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Oct 30

TabReD: A Benchmark of Tabular Machine Learning in-the-Wild

Benchmarks that closely reflect downstream application scenarios are essential for the streamlined adoption of new research in tabular machine learning (ML). In this work, we examine existing tabular benchmarks and find two common characteristics of industry-grade tabular data that are underrepresented in the datasets available to the academic community. First, tabular data often changes over time in real-world deployment scenarios. This impacts model performance and requires time-based train and test splits for correct model evaluation. Yet, existing academic tabular datasets often lack timestamp metadata to enable such evaluation. Second, a considerable portion of datasets in production settings stem from extensive data acquisition and feature engineering pipelines. For each specific dataset, this can have a different impact on the absolute and relative number of predictive, uninformative, and correlated features, which in turn can affect model selection. To fill the aforementioned gaps in academic benchmarks, we introduce TabReD -- a collection of eight industry-grade tabular datasets covering a wide range of domains from finance to food delivery services. We assess a large number of tabular ML models in the feature-rich, temporally-evolving data setting facilitated by TabReD. We demonstrate that evaluation on time-based data splits leads to different methods ranking, compared to evaluation on random splits more common in academic benchmarks. Furthermore, on the TabReD datasets, MLP-like architectures and GBDT show the best results, while more sophisticated DL models are yet to prove their effectiveness.

  • 4 authors
·
Jun 27, 2024 6

Multi-modal Gaussian Process Variational Autoencoders for Neural and Behavioral Data

Characterizing the relationship between neural population activity and behavioral data is a central goal of neuroscience. While latent variable models (LVMs) are successful in describing high-dimensional time-series data, they are typically only designed for a single type of data, making it difficult to identify structure shared across different experimental data modalities. Here, we address this shortcoming by proposing an unsupervised LVM which extracts temporally evolving shared and independent latents for distinct, simultaneously recorded experimental modalities. We do this by combining Gaussian Process Factor Analysis (GPFA), an interpretable LVM for neural spiking data with temporally smooth latent space, with Gaussian Process Variational Autoencoders (GP-VAEs), which similarly use a GP prior to characterize correlations in a latent space, but admit rich expressivity due to a deep neural network mapping to observations. We achieve interpretability in our model by partitioning latent variability into components that are either shared between or independent to each modality. We parameterize the latents of our model in the Fourier domain, and show improved latent identification using this approach over standard GP-VAE methods. We validate our model on simulated multi-modal data consisting of Poisson spike counts and MNIST images that scale and rotate smoothly over time. We show that the multi-modal GP-VAE (MM-GPVAE) is able to not only identify the shared and independent latent structure across modalities accurately, but provides good reconstructions of both images and neural rates on held-out trials. Finally, we demonstrate our framework on two real world multi-modal experimental settings: Drosophila whole-brain calcium imaging alongside tracked limb positions, and Manduca sexta spike train measurements from ten wing muscles as the animal tracks a visual stimulus.

  • 5 authors
·
Oct 4, 2023

RAG Meets Temporal Graphs: Time-Sensitive Modeling and Retrieval for Evolving Knowledge

Knowledge is inherently time-sensitive and continuously evolves over time. Although current Retrieval-Augmented Generation (RAG) systems enrich LLMs with external knowledge, they largely ignore this temporal nature. This raises two challenges for RAG. First, current RAG methods lack effective time-aware representations. Same facts of different time are difficult to distinguish with vector embeddings or conventional knowledge graphs. Second, most RAG evaluations assume a static corpus, leaving a blind spot regarding update costs and retrieval stability as knowledge evolves. To make RAG time-aware, we propose Temporal GraphRAG (TG-RAG), which models external corpora as a bi-level temporal graph consisting of a temporal knowledge graph with timestamped relations and a hierarchical time graph. Multi-granularity temporal summaries are generated for each time node to capture both key events and broader trends at that time. The design supports incremental updates by extracting new temporal facts from the incoming corpus and merging them into the existing graph. The temporal graph explicitly represents identical facts at different times as distinct edges to avoid ambiguity, and the time hierarchy graph allows only generating reports for new leaf time nodes and their ancestors, ensuring effective and efficient updates. During inference, TG-RAG dynamically retrieves a subgraph within the temporal and semantic scope of the query, enabling precise evidence gathering. Moreover, we introduce ECT-QA, a time-sensitive question-answering dataset featuring both specific and abstract queries, along with a comprehensive evaluation protocol designed to assess incremental update capabilities of RAG systems. Extensive experiments show that TG-RAG significantly outperforms existing baselines, demonstrating the effectiveness of our method in handling temporal knowledge and incremental updates.

  • 7 authors
·
Oct 15

A Dataset for Answering Time-Sensitive Questions

Time is an important dimension in our physical world. Lots of facts can evolve with respect to time. For example, the U.S. President might change every four years. Therefore, it is important to consider the time dimension and empower the existing QA models to reason over time. However, the existing QA datasets contain rather few time-sensitive questions, hence not suitable for diagnosing or benchmarking the model's temporal reasoning capability. In order to promote research in this direction, we propose to construct a time-sensitive QA dataset. The dataset is constructed by 1) mining time-evolving facts from WikiData and aligning them to their corresponding Wikipedia page, 2) employing crowd workers to verify and calibrate these noisy facts, 3) generating question-answer pairs based on the annotated time-sensitive facts. Our dataset poses challenges in the aspect of both temporal understanding and temporal reasoning. We evaluate different SoTA long-document QA systems like BigBird and FiD on our dataset. The best-performing model FiD can only achieve 46\% accuracy, still far behind the human performance of 87\%. We demonstrate that these models are still lacking the ability to perform consistent temporal reasoning. Therefore, we believe that our dataset could serve as a benchmark to develop NLP models more sensitive to temporal shifts. The dataset and code are released in~https://github.com/wenhuchen/Time-Sensitive-QA.

  • 3 authors
·
Aug 13, 2021

TimeGraphs: Graph-based Temporal Reasoning

Many real-world systems exhibit temporal, dynamic behaviors, which are captured as time series of complex agent interactions. To perform temporal reasoning, current methods primarily encode temporal dynamics through simple sequence-based models. However, in general these models fail to efficiently capture the full spectrum of rich dynamics in the input, since the dynamics is not uniformly distributed. In particular, relevant information might be harder to extract and computing power is wasted for processing all individual timesteps, even if they contain no significant changes or no new information. Here we propose TimeGraphs, a novel approach that characterizes dynamic interactions as a hierarchical temporal graph, diverging from traditional sequential representations. Our approach models the interactions using a compact graph-based representation, enabling adaptive reasoning across diverse time scales. Adopting a self-supervised method, TimeGraphs constructs a multi-level event hierarchy from a temporal input, which is then used to efficiently reason about the unevenly distributed dynamics. This construction process is scalable and incremental to accommodate streaming data. We evaluate TimeGraphs on multiple datasets with complex, dynamic agent interactions, including a football simulator, the Resistance game, and the MOMA human activity dataset. The results demonstrate both robustness and efficiency of TimeGraphs on a range of temporal reasoning tasks. Our approach obtains state-of-the-art performance and leads to a performance increase of up to 12.2% on event prediction and recognition tasks over current approaches. Our experiments further demonstrate a wide array of capabilities including zero-shot generalization, robustness in case of data sparsity, and adaptability to streaming data flow.

