Abstract:While time series diffusion models have received considerable focus from many recent works, the performance of existing models remains highly unstable. Factors limiting time series diffusion models include insufficient time series datasets and the absence of guidance. To address these limitations, we propose a Retrieval- Augmented Time series Diffusion model (RATD). The framework of RATD consists of two parts: an embedding-based retrieval process and a reference-guided diffusion model. In the first part, RATD retrieves the time series that are most relevant to historical time series from the database as references. The references are utilized to guide the denoising process in the second part. Our approach allows leveraging meaningful samples within the database to aid in sampling, thus maximizing the utilization of datasets. Meanwhile, this reference-guided mechanism also compensates for the deficiencies of existing time series diffusion models in terms of guidance. Experiments and visualizations on multiple datasets demonstrate the effectiveness of our approach, particularly in complicated prediction tasks.
Abstract:As large language models (LLMs) continue to scale, their enhanced performance often proves insufficient for solving domain-specific tasks. Systematically analyzing their failures and effectively enhancing their performance remain significant challenges. This paper introduces the Re-TASK framework, a novel theoretical model that Revisits LLM Tasks from cApability, Skill, Knowledge perspectives, guided by the principles of Bloom's Taxonomy and Knowledge Space Theory. The Re-TASK framework provides a systematic methodology to deepen our understanding, evaluation, and enhancement of LLMs for domain-specific tasks. It explores the interplay among an LLM's capabilities, the knowledge it processes, and the skills it applies, elucidating how these elements are interconnected and impact task performance. Our application of the Re-TASK framework reveals that many failures in domain-specific tasks can be attributed to insufficient knowledge or inadequate skill adaptation. With this insight, we propose structured strategies for enhancing LLMs through targeted knowledge injection and skill adaptation. Specifically, we identify key capability items associated with tasks and employ a deliberately designed prompting strategy to enhance task performance, thereby reducing the need for extensive fine-tuning. Alternatively, we fine-tune the LLM using capability-specific instructions, further validating the efficacy of our framework. Experimental results confirm the framework's effectiveness, demonstrating substantial improvements in both the performance and applicability of LLMs.
Abstract:Data is essential to performing time series analysis utilizing machine learning approaches, whether for classic models or today's large language models. A good time-series dataset is advantageous for the model's accuracy, robustness, and convergence, as well as task outcomes and costs. The emergence of data-centric AI represents a shift in the landscape from model refinement to prioritizing data quality. Even though time-series data processing methods frequently come up in a wide range of research fields, it hasn't been well investigated as a specific topic. To fill the gap, in this paper, we systematically review different data-centric methods in time series analysis, covering a wide range of research topics. Based on the time-series data characteristics at sample, feature, and period, we propose a taxonomy for the reviewed data selection methods. In addition to discussing and summarizing their characteristics, benefits, and drawbacks targeting time-series data, we also introduce the challenges and opportunities by proposing recommendations, open problems, and possible research topics.
Abstract:We develop a Macroscopic Auxiliary Asymptotic-Preserving Neural Network (MA-APNN) method to solve the time-dependent linear radiative transfer equations (LRTEs), which have a multi-scale nature and high dimensionality. To achieve this, we utilize the Physics-Informed Neural Networks (PINNs) framework and design a new adaptive exponentially weighted Asymptotic-Preserving (AP) loss function, which incorporates the macroscopic auxiliary equation that is derived from the original transfer equation directly and explicitly contains the information of the diffusion limit equation. Thus, as the scale parameter tends to zero, the loss function gradually transitions from the transport state to the diffusion limit state. In addition, the initial data, boundary conditions, and conservation laws serve as the regularization terms for the loss. We present several numerical examples to demonstrate the effectiveness of MA-APNNs.
Abstract:Time series widely exists in real-world applications and many deep learning models have performed well on it. Current research has shown the importance of learning strategy for models, suggesting that the benefit is the order and size of learning samples. However, no effective strategy has been proposed for time series due to its abstract and dynamic construction. Meanwhile, the existing one-shot tasks and continuous tasks for time series necessitate distinct learning processes and mechanisms. No all-purpose approach has been suggested. In this work, we propose a novel Curricular and CyclicaL loss (CRUCIAL) to learn time series for the first time. It is model- and task-agnostic and can be plugged on top of the original loss with no extra procedure. CRUCIAL has two characteristics: It can arrange an easy-to-hard learning order by dynamically determining the sample contribution and modulating the loss amplitude; It can manage a cyclically changed dataset and achieve an adaptive cycle by correlating the loss distribution and the selection probability. We prove that compared with monotonous size, cyclical size can reduce expected error. Experiments on 3 kinds of tasks and 5 real-world datasets show the benefits of CRUCIAL for most deep learning models when learning time series.
