Enhancing Time Series Forecasting through Selective Representation Spaces: A Patch Perspective

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.

Unlocking the Power of Mixture-of-Experts for Task-Aware Time Series Analytics

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.

DAG: A Dual Causal Network for Time Series Forecasting with Exogenous Variables

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.

$K^2$VAE: A Koopman-Kalman Enhanced Variational AutoEncoder for Probabilistic Time Series Forecasting

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.

HybridProver: Augmenting Theorem Proving with LLM-Driven Proof Synthesis and Refinement

Formal methods is pivotal for verifying the reliability of critical systems through rigorous mathematical proofs. However, its adoption is hindered by labor-intensive manual proofs and the expertise required to use theorem provers. Recent advancements in large language models (LLMs) offer new opportunities for automated theorem proving. Two promising approaches are generating tactics step by step and generating a whole proof directly with an LLM. However, existing work makes no attempt to combine the two approaches. In this work, we introduce HybridProver, a dual-model proof synthesis framework that combines tactic-based generation and whole-proof synthesis to harness the benefits of both approaches. HybridProver generates whole proof candidates for evaluation directly, then extracts proof sketches from those candidates. It then uses a tactic-based generation model that integrates automated tools to complete the sketches via stepwise refinement. We implement HybridProver for the Isabelle theorem prover and fine-tune LLMs on our optimized Isabelle datasets. Evaluation on the miniF2F dataset illustrates HybridProver's effectiveness. We achieve a 59.4% success rate on miniF2F, where the previous SOTA is 56.1%. Our ablation studies show that this SOTA result is attributable to combining whole-proof and tactic-based generation. Additionally, we show how the dataset quality, training parameters, and sampling diversity affect the final result during automated theorem proving with LLMs. All of our code, datasets, and LLMs are open source.

TransferTraj: A Vehicle Trajectory Learning Model for Region and Task Transferability

Vehicle GPS trajectories provide valuable movement information that supports various downstream tasks and applications. A desirable trajectory learning model should be able to transfer across regions and tasks without retraining, avoiding the need to maintain multiple specialized models and subpar performance with limited training data. However, each region has its unique spatial features and contexts, which are reflected in vehicle movement patterns and difficult to generalize. Additionally, transferring across different tasks faces technical challenges due to the varying input-output structures required for each task. Existing efforts towards transferability primarily involve learning embedding vectors for trajectories, which perform poorly in region transfer and require retraining of prediction modules for task transfer. To address these challenges, we propose TransferTraj, a vehicle GPS trajectory learning model that excels in both region and task transferability. For region transferability, we introduce RTTE as the main learnable module within TransferTraj. It integrates spatial, temporal, POI, and road network modalities of trajectories to effectively manage variations in spatial context distribution across regions. It also introduces a TRIE module for incorporating relative information of spatial features and a spatial context MoE module for handling movement patterns in diverse contexts. For task transferability, we propose a task-transferable input-output scheme that unifies the input-output structure of different tasks into the masking and recovery of modalities and trajectory points. This approach allows TransferTraj to be pre-trained once and transferred to different tasks without retraining. Extensive experiments on three real-world vehicle trajectory datasets under task transfer, zero-shot, and few-shot region transfer, validating TransferTraj's effectiveness.

Rethinking Irregular Time Series Forecasting: A Simple yet Effective Baseline

The forecasting of irregular multivariate time series (IMTS) is crucial in key areas such as healthcare, biomechanics, climate science, and astronomy. However, achieving accurate and practical predictions is challenging due to two main factors. First, the inherent irregularity and data missingness in irregular time series make modeling difficult. Second, most existing methods are typically complex and resource-intensive. In this study, we propose a general framework called APN to address these challenges. Specifically, we design a novel Time-Aware Patch Aggregation (TAPA) module that achieves adaptive patching. By learning dynamically adjustable patch boundaries and a time-aware weighted averaging strategy, TAPA transforms the original irregular sequences into high-quality, regularized representations in a channel-independent manner. Additionally, we use a simple query module to effectively integrate historical information while maintaining the model's efficiency. Finally, predictions are made by a shallow MLP. Experimental results on multiple real-world datasets show that APN outperforms existing state-of-the-art methods in both efficiency and accuracy.

NeuroLoc: Encoding Navigation Cells for 6-DOF Camera Localization

Recently, camera localization has been widely adopted in autonomous robotic navigation due to its efficiency and convenience. However, autonomous navigation in unknown environments often suffers from scene ambiguity, environmental disturbances, and dynamic object transformation in camera localization. To address this problem, inspired by the biological brain navigation mechanism (such as grid cells, place cells, and head direction cells), we propose a novel neurobiological camera location method, namely NeuroLoc. Firstly, we designed a Hebbian learning module driven by place cells to save and replay historical information, aiming to restore the details of historical representations and solve the issue of scene fuzziness. Secondly, we utilized the head direction cell-inspired internal direction learning as multi-head attention embedding to help restore the true orientation in similar scenes. Finally, we added a 3D grid center prediction in the pose regression module to reduce the final wrong prediction. We evaluate the proposed NeuroLoc on commonly used benchmark indoor and outdoor datasets. The experimental results show that our NeuroLoc can enhance the robustness in complex environments and improve the performance of pose regression by using only a single image.

Psychometric-Based Evaluation for Theorem Proving with Large Language Models

Large language models (LLMs) for formal theorem proving have become a prominent research focus. At present, the proving ability of these LLMs is mainly evaluated through proof pass rates on datasets such as miniF2F. However, this evaluation method overlooks the varying importance of theorems. As a result, it fails to highlight the real performance disparities between LLMs and leads to high evaluation costs. This study proposes a psychometric-based evaluation method for theorem proving with LLMs, comprising two main components: Dataset Annotation and Adaptive Evaluation. First, we propose a metric calculation method to annotate the dataset with difficulty and discrimination metrics. Specifically, we annotate each theorem in the miniF2F dataset and grade them into varying difficulty levels according to the performance of LLMs, resulting in an enhanced dataset: miniF2F-Graded. Experimental results show that the difficulty grading in miniF2F-Graded better reflects the theorem difficulty perceived by LLMs. Secondly, we design an adaptive evaluation method to dynamically select the most suitable theorems for testing based on the annotated metrics and the real-time performance of LLMs. We apply this method to evaluate 10 LLMs. The results show that our method finely highlights the performance disparities between LLMs. It also reduces evaluation costs by using only 23% of the theorems in the dataset.

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.