  • 5 authors
·
Jan 6, 2024

ChatTS: Aligning Time Series with LLMs via Synthetic Data for Enhanced Understanding and Reasoning

Understanding time series is crucial for its application in real-world scenarios. Recently, large language models (LLMs) have been increasingly applied to time series tasks, leveraging their strong language capabilities to enhance various applications. However, research on multimodal LLMs (MLLMs) for time series understanding and reasoning remains limited, primarily due to the scarcity of high-quality datasets that align time series with textual information. This paper introduces ChatTS, a novel MLLM designed for time series analysis. ChatTS treats time series as a modality, similar to how vision MLLMs process images, enabling it to perform both understanding and reasoning with time series. To address the scarcity of training data, we propose an attribute-based method for generating synthetic time series with detailed attribute descriptions. We further introduce Time Series Evol-Instruct, a novel approach that generates diverse time series Q&As, enhancing the model's reasoning capabilities. To the best of our knowledge, ChatTS is the first MLLM that takes multivariate time series as input, which is fine-tuned exclusively on synthetic datasets. We evaluate its performance using benchmark datasets with real-world data, including six alignment tasks and four reasoning tasks. Our results show that ChatTS significantly outperforms existing vision-based MLLMs (e.g., GPT-4o) and text/agent-based LLMs, achieving a 46.0% improvement in alignment tasks and a 25.8% improvement in reasoning tasks.

  • 9 authors
·
Dec 4, 2024

ChroKnowledge: Unveiling Chronological Knowledge of Language Models in Multiple Domains

Large language models (LLMs) have significantly impacted many aspects of our lives. However, assessing and ensuring their chronological knowledge remains challenging. Existing approaches fall short in addressing the accumulative nature of knowledge, often relying on a single time stamp. To overcome this, we introduce ChroKnowBench, a benchmark dataset designed to evaluate chronologically accumulated knowledge across three key aspects: multiple domains, time dependency, temporal state. Our benchmark distinguishes between knowledge that evolves (e.g., scientific discoveries, amended laws) and knowledge that remain constant (e.g., mathematical truths, commonsense facts). Building on this benchmark, we present ChroKnowledge (Chronological Categorization of Knowledge), a novel sampling-based framework for evaluating and updating LLMs' non-parametric chronological knowledge. Our evaluation shows: (1) The ability of eliciting temporal knowledge varies depending on the data format that model was trained on. (2) LLMs partially recall knowledge or show a cut-off at temporal boundaries rather than recalling all aspects of knowledge correctly. Thus, we apply our ChroKnowPrompt, an in-depth prompting to elicit chronological knowledge by traversing step-by-step through the surrounding time spans. We observe that our framework successfully updates the overall knowledge across the entire timeline in both the biomedical domain (+11.9%) and the general domain (+2.8%), demonstrating its effectiveness in refining temporal knowledge. This non-parametric approach also enables knowledge updates not only in open-source models but also in proprietary LLMs, ensuring comprehensive applicability across model types. We perform a comprehensive analysis based on temporal characteristics of ChroKnowPrompt and validate the potential of various models to elicit intrinsic temporal knowledge through our method.

  • 6 authors
·
Oct 13, 2024 3

TEMPO: Prompt-based Generative Pre-trained Transformer for Time Series Forecasting

The past decade has witnessed significant advances in time series modeling with deep learning. While achieving state-of-the-art results, the best-performing architectures vary highly across applications and domains. Meanwhile, for natural language processing, the Generative Pre-trained Transformer (GPT) has demonstrated impressive performance via training one general-purpose model across various textual datasets. It is intriguing to explore whether GPT-type architectures can be effective for time series, capturing the intrinsic dynamic attributes and leading to significant accuracy improvements. In this paper, we propose a novel framework, TEMPO, that can effectively learn time series representations. We focus on utilizing two essential inductive biases of the time series task for pre-trained models: (i) decomposition of the complex interaction between trend, seasonal and residual components; and (ii) introducing the selection-based prompts to facilitate distribution adaptation in non-stationary time series. TEMPO expands the capability for dynamically modeling real-world temporal phenomena from data within diverse domains. Our experiments demonstrate the superior performance of TEMPO over state-of-the-art methods on a number of time series benchmark datasets. This performance gain is observed not only in standard supervised learning settings but also in scenarios involving previously unseen datasets as well as in scenarios with multi-modal inputs. This compelling finding highlights TEMPO's potential to constitute a foundational model-building framework.

  • 7 authors
·
Oct 7, 2023

Deep Time Series Models: A Comprehensive Survey and Benchmark

Time series, characterized by a sequence of data points organized in a discrete-time order, are ubiquitous in real-world scenarios. Unlike other data modalities, time series present unique challenges due to their intricate and dynamic nature, including the entanglement of nonlinear patterns and time-variant trends. Analyzing such data is of great significance in practical applications and has been extensively studied for centuries. Recent years have witnessed remarkable breakthroughs in the time series community, with techniques shifting from traditional statistical methods to contemporary deep learning models. In this paper, we delve into the design of deep time series models across various analysis tasks and review the existing literature from two perspectives: basic modules and model architectures. Further, we develop and release Time Series Library (TSLib) as a fair benchmark of deep time series models for diverse analysis tasks. TSLib implements 30 prominent models, covers 30 datasets from different domains, and supports five prevalent analysis tasks. Based on TSLib, we thoroughly evaluate 13 advanced deep time series models across diverse tasks. Empirical results indicate that models with specific structures are well-suited for distinct analytical tasks, providing insights for research and adoption of deep time series models. Code and datasets are available at https://github.com/thuml/Time-Series-Library.

  • 7 authors
·
Jul 18, 2024

Augmenting LLMs for General Time Series Understanding and Prediction

Time series data is fundamental to decision-making in many crucial domains including healthcare, finance, and environmental science. However, analyzing this data often requires incorporating unstructured contextual information, answering domain-specific questions, and generating natural language explanations -- capabilities that traditional time series models lack due to their inability to process text. While Large Language Models (LLMs) excel at contextual reasoning and knowledge integration, they struggle with numerical time series due to inefficient text-based representations and limited exposure to temporal data during pretraining. We address this gap by augmenting an LLM with specialized time series perception through a patch-based encoder-decoder architecture. We train this Time Series-augmented LLM (TsLLM) on a large corpus of over 2 million interleaved time series and text examples spanning diverse analysis tasks: forecasting with contextual information, time series question-answering, pattern explanation, classification with natural language outputs, and report generation. This training enables TsLLM to leverage both its language understanding and newly acquired temporal reasoning capabilities. While not designed to surpass specialized models on traditional benchmarks, TsLLM demonstrates strong performance on tasks requiring the integration of time series analysis with natural language -- capabilities that existing approaches cannot provide. Our work establishes a new paradigm for time series analysis that bridges numerical computation and natural language understanding, democratizing access to sophisticated temporal reasoning through natural language interaction.

