Abstract:Recently, leveraging pre-trained Large Language Models (LLMs) for time series (TS) tasks has gained increasing attention, which involves activating and enhancing LLMs' capabilities. Many methods aim to activate LLMs' capabilities based on token-level alignment but overlook LLMs' inherent strength on natural language processing -- their deep understanding of linguistic logic and structure rather than superficial embedding processing. We propose Context-Alignment, a new paradigm that aligns TS with a linguistic component in the language environments familiar to LLMs to enable LLMs to contextualize and comprehend TS data, thereby activating their capabilities. Specifically, such context-level alignment comprises structural alignment and logical alignment, which is achieved by a Dual-Scale Context-Alignment GNNs (DSCA-GNNs) applied to TS-language multimodal inputs. Structural alignment utilizes dual-scale nodes to describe hierarchical structure in TS-language, enabling LLMs treat long TS data as a whole linguistic component while preserving intrinsic token features. Logical alignment uses directed edges to guide logical relationships, ensuring coherence in the contextual semantics. Demonstration examples prompt are employed to construct Demonstration Examples based Context-Alignment (DECA) following DSCA-GNNs framework. DECA can be flexibly and repeatedly integrated into various layers of pre-trained LLMs to improve awareness of logic and structure, thereby enhancing performance. Extensive experiments show the effectiveness of DECA and the importance of Context-Alignment across tasks, particularly in few-shot and zero-shot forecasting, confirming that Context-Alignment provide powerful prior knowledge on context.
Abstract:Revisiting PCA for Time Series Reduction in Temporal Dimension; Jiaxin Gao, Wenbo Hu, Yuntian Chen; Deep learning has significantly advanced time series analysis (TSA), enabling the extraction of complex patterns for tasks like classification, forecasting, and regression. Although dimensionality reduction has traditionally focused on the variable space-achieving notable success in minimizing data redundancy and computational complexity-less attention has been paid to reducing the temporal dimension. In this study, we revisit Principal Component Analysis (PCA), a classical dimensionality reduction technique, to explore its utility in temporal dimension reduction for time series data. It is generally thought that applying PCA to the temporal dimension would disrupt temporal dependencies, leading to limited exploration in this area. However, our theoretical analysis and extensive experiments demonstrate that applying PCA to sliding series windows not only maintains model performance, but also enhances computational efficiency. In auto-regressive forecasting, the temporal structure is partially preserved through windowing, and PCA is applied within these windows to denoise the time series while retaining their statistical information. By preprocessing time-series data with PCA, we reduce the temporal dimensionality before feeding it into TSA models such as Linear, Transformer, CNN, and RNN architectures. This approach accelerates training and inference and reduces resource consumption. Notably, PCA improves Informer training and inference speed by up to 40% and decreases GPU memory usage of TimesNet by 30%, without sacrificing model accuracy. Comparative analysis against other reduction methods further highlights the effectiveness of PCA in improving the efficiency of TSA models.
Abstract:Traditional numerical methods, such as the finite element method and finite volume method, adress partial differential equations (PDEs) by discretizing them into algebraic equations and solving these iteratively. However, this process is often computationally expensive and time-consuming. An alternative approach involves transforming PDEs into integral equations and solving them using Green's functions, which provide analytical solutions. Nevertheless, deriving Green's functions analytically is a challenging and non-trivial task, particularly for complex systems. In this study, we introduce a novel framework, termed GreensONet, which is constructed based on the strucutre of deep operator networks (DeepONet) to learn embedded Green's functions and solve PDEs via Green's integral formulation. Specifically, the Trunk Net within GreensONet is designed to approximate the unknown Green's functions of the system, while the Branch Net are utilized to approximate the auxiliary gradients of the Green's function. These outputs are subsequently employed to perform surface integrals and volume integrals, incorporating user-defined boundary conditions and source terms, respectively. The effectiveness of the proposed framework is demonstrated on three types of PDEs in bounded domains: 3D heat conduction equations, reaction-diffusion equations, and Stokes equations. Comparative results in these cases demonstrate that GreenONet's accuracy and generalization ability surpass those of existing methods, including Physics-Informed Neural Networks (PINN), DeepONet, Physics-Informed DeepONet (PI-DeepONet), and Fourier Neural Operators (FNO).
