Christian S. Jensen

LG
h-index88
50papers
2,248citations
Novelty45%
AI Score58

50 Papers

33.4LGJun 18, 2022Code
Decoupled Dynamic Spatial-Temporal Graph Neural Network for Traffic Forecasting

Zezhi Shao, Zhao Zhang, Wei Wei et al. · microsoft-research

We all depend on mobility, and vehicular transportation affects the daily lives of most of us. Thus, the ability to forecast the state of traffic in a road network is an important functionality and a challenging task. Traffic data is often obtained from sensors deployed in a road network. Recent proposals on spatial-temporal graph neural networks have achieved great progress at modeling complex spatial-temporal correlations in traffic data, by modeling traffic data as a diffusion process. However, intuitively, traffic data encompasses two different kinds of hidden time series signals, namely the diffusion signals and inherent signals. Unfortunately, nearly all previous works coarsely consider traffic signals entirely as the outcome of the diffusion, while neglecting the inherent signals, which impacts model performance negatively. To improve modeling performance, we propose a novel Decoupled Spatial-Temporal Framework (DSTF) that separates the diffusion and inherent traffic information in a data-driven manner, which encompasses a unique estimation gate and a residual decomposition mechanism. The separated signals can be handled subsequently by the diffusion and inherent modules separately. Further, we propose an instantiation of DSTF, Decoupled Dynamic Spatial-Temporal Graph Neural Network (D2STGNN), that captures spatial-temporal correlations and also features a dynamic graph learning module that targets the learning of the dynamic characteristics of traffic networks. Extensive experiments with four real-world traffic datasets demonstrate that the framework is capable of advancing the state-of-the-art.

34.0LGOct 9, 2023Code
Exploring Progress in Multivariate Time Series Forecasting: Comprehensive Benchmarking and Heterogeneity Analysis

Zezhi Shao, Fei Wang, Yongjun Xu et al.

Multivariate Time Series (MTS) analysis is crucial to understanding and managing complex systems, such as traffic and energy systems, and a variety of approaches to MTS forecasting have been proposed recently. However, we often observe inconsistent or seemingly contradictory performance findings across different studies. This hinders our understanding of the merits of different approaches and slows down progress. We address the need for means of assessing MTS forecasting proposals reliably and fairly, in turn enabling better exploitation of MTS as seen in different applications. Specifically, we first propose BasicTS+, a benchmark designed to enable fair, comprehensive, and reproducible comparison of MTS forecasting solutions. BasicTS+ establishes a unified training pipeline and reasonable settings, enabling an unbiased evaluation. Second, we identify the heterogeneity across different MTS as an important consideration and enable classification of MTS based on their temporal and spatial characteristics. Disregarding this heterogeneity is a prime reason for difficulties in selecting the most promising technical directions. Third, we apply BasicTS+ along with rich datasets to assess the capabilities of more than 45 MTS forecasting solutions. This provides readers with an overall picture of the cutting-edge research on MTS forecasting. The code can be accessed at https://github.com/GestaltCogTeam/BasicTS.

25.2LGFeb 24, 2023Code
LightTS: Lightweight Time Series Classification with Adaptive Ensemble Distillation -- Extended Version

David Campos, Miao Zhang, Bin Yang et al.

Due to the sweeping digitalization of processes, increasingly vast amounts of time series data are being produced. Accurate classification of such time series facilitates decision making in multiple domains. State-of-the-art classification accuracy is often achieved by ensemble learning where results are synthesized from multiple base models. This characteristic implies that ensemble learning needs substantial computing resources, preventing their use in resource-limited environments, such as in edge devices. To extend the applicability of ensemble learning, we propose the LightTS framework that compresses large ensembles into lightweight models while ensuring competitive accuracy. First, we propose adaptive ensemble distillation that assigns adaptive weights to different base models such that their varying classification capabilities contribute purposefully to the training of the lightweight model. Second, we propose means of identifying Pareto optimal settings w.r.t. model accuracy and model size, thus enabling users with a space budget to select the most accurate lightweight model. We report on experiments using 128 real-world time series sets and different types of base models that justify key decisions in the design of LightTS and provide evidence that LightTS is able to outperform competitors.

15.6LGApr 7, 2022
Robust and Explainable Autoencoders for Unsupervised Time Series Outlier Detection---Extended Version

Tung Kieu, Bin Yang, Chenjuan Guo et al.

Time series data occurs widely, and outlier detection is a fundamental problem in data mining, which has numerous applications. Existing autoencoder-based approaches deliver state-of-the-art performance on challenging real-world data but are vulnerable to outliers and exhibit low explainability. To address these two limitations, we propose robust and explainable unsupervised autoencoder frameworks that decompose an input time series into a clean time series and an outlier time series using autoencoders. Improved explainability is achieved because clean time series are better explained with easy-to-understand patterns such as trends and periodicities. We provide insight into this by means of a post-hoc explainability analysis and empirical studies. In addition, since outliers are separated from clean time series iteratively, our approach offers improved robustness to outliers, which in turn improves accuracy. We evaluate our approach on five real-world datasets and report improvements over the state-of-the-art approaches in terms of robustness and explainability. This is an extended version of "Robust and Explainable Autoencoders for Unsupervised Time Series Outlier Detection", to appear in IEEE ICDE 2022.

21.7LGJul 19, 2023Code
LightPath: Lightweight and Scalable Path Representation Learning

Sean Bin Yang, Jilin Hu, Chenjuan Guo et al.

Movement paths are used widely in intelligent transportation and smart city applications. To serve such applications, path representation learning aims to provide compact representations of paths that enable efficient and accurate operations when used for different downstream tasks such as path ranking and travel cost estimation. In many cases, it is attractive that the path representation learning is lightweight and scalable; in resource-limited environments and under green computing limitations, it is essential. Yet, existing path representation learning studies focus on accuracy and pay at most secondary attention to resource consumption and scalability. We propose a lightweight and scalable path representation learning framework, termed LightPath, that aims to reduce resource consumption and achieve scalability without affecting accuracy, thus enabling broader applicability. More specifically, we first propose a sparse auto-encoder that ensures that the framework achieves good scalability with respect to path length. Next, we propose a relational reasoning framework to enable faster training of more robust sparse path encoders. We also propose global-local knowledge distillation to further reduce the size and improve the performance of sparse path encoders. Finally, we report extensive experiments on two real-world datasets to offer insight into the efficiency, scalability, and effectiveness of the proposed framework.

18.0LGJul 6, 2023
Origin-Destination Travel Time Oracle for Map-based Services

Yan Lin, Huaiyu Wan, Jilin Hu et al.

Given an origin (O), a destination (D), and a departure time (T), an Origin-Destination (OD) travel time oracle~(ODT-Oracle) returns an estimate of the time it takes to travel from O to D when departing at T. ODT-Oracles serve important purposes in map-based services. To enable the construction of such oracles, we provide a travel-time estimation (TTE) solution that leverages historical trajectories to estimate time-varying travel times for OD pairs. The problem is complicated by the fact that multiple historical trajectories with different travel times may connect an OD pair, while trajectories may vary from one another. To solve the problem, it is crucial to remove outlier trajectories when doing travel time estimation for future queries. We propose a novel, two-stage framework called Diffusion-based Origin-destination Travel Time Estimation (DOT), that solves the problem. First, DOT employs a conditioned Pixelated Trajectories (PiT) denoiser that enables building a diffusion-based PiT inference process by learning correlations between OD pairs and historical trajectories. Specifically, given an OD pair and a departure time, we aim to infer a PiT. Next, DOT encompasses a Masked Vision Transformer~(MViT) that effectively and efficiently estimates a travel time based on the inferred PiT. We report on extensive experiments on two real-world datasets that offer evidence that DOT is capable of outperforming baseline methods in terms of accuracy, scalability, and explainability.

17.3LGNov 29, 2022
Joint Neural Architecture and Hyperparameter Search for Correlated Time Series Forecasting

Xinle Wu, Dalin Zhang, Miao Zhang et al.

