Ruijun Ma

Kin G. Olivares, Geoffrey Négiar, Ruijun Ma et al. · berkeley

Obtaining accurate probabilistic forecasts is an operational challenge in many applications, such as energy management, climate forecasting, supply chain planning, and resource allocation. Many of these applications present a natural hierarchical structure over the forecasted quantities; and forecasting systems that adhere to this hierarchical structure are said to be coherent. Furthermore, operational planning benefits from the accuracy at all levels of the aggregation hierarchy. However, building accurate and coherent forecasting systems is challenging: classic multivariate time series tools and neural network methods are still being adapted for this purpose. In this paper, we augment an MQForecaster neural network architecture with a modified multivariate Gaussian factor model that achieves coherence by construction. The factor model samples can be differentiated with respect to the model parameters, allowing optimization on arbitrary differentiable learning objectives that align with the forecasting system's goals, including quantile loss and the scaled Continuous Ranked Probability Score (CRPS). We call our method the Coherent Learning Objective Reparametrization Neural Network (CLOVER). In comparison to state-of-the-art coherent forecasting methods, CLOVER achieves significant improvements in scaled CRPS forecast accuracy, with average gains of 15%, as measured on six publicly-available datasets.

Andres Potapczynski, Ravi Kiran Selvam, Tatiana Konstantinova et al.

In many time series forecasting settings, the target time series is accompanied by exogenous covariates, such as promotions and prices in retail demand; temperature in energy load; calendar and holiday indicators for traffic or sales; and grid load or fuel costs in electricity pricing. Ignoring these exogenous signals can substantially degrade forecasting accuracy, particularly when they drive spikes, discontinuities, or regime and phase changes in the target series. Most current time series foundation models (e.g., Chronos, Sundial, TimesFM, TimeMoE, TimeLLM, and LagLlama) ignore exogenous covariates and make forecasts solely from the numerical time series history, thereby limiting their performance. In this paper, we develop ApolloPFN, a prior-data fitted network (PFN) that is time-aware (unlike prior PFNs) and that natively incorporates exogenous covariates (unlike prior univariate forecasters). Our design introduces two major advances: (i) a synthetic data generation procedure tailored to resolve the failure modes that arise when tabular (non-temporal) PFNs are applied to time series; and (ii) time-aware architectural modifications that embed inductive biases needed to exploit the time series context. We demonstrate that ApolloPFN achieves state-of-the-art results across benchmarks, such as M5 and electric price forecasting, that contain exogenous information.

Ruifeng Tan, Weixiang Hong, Jiayue Tang et al.

Battery Life Prediction (BLP), which relies on time series data produced by battery degradation tests, is crucial for battery utilization, optimization, and production. Despite impressive advancements, this research area faces three key challenges. Firstly, the limited size of existing datasets impedes insights into modern battery life data. Secondly, most datasets are restricted to small-capacity lithium-ion batteries tested under a narrow range of diversity in labs, raising concerns about the generalizability of findings. Thirdly, inconsistent and limited benchmarks across studies obscure the effectiveness of baselines and leave it unclear if models popular in other time series fields are effective for BLP. To address these challenges, we propose BatteryLife, a comprehensive dataset and benchmark for BLP. BatteryLife integrates 16 datasets, offering a 2.5 times sample size compared to the previous largest dataset, and provides the most diverse battery life resource with batteries from 8 formats, 59 chemical systems, 9 operating temperatures, and 421 charge/discharge protocols, including both laboratory and industrial tests. Notably, BatteryLife is the first to release battery life datasets of zinc-ion batteries, sodium-ion batteries, and industry-tested large-capacity lithium-ion batteries. With the comprehensive dataset, we revisit the effectiveness of baselines popular in this and other time series fields. Furthermore, we propose CyclePatch, a plug-in technique that can be employed in various neural networks. Extensive benchmarking of 18 methods reveals that models popular in other time series fields can be unsuitable for BLP, and CyclePatch consistently improves model performance establishing state-of-the-art benchmarks. Moreover, BatteryLife evaluates model performance across aging conditions and domains. BatteryLife is available at https://github.com/Ruifeng-Tan/BatteryLife.

Ethan Baron, Boris Oreshkin, Ruijun Ma et al.

Many time series applications require access to multi-step forecast trajectories in the form of sample paths. Recently, time series foundation models have leveraged multi-step lookahead predictions to improve the quality and efficiency of multi-step forecasts. However, these models only predict independent marginal distributions for each time step, rather than a full joint predictive distribution. To generate forecast sample paths with realistic correlation structures, one typically resorts to autoregressive sampling, which can be extremely expensive. In this paper, we present a copula-based approach to efficiently generate accurate, correlated sample paths from existing multi-step time series foundation models in one forward pass. Our copula-based approach generates correlated sample paths orders of magnitude faster than autoregressive sampling, and it yields improved sample path quality by mitigating the snowballing error phenomenon.

Shaoqi Wei, Senling Wang, Hiroshi Kai et al.

