Abstract:Map matching for sparse trajectories is a fundamental problem for many trajectory-based applications, e.g., traffic scheduling and traffic flow analysis. Existing methods for map matching are generally based on Hidden Markov Model (HMM) or encoder-decoder framework. However, these methods continue to face significant challenges when handling noisy or sparsely sampled GPS trajectories. To address these limitations, we propose DiffMM, an encoder-diffusion-based map matching framework that produces effective yet efficient matching results through a one-step diffusion process. We first introduce a road segment-aware trajectory encoder that jointly embeds the input trajectory and its surrounding candidate road segments into a shared latent space through an attention mechanism. Next, we propose a one step diffusion method to realize map matching through a shortcut model by leveraging the joint embedding of the trajectory and candidate road segments as conditioning context. We conduct extensive experiments on large-scale trajectory datasets, demonstrating that our approach consistently outperforms state-of-the-art map matching methods in terms of both accuracy and efficiency, particularly for sparse trajectories and complex road network topologies.
Abstract:Imputing missing values in spatial-temporal traffic data is essential for intelligent transportation systems. Among advanced imputation methods, score-based diffusion models have demonstrated competitive performance. These models generate data by reversing a noising process, using observed values as conditional guidance. However, existing diffusion models typically apply a uniform guidance scale across both spatial and temporal dimensions, which is inadequate for nodes with high missing data rates. Sparse observations provide insufficient conditional guidance, causing the generative process to drift toward the learned prior distribution rather than closely following the conditional observations, resulting in suboptimal imputation performance. To address this, we propose FENCE, a spatial-temporal feedback diffusion guidance method designed to adaptively control guidance scales during imputation. First, FENCE introduces a dynamic feedback mechanism that adjusts the guidance scale based on the posterior likelihood approximations. The guidance scale is increased when generated values diverge from observations and reduced when alignment improves, preventing overcorrection. Second, because alignment to observations varies across nodes and denoising steps, a global guidance scale for all nodes is suboptimal. FENCE computes guidance scales at the cluster level by grouping nodes based on their attention scores, leveraging spatial-temporal correlations to provide more accurate guidance. Experimental results on real-world traffic datasets show that FENCE significantly enhances imputation accuracy.




Abstract:In this work, we introduce FLAME, a family of extremely lightweight and capable Time Series Foundation Models, which support both deterministic and probabilistic forecasting via generative probabilistic modeling, thus ensuring both efficiency and robustness. FLAME utilizes the Legendre Memory for strong generalization capabilities. Through adapting variants of Legendre Memory, i.e., translated Legendre (LegT) and scaled Legendre (LegS), in the Encoding and Decoding phases, FLAME can effectively capture the inherent inductive bias within data and make efficient long-range inferences. To enhance the accuracy of probabilistic forecasting while keeping efficient, FLAME adopts a Normalization Flow based forecasting head, which can model the arbitrarily intricate distributions over the forecasting horizon in a generative manner. Comprehensive experiments on well-recognized benchmarks, including TSFM-Bench and ProbTS, demonstrate the consistent state-of-the-art zero-shot performance of FLAME on both deterministic and probabilistic forecasting tasks.
Abstract:Structure-Based drug design (SBDD) has emerged as a popular approach in drug discovery, leveraging three-dimensional protein structures to generate drug ligands. However, existing generative models encounter several key challenges: (1) incorporating boundary condition constraints, (2) integrating hierarchical structural conditions, and (3) ensuring spatial modeling fidelity. To address these limitations, we propose SculptDrug, a spatial condition-aware generative model based on Bayesian flow networks (BFNs). First, SculptDrug follows a BFN-based framework and employs a progressive denoising strategy to ensure spatial modeling fidelity, iteratively refining atom positions while enhancing local interactions for precise spatial alignment. Second, we introduce a Boundary Awareness Block that incorporates protein surface constraints into the generative process to ensure that generated ligands are geometrically compatible with the target protein. Third, we design a Hierarchical Encoder that captures global structural context while preserving fine-grained molecular interactions, ensuring overall consistency and accurate ligand-protein conformations. We evaluate SculptDrug on the CrossDocked dataset, and experimental results demonstrate that SculptDrug outperforms state-of-the-art baselines, highlighting the effectiveness of spatial condition-aware modeling.




Abstract:Large Language Models (LLMs) have demonstrated remarkable proficiency in language comprehension and generation; however, their widespread adoption is constrained by substantial bandwidth and computational demands. While pruning and low-rank approximation have each demonstrated promising performance individually, their synergy for LLMs remains underexplored. We introduce \underline{S}ynergistic \underline{S}parse and \underline{L}ow-Rank \underline{C}ompression (SSLC) methods for LLMs, which leverages the strengths of both techniques: low-rank approximation compresses the model by retaining its essential structure with minimal information loss, whereas sparse optimization eliminates non-essential weights, preserving those crucial for generalization. Based on theoretical analysis, we first formulate the low-rank approximation and sparse optimization as a unified problem and solve it by iterative optimization algorithm. Experiments on LLaMA and Qwen2.5 models (7B-70B) show that SSLC, without any additional training steps, consistently surpasses standalone methods, achieving state-of-the-arts results. Notably, SSLC compresses Qwen2.5 by 50\% with no performance drop and achieves at least 1.63$\times$ speedup, offering a practical solution for efficient LLM deployment.




