EasyTime: Time Series Forecasting Made Easy

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.

Grid and Road Expressions Are Complementary for Trajectory Representation Learning

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\%.

RED: Effective Trajectory Representation Learning with Comprehensive Information

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%.

TEAM: Topological Evolution-aware Framework for Traffic Forecasting--Extended Version

Due to the global trend towards urbanization, people increasingly move to and live in cities that then continue to grow. Traffic forecasting plays an important role in the intelligent transportation systems of cities as well as in spatio-temporal data mining. State-of-the-art forecasting is achieved by deep-learning approaches due to their ability to contend with complex spatio-temporal dynamics. However, existing methods assume the input is fixed-topology road networks and static traffic time series. These assumptions fail to align with urbanization, where time series are collected continuously and road networks evolve over time. In such settings, deep-learning models require frequent re-initialization and re-training, imposing high computational costs. To enable much more efficient training without jeopardizing model accuracy, we propose the Topological Evolution-aware Framework (TEAM) for traffic forecasting that incorporates convolution and attention. This combination of mechanisms enables better adaptation to newly collected time series, while being able to maintain learned knowledge from old time series. TEAM features a continual learning module based on the Wasserstein metric that acts as a buffer that can identify the most stable and the most changing network nodes. Then, only data related to stable nodes is employed for re-training when consolidating a model. Further, only data of new nodes and their adjacent nodes as well as data pertaining to changing nodes are used to re-train the model. Empirical studies with two real-world traffic datasets offer evidence that TEAM is capable of much lower re-training costs than existing methods are, without jeopardizing forecasting accuracy.

FoundTS: Comprehensive and Unified Benchmarking of Foundation Models for Time Series Forecasting

Time Series Forecasting (TSF) is key functionality in numerous fields, including in finance, weather services, and energy management. While TSF methods are emerging these days, many of them require domain-specific data collection and model training and struggle with poor generalization performance on new domains. Foundation models aim to overcome this limitation. Pre-trained on large-scale language or time series data, they exhibit promising inferencing capabilities in new or unseen data. This has spurred a surge in new TSF foundation models. We propose a new benchmark, FoundTS, to enable thorough and fair evaluation and comparison of such models. FoundTS covers a variety of TSF foundation models, including those based on large language models and those pretrained on time series. Next, FoundTS supports different forecasting strategies, including zero-shot, few-shot, and full-shot, thereby facilitating more thorough evaluations. Finally, FoundTS offers a pipeline that standardizes evaluation processes such as dataset splitting, loading, normalization, and few-shot sampling, thereby facilitating fair evaluations. Building on this, we report on an extensive evaluation of TSF foundation models on a broad range of datasets from diverse domains and with different statistical characteristics. Specifically, we identify pros and cons and inherent limitations of existing foundation models, and we identify directions for future model design. We make our code and datasets available at https://anonymous.4open.science/r/FoundTS-C2B0.

iRangeGraph: Improvising Range-dedicated Graphs for Range-filtering Nearest Neighbor Search

Range-filtering approximate nearest neighbor (RFANN) search is attracting increasing attention in academia and industry. Given a set of data objects, each being a pair of a high-dimensional vector and a numeric value, an RFANN query with a vector and a numeric range as parameters returns the data object whose numeric value is in the query range and whose vector is nearest to the query vector. To process this query, a recent study proposes to build $O(n^2)$ dedicated graph-based indexes for all possible query ranges to enable efficient processing on a database of $n$ objects. As storing all these indexes is prohibitively expensive, the study constructs compressed indexes instead, which reduces the memory consumption considerably. However, this incurs suboptimal performance because the compression is lossy. In this study, instead of materializing a compressed index for every possible query range in preparation for querying, we materialize graph-based indexes, called elemental graphs, for a moderate number of ranges. We then provide an effective and efficient algorithm that during querying can construct an index for any query range using the elemental graphs. We prove that the time needed to construct such an index is low. We also cover an experimental study on real-world datasets that provides evidence that the materialized elemental graphs only consume moderate space and that the proposed method is capable of superior and stable query performance across different query workloads.

UniTE: A Survey and Unified Pipeline for Pre-training ST Trajectory Embeddings

Spatio-temporal (ST) 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 new methods and the analysis of methods. To overcome these obstacles and advance the field of pre-training of trajectory embeddings, 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.

A Survey of Generative Techniques for Spatial-Temporal Data Mining

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.

A Unified Replay-based Continuous Learning Framework for Spatio-Temporal Prediction on Streaming Data

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.

QCore: Data-Efficient, On-Device Continual Calibration for Quantized Models -- Extended Version

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.