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.

DUET: Dual Clustering Enhanced Multivariate Time Series Forecasting

Multivariate time series forecasting is crucial for various applications, such as financial investment, energy management, weather forecasting, and traffic optimization. However, accurate forecasting is challenging due to two main factors. First, real-world time series often show heterogeneous temporal patterns caused by distribution shifts over time. Second, correlations among channels are complex and intertwined, making it hard to model the interactions among channels precisely and flexibly. In this study, we address these challenges by proposing a general framework called \textbf{DUET}, which introduces \underline{DU}al clustering on the temporal and channel dimensions to \underline{E}nhance multivariate \underline{T}ime series forecasting. First, we design a Temporal Clustering Module (TCM) that clusters time series into fine-grained distributions to handle heterogeneous temporal patterns. For different distribution clusters, we design various pattern extractors to capture their intrinsic temporal patterns, thus modeling the heterogeneity. Second, we introduce a novel Channel-Soft-Clustering strategy and design a Channel Clustering Module (CCM), which captures the relationships among channels in the frequency domain through metric learning and applies sparsification to mitigate the adverse effects of noisy channels. Finally, DUET combines TCM and CCM to incorporate both the temporal and channel dimensions. Extensive experiments on 25 real-world datasets from 10 application domains, demonstrate the state-of-the-art performance of DUET.

MM-Path: Multi-modal, Multi-granularity Path Representation Learning -- Extended Version

Developing effective path representations has become increasingly essential across various fields within intelligent transportation. Although pre-trained path representation learning models have shown improved performance, they predominantly focus on the topological structures from single modality data, i.e., road networks, overlooking the geometric and contextual features associated with path-related images, e.g., remote sensing images. Similar to human understanding, integrating information from multiple modalities can provide a more comprehensive view, enhancing both representation accuracy and generalization. However, variations in information granularity impede the semantic alignment of road network-based paths (road paths) and image-based paths (image paths), while the heterogeneity of multi-modal data poses substantial challenges for effective fusion and utilization. In this paper, we propose a novel Multi-modal, Multi-granularity Path Representation Learning Framework (MM-Path), which can learn a generic path representation by integrating modalities from both road paths and image paths. To enhance the alignment of multi-modal data, we develop a multi-granularity alignment strategy that systematically associates nodes, road sub-paths, and road paths with their corresponding image patches, ensuring the synchronization of both detailed local information and broader global contexts. To address the heterogeneity of multi-modal data effectively, we introduce a graph-based cross-modal residual fusion component designed to comprehensively fuse information across different modalities and granularities. Finally, we conduct extensive experiments on two large-scale real-world datasets under two downstream tasks, validating the effectiveness of the proposed MM-Path. The code is available at: https://github.com/decisionintelligence/MM-Path.

MultiRC: Joint Learning for Time Series Anomaly Prediction and Detection with Multi-scale Reconstructive Contrast

Many methods have been proposed for unsupervised time series anomaly detection. Despite some progress, research on predicting future anomalies is still relatively scarce. Predicting anomalies is particularly challenging due to the diverse reaction time and the lack of labeled data. To address these challenges, we propose MultiRC to integrate reconstructive and contrastive learning for joint learning of anomaly prediction and detection, with multi-scale structure and adaptive dominant period mask to deal with the diverse reaction time. MultiRC also generates negative samples to provide essential training momentum for the anomaly prediction tasks and prevent model degradation. We evaluate seven benchmark datasets from different fields. For both anomaly prediction and detection tasks, MultiRC outperforms existing state-of-the-art methods.

PTR: A Pre-trained Language Model for Trajectory Recovery

Spatiotemporal trajectory data is vital for web-of-things services and is extensively collected and analyzed by web-based hardware and platforms. However, issues such as service interruptions and network instability often lead to sparsely recorded trajectories, resulting in a loss of detailed movement data. As a result, recovering these trajectories to restore missing information becomes essential. Despite progress, several challenges remain unresolved. First, the lack of large-scale dense trajectory data hampers the performance of existing deep learning methods, which rely heavily on abundant data for supervised training. Second, current methods struggle to generalize across sparse trajectories with varying sampling intervals, necessitating separate re-training for each interval and increasing computational costs. Third, external factors crucial for the recovery of missing points are not fully incorporated. To address these challenges, we propose a framework called PTR. This framework mitigates the issue of limited dense trajectory data by leveraging the capabilities of pre-trained language models (PLMs). PTR incorporates an explicit trajectory prompt and is trained on datasets with multiple sampling intervals, enabling it to generalize effectively across different intervals in sparse trajectories. To capture external factors, we introduce an implicit trajectory prompt that models road conditions, providing richer information for recovering missing points. Additionally, we present a trajectory embedder that encodes trajectory points and transforms the embeddings of both observed and missing points into a format comprehensible to PLMs. Experimental results on two public trajectory datasets with three sampling intervals demonstrate the efficacy and scalability of PTR.