Sensors in cyber-physical systems often capture interconnected processes and thus emit correlated time series (CTS), the forecasting of which enables important applications. The key to successful CTS forecasting is to uncover the temporal dynamics of time series and the spatial correlations among time series. Deep learning-based solutions exhibit impressive performance at discerning these aspects. In particular, automated CTS forecasting, where the design of an optimal deep learning architecture is automated, enables forecasting accuracy that surpasses what has been achieved by manual approaches. However, automated CTS solutions remain in their infancy and are only able to find optimal architectures for predefined hyperparameters and scale poorly to large-scale CTS. To overcome these limitations, we propose SEARCH, a joint, scalable framework, to automatically devise effective CTS forecasting models. Specifically, we encode each candidate architecture and accompanying hyperparameters into a joint graph representation. We introduce an efficient Architecture-Hyperparameter Comparator (AHC) to rank all architecture-hyperparameter pairs, and we then further evaluate the top-ranked pairs to select a final result. Extensive experiments on six benchmark datasets demonstrate that SEARCH not only eliminates manual efforts but also is capable of better performance than manually designed and existing automatically designed CTS models. In addition, it shows excellent scalability to large CTS.

6.6LGMar 10, 2023
CHGNN: A Semi-Supervised Contrastive Hypergraph Learning Network

Yumeng Song, Yu Gu, Tianyi Li et al.

Hypergraphs can model higher-order relationships among data objects that are found in applications such as social networks and bioinformatics. However, recent studies on hypergraph learning that extend graph convolutional networks to hypergraphs cannot learn effectively from features of unlabeled data. To such learning, we propose a contrastive hypergraph neural network, CHGNN, that exploits self-supervised contrastive learning techniques to learn from labeled and unlabeled data. First, CHGNN includes an adaptive hypergraph view generator that adopts an auto-augmentation strategy and learns a perturbed probability distribution of minimal sufficient views. Second, CHGNN encompasses an improved hypergraph encoder that considers hyperedge homogeneity to fuse information effectively. Third, CHGNN is equipped with a joint loss function that combines a similarity loss for the view generator, a node classification loss, and a hyperedge homogeneity loss to inject supervision signals. It also includes basic and cross-validation contrastive losses, associated with an enhanced contrastive loss training process. Experimental results on nine real datasets offer insight into the effectiveness of CHGNN, showing that it outperforms 13 competitors in terms of classification accuracy consistently.

9.2LGJul 17, 2024Code
UniTE: A Survey and Unified Pipeline for Pre-training Spatiotemporal Trajectory Embeddings

Yan Lin, Zeyu Zhou, Yicheng Liu et al.

Spatiotemporal trajectories are sequences of timestamped locations, which enable a variety of analyses that in turn enable important real-world applications. It is common to map trajectories to vectors, called embeddings, before subsequent analyses. Thus, the qualities of embeddings are very important. Methods for pre-training embeddings, which leverage unlabeled trajectories for training universal embeddings, have shown promising applicability across different tasks, thus attracting considerable interest. However, research progress on this topic faces two key challenges: a lack of a comprehensive overview of existing methods, resulting in several related methods not being well-recognized, and the absence of a unified pipeline, complicating the development of new methods and the analysis of methods. We present UniTE, a survey and a unified pipeline for this domain. In doing so, we present a comprehensive list of existing methods for pre-training trajectory embeddings, which includes methods that either explicitly or implicitly employ pre-training techniques. Further, we present a unified and modular pipeline with publicly available underlying code, simplifying the process of constructing and evaluating methods for pre-training trajectory embeddings. Additionally, we contribute a selection of experimental results using the proposed pipeline on real-world datasets. Implementation of the pipeline is publicly available at https://github.com/Logan-Lin/UniTE.

1.8LGAug 22, 2022
Design Automation for Fast, Lightweight, and Effective Deep Learning Models: A Survey

Dalin Zhang, Kaixuan Chen, Yan Zhao et al.

Deep learning technologies have demonstrated remarkable effectiveness in a wide range of tasks, and deep learning holds the potential to advance a multitude of applications, including in edge computing, where deep models are deployed on edge devices to enable instant data processing and response. A key challenge is that while the application of deep models often incurs substantial memory and computational costs, edge devices typically offer only very limited storage and computational capabilities that may vary substantially across devices. These characteristics make it difficult to build deep learning solutions that unleash the potential of edge devices while complying with their constraints. A promising approach to addressing this challenge is to automate the design of effective deep learning models that are lightweight, require only a little storage, and incur only low computational overheads. This survey offers comprehensive coverage of studies of design automation techniques for deep learning models targeting edge computing. It offers an overview and comparison of key metrics that are used commonly to quantify the proficiency of models in terms of effectiveness, lightness, and computational costs. The survey then proceeds to cover three categories of the state-of-the-art of deep model design automation techniques: automated neural architecture search, automated model compression, and joint automated design and compression. Finally, the survey covers open issues and directions for future research.

14.7AIMay 3
Reliable AI Needs to Externalize Implicit Knowledge: A Human-AI Collaboration Perspective

Hengyu Liu, Tianyi Li, Zhihong Cui et al.

This position paper argues that reliable AI requires infrastructure for human validation of implicit knowledge. AI learns from both explicit knowledge (papers, documentation, structured databases) and implicit knowledge (reasoning patterns, debugging processes, intermediate steps). Implicit knowledge remains unexternalized because documentation cost exceeds perceived value -- yet AI learns from it indiscriminately, acquiring both beneficial patterns and harmful biases. Current reliability methods can only verify explicit knowledge against sources, creating a fundamental gap: the most valuable AI capabilities (reasoning, judgment, intuition) are precisely those we cannot verify. We propose Knowledge Objects (KOs) -- structured artifacts that externalize implicit knowledge into forms humans can inspect, verify, and endorse. KOs transform verification economics: what was previously too costly to verify becomes feasible, enabling accumulated human validation to improve reliability over time.

11.1LGSep 10, 2022
A Comparative Study on Unsupervised Anomaly Detection for Time Series: Experiments and Analysis

Yan Zhao, Liwei Deng, Xuanhao Chen et al.

The continued digitization of societal processes translates into a proliferation of time series data that cover applications such as fraud detection, intrusion detection, and energy management, where anomaly detection is often essential to enable reliability and safety. Many recent studies target anomaly detection for time series data. Indeed, area of time series anomaly detection is characterized by diverse data, methods, and evaluation strategies, and comparisons in existing studies consider only part of this diversity, which makes it difficult to select the best method for a particular problem setting. To address this shortcoming, we introduce taxonomies for data, methods, and evaluation strategies, provide a comprehensive overview of unsupervised time series anomaly detection using the taxonomies, and systematically evaluate and compare state-of-the-art traditional as well as deep learning techniques. In the empirical study using nine publicly available datasets, we apply the most commonly-used performance evaluation metrics to typical methods under a fair implementation standard. Based on the structuring offered by the taxonomies, we report on empirical studies and provide guidelines, in the form of comparative tables, for choosing the methods most suitable for particular application settings. Finally, we propose research directions for this dynamic field.

4.6LGDec 20, 2022
Gaussian Process Latent Variable Modeling for Few-shot Time Series Forecasting

Yunyao Cheng, Chenjuan Guo, Kaixuan Chen et al.

Accurate time series forecasting is crucial for optimizing resource allocation, industrial production, and urban management, particularly with the growth of cyber-physical and IoT systems. However, limited training sample availability in fields like physics and biology poses significant challenges. Existing models struggle to capture long-term dependencies and to model diverse meta-knowledge explicitly in few-shot scenarios. To address these issues, we propose MetaGP, a meta-learning-based Gaussian process latent variable model that uses a Gaussian process kernel function to capture long-term dependencies and to maintain strong correlations in time series. We also introduce Kernel Association Search (KAS) as a novel meta-learning component to explicitly model meta-knowledge, thereby enhancing both interpretability and prediction accuracy. We study MetaGP on simulated and real-world few-shot datasets, showing that it is capable of state-of-the-art prediction accuracy. We also find that MetaGP can capture long-term dependencies and can model meta-knowledge, thereby providing valuable insights into complex time series patterns.