Abstract:Time series forecasting (TSF) is essential in various domains, and recent advancements in diffusion-based TSF models have shown considerable promise. However, these models typically adopt traditional diffusion patterns, treating TSF as a noise-based conditional generation task. This approach neglects the inherent continuous sequential nature of time series, leading to a fundamental misalignment between diffusion mechanisms and the TSF objective, thereby severely impairing performance. To bridge this misalignment, and inspired by the classic Auto-Regressive Moving Average (ARMA) theory, which views time series as continuous sequential progressions evolving from previous data points, we propose a novel Auto-Regressive Moving Diffusion (ARMD) model to first achieve the continuous sequential diffusion-based TSF. Unlike previous methods that start from white Gaussian noise, our model employs chain-based diffusion with priors, accurately modeling the evolution of time series and leveraging intermediate state information to improve forecasting accuracy and stability. Specifically, our approach reinterprets the diffusion process by considering future series as the initial state and historical series as the final state, with intermediate series generated using a sliding-based technique during the forward process. This design aligns the diffusion model's sampling procedure with the forecasting objective, resulting in an unconditional, continuous sequential diffusion TSF model. Extensive experiments conducted on seven widely used datasets demonstrate that our model achieves state-of-the-art performance, significantly outperforming existing diffusion-based TSF models. Our code is available on GitHub: https://github.com/daxin007/ARMD.
Abstract:In complex physical systems, conventional differential equations often fall short in capturing non-local and memory effects, as they are limited to local dynamics and integer-order interactions. This study introduces a stepwise data-driven framework for discovering fractional differential equations (FDEs) directly from data. FDEs, known for their capacity to model non-local dynamics with fewer parameters than integer-order derivatives, can represent complex systems with long-range interactions. Our framework applies deep neural networks as surrogate models for denoising and reconstructing sparse and noisy observations while using Gaussian-Jacobi quadrature to handle the challenges posed by singularities in fractional derivatives. To optimize both the sparse coefficients and fractional order, we employ an alternating optimization approach that combines sparse regression with global optimization techniques. We validate the framework across various datasets, including synthetic anomalous diffusion data, experimental data on the creep behavior of frozen soils, and single-particle trajectories modeled by L\'{e}vy motion. Results demonstrate the framework's robustness in identifying the structure of FDEs across diverse noise levels and its capacity to capture integer-order dynamics, offering a flexible approach for modeling memory effects in complex systems.
Abstract:Video diffusion models have exhibited tremendous progress in various video generation tasks. However, existing models struggle to capture latent physical knowledge, failing to infer physical phenomena that are challenging to articulate with natural language. Generating videos following the fundamental physical laws is still an opening challenge. To address this challenge, we propose a novel method to teach video diffusion models with latent physical phenomenon knowledge, enabling the accurate generation of physically informed phenomena. Specifically, we first pretrain Masked Autoencoders (MAE) to reconstruct the physical phenomena, resulting in output embeddings that encapsulate latent physical phenomenon knowledge. Leveraging these embeddings, we could generate the pseudo-language prompt features based on the aligned spatial relationships between CLIP vision and language encoders. Particularly, given that diffusion models typically use CLIP's language encoder for text prompt embeddings, our approach integrates the CLIP visual features informed by latent physical knowledge into a quaternion hidden space. This enables the modeling of spatial relationships to produce physical knowledge-informed pseudo-language prompts. By incorporating these prompt features and fine-tuning the video diffusion model in a parameter-efficient manner, the physical knowledge-informed videos are successfully generated. We validate our method extensively through both numerical simulations and real-world observations of physical phenomena, demonstrating its remarkable performance across diverse scenarios.