  • 4 authors
·
Oct 1

EasyTPP: Towards Open Benchmarking Temporal Point Processes

Continuous-time event sequences play a vital role in real-world domains such as healthcare, finance, online shopping, social networks, and so on. To model such data, temporal point processes (TPPs) have emerged as the most natural and competitive models, making a significant impact in both academic and application communities. Despite the emergence of many powerful models in recent years, there hasn't been a central benchmark for these models and future research endeavors. This lack of standardization impedes researchers and practitioners from comparing methods and reproducing results, potentially slowing down progress in this field. In this paper, we present EasyTPP, the first central repository of research assets (e.g., data, models, evaluation programs, documentations) in the area of event sequence modeling. Our EasyTPP makes several unique contributions to this area: a unified interface of using existing datasets and adding new datasets; a wide range of evaluation programs that are easy to use and extend as well as facilitate reproducible research; implementations of popular neural TPPs, together with a rich library of modules by composing which one could quickly build complex models. All the data and implementation can be found at https://github.com/ant-research/EasyTemporalPointProcess. We will actively maintain this benchmark and welcome contributions from other researchers and practitioners. Our benchmark will help promote reproducible research in this field, thus accelerating research progress as well as making more significant real-world impacts.

  • 12 authors
·
Jul 16, 2023

TiVy: Time Series Visual Summary for Scalable Visualization

Visualizing multiple time series presents fundamental tradeoffs between scalability and visual clarity. Time series capture the behavior of many large-scale real-world processes, from stock market trends to urban activities. Users often gain insights by visualizing them as line charts, juxtaposing or superposing multiple time series to compare them and identify trends and patterns. However, existing representations struggle with scalability: when covering long time spans, leading to visual clutter from too many small multiples or overlapping lines. We propose TiVy, a new algorithm that summarizes time series using sequential patterns. It transforms the series into a set of symbolic sequences based on subsequence visual similarity using Dynamic Time Warping (DTW), then constructs a disjoint grouping of similar subsequences based on the frequent sequential patterns. The grouping result, a visual summary of time series, provides uncluttered superposition with fewer small multiples. Unlike common clustering techniques, TiVy extracts similar subsequences (of varying lengths) aligned in time. We also present an interactive time series visualization that renders large-scale time series in real-time. Our experimental evaluation shows that our algorithm (1) extracts clear and accurate patterns when visualizing time series data, (2) achieves a significant speed-up (1000X) compared to a straightforward DTW clustering. We also demonstrate the efficiency of our approach to explore hidden structures in massive time series data in two usage scenarios.

  • 5 authors
·
Jul 25

MRAG: A Modular Retrieval Framework for Time-Sensitive Question Answering

Understanding temporal relations and answering time-sensitive questions is crucial yet a challenging task for question-answering systems powered by large language models (LLMs). Existing approaches either update the parametric knowledge of LLMs with new facts, which is resource-intensive and often impractical, or integrate LLMs with external knowledge retrieval (i.e., retrieval-augmented generation). However, off-the-shelf retrievers often struggle to identify relevant documents that require intensive temporal reasoning. To systematically study time-sensitive question answering, we introduce the TempRAGEval benchmark, which repurposes existing datasets by incorporating temporal perturbations and gold evidence labels. As anticipated, all existing retrieval methods struggle with these temporal reasoning-intensive questions. We further propose Modular Retrieval (MRAG), a trainless framework that includes three modules: (1) Question Processing that decomposes question into a main content and a temporal constraint; (2) Retrieval and Summarization that retrieves evidence and uses LLMs to summarize according to the main content; (3) Semantic-Temporal Hybrid Ranking that scores each evidence summarization based on both semantic and temporal relevance. On TempRAGEval, MRAG significantly outperforms baseline retrievers in retrieval performance, leading to further improvements in final answer accuracy.

  • 6 authors
·
Dec 19, 2024

Temporal Graph Analysis with TGX

Real-world networks, with their evolving relations, are best captured as temporal graphs. However, existing software libraries are largely designed for static graphs where the dynamic nature of temporal graphs is ignored. Bridging this gap, we introduce TGX, a Python package specially designed for analysis of temporal networks that encompasses an automated pipeline for data loading, data processing, and analysis of evolving graphs. TGX provides access to eleven built-in datasets and eight external Temporal Graph Benchmark (TGB) datasets as well as any novel datasets in the .csv format. Beyond data loading, TGX facilitates data processing functionalities such as discretization of temporal graphs and node subsampling to accelerate working with larger datasets. For comprehensive investigation, TGX offers network analysis by providing a diverse set of measures, including average node degree and the evolving number of nodes and edges per timestamp. Additionally, the package consolidates meaningful visualization plots indicating the evolution of temporal patterns, such as Temporal Edge Appearance (TEA) and Temporal Edge Trafficc (TET) plots. The TGX package is a robust tool for examining the features of temporal graphs and can be used in various areas like studying social networks, citation networks, and tracking user interactions. We plan to continuously support and update TGX based on community feedback. TGX is publicly available on: https://github.com/ComplexData-MILA/TGX.

  • 5 authors
·
Feb 5, 2024

Chat-TS: Enhancing Multi-Modal Reasoning Over Time-Series and Natural Language Data

Time-series analysis is critical for a wide range of fields such as healthcare, finance, transportation, and energy, among many others. The practical applications often involve analyzing time-series data alongside contextual information in the form of natural language to support informed decisions. However, current time-series models are limited in their ability to perform reasoning that involves both time-series and their textual content. In this work, we address this gap by introducing Chat-TS, a large language model (LLM) based framework, designed to support reasoning over time series and textual data. Unlike traditional models, Chat-TS integrates time-series tokens into LLMs' vocabulary, enhancing its reasoning ability over both modalities without compromising the core natural language capabilities, enabling practical analysis and reasoning across modalities. To support learning and evaluation in this setup, we contribute new datasets: the TS Instruct Training Dataset which pairs diverse time-series data with relevant text instructions and responses for instruction tuning, the TS Instruct Question and Answer (QA) Gold Dataset which provides multiple-choice questions designed to evaluate multimodal reasoning, and a TS Instruct Quantitative Probing Set which contains a small subset of the TS Instruct QA tasks alongside math and decision-making questions for LLM evaluation. We designed a training strategy to preserve the inherent reasoning capabilities of LLMs while augmenting them for time-series reasoning. Experiments show that Chat-TS achieves state-of-the-art performance in multi-modal reasoning tasks by maintaining strong natural language proficiency while improving time-series reasoning. ~To ensure replicability and facilitate future research, all models, datasets, and code will be available at [\texttt{Github-URL].}

  • 3 authors
·
Mar 13

CHRONOBERG: Capturing Language Evolution and Temporal Awareness in Foundation Models

Large language models (LLMs) excel at operating at scale by leveraging social media and various data crawled from the web. Whereas existing corpora are diverse, their frequent lack of long-term temporal structure may however limit an LLM's ability to contextualize semantic and normative evolution of language and to capture diachronic variation. To support analysis and training for the latter, we introduce CHRONOBERG, a temporally structured corpus of English book texts spanning 250 years, curated from Project Gutenberg and enriched with a variety of temporal annotations. First, the edited nature of books enables us to quantify lexical semantic change through time-sensitive Valence-Arousal-Dominance (VAD) analysis and to construct historically calibrated affective lexicons to support temporally grounded interpretation. With the lexicons at hand, we demonstrate a need for modern LLM-based tools to better situate their detection of discriminatory language and contextualization of sentiment across various time-periods. In fact, we show how language models trained sequentially on CHRONOBERG struggle to encode diachronic shifts in meaning, emphasizing the need for temporally aware training and evaluation pipelines, and positioning CHRONOBERG as a scalable resource for the study of linguistic change and temporal generalization. Disclaimer: This paper includes language and display of samples that could be offensive to readers. Open Access: Chronoberg is available publicly on HuggingFace at ( https://huggingface.co/datasets/spaul25/Chronoberg). Code is available at (https://github.com/paulsubarna/Chronoberg).