15.5LGFeb 23, 2023Code
LightCTS: A Lightweight Framework for Correlated Time Series Forecasting

Zhichen Lai, Dalin Zhang, Huan Li et al.

Correlated time series (CTS) forecasting plays an essential role in many practical applications, such as traffic management and server load control. Many deep learning models have been proposed to improve the accuracy of CTS forecasting. However, while models have become increasingly complex and computationally intensive, they struggle to improve accuracy. Pursuing a different direction, this study aims instead to enable much more efficient, lightweight models that preserve accuracy while being able to be deployed on resource-constrained devices. To achieve this goal, we characterize popular CTS forecasting models and yield two observations that indicate directions for lightweight CTS forecasting. On this basis, we propose the LightCTS framework that adopts plain stacking of temporal and spatial operators instead of alternate stacking that is much more computationally expensive. Moreover, LightCTS features light temporal and spatial operator modules, called L-TCN and GL-Former, that offer improved computational efficiency without compromising their feature extraction capabilities. LightCTS also encompasses a last-shot compression scheme to reduce redundant temporal features and speed up subsequent computations. Experiments with single-step and multi-step forecasting benchmark datasets show that LightCTS is capable of nearly state-of-the-art accuracy at much reduced computational and storage overheads.

44.1LGMar 29, 2024Code
TFB: Towards Comprehensive and Fair Benchmarking of Time Series Forecasting Methods

Xiangfei Qiu, Jilin Hu, Lekui Zhou et al.

Time series are generated in diverse domains such as economic, traffic, health, and energy, where forecasting of future values has numerous important applications. Not surprisingly, many forecasting methods are being proposed. To ensure progress, it is essential to be able to study and compare such methods empirically in a comprehensive and reliable manner. To achieve this, we propose TFB, an automated benchmark for Time Series Forecasting (TSF) methods. TFB advances the state-of-the-art by addressing shortcomings related to datasets, comparison methods, and evaluation pipelines: 1) insufficient coverage of data domains, 2) stereotype bias against traditional methods, and 3) inconsistent and inflexible pipelines. To achieve better domain coverage, we include datasets from 10 different domains: traffic, electricity, energy, the environment, nature, economic, stock markets, banking, health, and the web. We also provide a time series characterization to ensure that the selected datasets are comprehensive. To remove biases against some methods, we include a diverse range of methods, including statistical learning, machine learning, and deep learning methods, and we also support a variety of evaluation strategies and metrics to ensure a more comprehensive evaluations of different methods. To support the integration of different methods into the benchmark and enable fair comparisons, TFB features a flexible and scalable pipeline that eliminates biases. Next, we employ TFB to perform a thorough evaluation of 21 Univariate Time Series Forecasting (UTSF) methods on 8,068 univariate time series and 14 Multivariate Time Series Forecasting (MTSF) methods on 25 datasets. The benchmark code and data are available at https://github.com/decisionintelligence/TFB. We have also launched an online time series leaderboard: https://decisionintelligence.github.io/OpenTS/OpenTS-Bench/.

5.1DBNov 13, 2023Code
Missing Value Imputation for Multi-attribute Sensor Data Streams via Message Propagation (Extended Version)

Xiao Li, Huan Li, Hua Lu et al.

Sensor data streams occur widely in various real-time applications in the context of the Internet of Things (IoT). However, sensor data streams feature missing values due to factors such as sensor failures, communication errors, or depleted batteries. Missing values can compromise the quality of real-time analytics tasks and downstream applications. Existing imputation methods either make strong assumptions about streams or have low efficiency. In this study, we aim to accurately and efficiently impute missing values in data streams that satisfy only general characteristics in order to benefit real-time applications more widely. First, we propose a message propagation imputation network (MPIN) that is able to recover the missing values of data instances in a time window. We give a theoretical analysis of why MPIN is effective. Second, we present a continuous imputation framework that consists of data update and model update mechanisms to enable MPIN to perform continuous imputation both effectively and efficiently. Extensive experiments on multiple real datasets show that MPIN can outperform the existing data imputers by wide margins and that the continuous imputation framework is efficient and accurate.

9.2LGMar 25, 2024Code
Graph Augmentation for Recommendation

Qianru Zhang, Lianghao Xia, Xuheng Cai et al.

Graph augmentation with contrastive learning has gained significant attention in the field of recommendation systems due to its ability to learn expressive user representations, even when labeled data is limited. However, directly applying existing GCL models to real-world recommendation environments poses challenges. There are two primary issues to address. Firstly, the lack of consideration for data noise in contrastive learning can result in noisy self-supervised signals, leading to degraded performance. Secondly, many existing GCL approaches rely on graph neural network (GNN) architectures, which can suffer from over-smoothing problems due to non-adaptive message passing. To address these challenges, we propose a principled framework called GraphAug. This framework introduces a robust data augmentor that generates denoised self-supervised signals, enhancing recommender systems. The GraphAug framework incorporates a graph information bottleneck (GIB)-regularized augmentation paradigm, which automatically distills informative self-supervision information and adaptively adjusts contrastive view generation. Through rigorous experimentation on real-world datasets, we thoroughly assessed the performance of our novel GraphAug model. The outcomes consistently unveil its superiority over existing baseline methods. The source code for our model is publicly available at: https://github.com/HKUDS/GraphAug.

3.6CVNov 15, 2025
MovSemCL: Movement-Semantics Contrastive Learning for Trajectory Similarity

Zhichen Lai, Hua Lu, Huan Li et al.

Trajectory similarity computation is fundamental functionality that is used for, e.g., clustering, prediction, and anomaly detection. However, existing learning-based methods exhibit three key limitations: (1) insufficient modeling of trajectory semantics and hierarchy, lacking both movement dynamics extraction and multi-scale structural representation; (2) high computational costs due to point-wise encoding; and (3) use of physically implausible augmentations that distort trajectory semantics. To address these issues, we propose MovSemCL, a movement-semantics contrastive learning framework for trajectory similarity computation. MovSemCL first transforms raw GPS trajectories into movement-semantics features and then segments them into patches. Next, MovSemCL employs intra- and inter-patch attentions to encode local as well as global trajectory patterns, enabling efficient hierarchical representation and reducing computational costs. Moreover, MovSemCL includes a curvature-guided augmentation strategy that preserves informative segments (e.g., turns and intersections) and masks redundant ones, generating physically plausible augmented views. Experiments on real-world datasets show that MovSemCL is capable of outperforming state-of-the-art methods, achieving mean ranks close to the ideal value of 1 at similarity search tasks and improvements by up to 20.3% at heuristic approximation, while reducing inference latency by up to 43.4%.

4.1LGJul 27, 2025Code
MH-GIN: Multi-scale Heterogeneous Graph-based Imputation Network for AIS Data (Extended Version)

Hengyu Liu, Tianyi Li, Yuqiang He et al.

Location-tracking data from the Automatic Identification System, much of which is publicly available, plays a key role in a range of maritime safety and monitoring applications. However, the data suffers from missing values that hamper downstream applications. Imputing the missing values is challenging because the values of different heterogeneous attributes are updated at diverse rates, resulting in the occurrence of multi-scale dependencies among attributes. Existing imputation methods that assume similar update rates across attributes are unable to capture and exploit such dependencies, limiting their imputation accuracy. We propose MH-GIN, a Multi-scale Heterogeneous Graph-based Imputation Network that aims improve imputation accuracy by capturing multi-scale dependencies. Specifically, MH-GIN first extracts multi-scale temporal features for each attribute while preserving their intrinsic heterogeneous characteristics. Then, it constructs a multi-scale heterogeneous graph to explicitly model dependencies between heterogeneous attributes to enable more accurate imputation of missing values through graph propagation. Experimental results on two real-world datasets find that MH-GIN is capable of an average 57% reduction in imputation errors compared to state-of-the-art methods, while maintaining computational efficiency. The source code and implementation details of MH-GIN are publicly available https://github.com/hyLiu1994/MH-GIN.

19.3DBApr 23, 2024
A Unified Replay-based Continuous Learning Framework for Spatio-Temporal Prediction on Streaming Data

Hao Miao, Yan Zhao, Chenjuan Guo et al.