Abstract:This work summarizes two strategies for completing time-series (TS) tasks using today's language model (LLM): LLM-for-TS, design and train a fundamental large model for TS data; TS-for-LLM, enable the pre-trained LLM to handle TS data. Considering the insufficient data accumulation, limited resources, and semantic context requirements, this work focuses on TS-for-LLM methods, where we aim to activate LLM's ability for TS data by designing a TS embedding method suitable for LLM. The proposed method is named TEST. It first tokenizes TS, builds an encoder to embed them by instance-wise, feature-wise, and text-prototype-aligned contrast, and then creates prompts to make LLM more open to embeddings, and finally implements TS tasks. Experiments are carried out on TS classification and forecasting tasks using 8 LLMs with different structures and sizes. Although its results cannot significantly outperform the current SOTA models customized for TS tasks, by treating LLM as the pattern machine, it can endow LLM's ability to process TS data without compromising the language ability. This paper is intended to serve as a foundational work that will inspire further research.
Abstract:We propose a model-data asymptotic-preserving neural network(MD-APNN) method to solve the nonlinear gray radiative transfer equations(GRTEs). The system is challenging to be simulated with both the traditional numerical schemes and the vanilla physics-informed neural networks(PINNs) due to the multiscale characteristics. Under the framework of PINNs, we employ a micro-macro decomposition technique to construct a new asymptotic-preserving(AP) loss function, which includes the residual of the governing equations in the micro-macro coupled form, the initial and boundary conditions with additional diffusion limit information, the conservation laws, and a few labeled data. A convergence analysis is performed for the proposed method, and a number of numerical examples are presented to illustrate the efficiency of MD-APNNs, and particularly, the importance of the AP property in the neural networks for the diffusion dominating problems. The numerical results indicate that MD-APNNs lead to a better performance than APNNs or pure data-driven networks in the simulation of the nonlinear non-stationary GRTEs.
Abstract:Continuous diagnosis and prognosis are essential for intensive care patients. It can provide more opportunities for timely treatment and rational resource allocation, especially for sepsis, a main cause of death in ICU, and COVID-19, a new worldwide epidemic. Although deep learning methods have shown their great superiority in many medical tasks, they tend to catastrophically forget, over fit, and get results too late when performing diagnosis and prognosis in the continuous mode. In this work, we summarized the three requirements of this task, proposed a new concept, continuous classification of time series (CCTS), and designed a novel model training method, restricted update strategy of neural networks (RU). In the context of continuous prognosis, our method outperformed all baselines and achieved the average accuracy of 90%, 97%, and 85% on sepsis prognosis, COVID-19 mortality prediction, and eight diseases classification. Superiorly, our method can also endow deep learning with interpretability, having the potential to explore disease mechanisms and provide a new horizon for medical research. We have achieved disease staging for sepsis and COVID-19, discovering four stages and three stages with their typical biomarkers respectively. Further, our method is a data-agnostic and model-agnostic plug-in, it can be used to continuously prognose other diseases with staging and even implement CCTS in other fields.
Abstract:In the real world, the class of a time series is usually labeled at the final time, but many applications require to classify time series at every time point. e.g. the outcome of a critical patient is only determined at the end, but he should be diagnosed at all times for timely treatment. Thus, we propose a new concept: Continuous Classification of Time Series (CCTS). It requires the model to learn data in different time stages. But the time series evolves dynamically, leading to different data distributions. When a model learns multi-distribution, it always forgets or overfits. We suggest that meaningful learning scheduling is potential due to an interesting observation: Measured by confidence, the process of model learning multiple distributions is similar to the process of human learning multiple knowledge. Thus, we propose a novel Confidence-guided method for CCTS (C3TS). It can imitate the alternating human confidence described by the Dunning-Kruger Effect. We define the objective- confidence to arrange data, and the self-confidence to control the learning duration. Experiments on four real-world datasets show that C3TS is more accurate than all baselines for CCTS.
Abstract:Video super-resolution is currently one of the most active research topics in computer vision as it plays an important role in many visual applications. Generally, video super-resolution contains a significant component, i.e., motion compensation, which is used to estimate the displacement between successive video frames for temporal alignment. Optical flow, which can supply dense and sub-pixel motion between consecutive frames, is among the most common ways for this task. To obtain a good understanding of the effect that optical flow acts in video super-resolution, in this work, we conduct a comprehensive review on this subject for the first time. This investigation covers the following major topics: the function of super-resolution (i.e., why we require super-resolution); the concept of video super-resolution (i.e., what is video super-resolution); the description of evaluation metrics (i.e., how (video) superresolution performs); the introduction of optical flow based video super-resolution; the investigation of using optical flow to capture temporal dependency for video super-resolution. Prominently, we give an in-depth study of the deep learning based video super-resolution method, where some representative algorithms are analyzed and compared. Additionally, we highlight some promising research directions and open issues that should be further addressed.