  • 7 authors
·
Sep 26

Prompt-augmented Temporal Point Process for Streaming Event Sequence

Neural Temporal Point Processes (TPPs) are the prevalent paradigm for modeling continuous-time event sequences, such as user activities on the web and financial transactions. In real-world applications, event data is typically received in a streaming manner, where the distribution of patterns may shift over time. Additionally, privacy and memory constraints are commonly observed in practical scenarios, further compounding the challenges. Therefore, the continuous monitoring of a TPP to learn the streaming event sequence is an important yet under-explored problem. Our work paper addresses this challenge by adopting Continual Learning (CL), which makes the model capable of continuously learning a sequence of tasks without catastrophic forgetting under realistic constraints. Correspondingly, we propose a simple yet effective framework, PromptTPPOur code is available at {\small \url{ https://github.com/yanyanSann/PromptTPP}}, by integrating the base TPP with a continuous-time retrieval prompt pool. The prompts, small learnable parameters, are stored in a memory space and jointly optimized with the base TPP, ensuring that the model learns event streams sequentially without buffering past examples or task-specific attributes. We present a novel and realistic experimental setup for modeling event streams, where PromptTPP consistently achieves state-of-the-art performance across three real user behavior datasets.

  • 10 authors
·
Oct 7, 2023

MTBench: A Multimodal Time Series Benchmark for Temporal Reasoning and Question Answering

Understanding the relationship between textual news and time-series evolution is a critical yet under-explored challenge in applied data science. While multimodal learning has gained traction, existing multimodal time-series datasets fall short in evaluating cross-modal reasoning and complex question answering, which are essential for capturing complex interactions between narrative information and temporal patterns. To bridge this gap, we introduce Multimodal Time Series Benchmark (MTBench), a large-scale benchmark designed to evaluate large language models (LLMs) on time series and text understanding across financial and weather domains. MTbench comprises paired time series and textual data, including financial news with corresponding stock price movements and weather reports aligned with historical temperature records. Unlike existing benchmarks that focus on isolated modalities, MTbench provides a comprehensive testbed for models to jointly reason over structured numerical trends and unstructured textual narratives. The richness of MTbench enables formulation of diverse tasks that require a deep understanding of both text and time-series data, including time-series forecasting, semantic and technical trend analysis, and news-driven question answering (QA). These tasks target the model's ability to capture temporal dependencies, extract key insights from textual context, and integrate cross-modal information. We evaluate state-of-the-art LLMs on MTbench, analyzing their effectiveness in modeling the complex relationships between news narratives and temporal patterns. Our findings reveal significant challenges in current models, including difficulties in capturing long-term dependencies, interpreting causality in financial and weather trends, and effectively fusing multimodal information.

  • 10 authors
·
Mar 21

A Survey on Graph Neural Networks for Time Series: Forecasting, Classification, Imputation, and Anomaly Detection

Time series are the primary data type used to record dynamic system measurements and generated in great volume by both physical sensors and online processes (virtual sensors). Time series analytics is therefore crucial to unlocking the wealth of information implicit in available data. With the recent advancements in graph neural networks (GNNs), there has been a surge in GNN-based approaches for time series analysis. These approaches can explicitly model inter-temporal and inter-variable relationships, which traditional and other deep neural network-based methods struggle to do. In this survey, we provide a comprehensive review of graph neural networks for time series analysis (GNN4TS), encompassing four fundamental dimensions: forecasting, classification, anomaly detection, and imputation. Our aim is to guide designers and practitioners to understand, build applications, and advance research of GNN4TS. At first, we provide a comprehensive task-oriented taxonomy of GNN4TS. Then, we present and discuss representative research works and introduce mainstream applications of GNN4TS. A comprehensive discussion of potential future research directions completes the survey. This survey, for the first time, brings together a vast array of knowledge on GNN-based time series research, highlighting foundations, practical applications, and opportunities of graph neural networks for time series analysis.

  • 8 authors
·
Jul 7, 2023

Time Series Analysis for Education: Methods, Applications, and Future Directions

Recent advancements in the collection and analysis of sequential educational data have brought time series analysis to a pivotal position in educational research, highlighting its essential role in facilitating data-driven decision-making. However, there is a lack of comprehensive summaries that consolidate these advancements. To the best of our knowledge, this paper is the first to provide a comprehensive review of time series analysis techniques specifically within the educational context. We begin by exploring the landscape of educational data analytics, categorizing various data sources and types relevant to education. We then review four prominent time series methods-forecasting, classification, clustering, and anomaly detection-illustrating their specific application points in educational settings. Subsequently, we present a range of educational scenarios and applications, focusing on how these methods are employed to address diverse educational tasks, which highlights the practical integration of multiple time series methods to solve complex educational problems. Finally, we conclude with a discussion on future directions, including personalized learning analytics, multimodal data fusion, and the role of large language models (LLMs) in educational time series. The contributions of this paper include a detailed taxonomy of educational data, a synthesis of time series techniques with specific educational applications, and a forward-looking perspective on emerging trends and future research opportunities in educational analysis. The related papers and resources are available and regularly updated at the project page.

  • 7 authors
·
Aug 25, 2024

TGB-Seq Benchmark: Challenging Temporal GNNs with Complex Sequential Dynamics

Future link prediction is a fundamental challenge in various real-world dynamic systems. To address this, numerous temporal graph neural networks (temporal GNNs) and benchmark datasets have been developed. However, these datasets often feature excessive repeated edges and lack complex sequential dynamics, a key characteristic inherent in many real-world applications such as recommender systems and ``Who-To-Follow'' on social networks. This oversight has led existing methods to inadvertently downplay the importance of learning sequential dynamics, focusing primarily on predicting repeated edges. In this study, we demonstrate that existing methods, such as GraphMixer and DyGFormer, are inherently incapable of learning simple sequential dynamics, such as ``a user who has followed OpenAI and Anthropic is more likely to follow AI at Meta next.'' Motivated by this issue, we introduce the Temporal Graph Benchmark with Sequential Dynamics (TGB-Seq), a new benchmark carefully curated to minimize repeated edges, challenging models to learn sequential dynamics and generalize to unseen edges. TGB-Seq comprises large real-world datasets spanning diverse domains, including e-commerce interactions, movie ratings, business reviews, social networks, citation networks and web link networks. Benchmarking experiments reveal that current methods usually suffer significant performance degradation and incur substantial training costs on TGB-Seq, posing new challenges and opportunities for future research. TGB-Seq datasets, leaderboards, and example codes are available at https://tgb-seq.github.io/.