The widespread deployment of wireless and mobile devices results in a proliferation of spatio-temporal data that is used in applications, e.g., traffic prediction, human mobility mining, and air quality prediction, where spatio-temporal prediction is often essential to enable safety, predictability, or reliability. Many recent proposals that target deep learning for spatio-temporal prediction suffer from so-called catastrophic forgetting, where previously learned knowledge is entirely forgotten when new data arrives. Such proposals may experience deteriorating prediction performance when applied in settings where data streams into the system. To enable spatio-temporal prediction on streaming data, we propose a unified replay-based continuous learning framework. The framework includes a replay buffer of previously learned samples that are fused with training data using a spatio-temporal mixup mechanism in order to preserve historical knowledge effectively, thus avoiding catastrophic forgetting. To enable holistic representation preservation, the framework also integrates a general spatio-temporal autoencoder with a carefully designed spatio-temporal simple siamese (STSimSiam) network that aims to ensure prediction accuracy and avoid holistic feature loss by means of mutual information maximization. The framework further encompasses five spatio-temporal data augmentation methods to enhance the performance of STSimSiam. Extensive experiments on real data offer insight into the effectiveness of the proposed framework.

26.2LGDec 23, 2024
EasyTime: Time Series Forecasting Made Easy

Xiangfei Qiu, Xiuwen Li, Ruiyang Pang et al.

Time series forecasting has important applications across diverse domains. EasyTime, the system we demonstrate, facilitates easy use of time-series forecasting methods by researchers and practitioners alike. First, EasyTime enables one-click evaluation, enabling researchers to evaluate new forecasting methods using the suite of diverse time series datasets collected in the preexisting time series forecasting benchmark (TFB). This is achieved by leveraging TFB's flexible and consistent evaluation pipeline. Second, when practitioners must perform forecasting on a new dataset, a nontrivial first step is often to find an appropriate forecasting method. EasyTime provides an Automated Ensemble module that combines the promising forecasting methods to yield superior forecasting accuracy compared to individual methods. Third, EasyTime offers a natural language Q&A module leveraging large language models. Given a question like "Which method is best for long term forecasting on time series with strong seasonality?", EasyTime converts the question into SQL queries on the database of results obtained by TFB and then returns an answer in natural language and charts. By demonstrating EasyTime, we intend to show how it is possible to simplify the use of time series forecasting and to offer better support for the development of new generations of time series forecasting methods.

28.9LGOct 15, 2024
TSFM-Bench: A Comprehensive and Unified Benchmark of Foundation Models for Time Series Forecasting

Zhe Li, Xiangfei Qiu, Peng Chen et al.

Time Series Forecasting (TSF) is key functionality in numerous fields, such as financial investment, weather services, and energy management. Although increasingly capable TSF methods occur, many of them require domain-specific data collection and model training and do not generalize well when applied in other domains. Time Series Foundation Models (TSFMs) that are pre-trained on massive heterogeneous time series data aim to overcome these limitations. The prospects for generalizability have spurred the development of a new generation of TSFMs. This study proposes a benchmark, TSFM-Bench, to facilitate comprehensive and unified evaluation of TSFMs. TSFM-Bench covers a wide range of TSFMs, including those based on large language models and those pre-trained on time series data. TSFM-Bench supports multiple forecasting scenarios, including zero-shot, few-shot, and full-shot, enabling assessment across the full range of adaptation strategies. TSFM-Bench also provides a standardized experimental protocols for critical evaluation processes such as dataset splitting, loading, normalization, and few-shot sampling, facilitating consistency and fairness. We report on an extensive evaluation of TSFMs across a diverse range of datasets spanning multiple domains and exhibiting varied statistical characteristics. Specifically, we identify pros and cons and inherent limitations of existing TSFMs, and we propose potential directions for new model designs.

17.0LGMay 15, 2024
A Survey of Generative Techniques for Spatial-Temporal Data Mining

Qianru Zhang, Haixin Wang, Cheng Long et al.

This paper focuses on the integration of generative techniques into spatial-temporal data mining, considering the significant growth and diverse nature of spatial-temporal data. With the advancements in RNNs, CNNs, and other non-generative techniques, researchers have explored their application in capturing temporal and spatial dependencies within spatial-temporal data. However, the emergence of generative techniques such as LLMs, SSL, Seq2Seq and diffusion models has opened up new possibilities for enhancing spatial-temporal data mining further. The paper provides a comprehensive analysis of generative technique-based spatial-temporal methods and introduces a standardized framework specifically designed for the spatial-temporal data mining pipeline. By offering a detailed review and a novel taxonomy of spatial-temporal methodology utilizing generative techniques, the paper enables a deeper understanding of the various techniques employed in this field. Furthermore, the paper highlights promising future research directions, urging researchers to delve deeper into spatial-temporal data mining. It emphasizes the need to explore untapped opportunities and push the boundaries of knowledge to unlock new insights and improve the effectiveness and efficiency of spatial-temporal data mining. By integrating generative techniques and providing a standardized framework, the paper contributes to advancing the field and encourages researchers to explore the vast potential of generative techniques in spatial-temporal data mining.

10.4LGFeb 21, 2024Code
E2USD: Efficient-yet-effective Unsupervised State Detection for Multivariate Time Series

Zhichen Lai, Huan Li, Dalin Zhang et al.

Cyber-physical system sensors emit multivariate time series (MTS) that monitor physical system processes. Such time series generally capture unknown numbers of states, each with a different duration, that correspond to specific conditions, e.g., "walking" or "running" in human-activity monitoring. Unsupervised identification of such states facilitates storage and processing in subsequent data analyses, as well as enhances result interpretability. Existing state-detection proposals face three challenges. First, they introduce substantial computational overhead, rendering them impractical in resourceconstrained or streaming settings. Second, although state-of-the-art (SOTA) proposals employ contrastive learning for representation, insufficient attention to false negatives hampers model convergence and accuracy. Third, SOTA proposals predominantly only emphasize offline non-streaming deployment, we highlight an urgent need to optimize online streaming scenarios. We propose E2Usd that enables efficient-yet-accurate unsupervised MTS state detection. E2Usd exploits a Fast Fourier Transform-based Time Series Compressor (fftCompress) and a Decomposed Dual-view Embedding Module (ddEM) that together encode input MTSs at low computational overhead. Additionally, we propose a False Negative Cancellation Contrastive Learning method (fnccLearning) to counteract the effects of false negatives and to achieve more cluster-friendly embedding spaces. To reduce computational overhead further in streaming settings, we introduce Adaptive Threshold Detection (adaTD). Comprehensive experiments with six baselines and six datasets offer evidence that E2Usd is capable of SOTA accuracy at significantly reduced computational overhead.

18.2LGNov 6, 2024
Fully Automated Correlated Time Series Forecasting in Minutes

Xinle Wu, Xingjian Wu, Dalin Zhang et al.

Societal and industrial infrastructures and systems increasingly leverage sensors that emit correlated time series. Forecasting of future values of such time series based on recorded historical values has important benefits. Automatically designed models achieve higher accuracy than manually designed models. Given a forecasting task, which includes a dataset and a forecasting horizon, automated design methods automatically search for an optimal forecasting model for the task in a manually designed search space, and then train the identified model using the dataset to enable the forecasting. Existing automated methods face three challenges. First, the search space is constructed by human experts, rending the methods only semi-automated and yielding search spaces prone to subjective biases. Second, it is time consuming to search for an optimal model. Third, training the identified model for a new task is also costly. These challenges limit the practicability of automated methods in real-world settings. To contend with the challenges, we propose a fully automated and highly efficient correlated time series forecasting framework where the search and training can be done in minutes. The framework includes a data-driven, iterative strategy to automatically prune a large search space to obtain a high-quality search space for a new forecasting task. It includes a zero-shot search strategy to efficiently identify the optimal model in the customized search space. And it includes a fast parameter adaptation strategy to accelerate the training of the identified model. Experiments on seven benchmark datasets offer evidence that the framework is capable of state-of-the-art accuracy and is much more efficient than existing methods.