Abstract:Time series anomaly detection is important in modern large-scale systems and is applied in a variety of domains to analyze and monitor the operation of diverse systems. Unsupervised approaches have received widespread interest, as they do not require anomaly labels during training, thus avoiding potentially high costs and having wider applications. Among these, autoencoders have received extensive attention. They use reconstruction errors from compressed representations to define anomaly scores. However, representations learned by autoencoders are sensitive to anomalies in training time series, causing reduced accuracy. We propose a novel encode-then-decompose paradigm, where we decompose the encoded representation into stable and auxiliary representations, thereby enhancing the robustness when training with contaminated time series. In addition, we propose a novel mutual information based metric to replace the reconstruction errors for identifying anomalies. Our proposal demonstrates competitive or state-of-the-art performance on eight commonly used multi- and univariate time series benchmarks and exhibits robustness to time series with different contamination ratios.
Abstract:Time Series Forecasting has made significant progress with the help of Patching technique, which partitions time series into multiple patches to effectively retain contextual semantic information into a representation space beneficial for modeling long-term dependencies. However, conventional patching partitions a time series into adjacent patches, which causes a fixed representation space, thus resulting in insufficiently expressful representations. In this paper, we pioneer the exploration of constructing a selective representation space to flexibly include the most informative patches for forecasting. Specifically, we propose the Selective Representation Space (SRS) module, which utilizes the learnable Selective Patching and Dynamic Reassembly techniques to adaptively select and shuffle the patches from the contextual time series, aiming at fully exploiting the information of contextual time series to enhance the forecasting performance of patch-based models. To demonstrate the effectiveness of SRS module, we propose a simple yet effective SRSNet consisting of SRS and an MLP head, which achieves state-of-the-art performance on real-world datasets from multiple domains. Furthermore, as a novel plugin-and-play module, SRS can also enhance the performance of existing patch-based models. The resources are available at https://github.com/decisionintelligence/SRSNet.
Abstract:Time Series Analysis is widely used in various real-world applications such as weather forecasting, financial fraud detection, imputation for missing data in IoT systems, and classification for action recognization. Mixture-of-Experts (MoE), as a powerful architecture, though demonstrating effectiveness in NLP, still falls short in adapting to versatile tasks in time series analytics due to its task-agnostic router and the lack of capability in modeling channel correlations. In this study, we propose a novel, general MoE-based time series framework called PatchMoE to support the intricate ``knowledge'' utilization for distinct tasks, thus task-aware. Based on the observation that hierarchical representations often vary across tasks, e.g., forecasting vs. classification, we propose a Recurrent Noisy Gating to utilize the hierarchical information in routing, thus obtaining task-sepcific capability. And the routing strategy is operated on time series tokens in both temporal and channel dimensions, and encouraged by a meticulously designed Temporal \& Channel Load Balancing Loss to model the intricate temporal and channel correlations. Comprehensive experiments on five downstream tasks demonstrate the state-of-the-art performance of PatchMoE.
Abstract:Time series forecasting is crucial in various fields such as economics, traffic, and AIOps. However, in real-world applications, focusing solely on the endogenous variables (i.e., target variables), is often insufficient to ensure accurate predictions. Considering exogenous variables (i.e., covariates) provides additional predictive information, thereby improving forecasting accuracy. However, existing methods for time series forecasting with exogenous variables (TSF-X) have the following shortcomings: 1) they do not leverage future exogenous variables, 2) they fail to account for the causal relationships between endogenous and exogenous variables. As a result, their performance is suboptimal. In this study, to better leverage exogenous variables, especially future exogenous variable, we propose a general framework DAG, which utilizes dual causal network along both the temporal and channel dimensions for time series forecasting with exogenous variables. Specifically, we first introduce the Temporal Causal Module, which includes a causal discovery module to capture how historical exogenous variables affect future exogenous variables. Following this, we construct a causal injection module that incorporates the discovered causal relationships into the process of forecasting future endogenous variables based on historical endogenous variables. Next, we propose the Channel Causal Module, which follows a similar design principle. It features a causal discovery module models how historical exogenous variables influence historical endogenous variables, and a causal injection module incorporates the discovered relationships to enhance the prediction of future endogenous variables based on future exogenous variables.




Abstract:Probabilistic Time Series Forecasting (PTSF) plays a crucial role in decision-making across various fields, including economics, energy, and transportation. Most existing methods excell at short-term forecasting, while overlooking the hurdles of Long-term Probabilistic Time Series Forecasting (LPTSF). As the forecast horizon extends, the inherent nonlinear dynamics have a significant adverse effect on prediction accuracy, and make generative models inefficient by increasing the cost of each iteration. To overcome these limitations, we introduce $K^2$VAE, an efficient VAE-based generative model that leverages a KoopmanNet to transform nonlinear time series into a linear dynamical system, and devises a KalmanNet to refine predictions and model uncertainty in such linear system, which reduces error accumulation in long-term forecasting. Extensive experiments demonstrate that $K^2$VAE outperforms state-of-the-art methods in both short- and long-term PTSF, providing a more efficient and accurate solution.