  • 8 authors
·
Feb 5

Time-R1: Towards Comprehensive Temporal Reasoning in LLMs

Large Language Models (LLMs) demonstrate impressive capabilities but lack robust temporal intelligence, struggling to integrate reasoning about the past with predictions and plausible generations of the future. Meanwhile, existing methods typically target isolated temporal skills, such as question answering about past events or basic forecasting, and exhibit poor generalization, particularly when dealing with events beyond their knowledge cutoff or requiring creative foresight. To address these limitations, we introduce Time-R1, the first framework to endow a moderate-sized (3B-parameter) LLM with comprehensive temporal abilities: understanding, prediction, and creative generation. Our approach features a novel three-stage development path; the first two constitute a reinforcement learning (RL) curriculum driven by a meticulously designed dynamic rule-based reward system. This framework progressively builds (1) foundational temporal understanding and logical event-time mappings from historical data, (2) future event prediction skills for events beyond its knowledge cutoff, and finally (3) enables remarkable generalization to creative future scenario generation without any fine-tuning. Strikingly, experiments demonstrate that Time-R1 outperforms models over 200 times larger, including the state-of-the-art 671B DeepSeek-R1, on highly challenging future event prediction and creative scenario generation benchmarks. This work provides strong evidence that thoughtfully engineered, progressive RL fine-tuning allows smaller, efficient models to achieve superior temporal performance, offering a practical and scalable path towards truly time-aware AI. To foster further research, we also release Time-Bench, a large-scale multi-task temporal reasoning dataset derived from 10 years of news data, and our series of Time-R1 checkpoints.

  • 5 authors
·
May 16 3

TaxoAdapt: Aligning LLM-Based Multidimensional Taxonomy Construction to Evolving Research Corpora

The rapid evolution of scientific fields introduces challenges in organizing and retrieving scientific literature. While expert-curated taxonomies have traditionally addressed this need, the process is time-consuming and expensive. Furthermore, recent automatic taxonomy construction methods either (1) over-rely on a specific corpus, sacrificing generalizability, or (2) depend heavily on the general knowledge of large language models (LLMs) contained within their pre-training datasets, often overlooking the dynamic nature of evolving scientific domains. Additionally, these approaches fail to account for the multi-faceted nature of scientific literature, where a single research paper may contribute to multiple dimensions (e.g., methodology, new tasks, evaluation metrics, benchmarks). To address these gaps, we propose TaxoAdapt, a framework that dynamically adapts an LLM-generated taxonomy to a given corpus across multiple dimensions. TaxoAdapt performs iterative hierarchical classification, expanding both the taxonomy width and depth based on corpus' topical distribution. We demonstrate its state-of-the-art performance across a diverse set of computer science conferences over the years to showcase its ability to structure and capture the evolution of scientific fields. As a multidimensional method, TaxoAdapt generates taxonomies that are 26.51% more granularity-preserving and 50.41% more coherent than the most competitive baselines judged by LLMs.

  • 6 authors
·
Jun 12 2

EntroPE: Entropy-Guided Dynamic Patch Encoder for Time Series Forecasting

Transformer-based models have significantly advanced time series forecasting, with patch-based input strategies offering efficiency and improved long-horizon modeling. Yet, existing approaches rely on temporally-agnostic patch construction, where arbitrary starting positions and fixed lengths fracture temporal coherence by splitting natural transitions across boundaries. This naive segmentation often disrupts short-term dependencies and weakens representation learning. In response, we propose EntroPE (Entropy-Guided Dynamic Patch Encoder), a novel, temporally informed framework that dynamically detects transition points via conditional entropy and dynamically places patch boundaries. This preserves temporal structure while retaining the computational benefits of patching. EntroPE consists of two key modules, namely an Entropy-based Dynamic Patcher (EDP) that applies information-theoretic criteria to locate natural temporal shifts and determine patch boundaries, and an Adaptive Patch Encoder (APE) that employs pooling and cross-attention to capture intra-patch dependencies and produce fixed-size latent representations. These embeddings are then processed by a global transformer to model inter-patch dynamics. Experiments across long-term forecasting benchmarks demonstrate that EntroPE improves both accuracy and efficiency, establishing entropy-guided dynamic patching as a promising new paradigm for time series modeling. Code is available at: https://github.com/Sachithx/EntroPE.

How Different from the Past? Spatio-Temporal Time Series Forecasting with Self-Supervised Deviation Learning

Spatio-temporal forecasting is essential for real-world applications such as traffic management and urban computing. Although recent methods have shown improved accuracy, they often fail to account for dynamic deviations between current inputs and historical patterns. These deviations contain critical signals that can significantly affect model performance. To fill this gap, we propose ST-SSDL, a Spatio-Temporal time series forecasting framework that incorporates a Self-Supervised Deviation Learning scheme to capture and utilize such deviations. ST-SSDL anchors each input to its historical average and discretizes the latent space using learnable prototypes that represent typical spatio-temporal patterns. Two auxiliary objectives are proposed to refine this structure: a contrastive loss that enhances inter-prototype discriminability and a deviation loss that regularizes the distance consistency between input representations and corresponding prototypes to quantify deviation. Optimized jointly with the forecasting objective, these components guide the model to organize its hidden space and improve generalization across diverse input conditions. Experiments on six benchmark datasets show that ST-SSDL consistently outperforms state-of-the-art baselines across multiple metrics. Visualizations further demonstrate its ability to adaptively respond to varying levels of deviation in complex spatio-temporal scenarios. Our code and datasets are available at https://github.com/Jimmy-7664/ST-SSDL.

  • 6 authors
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Oct 6

ECtHR-PCR: A Dataset for Precedent Understanding and Prior Case Retrieval in the European Court of Human Rights

In common law jurisdictions, legal practitioners rely on precedents to construct arguments, in line with the doctrine of stare decisis. As the number of cases grow over the years, prior case retrieval (PCR) has garnered significant attention. Besides lacking real-world scale, existing PCR datasets do not simulate a realistic setting, because their queries use complete case documents while only masking references to prior cases. The query is thereby exposed to legal reasoning not yet available when constructing an argument for an undecided case as well as spurious patterns left behind by citation masks, potentially short-circuiting a comprehensive understanding of case facts and legal principles. To address these limitations, we introduce a PCR dataset based on judgements from the European Court of Human Rights (ECtHR), which explicitly separate facts from arguments and exhibit precedential practices, aiding us to develop this PCR dataset to foster systems' comprehensive understanding. We benchmark different lexical and dense retrieval approaches with various negative sampling strategies, adapting them to deal with long text sequences using hierarchical variants. We found that difficulty-based negative sampling strategies were not effective for the PCR task, highlighting the need for investigation into domain-specific difficulty criteria. Furthermore, we observe performance of the dense models degrade with time and calls for further research into temporal adaptation of retrieval models. Additionally, we assess the influence of different views , Halsbury's and Goodhart's, in practice in ECtHR jurisdiction using PCR task.