13.4LGNov 22, 2024
RED: Effective Trajectory Representation Learning with Comprehensive Information

Silin Zhou, Shuo Shang, Lisi Chen et al.

Trajectory representation learning (TRL) maps trajectories to vectors that can then be used for various downstream tasks, including trajectory similarity computation, trajectory classification, and travel-time estimation. However, existing TRL methods often produce vectors that, when used in downstream tasks, yield insufficiently accurate results. A key reason is that they fail to utilize the comprehensive information encompassed by trajectories. We propose a self-supervised TRL framework, called RED, which effectively exploits multiple types of trajectory information. Overall, RED adopts the Transformer as the backbone model and masks the constituting paths in trajectories to train a masked autoencoder (MAE). In particular, RED considers the moving patterns of trajectories by employing a Road-aware masking strategy} that retains key paths of trajectories during masking, thereby preserving crucial information of the trajectories. RED also adopts a spatial-temporal-user joint Embedding scheme to encode comprehensive information when preparing the trajectories as model inputs. To conduct training, RED adopts Dual-objective task learning}: the Transformer encoder predicts the next segment in a trajectory, and the Transformer decoder reconstructs the entire trajectory. RED also considers the spatial-temporal correlations of trajectories by modifying the attention mechanism of the Transformer. We compare RED with 9 state-of-the-art TRL methods for 4 downstream tasks on 3 real-world datasets, finding that RED can usually improve the accuracy of the best-performing baseline by over 5%.

8.8LGDec 27, 2023
Learning Time-aware Graph Structures for Spatially Correlated Time Series Forecasting

Minbo Ma, Jilin Hu, Christian S. Jensen et al.

Spatio-temporal forecasting of future values of spatially correlated time series is important across many cyber-physical systems (CPS). Recent studies offer evidence that the use of graph neural networks to capture latent correlations between time series holds a potential for enhanced forecasting. However, most existing methods rely on pre-defined or self-learning graphs, which are either static or unintentionally dynamic, and thus cannot model the time-varying correlations that exhibit trends and periodicities caused by the regularity of the underlying processes in CPS. To tackle such limitation, we propose Time-aware Graph Structure Learning (TagSL), which extracts time-aware correlations among time series by measuring the interaction of node and time representations in high-dimensional spaces. Notably, we introduce time discrepancy learning that utilizes contrastive learning with distance-based regularization terms to constrain learned spatial correlations to a trend sequence. Additionally, we propose a periodic discriminant function to enable the capture of periodic changes from the state of nodes. Next, we present a Graph Convolution-based Gated Recurrent Unit (GCGRU) that jointly captures spatial and temporal dependencies while learning time-aware and node-specific patterns. Finally, we introduce a unified framework named Time-aware Graph Convolutional Recurrent Network (TGCRN), combining TagSL, and GCGRU in an encoder-decoder architecture for multi-step spatio-temporal forecasting. We report on experiments with TGCRN and popular existing approaches on five real-world datasets, thus providing evidence that TGCRN is capable of advancing the state-of-the-art. We also cover a detailed ablation study and visualization analysis, offering detailed insight into the effectiveness of time-aware structure learning.

14.2LGApr 22, 2024Code
QCore: Data-Efficient, On-Device Continual Calibration for Quantized Models -- Extended Version

David Campos, Bin Yang, Tung Kieu et al.

We are witnessing an increasing availability of streaming data that may contain valuable information on the underlying processes. It is thus attractive to be able to deploy machine learning models on edge devices near sensors such that decisions can be made instantaneously, rather than first having to transmit incoming data to servers. To enable deployment on edge devices with limited storage and computational capabilities, the full-precision parameters in standard models can be quantized to use fewer bits. The resulting quantized models are then calibrated using back-propagation and full training data to ensure accuracy. This one-time calibration works for deployments in static environments. However, model deployment in dynamic edge environments call for continual calibration to adaptively adjust quantized models to fit new incoming data, which may have different distributions. The first difficulty in enabling continual calibration on the edge is that the full training data may be too large and thus not always available on edge devices. The second difficulty is that the use of back-propagation on the edge for repeated calibration is too expensive. We propose QCore to enable continual calibration on the edge. First, it compresses the full training data into a small subset to enable effective calibration of quantized models with different bit-widths. We also propose means of updating the subset when new streaming data arrives to reflect changes in the environment, while not forgetting earlier training data. Second, we propose a small bit-flipping network that works with the subset to update quantized model parameters, thus enabling efficient continual calibration without back-propagation. An experimental study, conducted with real-world data in a continual learning setting, offers insight into the properties of QCore and shows that it is capable of outperforming strong baseline methods.

10.4LGNov 22, 2024Code
Grid and Road Expressions Are Complementary for Trajectory Representation Learning

Silin Zhou, Shuo Shang, Lisi Chen et al.

Trajectory representation learning (TRL) maps trajectories to vectors that can be used for many downstream tasks. Existing TRL methods use either grid trajectories, capturing movement in free space, or road trajectories, capturing movement in a road network, as input. We observe that the two types of trajectories are complementary, providing either region and location information or providing road structure and movement regularity. Therefore, we propose a novel multimodal TRL method, dubbed GREEN, to jointly utilize Grid and Road trajectory Expressions for Effective representatioN learning. In particular, we transform raw GPS trajectories into both grid and road trajectories and tailor two encoders to capture their respective information. To align the two encoders such that they complement each other, we adopt a contrastive loss to encourage them to produce similar embeddings for the same raw trajectory and design a mask language model (MLM) loss to use grid trajectories to help reconstruct masked road trajectories. To learn the final trajectory representation, a dual-modal interactor is used to fuse the outputs of the two encoders via cross-attention. We compare GREEN with 7 state-of-the-art TRL methods for 3 downstream tasks, finding that GREEN consistently outperforms all baselines and improves the accuracy of the best-performing baseline by an average of 15.99\%.

15.7LGJun 2, 2025
Unraveling Spatio-Temporal Foundation Models via the Pipeline Lens: A Comprehensive Review

Yuchen Fang, Hao Miao, Yuxuan Liang et al.

Spatio-temporal deep learning models aims to utilize useful patterns in such data to support tasks like prediction. However, previous deep learning models designed for specific tasks typically require separate training for each use case, leading to increased computational and storage costs. To address this issue, spatio-temporal foundation models have emerged, offering a unified framework capable of solving multiple spatio-temporal tasks. These foundation models achieve remarkable success by learning general knowledge with spatio-temporal data or transferring the general capabilities of pre-trained language models. While previous surveys have explored spatio-temporal data and methodologies separately, they have ignored a comprehensive examination of how foundation models are designed, selected, pre-trained, and adapted. As a result, the overall pipeline for spatio-temporal foundation models remains unclear. To bridge this gap, we innovatively provide an up-to-date review of previous spatio-temporal foundation models from the pipeline perspective. The pipeline begins with an introduction to different types of spatio-temporal data, followed by details of data preprocessing and embedding techniques. The pipeline then presents a novel data property taxonomy to divide existing methods according to data sources and dependencies, providing efficient and effective model design and selection for researchers. On this basis, we further illustrate the training objectives of primitive models, as well as the adaptation techniques of transferred models. Overall, our survey provides a clear and structured pipeline to understand the connection between core elements of spatio-temporal foundation models while guiding researchers to get started quickly. Additionally, we introduce emerging opportunities such as multi-objective training in the field of spatio-temporal foundation models.

7.1LGFeb 1, 2025Code
K Nearest Neighbor-Guided Trajectory Similarity Learning

Yanchuan Chang, Xu Cai, Christian S. Jensen et al.

Trajectory similarity is fundamental to many spatio-temporal data mining applications. Recent studies propose deep learning models to approximate conventional trajectory similarity measures, exploiting their fast inference time once trained. Although efficient inference has been reported, challenges remain in similarity approximation accuracy due to difficulties in trajectory granularity modeling and in exploiting similarity signals in the training data. To fill this gap, we propose TSMini, a highly effective trajectory similarity model with a sub-view modeling mechanism capable of learning multi-granularity trajectory patterns and a k nearest neighbor-based loss that guides TSMini to learn not only absolute similarity values between trajectories but also their relative similarity ranks. Together, these two innovations enable highly accurate trajectory similarity approximation. Experiments show that TSMini can outperform the state-of-the-art models by 22% in accuracy on average when learning trajectory similarity measures.