Abstract:Open-vocabulary image semantic segmentation (OVS) seeks to segment images into semantic regions across an open set of categories. Existing OVS methods commonly depend on foundational vision-language models and utilize similarity computation to tackle OVS tasks. However, these approaches are predominantly tailored to natural images and struggle with the unique characteristics of remote sensing images, such as rapidly changing orientations and significant scale variations. These challenges complicate OVS tasks in earth vision, requiring specialized approaches. To tackle this dilemma, we propose the first OVS framework specifically designed for remote sensing imagery, drawing inspiration from the distinct remote sensing traits. Particularly, to address the varying orientations, we introduce a rotation-aggregative similarity computation module that generates orientation-adaptive similarity maps as initial semantic maps. These maps are subsequently refined at both spatial and categorical levels to produce more accurate semantic maps. Additionally, to manage significant scale changes, we integrate multi-scale image features into the upsampling process, resulting in the final scale-aware semantic masks. To advance OVS in earth vision and encourage reproducible research, we establish the first open-sourced OVS benchmark for remote sensing imagery, including four public remote sensing datasets. Extensive experiments on this benchmark demonstrate our proposed method achieves state-of-the-art performance. All codes and datasets are available at https://github.com/caoql98/OVRS.
Abstract:Photovoltaic power forecasting (PVPF) is a critical area in time series forecasting (TSF), enabling the efficient utilization of solar energy. With advancements in machine learning and deep learning, various models have been applied to PVPF tasks. However, constructing an optimal predictive architecture for specific PVPF tasks remains challenging, as it requires cross-domain knowledge and significant labor costs. To address this challenge, we introduce AutoPV, a novel framework for the automated search and construction of PVPF models based on neural architecture search (NAS) technology. We develop a brand new NAS search space that incorporates various data processing techniques from state-of-the-art (SOTA) TSF models and typical PVPF deep learning models. The effectiveness of AutoPV is evaluated on diverse PVPF tasks using a dataset from the Daqing Photovoltaic Station in China. Experimental results demonstrate that AutoPV can complete the predictive architecture construction process in a relatively short time, and the newly constructed architecture is superior to SOTA predefined models. This work bridges the gap in applying NAS to TSF problems, assisting non-experts and industries in automatically designing effective PVPF models.
Abstract:Machine learning models offer the capability to forecast future energy production or consumption and infer essential unknown variables from existing data. However, legal and policy constraints within specific energy sectors render the data sensitive, presenting technical hurdles in utilizing data from diverse sources. Therefore, we propose adopting a Swarm Learning (SL) scheme, which replaces the centralized server with a blockchain-based distributed network to address the security and privacy issues inherent in Federated Learning (FL)'s centralized architecture. Within this distributed Collaborative Learning framework, each participating organization governs nodes for inter-organizational communication. Devices from various organizations utilize smart contracts for parameter uploading and retrieval. Consensus mechanism ensures distributed consistency throughout the learning process, guarantees the transparent trustworthiness and immutability of parameters on-chain. The efficacy of the proposed framework is substantiated across three real-world energy series modeling scenarios with superior performance compared to Local Learning approaches, simultaneously emphasizing enhanced data security and privacy over Centralized Learning and FL method. Notably, as the number of data volume and the count of local epochs increases within a threshold, there is an improvement in model performance accompanied by a reduction in the variance of performance errors. Consequently, this leads to an increased stability and reliability in the outcomes produced by the model.
Abstract:Maximizing storage performance in geological carbon storage (GCS) is crucial for commercial deployment, but traditional optimization demands resource-intensive simulations, posing computational challenges. This study introduces the multimodal latent dynamic (MLD) model, a deep learning framework for fast flow prediction and well control optimization in GCS. The MLD model includes a representation module for compressed latent representations, a transition module for system state evolution, and a prediction module for flow responses. A novel training strategy combining regression loss and joint-embedding consistency loss enhances temporal consistency and multi-step prediction accuracy. Unlike existing models, the MLD supports diverse input modalities, allowing comprehensive data interactions. The MLD model, resembling a Markov decision process (MDP), can train deep reinforcement learning agents, specifically using the soft actor-critic (SAC) algorithm, to maximize net present value (NPV) through continuous interactions. The approach outperforms traditional methods, achieving the highest NPV while reducing computational resources by over 60%. It also demonstrates strong generalization performance, providing improved decisions for new scenarios based on knowledge from previous ones.