  • 3 authors
·
Mar 31, 2024

Pay Attention to Evolution: Time Series Forecasting with Deep Graph-Evolution Learning

Time-series forecasting is one of the most active research topics in artificial intelligence. Applications in real-world time series should consider two factors for achieving reliable predictions: modeling dynamic dependencies among multiple variables and adjusting the model's intrinsic hyperparameters. A still open gap in that literature is that statistical and ensemble learning approaches systematically present lower predictive performance than deep learning methods. They generally disregard the data sequence aspect entangled with multivariate data represented in more than one time series. Conversely, this work presents a novel neural network architecture for time-series forecasting that combines the power of graph evolution with deep recurrent learning on distinct data distributions; we named our method Recurrent Graph Evolution Neural Network (ReGENN). The idea is to infer multiple multivariate relationships between co-occurring time-series by assuming that the temporal data depends not only on inner variables and intra-temporal relationships (i.e., observations from itself) but also on outer variables and inter-temporal relationships (i.e., observations from other-selves). An extensive set of experiments was conducted comparing ReGENN with dozens of ensemble methods and classical statistical ones, showing sound improvement of up to 64.87% over the competing algorithms. Furthermore, we present an analysis of the intermediate weights arising from ReGENN, showing that by looking at inter and intra-temporal relationships simultaneously, time-series forecasting is majorly improved if paying attention to how multiple multivariate data synchronously evolve.

  • 6 authors
·
Aug 28, 2020

Multi-Temporal Relationship Inference in Urban Areas

Finding multiple temporal relationships among locations can benefit a bunch of urban applications, such as dynamic offline advertising and smart public transport planning. While some efforts have been made on finding static relationships among locations, little attention is focused on studying time-aware location relationships. Indeed, abundant location-based human activities are time-varying and the availability of these data enables a new paradigm for understanding the dynamic relationships in a period among connective locations. To this end, we propose to study a new problem, namely multi-Temporal relationship inference among locations (Trial for short), where the major challenge is how to integrate dynamic and geographical influence under the relationship sparsity constraint. Specifically, we propose a solution to Trial with a graph learning scheme, which includes a spatially evolving graph neural network (SEENet) with two collaborative components: spatially evolving graph convolution module (SEConv) and spatially evolving self-supervised learning strategy (SE-SSL). SEConv performs the intra-time aggregation and inter-time propagation to capture the multifaceted spatially evolving contexts from the view of location message passing. In addition, SE-SSL designs time-aware self-supervised learning tasks in a global-local manner with additional evolving constraint to enhance the location representation learning and further handle the relationship sparsity. Finally, experiments on four real-world datasets demonstrate the superiority of our method over several state-of-the-art approaches.

  • 6 authors
·
Jun 15, 2023

SynTSBench: Rethinking Temporal Pattern Learning in Deep Learning Models for Time Series

Recent advances in deep learning have driven rapid progress in time series forecasting, yet many state-of-the-art models continue to struggle with robust performance in real-world applications, even when they achieve strong results on standard benchmark datasets. This persistent gap can be attributed to the black-box nature of deep learning architectures and the inherent limitations of current evaluation frameworks, which frequently lack the capacity to provide clear, quantitative insights into the specific strengths and weaknesses of different models, thereby complicating the selection of appropriate models for particular forecasting scenarios. To address these issues, we propose a synthetic data-driven evaluation paradigm, SynTSBench, that systematically assesses fundamental modeling capabilities of time series forecasting models through programmable feature configuration. Our framework isolates confounding factors and establishes an interpretable evaluation system with three core analytical dimensions: (1) temporal feature decomposition and capability mapping, which enables systematic evaluation of model capacities to learn specific pattern types; (2) robustness analysis under data irregularities, which quantifies noise tolerance thresholds and anomaly recovery capabilities; and (3) theoretical optimum benchmarking, which establishes performance boundaries for each pattern type-enabling direct comparison between model predictions and mathematical optima. Our experiments show that current deep learning models do not universally approach optimal baselines across all types of temporal features.The code is available at https://github.com/TanQitai/SynTSBench

  • 6 authors
·
Oct 23

Prototype-Sample Relation Distillation: Towards Replay-Free Continual Learning

In Continual learning (CL) balancing effective adaptation while combating catastrophic forgetting is a central challenge. Many of the recent best-performing methods utilize various forms of prior task data, e.g. a replay buffer, to tackle the catastrophic forgetting problem. Having access to previous task data can be restrictive in many real-world scenarios, for example when task data is sensitive or proprietary. To overcome the necessity of using previous tasks' data, in this work, we start with strong representation learning methods that have been shown to be less prone to forgetting. We propose a holistic approach to jointly learn the representation and class prototypes while maintaining the relevance of old class prototypes and their embedded similarities. Specifically, samples are mapped to an embedding space where the representations are learned using a supervised contrastive loss. Class prototypes are evolved continually in the same latent space, enabling learning and prediction at any point. To continually adapt the prototypes without keeping any prior task data, we propose a novel distillation loss that constrains class prototypes to maintain relative similarities as compared to new task data. This method yields state-of-the-art performance in the task-incremental setting, outperforming methods relying on large amounts of data, and provides strong performance in the class-incremental setting without using any stored data points.

  • 5 authors
·
Mar 26, 2023

Estimating Time Series Foundation Model Transferability via In-Context Learning

Time series foundation models (TSFMs) offer strong zero-shot forecasting via large-scale pre-training, yet fine-tuning remains critical for boosting performance in domains with limited public data. With the growing number of TSFMs, efficiently identifying the best model for downstream fine-tuning becomes increasingly challenging. In this work, we introduce TimeTic, a transferability estimation framework that recasts model selection as an in-context-learning problem: given observations on known (source) datasets, it predicts how a TSFM will perform after fine-tuning on a downstream (target) dataset. TimeTic flexibly organizes the observed model-data relationships as contextual information, allowing it to adapt seamlessly to various test-time scenarios. Leveraging the natural tabular structure formed by dataset meta-features, model characteristics, and fine-tuned performance, we employ tabular foundation models to serve as in-context learners. We further introduce a novel model characterization based on entropy evolution across model layers, capturing embedding-space distinctions and enabling TimeTic to generalize across arbitrary model sets. We establish a comprehensive benchmark for transferability estimation including 10 datasets, 10 foundation models, and 3 forecasting tasks. On this benchmark, TimeTic's estimation demonstrates strong alignment with actual fine-tuned performance for previously unseen datasets, achieving a mean rank correlation of approximately 0.6 and a 30% improvement compared to using zero-shot performance as the transferability score.

  • 6 authors
·
Sep 28 2

Parametric Augmentation for Time Series Contrastive Learning

Modern techniques like contrastive learning have been effectively used in many areas, including computer vision, natural language processing, and graph-structured data. Creating positive examples that assist the model in learning robust and discriminative representations is a crucial stage in contrastive learning approaches. Usually, preset human intuition directs the selection of relevant data augmentations. Due to patterns that are easily recognized by humans, this rule of thumb works well in the vision and language domains. However, it is impractical to visually inspect the temporal structures in time series. The diversity of time series augmentations at both the dataset and instance levels makes it difficult to choose meaningful augmentations on the fly. In this study, we address this gap by analyzing time series data augmentation using information theory and summarizing the most commonly adopted augmentations in a unified format. We then propose a contrastive learning framework with parametric augmentation, AutoTCL, which can be adaptively employed to support time series representation learning. The proposed approach is encoder-agnostic, allowing it to be seamlessly integrated with different backbone encoders. Experiments on univariate forecasting tasks demonstrate the highly competitive results of our method, with an average 6.5\% reduction in MSE and 4.7\% in MAE over the leading baselines. In classification tasks, AutoTCL achieves a 1.2% increase in average accuracy.

