.

Pre-training on large models is prevalent and emerging with the ever-growing user-generated content in many machine learning application categories. It has been recognized that learning contextual knowledge from the datasets depicting user-content interaction plays a vital role in downstream tasks. Despite several studies attempting to learn contextual knowledge via pre-training methods, finding an optimal training objective and strategy for this type of task remains a challenging problem. In this work, we contend that there are two distinct aspects of contextual knowledge, namely the user-side and the content-side, for datasets where user-content interaction can be represented as a bipartite graph. To learn contextual knowledge, we propose a pre-training method that learns a bi-directional mapping between the spaces of the user-side and the content-side. We formulate the training goal as a contrastive learning task and propose a dual-Transformer architecture to encode the contextual knowledge. We evaluate the proposed method for the recommendation task. The empirical studies have demonstrated that the proposed method outperformed all the baselines with significant gains.

Chin-Chia Michael Yeh, Yujie Fan, Xin Dai et al.

Spatial-temporal forecasting systems play a crucial role in addressing numerous real-world challenges. In this paper, we investigate the potential of addressing spatial-temporal forecasting problems using general time series forecasting models, i.e., models that do not leverage the spatial relationships among the nodes. We propose a all-Multi-Layer Perceptron (all-MLP) time series forecasting architecture called RPMixer. The all-MLP architecture was chosen due to its recent success in time series forecasting benchmarks. Furthermore, our method capitalizes on the ensemble-like behavior of deep neural networks, where each individual block within the network behaves like a base learner in an ensemble model, particularly when identity mapping residual connections are incorporated. By integrating random projection layers into our model, we increase the diversity among the blocks' outputs, thereby improving the overall performance of the network. Extensive experiments conducted on the largest spatial-temporal forecasting benchmark datasets demonstrate that the proposed method outperforms alternative methods, including both spatial-temporal graph models and general forecasting models.