Silent Data Errors (SDEs) from time-zero defects and aging degrade safety-critical systems. Functional testing detects SDE-related faults but is expensive to simulate. We present a unified spatio-temporal graph convolutional network (ST-GCN) for fast, accurate prediction of long-cycle fault impact probabilities (FIPs) in large sequential circuits, supporting quantitative risk assessment. Gate-level netlists are modeled as spatio-temporal graphs to capture topology and signal timing; dedicated spatial and temporal encoders predict multi-cycle FIPs efficiently. On ISCAS-89 benchmarks, the method reduces simulation time by more than 10x while maintaining high accuracy (mean absolute error 0.024 for 5-cycle predictions). The framework accepts features from testability metrics or fault simulation, allowing efficiency-accuracy trade-offs. A test-point selection study shows that choosing observation points by predicted FIPs improves detection of long-cycle, hard-to-detect faults. The approach scales to SoC-level test strategy optimization and fits downstream electronic design automation flows.

Malcolm Wolff, Matthew Li, Ravi Kiran Selvam et al.

Despite significant advancements in time series forecasting, accurate modeling of time series with strong heterogeneity in magnitude and/or sparsity patterns remains challenging for state-of-the-art deep learning architectures. We identify several factors that lead existing models to systematically underperform on low-magnitude and sparse time series, including loss functions with implicit biases toward high-magnitude series, training-time sampling methods, and limitations of time series encoding methods. SPADE-S is a robust forecasting architecture that significantly reduces magnitude- and sparsity-based systematic biases and improves overall prediction accuracy. Empirical results demonstrate that SPADE-S outperforms existing state-of-the-art approaches across a diverse set of use cases in demand forecasting. In particular, we show that, depending on the quantile forecast and magnitude of the series, SPADE-S can improve forecast accuracy by up to 15%. This results in P90 overall forecast accuracy gains of 2.21%, 6.58%, and 4.28%, and P50 forecast accuracy gains of 0.92%, 0.77%, and 1.95%, respectively, for each of three distinct datasets, ranging from 3 million to 700 million series, from a large online retailer.

Utkarsh Utkarsh, Danielle C. Maddix, Ruijun Ma et al.

We present ProbHardE2E, a probabilistic forecasting framework that incorporates hard operational/physical constraints, and provides uncertainty quantification. Our methodology uses a novel differentiable probabilistic projection layer (DPPL) that can be combined with a wide range of neural network architectures. DPPL allows the model to learn the system in an end-to-end manner, compared to other approaches where constraints are satisfied either through a post-processing step or at inference. ProbHardE2E optimizes a strictly proper scoring rule, without making any distributional assumptions on the target, which enables it to obtain robust distributional estimates (in contrast to existing approaches that generally optimize likelihood-based objectives, which are heavily biased by their distributional assumptions and model choices); and it can incorporate a range of non-linear constraints (increasing the power of modeling and flexibility). We apply ProbHardE2E in learning partial differential equations with uncertainty estimates and to probabilistic time-series forecasting, showcasing it as a broadly applicable general framework that connects these seemingly disparate domains.

Kin G. Olivares, O. Nganba Meetei, Ruijun Ma et al.

Hierarchical forecasting problems arise when time series have a natural group structure, and predictions at multiple levels of aggregation and disaggregation across the groups are needed. In such problems, it is often desired to satisfy the aggregation constraints in a given hierarchy, referred to as hierarchical coherence in the literature. Maintaining coherence while producing accurate forecasts can be a challenging problem, especially in the case of probabilistic forecasting. We present a novel method capable of accurate and coherent probabilistic forecasts for time series when reliable hierarchical information is present. We call it Deep Poisson Mixture Network (DPMN). It relies on the combination of neural networks and a statistical model for the joint distribution of the hierarchical multivariate time series structure. By construction, the model guarantees hierarchical coherence and provides simple rules for aggregation and disaggregation of the predictive distributions. We perform an extensive empirical evaluation comparing the DPMN to other state-of-the-art methods which produce hierarchically coherent probabilistic forecasts on multiple public datasets. Comparing to existing coherent probabilistic models, we obtain a relative improvement in the overall Continuous Ranked Probability Score (CRPS) of 11.8% on Australian domestic tourism data, and 8.1% on the Favorita grocery sales dataset, where time series are grouped with geographical hierarchies or travel intent hierarchies. For San Francisco Bay Area highway traffic, where the series' hierarchical structure is randomly assigned, and their correlations are less informative, our method does not show significant performance differences over statistical baselines.

Fangyuan Lei, Da Huang, Jianjian Jiang et al.

In deep learning area, large-scale image datasets bring a breakthrough in the success of object recognition and retrieval. Nowadays, as the embodiment of innovation, the diversity of the industrial goods is significantly larger, in which the incomplete multiview, multimodal and multilabel are different from the traditional dataset. In this paper, we introduce an industrial goods dataset, namely PatentNet, with numerous highly diverse, accurate and detailed annotations of industrial goods images, and corresponding texts. In PatentNet, the images and texts are sourced from design patent. Within over 6M images and corresponding texts of industrial goods labeled manually checked by professionals, PatentNet is the first ongoing industrial goods image database whose varieties are wider than industrial goods datasets used previously for benchmarking. PatentNet organizes millions of images into 32 classes and 219 subclasses based on the Locarno Classification Agreement. Through extensive experiments on image classification, image retrieval and incomplete multiview clustering, we demonstrate that our PatentNet is much more diverse, complex, and challenging, enjoying higher potentials than existing industrial image datasets. Furthermore, the characteristics of incomplete multiview, multimodal and multilabel in PatentNet are able to offer unparalleled opportunities in the artificial intelligence community and beyond.