  • 7 authors
·
Feb 15, 2024

Time Series Generation Under Data Scarcity: A Unified Generative Modeling Approach

Generative modeling of time series is a central challenge in time series analysis, particularly under data-scarce conditions. Despite recent advances in generative modeling, a comprehensive understanding of how state-of-the-art generative models perform under limited supervision remains lacking. In this work, we conduct the first large-scale study evaluating leading generative models in data-scarce settings, revealing a substantial performance gap between full-data and data-scarce regimes. To close this gap, we propose a unified diffusion-based generative framework that can synthesize high-fidelity time series across diverse domains using just a few examples. Our model is pre-trained on a large, heterogeneous collection of time series datasets, enabling it to learn generalizable temporal representations. It further incorporates architectural innovations such as dynamic convolutional layers for flexible channel adaptation and dataset token conditioning for domain-aware generation. Without requiring abundant supervision, our unified model achieves state-of-the-art performance in few-shot settings-outperforming domain-specific baselines across a wide range of subset sizes. Remarkably, it also surpasses all baselines even when tested on full datasets benchmarks, highlighting the strength of pre-training and cross-domain generalization. We hope this work encourages the community to revisit few-shot generative modeling as a key problem in time series research and pursue unified solutions that scale efficiently across domains. Code is available at https://github.com/azencot-group/ImagenFew.

  • 5 authors
·
May 26

Simplicial Closure and higher-order link prediction

Networks provide a powerful formalism for modeling complex systems by using a model of pairwise interactions. But much of the structure within these systems involves interactions that take place among more than two nodes at once; for example, communication within a group rather than person-to person, collaboration among a team rather than a pair of coauthors, or biological interaction between a set of molecules rather than just two. Such higher-order interactions are ubiquitous, but their empirical study has received limited attention, and little is known about possible organizational principles of such structures. Here we study the temporal evolution of 19 datasets with explicit accounting for higher-order interactions. We show that there is a rich variety of structure in our datasets but datasets from the same system types have consistent patterns of higher-order structure. Furthermore, we find that tie strength and edge density are competing positive indicators of higher-order organization, and these trends are consistent across interactions involving differing numbers of nodes. To systematically further the study of theories for such higher-order structures, we propose higher-order link prediction as a benchmark problem to assess models and algorithms that predict higher-order structure. We find a fundamental differences from traditional pairwise link prediction, with a greater role for local rather than long-range information in predicting the appearance of new interactions.

  • 5 authors
·
Feb 19, 2018

Are Large Language Models Temporally Grounded?

Are Large language models (LLMs) temporally grounded? Since LLMs cannot perceive and interact with the environment, it is impossible to answer this question directly. Instead, we provide LLMs with textual narratives and probe them with respect to their common-sense knowledge of the structure and duration of events, their ability to order events along a timeline, and self-consistency within their temporal model (e.g., temporal relations such as after and before are mutually exclusive for any pair of events). We evaluate state-of-the-art LLMs (such as LLaMA 2 and GPT-4) on three tasks reflecting these abilities. Generally, we find that LLMs lag significantly behind both human performance as well as small-scale, specialised LMs. In-context learning, instruction tuning, and chain-of-thought prompting reduce this gap only to a limited degree. Crucially, LLMs struggle the most with self-consistency, displaying incoherent behaviour in at least 27.23% of their predictions. Contrary to expectations, we also find that scaling the model size does not guarantee positive gains in performance. To explain these results, we study the sources from which LLMs may gather temporal information: we find that sentence ordering in unlabelled texts, available during pre-training, is only weakly correlated with event ordering. Moreover, public instruction tuning mixtures contain few temporal tasks. Hence, we conclude that current LLMs lack a consistent temporal model of textual narratives. Code, datasets, and LLM outputs are available at https://github.com/yfqiu-nlp/temporal-llms.

  • 6 authors
·
Nov 14, 2023

A Survey of Reasoning and Agentic Systems in Time Series with Large Language Models

Time series reasoning treats time as a first-class axis and incorporates intermediate evidence directly into the answer. This survey defines the problem and organizes the literature by reasoning topology with three families: direct reasoning in one step, linear chain reasoning with explicit intermediates, and branch-structured reasoning that explores, revises, and aggregates. The topology is crossed with the main objectives of the field, including traditional time series analysis, explanation and understanding, causal inference and decision making, and time series generation, while a compact tag set spans these axes and captures decomposition and verification, ensembling, tool use, knowledge access, multimodality, agent loops, and LLM alignment regimes. Methods and systems are reviewed across domains, showing what each topology enables and where it breaks down in faithfulness or robustness, along with curated datasets, benchmarks, and resources that support study and deployment (https://github.com/blacksnail789521/Time-Series-Reasoning-Survey). Evaluation practices that keep evidence visible and temporally aligned are highlighted, and guidance is distilled on matching topology to uncertainty, grounding with observable artifacts, planning for shift and streaming, and treating cost and latency as design budgets. We emphasize that reasoning structures must balance capacity for grounding and self-correction against computational cost and reproducibility, while future progress will likely depend on benchmarks that tie reasoning quality to utility and on closed-loop testbeds that trade off cost and risk under shift-aware, streaming, and long-horizon settings. Taken together, these directions mark a shift from narrow accuracy toward reliability at scale, enabling systems that not only analyze but also understand, explain, and act on dynamic worlds with traceable evidence and credible outcomes.

  • 11 authors
·
Sep 15

Autoregressive Search Engines: Generating Substrings as Document Identifiers

Knowledge-intensive language tasks require NLP systems to both provide the correct answer and retrieve supporting evidence for it in a given corpus. Autoregressive language models are emerging as the de-facto standard for generating answers, with newer and more powerful systems emerging at an astonishing pace. In this paper we argue that all this (and future) progress can be directly applied to the retrieval problem with minimal intervention to the models' architecture. Previous work has explored ways to partition the search space into hierarchical structures and retrieve documents by autoregressively generating their unique identifier. In this work we propose an alternative that doesn't force any structure in the search space: using all ngrams in a passage as its possible identifiers. This setup allows us to use an autoregressive model to generate and score distinctive ngrams, that are then mapped to full passages through an efficient data structure. Empirically, we show this not only outperforms prior autoregressive approaches but also leads to an average improvement of at least 10 points over more established retrieval solutions for passage-level retrieval on the KILT benchmark, establishing new state-of-the-art downstream performance on some datasets, while using a considerably lighter memory footprint than competing systems. Code and pre-trained models at https://github.com/facebookresearch/SEAL.