6.2CVMar 27, 2025
A Multi-Modal Knowledge-Enhanced Framework for Vessel Trajectory Prediction

Haomin Yu, Tianyi Li, Kristian Torp et al.

Accurate vessel trajectory prediction facilitates improved navigational safety, routing, and environmental protection. However, existing prediction methods are challenged by the irregular sampling time intervals of the vessel tracking data from the global AIS system and the complexity of vessel movement. These aspects render model learning and generalization difficult. To address these challenges and improve vessel trajectory prediction, we propose the multi-modal knowledge-enhanced framework (MAKER) for vessel trajectory prediction. To contend better with the irregular sampling time intervals, MAKER features a Large language model-guided Knowledge Transfer (LKT) module that leverages pre-trained language models to transfer trajectory-specific contextual knowledge effectively. To enhance the ability to learn complex trajectory patterns, MAKER incorporates a Knowledge-based Self-paced Learning (KSL) module. This module employs kinematic knowledge to progressively integrate complex patterns during training, allowing for adaptive learning and enhanced generalization. Experimental results on two vessel trajectory datasets show that MAKER can improve the prediction accuracy of state-of-the-art methods by 12.08%-17.86%.

5.1DBNov 25, 2025
Beyond Relational: Semantic-Aware Multi-Modal Analytics with LLM-Native Query Optimization

Junhao Zhu, Lu Chen, Xiangyu Ke et al.

Multi-modal analytical processing has the potential to transform applications in e-commerce, healthcare, entertainment, and beyond. However, real-world adoption remains elusive due to the limited ability of traditional relational query operators to capture query semantics. The emergence of foundation models, particularly the large language models (LLMs), opens up new opportunities to develop flexible, semantic-aware data analytics systems that transcend the relational paradigm. We present Nirvana, a multi-modal data analytics framework that incorporates programmable semantic operators while leveraging both logical and physical query optimization strategies, tailored for LLM-driven semantic query processing. Nirvana addresses two key challenges. First, it features an agentic logical optimizer that uses natural language-specified transformation rules and random-walk-based search to explore vast spaces of semantically equivalent query plans -- far beyond the capabilities of conventional optimizers. Second, it introduces a cost-aware physical optimizer that selects the most effective LLM backend for each operator using a novel improvement-score metric. To further enhance efficiency, Nirvana incorporates computation reuse and evaluation pushdown techniques guided by model capability hypotheses. Experimental evaluations on three real-world benchmarks demonstrate that Nirvana is able to reduce end-to-end runtime by 10%--85% and reduces system processing costs by 76% on average, outperforming state-of-the-art systems at both efficiency and scalability.

1.2DBOct 20, 2025
Comprehending Spatio-temporal Data via Cinematic Storytelling using Large Language Models

Panos Kalnis. Shuo Shang, Christian S. Jensen

Spatio-temporal data captures complex dynamics across both space and time, yet traditional visualizations are complex, require domain expertise and often fail to resonate with broader audiences. Here, we propose MapMuse, a storytelling-based framework for interpreting spatio-temporal datasets, transforming them into compelling, narrative-driven experiences. We utilize large language models and employ retrieval augmented generation (RAG) and agent-based techniques to generate comprehensive stories. Drawing on principles common in cinematic storytelling, we emphasize clarity, emotional connection, and audience-centric design. As a case study, we analyze a dataset of taxi trajectories. Two perspectives are presented: a captivating story based on a heat map that visualizes millions of taxi trip endpoints to uncover urban mobility patterns; and a detailed narrative following a single long taxi journey, enriched with city landmarks and temporal shifts. By portraying locations as characters and movement as plot, we argue that data storytelling drives insight, engagement, and action from spatio-temporal information. The case study illustrates how MapMuse can bridge the gap between data complexity and human understanding. The aim of this short paper is to provide a glimpse to the potential of the cinematic storytelling technique as an effective communication tool for spatio-temporal data, as well as to describe open problems and opportunities for future research.

4.1LGAug 4, 2025
Skeleton-Guided Learning for Shortest Path Search

Tiantian Liu, Xiao Li, Huan Li et al.

Shortest path search is a core operation in graph-based applications, yet existing methods face important limitations. Classical algorithms such as Dijkstra's and A* become inefficient as graphs grow more complex, while index-based techniques often require substantial preprocessing and storage. Recent learning-based approaches typically focus on spatial graphs and rely on context-specific features like geographic coordinates, limiting their general applicability. We propose a versatile learning-based framework for shortest path search on generic graphs, without requiring domain-specific features. At the core of our approach is the construction of a skeleton graph that captures multi-level distance and hop information in a compact form. A Skeleton Graph Neural Network (SGNN) operates on this structure to learn node embeddings and predict distances and hop lengths between node pairs. These predictions support LSearch, a guided search algorithm that uses model-driven pruning to reduce the search space while preserving accuracy. To handle larger graphs, we introduce a hierarchical training strategy that partitions the graph into subgraphs with individually trained SGNNs. This structure enables HLSearch, an extension of our method for efficient path search across graph partitions. Experiments on five diverse real-world graphs demonstrate that our framework achieves strong performance across graph types, offering a flexible and effective solution for learning-based shortest path search.

4.1LGJun 13, 2025Code
Prioritizing Alignment Paradigms over Task-Specific Model Customization in Time-Series LLMs

Wei Li, Yunyao Cheng, Xinli Hao et al.

Recent advances in Large Language Models (LLMs) have enabled unprecedented capabilities for time-series reasoning in diverse real-world applications, including medical, financial, and spatio-temporal domains. However, existing approaches typically focus on task-specific model customization, such as forecasting and anomaly detection, while overlooking the data itself, referred to as time-series primitives, which are essential for in-depth reasoning. This position paper advocates a fundamental shift in approaching time-series reasoning with LLMs: prioritizing alignment paradigms grounded in the intrinsic primitives of time series data over task-specific model customization. This realignment addresses the core limitations of current time-series reasoning approaches, which are often costly, inflexible, and inefficient, by systematically accounting for intrinsic structure of data before task engineering. To this end, we propose three alignment paradigms: Injective Alignment, Bridging Alignment, and Internal Alignment, which are emphasized by prioritizing different aspects of time-series primitives: domain, characteristic, and representation, respectively, to activate time-series reasoning capabilities of LLMs to enable economical, flexible, and efficient reasoning. We further recommend that practitioners adopt an alignment-oriented method to avail this instruction to select an appropriate alignment paradigm. Additionally, we categorize relevant literature into these alignment paradigms and outline promising research directions.

1.2DBMar 19, 2025
ACE: A Cardinality Estimator for Set-Valued Queries

Yufan Sheng, Xin Cao, Kaiqi Zhao et al.

Cardinality estimation is a fundamental functionality in database systems. Most existing cardinality estimators focus on handling predicates over numeric or categorical data. They have largely omitted an important data type, set-valued data, which frequently occur in contemporary applications such as information retrieval and recommender systems. The few existing estimators for such data either favor high-frequency elements or rely on a partial independence assumption, which limits their practical applicability. We propose ACE, an Attention-based Cardinality Estimator for estimating the cardinality of queries over set-valued data. We first design a distillation-based data encoder to condense the dataset into a compact matrix. We then design an attention-based query analyzer to capture correlations among query elements. To handle variable-sized queries, a pooling module is introduced, followed by a regression model (MLP) to generate final cardinality estimates. We evaluate ACE on three datasets with varying query element distributions, demonstrating that ACE outperforms the state-of-the-art competitors in terms of both accuracy and efficiency.

11.5LGFeb 11, 2024Code
UVTM: Universal Vehicle Trajectory Modeling with ST Feature Domain Generation

Yan Lin, Jilin Hu, Shengnan Guo et al.

