A Time Series is Worth 64 Words: Long-term Forecasting with TransformersYuqi Nie, Nam H. Nguyen, Phanwadee Sinthong et al.
We propose an efficient design of Transformer-based models for multivariate time series forecasting and self-supervised representation learning. It is based on two key components: (i) segmentation of time series into subseries-level patches which are served as input tokens to Transformer; (ii) channel-independence where each channel contains a single univariate time series that shares the same embedding and Transformer weights across all the series. Patching design naturally has three-fold benefit: local semantic information is retained in the embedding; computation and memory usage of the attention maps are quadratically reduced given the same look-back window; and the model can attend longer history. Our channel-independent patch time series Transformer (PatchTST) can improve the long-term forecasting accuracy significantly when compared with that of SOTA Transformer-based models. We also apply our model to self-supervised pre-training tasks and attain excellent fine-tuning performance, which outperforms supervised training on large datasets. Transferring of masked pre-trained representation on one dataset to others also produces SOTA forecasting accuracy. Code is available at: https://github.com/yuqinie98/PatchTST.
19.6LGAug 14, 2023
ST-MLP: A Cascaded Spatio-Temporal Linear Framework with Channel-Independence Strategy for Traffic ForecastingZepu Wang, Yuqi Nie, Peng Sun et al.
The criticality of prompt and precise traffic forecasting in optimizing traffic flow management in Intelligent Transportation Systems (ITS) has drawn substantial scholarly focus. Spatio-Temporal Graph Neural Networks (STGNNs) have been lauded for their adaptability to road graph structures. Yet, current research on STGNNs architectures often prioritizes complex designs, leading to elevated computational burdens with only minor enhancements in accuracy. To address this issue, we propose ST-MLP, a concise spatio-temporal model solely based on cascaded Multi-Layer Perceptron (MLP) modules and linear layers. Specifically, we incorporate temporal information, spatial information and predefined graph structure with a successful implementation of the channel-independence strategy - an effective technique in time series forecasting. Empirical results demonstrate that ST-MLP outperforms state-of-the-art STGNNs and other models in terms of accuracy and computational efficiency. Our finding encourages further exploration of more concise and effective neural network architectures in the field of traffic forecasting.
15.7LGMay 3, 2024
Large Language Models for Mobility Analysis in Transportation Systems: A Survey on Forecasting TasksZijian Zhang, Yujie Sun, Zepu Wang et al.
Mobility analysis is a crucial element in the research area of transportation systems. Forecasting traffic information offers a viable solution to address the conflict between increasing transportation demands and the limitations of transportation infrastructure. Predicting human travel is significant in aiding various transportation and urban management tasks, such as taxi dispatch and urban planning. Machine learning and deep learning methods are favored for their flexibility and accuracy. Nowadays, with the advent of large language models (LLMs), many researchers have combined these models with previous techniques or applied LLMs to directly predict future traffic information and human travel behaviors. However, there is a lack of comprehensive studies on how LLMs can contribute to this field. This survey explores existing approaches using LLMs for time series forecasting problems for mobility in transportation systems. We provide a literature review concerning the forecasting applications within transportation systems, elucidating how researchers utilize LLMs, showcasing recent state-of-the-art advancements, and identifying the challenges that must be overcome to fully leverage LLMs in this domain.
4.2CROct 25, 2024
Collaborative Inference over Wireless Channels with Feature Differential PrivacyMohamed Seif, Yuqi Nie, Andrea J. Goldsmith et al.
Collaborative inference among multiple wireless edge devices has the potential to significantly enhance Artificial Intelligence (AI) applications, particularly for sensing and computer vision. This approach typically involves a three-stage process: a) data acquisition through sensing, b) feature extraction, and c) feature encoding for transmission. However, transmitting the extracted features poses a significant privacy risk, as sensitive personal data can be exposed during the process. To address this challenge, we propose a novel privacy-preserving collaborative inference mechanism, wherein each edge device in the network secures the privacy of extracted features before transmitting them to a central server for inference. Our approach is designed to achieve two primary objectives: 1) reducing communication overhead and 2) ensuring strict privacy guarantees during feature transmission, while maintaining effective inference performance. Additionally, we introduce an over-the-air pooling scheme specifically designed for classification tasks, which provides formal guarantees on the privacy of transmitted features and establishes a lower bound on classification accuracy.
Neural network is heterogeneous: Phase matters moreYuqi Nie, Hui Yuan
We find a heterogeneity in both complex and real valued neural networks with the insight from wave optics, claiming a much more important role of phase than its amplitude counterpart in the weight matrix. In complex-valued neural networks, we show that among different types of pruning, the weight matrix with only phase information preserved achieves the best accuracy, which holds robustly under various settings of depth and width. The conclusion can be generalized to real-valued neural networks, where signs take the place of phases. These inspiring findings enrich the techniques of network pruning and binary computation.