DiffImp: Efficient Diffusion Model for Probabilistic Time Series Imputation with Bidirectional Mamba Backbone

Probabilistic time series imputation has been widely applied in real-world scenarios due to its ability to estimate uncertainty of imputation results. Meanwhile, denoising diffusion probabilistic models (DDPMs) have achieved great success in probabilistic time series imputation tasks with its power to model complex distributions. However, current DDPM-based probabilistic time series imputation methodologies are confronted with two types of challenges: 1)~\textit{~The backbone modules of the denoising parts are not capable of achieving sequence modeling with low time complexity.} 2)~\textit{The architecture of denoising modules can not handle the inter-variable and bidirectional dependencies in the time series imputation problem effectively.} To address the first challenge, we integrate the computational efficient state space model, namely Mamba, as the backbone denosing module for DDPMs. To tackle the second challenge, we carefully devise several SSM-based blocks for bidirectional modeling and inter-variable relation understanding. Experimental results demonstrate that our approach can achieve state-of-the-art time series imputation results on multiple datasets, different missing scenarios and missing ratios.

CATCH: Channel-Aware multivariate Time Series Anomaly Detection via Frequency Patching

Anomaly detection in multivariate time series is challenging as heterogeneous subsequence anomalies may occur. Reconstruction-based methods, which focus on learning nomral patterns in the frequency domain to detect diverse abnormal subsequences, achieve promising resutls, while still falling short on capturing fine-grained frequency characteristics and channel correlations. To contend with the limitations, we introduce CATCH, a framework based on frequency patching. We propose to patchify the frequency domain into frequency bands, which enhances its ability to capture fine-grained frequency characteristics. To perceive appropriate channel correlations, we propose a Channel Fusion Module (CFM), which features a patch-wise mask generator and a masked-attention mechanism. Driven by a bi-level multi-objective optimization algorithm, the CFM is encouraged to iteratively discover appropriate patch-wise channel correlations, and to cluster relevant channels while isolating adverse effects from irrelevant channels. Extensive experiments on 9 real-world datasets and 12 synthetic datasets demonstrate that CATCH achieves state-of-the-art performance.

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.

Orca: Ocean Significant Wave Height Estimation with Spatio-temporally Aware Large Language Models

Significant wave height (SWH) is a vital metric in marine science, and accurate SWH estimation is crucial for various applications, e.g., marine energy development, fishery, early warning systems for potential risks, etc. Traditional SWH estimation methods that are based on numerical models and physical theories are hindered by computational inefficiencies. Recently, machine learning has emerged as an appealing alternative to improve accuracy and reduce computational time. However, due to limited observational technology and high costs, the scarcity of real-world data restricts the potential of machine learning models. To overcome these limitations, we propose an ocean SWH estimation framework, namely Orca. Specifically, Orca enhances the limited spatio-temporal reasoning abilities of classic LLMs with a novel spatiotemporal aware encoding module. By segmenting the limited buoy observational data temporally, encoding the buoys' locations spatially, and designing prompt templates, Orca capitalizes on the robust generalization ability of LLMs to estimate significant wave height effectively with limited data. Experimental results on the Gulf of Mexico demonstrate that Orca achieves state-of-the-art performance in SWH estimation.

PLM4Traj: Cognizing Movement Patterns and Travel Purposes from Trajectories with Pre-trained Language Models

Spatio-temporal trajectories play a vital role in various spatio-temporal data mining tasks. Developing a versatile trajectory learning approach that can adapt to different tasks while ensuring high accuracy is crucial. This requires effectively extracting movement patterns and travel purposes embedded in trajectories. However, this task is challenging due to limitations in the size and quality of available trajectory datasets. On the other hand, pre-trained language models (PLMs) have shown great success in adapting to different tasks by training on large-scale, high-quality corpus datasets. Given the similarities between trajectories and sentences, there is potential in leveraging PLMs to enhance the development of a versatile and effective trajectory learning method. Nevertheless, vanilla PLMs are not tailored to handle the unique spatio-temporal features present in trajectories and lack the capability to extract movement patterns and travel purposes from them. To overcome these obstacles, we propose a model called PLM4Traj that effectively utilizes PLMs to model trajectories. PLM4Traj leverages the strengths of PLMs to create a versatile trajectory learning approach while addressing the limitations of vanilla PLMs in modeling trajectories. Firstly, PLM4Traj incorporates a novel trajectory semantic embedder that enables PLMs to process spatio-temporal features in trajectories and extract movement patterns and travel purposes from them. Secondly, PLM4Traj introduces a novel trajectory prompt that integrates movement patterns and travel purposes into PLMs, while also allowing the model to adapt to various tasks. Extensive experiments conducted on two real-world datasets and two representative tasks demonstrate that PLM4Traj successfully achieves its design goals. Codes are available at https://github.com/Zeru19/PLM4Traj.