Vehicle movement is frequently captured in the form of GPS trajectories, i.e., sequences of timestamped GPS locations. Such data is widely used for various tasks such as travel-time estimation, trajectory recovery, and trajectory prediction. A universal vehicle trajectory model could be applied to different tasks, removing the need to maintain multiple specialized models, thereby reducing computational and storage costs. However, creating such a model is challenging when the integrity of trajectory features is compromised, i.e., in scenarios where only partial features are available or the trajectories are sparse. To address these challenges, we propose the Universal Vehicle Trajectory Model (UVTM), which can effectively adapt to different tasks without excessive retraining. UVTM incorporates two specialized designs. First, it divides trajectory features into three distinct domains. Each domain can be masked and generated independently to accommodate tasks with only partially available features. Second, UVTM is pre-trained by reconstructing dense, feature-complete trajectories from sparse, feature-incomplete counterparts, enabling strong performance even when the integrity of trajectory features is compromised. Experiments involving four representative trajectory-related tasks on three real-world vehicle trajectory datasets provide insight into the performance of UVTM and offer evidence that it is capable of meeting its objectives.

4.3SPJan 26, 2024
Disentangling Imperfect: A Wavelet-Infused Multilevel Heterogeneous Network for Human Activity Recognition in Flawed Wearable Sensor Data

Mengna Liu, Dong Xiang, Xu Cheng et al.

The popularity and diffusion of wearable devices provides new opportunities for sensor-based human activity recognition that leverages deep learning-based algorithms. Although impressive advances have been made, two major challenges remain. First, sensor data is often incomplete or noisy due to sensor placement and other issues as well as data transmission failure, calling for imputation of missing values, which also introduces noise. Second, human activity has multi-scale characteristics. Thus, different groups of people and even the same person may behave differently under different circumstances. To address these challenges, we propose a multilevel heterogeneous neural network, called MHNN, for sensor data analysis. We utilize multilevel discrete wavelet decomposition to extract multi-resolution features from sensor data. This enables distinguishing signals with different frequencies, thereby suppressing noise. As the components resulting from the decomposition are heterogeneous, we equip the proposed model with heterogeneous feature extractors that enable the learning of multi-scale features. Due to the complementarity of these features, we also include a cross aggregation module for enhancing their interactions. An experimental study using seven publicly available datasets offers evidence that MHNN can outperform other cutting-edge models and offers evidence of robustness to missing values and noise. An ablation study confirms the importance of each module.

12.4LGMar 30, 2022Code
Weakly-supervised Temporal Path Representation Learning with Contrastive Curriculum Learning -- Extended Version

Sean Bin Yang, Chenjuan Guo, Jilin Hu et al.

In step with the digitalization of transportation, we are witnessing a growing range of path-based smart-city applications, e.g., travel-time estimation and travel path ranking. A temporal path(TP) that includes temporal information, e.g., departure time, into the path is fundamental to enable such applications. In this setting, it is essential to learn generic temporal path representations(TPRs) that consider spatial and temporal correlations simultaneously and that can be used in different applications, i.e., downstream tasks. Existing methods fail to achieve the goal since (i) supervised methods require large amounts of task-specific labels when training and thus fail to generalize the obtained TPRs to other tasks; (ii) through unsupervised methods can learn generic representations, they disregard the temporal aspect, leading to sub-optimal results. To contend with the limitations of existing solutions, we propose a Weakly-Supervised Contrastive (WSC) learning model. We first propose a temporal path encoder that encodes both the spatial and temporal information of a temporal path into a TPR. To train the encoder, we introduce weak labels that are easy and inexpensive to obtain and are relevant to different tasks, e.g., temporal labels indicating peak vs. off-peak hours from departure times. Based on the weak labels, we construct meaningful positive and negative temporal path samples by considering both spatial and temporal information, which facilities training the encoder using contrastive learning by pulling closer to the positive samples' representations while pushing away the negative samples' representations. To better guide contrastive learning, we propose a learning strategy based on Curriculum Learning such that the learning performs from easy to hard training instances. Experiments studies verify the effectiveness of the proposed method.

17.2LGDec 21, 2021
AutoCTS: Automated Correlated Time Series Forecasting -- Extended Version

Xinle Wu, Dalin Zhang, Chenjuan Guo et al.

Correlated time series (CTS) forecasting plays an essential role in many cyber-physical systems, where multiple sensors emit time series that capture interconnected processes. Solutions based on deep learning that deliver state-of-the-art CTS forecasting performance employ a variety of spatio-temporal (ST) blocks that are able to model temporal dependencies and spatial correlations among time series. However, two challenges remain. First, ST-blocks are designed manually, which is time consuming and costly. Second, existing forecasting models simply stack the same ST-blocks multiple times, which limits the model potential. To address these challenges, we propose AutoCTS that is able to automatically identify highly competitive ST-blocks as well as forecasting models with heterogeneous ST-blocks connected using diverse topologies, as opposed to the same ST-blocks connected using simple stacking. Specifically, we design both a micro and a macro search space to model possible architectures of ST-blocks and the connections among heterogeneous ST-blocks, and we provide a search strategy that is able to jointly explore the search spaces to identify optimal forecasting models. Extensive experiments on eight commonly used CTS forecasting benchmark datasets justify our design choices and demonstrate that AutoCTS is capable of automatically discovering forecasting models that outperform state-of-the-art human-designed models. This is an extended version of ``AutoCTS: Automated Correlated Time Series Forecasting'', to appear in PVLDB 2022.

15.1LGDec 17, 2021Code
Deep Spatially and Temporally Aware Similarity Computation for Road Network Constrained Trajectories

Ziquan Fang, Yuntao Du, Xinjun Zhu et al.

Trajectory similarity computation has drawn massive attention, as it is core functionality in a wide range of applications such as ride-sharing, traffic analysis, and social recommendation. Motivated by the recent success of deep learning technologies, researchers start devoting efforts to learning-based similarity analyses to overcome the limitations (i.e., high cost and poor adaptability) of traditional methods. Specifically, deep trajectory similarity computation aims to learn a distance function that can evaluate how similar two trajectories are via neural networks. However, existing learning-based methods focus on spatial similarity but ignore the time dimension of trajectories, which is suboptimal for time-aware applications. Besides, they tend to disregard the embedding of trajectories into road networks, restricting their applicability in real scenarios. In this paper, we propose an effective learning-based framework, called ST2Vec, to perform efficient spatially and temporally aware trajectory similarity computation in road networks. Finally, extensive experimental evaluation using three real trajectory data sets shows that ST2Vec outperforms all the state-of-the-art approaches substantially.

17.5LGNov 22, 2021
Unsupervised Time Series Outlier Detection with Diversity-Driven Convolutional Ensembles -- Extended Version

David Campos, Tung Kieu, Chenjuan Guo et al.

With the sweeping digitalization of societal, medical, industrial, and scientific processes, sensing technologies are being deployed that produce increasing volumes of time series data, thus fueling a plethora of new or improved applications. In this setting, outlier detection is frequently important, and while solutions based on neural networks exist, they leave room for improvement in terms of both accuracy and efficiency. With the objective of achieving such improvements, we propose a diversity-driven, convolutional ensemble. To improve accuracy, the ensemble employs multiple basic outlier detection models built on convolutional sequence-to-sequence autoencoders that can capture temporal dependencies in time series. Further, a novel diversity-driven training method maintains diversity among the basic models, with the aim of improving the ensemble's accuracy. To improve efficiency, the approach enables a high degree of parallelism during training. In addition, it is able to transfer some model parameters from one basic model to another, which reduces training time. We report on extensive experiments using real-world multivariate time series that offer insight into the design choices underlying the new approach and offer evidence that it is capable of improved accuracy and efficiency. This is an extended version of "Unsupervised Time Series Outlier Detection with Diversity-Driven Convolutional Ensembles", to appear in PVLDB 2022.

