Peng Chen

Peng Chen, Siyuan Wang, Shiyan Hu et al.

While existing time series foundation models primarily rely on large-scale unimodal pretraining, they lack complementary modalities to enhance time series understanding. Building multimodal foundation models is a natural next step, but it faces key challenges: 1) lack of a unified multimodal pretraining paradigm and large-scale multimodal corpora for time series analysis; 2) how to effectively integrate heterogeneous modalities and enhance model generalization. To address these challenges, we take an early step toward multimodal foundation models for time series analysis. We first propose a multimodal pretraining paradigm that leverages time series with endogenous modalities (derived images and text) and exogenous knowledge (real-world news), providing a comprehensive multi-view perspective for time series analysis. To support this, we develop an automated data construction pipeline to curate MM-TS, the first large-scale multimodal time series dataset spanning six domains, with up to one billion points. Then we propose HORAI, a frequency-enhanced multimodal foundation model. It integrates two core components: the Frequency-enhanced Cross-Modality Encoder and the Time-Frequency Decoder, designed to effectively fuse multimodal features and enhance model generalization across modalities and domains. After pretraining on MM-TS, HORAI achieves state-of-the-art zero-shot performance on time series forecasting and anomaly detection tasks, demonstrating strong generalization.

Yanjie Tong, Peng Chen

Reconstructing high-dimensional spatiotemporal fields from sparse point-sensor measurements is a central challenge in learning parametric PDE dynamics. Existing approaches often struggle to generalize across trajectories and parameter settings, or rely on discretization-tied decoders that do not naturally transfer across meshes and resolutions. We propose STRIDE (Spatio-Temporal Recurrent Implicit DEcoder), a two-stage framework that maps a short window of sensor measurements to a latent state with a temporal encoder and reconstructs the field at arbitrary query locations with a modulated implicit neural representation (INR) decoder. Using the Fourier Multi-Component and Multi-Layer Neural Network (FMMNN) as the INR backbone improves representation of complex spatial fields and yields more stable optimization than sine-based INRs. We provide a conditional theoretical justification: under stable delay observability of point measurements on a low-dimensional parametric invariant set, the reconstruction operator factors through a finite-dimensional embedding, making STRIDE-type architectures natural approximators. Experiments on four challenging benchmarks spanning chaotic dynamics and wave propagation show that STRIDE outperforms strong baselines under extremely sparse sensing, supports super-resolution, and remains robust to noise.