Mitigating Time Discretization Challenges with WeatherODE: A Sandwich Physics-Driven Neural ODE for Weather Forecasting

In the field of weather forecasting, traditional models often grapple with discretization errors and time-dependent source discrepancies, which limit their predictive performance. In this paper, we present WeatherODE, a novel one-stage, physics-driven ordinary differential equation (ODE) model designed to enhance weather forecasting accuracy. By leveraging wave equation theory and integrating a time-dependent source model, WeatherODE effectively addresses the challenges associated with time-discretization error and dynamic atmospheric processes. Moreover, we design a CNN-ViT-CNN sandwich structure, facilitating efficient learning dynamics tailored for distinct yet interrelated tasks with varying optimization biases in advection equation estimation. Through rigorous experiments, WeatherODE demonstrates superior performance in both global and regional weather forecasting tasks, outperforming recent state-of-the-art approaches by significant margins of over 40.0\% and 31.8\% in root mean square error (RMSE), respectively. The source code is available at \url{https://github.com/DAMO-DI-ML/WeatherODE}.

TimeBridge: Non-Stationarity Matters for Long-term Time Series Forecasting

Non-stationarity poses significant challenges for multivariate time series forecasting due to the inherent short-term fluctuations and long-term trends that can lead to spurious regressions or obscure essential long-term relationships. Most existing methods either eliminate or retain non-stationarity without adequately addressing its distinct impacts on short-term and long-term modeling. Eliminating non-stationarity is essential for avoiding spurious regressions and capturing local dependencies in short-term modeling, while preserving it is crucial for revealing long-term cointegration across variates. In this paper, we propose TimeBridge, a novel framework designed to bridge the gap between non-stationarity and dependency modeling in long-term time series forecasting. By segmenting input series into smaller patches, TimeBridge applies Integrated Attention to mitigate short-term non-stationarity and capture stable dependencies within each variate, while Cointegrated Attention preserves non-stationarity to model long-term cointegration across variates. Extensive experiments show that TimeBridge consistently achieves state-of-the-art performance in both short-term and long-term forecasting. Additionally, TimeBridge demonstrates exceptional performance in financial forecasting on the CSI 500 and S&P 500 indices, further validating its robustness and effectiveness. Code is available at \url{https://github.com/Hank0626/TimeBridge}.

Adaptive Multi-Scale Decomposition Framework for Time Series Forecasting

Transformer-based and MLP-based methods have emerged as leading approaches in time series forecasting (TSF). While Transformer-based methods excel in capturing long-range dependencies, they suffer from high computational complexities and tend to overfit. Conversely, MLP-based methods offer computational efficiency and adeptness in modeling temporal dynamics, but they struggle with capturing complex temporal patterns effectively. To address these challenges, we propose a novel MLP-based Adaptive Multi-Scale Decomposition (AMD) framework for TSF. Our framework decomposes time series into distinct temporal patterns at multiple scales, leveraging the Multi-Scale Decomposable Mixing (MDM) block to dissect and aggregate these patterns in a residual manner. Complemented by the Dual Dependency Interaction (DDI) block and the Adaptive Multi-predictor Synthesis (AMS) block, our approach effectively models both temporal and channel dependencies and utilizes autocorrelation to refine multi-scale data integration. Comprehensive experiments demonstrate that our AMD framework not only overcomes the limitations of existing methods but also consistently achieves state-of-the-art performance in both long-term and short-term forecasting tasks across various datasets, showcasing superior efficiency. Code is available at \url{https://github.com/TROUBADOUR000/AMD}

Taming Pre-trained LLMs for Generalised Time Series Forecasting via Cross-modal Knowledge Distillation

Multivariate time series forecasting has recently gained great success with the rapid growth of deep learning models. However, existing approaches usually train models from scratch using limited temporal data, preventing their generalization. Recently, with the surge of the Large Language Models (LLMs), several works have attempted to introduce LLMs into time series forecasting. Despite promising results, these methods directly take time series as the input to LLMs, ignoring the inherent modality gap between temporal and text data. In this work, we propose a novel Large Language Models and time series alignment framework, dubbed LLaTA, to fully unleash the potentials of LLMs in the time series forecasting challenge. Based on cross-modal knowledge distillation, the proposed method exploits both input-agnostic static knowledge and input-dependent dynamic knowledge in pre-trained LLMs. In this way, it empowers the forecasting model with favorable performance as well as strong generalization abilities. Extensive experiments demonstrate the proposed method establishes a new state of the art for both long- and short-term forecasting. Code is available at \url{https://github.com/Hank0626/LLaTA}.

WFTNet: Exploiting Global and Local Periodicity in Long-term Time Series Forecasting

Recent CNN and Transformer-based models tried to utilize frequency and periodicity information for long-term time series forecasting. However, most existing work is based on Fourier transform, which cannot capture fine-grained and local frequency structure. In this paper, we propose a Wavelet-Fourier Transform Network (WFTNet) for long-term time series forecasting. WFTNet utilizes both Fourier and wavelet transforms to extract comprehensive temporal-frequency information from the signal, where Fourier transform captures the global periodic patterns and wavelet transform captures the local ones. Furthermore, we introduce a Periodicity-Weighted Coefficient (PWC) to adaptively balance the importance of global and local frequency patterns. Extensive experiments on various time series datasets show that WFTNet consistently outperforms other state-of-the-art baseline.

DIVOTrack: A Novel Dataset and Baseline Method for Cross-View Multi-Object Tracking in DIVerse Open Scenes

Cross-view multi-object tracking aims to link objects between frames and camera views with substantial overlaps. Although cross-view multi-object tracking has received increased attention in recent years, existing datasets still have several issues, including 1) missing real-world scenarios, 2) lacking diverse scenes, 3) owning a limited number of tracks, 4) comprising only static cameras, and 5) lacking standard benchmarks, which hinder the investigation and comparison of cross-view tracking methods. To solve the aforementioned issues, we introduce DIVOTrack: a new cross-view multi-object tracking dataset for DIVerse Open scenes with dense tracking pedestrians in realistic and non-experimental environments. Our DIVOTrack has ten distinct scenarios and 550 cross-view tracks, surpassing all cross-view multi-object tracking datasets currently available. Furthermore, we provide a novel baseline cross-view tracking method with a unified joint detection and cross-view tracking framework named CrossMOT, which learns object detection, single-view association, and cross-view matching with an all-in-one embedding model. Finally, we present a summary of current methodologies and a set of standard benchmarks with our DIVOTrack to provide a fair comparison and conduct a comprehensive analysis of current approaches and our proposed CrossMOT. The dataset and code are available at https://github.com/shengyuhao/DIVOTrack.