1.6LGApr 27, 2021
UniTE -- The Best of Both Worlds: Unifying Function-Fitting and Aggregation-Based Approaches to Travel Time and Travel Speed Estimation

Tobias Skovgaard Jepsen, Christian S. Jensen, Thomas Dyhre Nielsen

Travel time or speed estimation are part of many intelligent transportation applications. Existing estimation approaches rely on either function fitting or aggregation and represent different trade-offs between generalizability and accuracy. Function-fitting approaches learn functions that map feature vectors of, e.g., routes, to travel time or speed estimates, which enables generalization to unseen routes. However, mapping functions are imperfect and offer poor accuracy in practice. Aggregation-based approaches instead form estimates by aggregating historical data, e.g., traversal data for routes. This enables very high accuracy given sufficient data. However, they rely on simplistic heuristics when insufficient data is available, yielding poor generalizability. We present a Unifying approach to Travel time and speed Estimation (UniTE) that combines function-fitting and aggregation-based approaches into a unified framework that aims to achieve the generalizability of function-fitting approaches and the accuracy of aggregation-based approaches. An empirical study finds that an instance of UniTE can improve the accuracies of travel speed distribution and travel time estimation by $40-64\%$ and $3-23\%$, respectively, compared to using function fitting or aggregation alone

11.5LGJun 16, 2020Code
Relational Fusion Networks: Graph Convolutional Networks for Road Networks

Tobias Skovgaard Jepsen, Christian S. Jensen, Thomas Dyhre Nielsen

The application of machine learning techniques in the setting of road networks holds the potential to facilitate many important intelligent transportation applications. Graph Convolutional Networks (GCNs) are neural networks that are capable of leveraging the structure of a network. However, many implicit assumptions of GCNs do not apply to road networks. We introduce the Relational Fusion Network (RFN), a novel type of GCN designed specifically for road networks. In particular, we propose methods that outperform state-of-the-art GCNs by 21%-40% on two machine learning tasks in road networks. Furthermore, we show that state-of-the-art GCNs may fail to effectively leverage road network structure and may not generalize well to other road networks.

4.1LGNov 14, 2019
On Network Embedding for Machine Learning on Road Networks: A Case Study on the Danish Road Network

Tobias Skovgaard Jepsen, Christian S. Jensen, Thomas Dyhre Nielsen

Road networks are a type of spatial network, where edges may be associated with qualitative information such as road type and speed limit. Unfortunately, such information is often incomplete; for instance, OpenStreetMap only has speed limits for 13% of all Danish road segments. This is problematic for analysis tasks that rely on such information for machine learning. To enable machine learning in such circumstances, one may consider the application of network embedding methods to extract structural information from the network. However, these methods have so far mostly been used in the context of social networks, which differ significantly from road networks in terms of, e.g., node degree and level of homophily (which are key to the performance of many network embedding methods). We analyze the use of network embedding methods, specifically node2vec, for learning road segment embeddings in road networks. Due to the often limited availability of information on other relevant road characteristics, the analysis focuses on leveraging the spatial network structure. Our results suggest that network embedding methods can indeed be used for deriving relevant network features (that may, e.g, be used for predicting speed limits), but that the qualities of the embeddings differ from embeddings for social networks.

4.1LGNov 13, 2018
Recurrent Multi-Graph Neural Networks for Travel Cost Prediction

Jilin Hu, Chenjuan Guo, Bin Yang et al.

Origin-destination (OD) matrices are often used in urban planning, where a city is partitioned into regions and an element (i, j) in an OD matrix records the cost (e.g., travel time, fuel consumption, or travel speed) from region i to region j. In this paper, we partition a day into multiple intervals, e.g., 96 15-min intervals and each interval is associated with an OD matrix which represents the costs in the interval; and we consider sparse and stochastic OD matrices, where the elements represent stochastic but not deterministic costs and some elements are missing due to lack of data between two regions. We solve the sparse, stochastic OD matrix forecasting problem. Given a sequence of historical OD matrices that are sparse, we aim at predicting future OD matrices with no empty elements. We propose a generic learning framework to solve the problem by dealing with sparse matrices via matrix factorization and two graph convolutional neural networks and capturing temporal dynamics via recurrent neural network. Empirical studies using two taxi datasets from different countries verify the effectiveness of the proposed framework.

6.6LGFeb 22, 2018
Learning to Route with Sparse Trajectory Sets---Extended Version

Chenjuan Guo, Bin Yang, Jilin Hu et al.

Motivated by the increasing availability of vehicle trajectory data, we propose learn-to-route, a comprehensive trajectory-based routing solution. Specifically, we first construct a graph-like structure from trajectories as the routing infrastructure. Second, we enable trajectory-based routing given an arbitrary (source, destination) pair. In the first step, given a road network and a collection of trajectories, we propose a trajectory-based clustering method that identifies regions in a road network. If a pair of regions are connected by trajectories, we maintain the paths used by these trajectories and learn a routing preference for travel between the regions. As trajectories are skewed and sparse, many region pairs are not connected by trajectories. We thus transfer routing preferences from region pairs with sufficient trajectories to such region pairs and then use the transferred preferences to identify paths between the regions. In the second step, we exploit the above graph-like structure to achieve a comprehensive trajectory-based routing solution. Empirical studies with two substantial trajectory data sets offer insight into the proposed solution, indicating that it is practical. A comparison with a leading routing service offers evidence that the paper's proposal is able to enhance routing quality. This is an extended version of "Learning to Route with Sparse Trajectory Sets" [1], to appear in IEEE ICDE 2018.

1.2DBNov 12, 2014
Manycore processing of repeated range queries over massive moving objects observations

Francesco Lettich, Salvatore Orlando, Claudio Silvestri et al.

The ability to timely process significant amounts of continuously updated spatial data is mandatory for an increasing number of applications. Parallelism enables such applications to face this data-intensive challenge and allows the devised systems to feature low latency and high scalability. In this paper we focus on a specific data-intensive problem, concerning the repeated processing of huge amounts of range queries over massive sets of moving objects, where the spatial extents of queries and objects are continuously modified over time. To tackle this problem and significantly accelerate query processing we devise a hybrid CPU/GPU pipeline that compresses data output and save query processing work. The devised system relies on an ad-hoc spatial index leading to a problem decomposition that results in a set of independent data-parallel tasks. The index is based on a point-region quadtree space decomposition and allows to tackle effectively a broad range of spatial object distributions, even those very skewed. Also, to deal with the architectural peculiarities and limitations of the GPUs, we adopt non-trivial GPU data structures that avoid the need of locked memory accesses and favour coalesced memory accesses, thus enhancing the overall memory throughput. To the best of our knowledge this is the first work that exploits GPUs to efficiently solve repeated range queries over massive sets of continuously moving objects, characterized by highly skewed spatial distributions. In comparison with state-of-the-art CPU-based implementations, our method highlights significant speedups in the order of 14x-20x, depending on the datasets, even when considering very cheap GPUs.

8.0LGAug 2, 2013
Using Incomplete Information for Complete Weight Annotation of Road Networks -- Extended Version

Bin Yang, Manohar Kaul, Christian S. Jensen

We are witnessing increasing interests in the effective use of road networks. For example, to enable effective vehicle routing, weighted-graph models of transportation networks are used, where the weight of an edge captures some cost associated with traversing the edge, e.g., greenhouse gas (GHG) emissions or travel time. It is a precondition to using a graph model for routing that all edges have weights. Weights that capture travel times and GHG emissions can be extracted from GPS trajectory data collected from the network. However, GPS trajectory data typically lack the coverage needed to assign weights to all edges. This paper formulates and addresses the problem of annotating all edges in a road network with travel cost based weights from a set of trips in the network that cover only a small fraction of the edges, each with an associated ground-truth travel cost. A general framework is proposed to solve the problem. Specifically, the problem is modeled as a regression problem and solved by minimizing a judiciously designed objective function that takes into account the topology of the road network. In particular, the use of weighted PageRank values of edges is explored for assigning appropriate weights to all edges, and the property of directional adjacency of edges is also taken into account to assign weights. Empirical studies with weights capturing travel time and GHG emissions on two road networks (Skagen, Denmark, and North Jutland, Denmark) offer insight into the design properties of the proposed techniques and offer evidence that the techniques are effective.