Yifan Hu

2papers

2 Papers

3.6CVDec 25, 2025Code
CCAD: Compressed Global Feature Conditioned Anomaly Detection

Xiao Jin, Liang Diao, Qixin Xiao et al.

Anomaly detection holds considerable industrial significance, especially in scenarios with limited anomalous data. Currently, reconstruction-based and unsupervised representation-based approaches are the primary focus. However, unsupervised representation-based methods struggle to extract robust features under domain shift, whereas reconstruction-based methods often suffer from low training efficiency and performance degradation due to insufficient constraints. To address these challenges, we propose a novel method named Compressed Global Feature Conditioned Anomaly Detection (CCAD). CCAD synergizes the strengths of both paradigms by adapting global features as a new modality condition for the reconstruction model. Furthermore, we design an adaptive compression mechanism to enhance both generalization and training efficiency. Extensive experiments demonstrate that CCAD consistently outperforms state-of-the-art methods in terms of AUC while achieving faster convergence. In addition, we contribute a reorganized and re-annotated version of the DAGM 2007 dataset with new annotations to further validate our method's effectiveness. The code for reproducing main results is available at https://github.com/chloeqxq/CCAD.

2.7LGJan 30Code
From Observations to States: Latent Time Series Forecasting

Jie Yang, Yifan Hu, Yuante Li et al.

Deep learning has achieved strong performance in Time Series Forecasting (TSF). However, we identify a critical representation paradox, termed Latent Chaos: models with accurate predictions often learn latent representations that are temporally disordered and lack continuity. We attribute this phenomenon to the dominant observation-space forecasting paradigm. Most TSF models minimize point-wise errors on noisy and partially observed data, which encourages shortcut solutions instead of the recovery of underlying system dynamics. To address this issue, we propose Latent Time Series Forecasting (LatentTSF), a novel paradigm that shifts TSF from observation regression to latent state prediction. Specifically, LatentTSF employs an AutoEncoder to project observations at each time step into a higher-dimensional latent state space. This expanded representation aims to capture underlying system variables and impose a smoother temporal structure. Forecasting is then performed entirely in the latent space, allowing the model to focus on learning structured temporal dynamics. Theoretical analysis demonstrates that our proposed latent objectives implicitly maximize mutual information between predicted latent states and ground-truth states and observations. Extensive experiments on widely-used benchmarks confirm that LatentTSF effectively mitigates latent chaos, achieving superior performance. Our code is available in https://github.com/Muyiiiii/LatentTSF.