  • 6 authors
·
Apr 22, 2022

Generative Pre-Trained Diffusion Paradigm for Zero-Shot Time Series Forecasting

In recent years, generative pre-trained paradigms such as Large Language Models (LLMs) and Large Vision Models (LVMs) have achieved revolutionary advancements and widespread real-world applications. Particularly, the emergence of pre-trained LLMs-based temporal works, compared to previous deep model approaches, has demonstrated superior generalization and robustness, showcasing the potential of generative pre-trained paradigms as foundation models for time series. However, those LLMs-based works mainly focus on cross-modal research, i.e., leveraging the language capabilities of LLMs in time series contexts. Although they have achieved impressive performance, there still exist the issues of concept drift caused by differences in data distribution and inflexibility caused by misalignment of dimensions. To this end, inspired by recent work on LVMs, we reconsider the paradigm of time series modeling. In this paper, we comprehensively explore, for the first time, the effectiveness and superiority of the Generative Pre-trained Diffusion (GPD) paradigm in real-world multivariate time series forecasting (TSF). Specifically, to mitigate performance bias introduced by sophisticated networks, we propose a straightforward MLP diffusion network for unconditional modeling of time series. Then we employ a zero-shot and tuning-free method to predict (generate) future data using historical data as prompts. The GPD paradigm is established on the time series modality, effectively preventing the phenomenon of concept drift, and enabling flexible forecasting of arbitrary lengths. We demonstrate that the GPD paradigm achieves comprehensive performance and generalization comparable to current SOTA LLM-based and deep model paradigms on mainstream benchmarks and various TSF tasks. Extensive experiments validate the potential of the GPD paradigm and its assistance in future related research.

  • 9 authors
·
Jun 4, 2024

Liquid Neural Network-based Adaptive Learning vs. Incremental Learning for Link Load Prediction amid Concept Drift due to Network Failures

Adapting to concept drift is a challenging task in machine learning, which is usually tackled using incremental learning techniques that periodically re-fit a learning model leveraging newly available data. A primary limitation of these techniques is their reliance on substantial amounts of data for retraining. The necessity of acquiring fresh data introduces temporal delays prior to retraining, potentially rendering the models inaccurate if a sudden concept drift occurs in-between two consecutive retrainings. In communication networks, such issue emerges when performing traffic forecasting following a~failure event: post-failure re-routing may induce a drastic shift in distribution and pattern of traffic data, thus requiring a timely model adaptation. In this work, we address this challenge for the problem of traffic forecasting and propose an approach that exploits adaptive learning algorithms, namely, liquid neural networks, which are capable of self-adaptation to abrupt changes in data patterns without requiring any retraining. Through extensive simulations of failure scenarios, we compare the predictive performance of our proposed approach to that of a reference method based on incremental learning. Experimental results show that our proposed approach outperforms incremental learning-based methods in situations where the shifts in traffic patterns are drastic.

  • 9 authors
·
Apr 8, 2024

TimeSeriesGym: A Scalable Benchmark for (Time Series) Machine Learning Engineering Agents

We introduce TimeSeriesGym, a scalable benchmarking framework for evaluating Artificial Intelligence (AI) agents on time series machine learning engineering challenges. Existing benchmarks lack scalability, focus narrowly on model building in well-defined settings, and evaluate only a limited set of research artifacts (e.g., CSV submission files). To make AI agent benchmarking more relevant to the practice of machine learning engineering, our framework scales along two critical dimensions. First, recognizing that effective ML engineering requires a range of diverse skills, TimeSeriesGym incorporates challenges from diverse sources spanning multiple domains and tasks. We design challenges to evaluate both isolated capabilities (including data handling, understanding research repositories, and code translation) and their combinations, and rather than addressing each challenge independently, we develop tools that support designing multiple challenges at scale. Second, we implement evaluation mechanisms for multiple research artifacts, including submission files, code, and models, using both precise numeric measures and more flexible LLM-based evaluation approaches. This dual strategy balances objective assessment with contextual judgment. Although our initial focus is on time series applications, our framework can be readily extended to other data modalities, broadly enhancing the comprehensiveness and practical utility of agentic AI evaluation. We open-source our benchmarking framework to facilitate future research on the ML engineering capabilities of AI agents.

  • 6 authors
·
May 19

Is Model Collapse Inevitable? Breaking the Curse of Recursion by Accumulating Real and Synthetic Data

The proliferation of generative models, combined with pretraining on web-scale data, raises a timely question: what happens when these models are trained on their own generated outputs? Recent investigations into model-data feedback loops proposed that such loops would lead to a phenomenon termed model collapse, under which performance progressively degrades with each model-data feedback iteration until fitted models become useless. However, those studies largely assumed that new data replace old data over time, where an arguably more realistic assumption is that data accumulate over time. In this paper, we ask: what effect does accumulating data have on model collapse? We empirically study this question by pretraining sequences of language models on text corpora. We confirm that replacing the original real data by each generation's synthetic data does indeed tend towards model collapse, then demonstrate that accumulating the successive generations of synthetic data alongside the original real data avoids model collapse; these results hold across a range of model sizes, architectures, and hyperparameters. We obtain similar results for deep generative models on other types of real data: diffusion models for molecule conformation generation and variational autoencoders for image generation. To understand why accumulating data can avoid model collapse, we use an analytically tractable framework introduced by prior work in which a sequence of linear models are fit to the previous models' outputs. Previous work used this framework to show that if data are replaced, the test error increases with the number of model-fitting iterations; we extend this argument to prove that if data instead accumulate, the test error has a finite upper bound independent of the number of iterations, meaning model collapse no longer occurs.

  • 14 authors
·
Apr 1, 2024

Can We Recycle Our Old Models? An Empirical Evaluation of Model Selection Mechanisms for AIOps Solutions

AIOps (Artificial Intelligence for IT Operations) solutions leverage the tremendous amount of data produced during the operation of large-scale systems and machine learning models to assist software practitioners in their system operations. Existing AIOps solutions usually maintain AIOps models against concept drift through periodical retraining, despite leaving a pile of discarded historical models that may perform well on specific future data. Other prior works propose dynamically selecting models for prediction tasks from a set of candidate models to optimize the model performance. However, there is no prior work in the AIOps area that assesses the use of model selection mechanisms on historical models to improve model performance or robustness. To fill the gap, we evaluate several model selection mechanisms by assessing their capabilities in selecting the optimal AIOps models that were built in the past to make predictions for the target data. We performed a case study on three large-scale public operation datasets: two trace datasets from the cloud computing platforms of Google and Alibaba, and one disk stats dataset from the BackBlaze cloud storage data center. We observe that the model selection mechnisms utilizing temporal adjacency tend to have a better performance and can prevail the periodical retraining approach. Our findings also highlight a performance gap between existing model selection mechnisms and the theoretical upper bound which may motivate future researchers and practitioners in investigating more efficient and effective model selection mechanisms that fit in the context of AIOps.

  • 4 authors
·
May 5

When LLM Meets Time Series: Can LLMs Perform Multi-Step Time Series Reasoning and Inference

The rapid advancement of Large Language Models (LLMs) has sparked growing interest in their application to time series analysis tasks. However, their ability to perform complex reasoning over temporal data in real-world application domains remains underexplored. To move toward this goal, a first step is to establish a rigorous benchmark dataset for evaluation. In this work, we introduce the TSAIA Benchmark, a first attempt to evaluate LLMs as time-series AI assistants. To ensure both scientific rigor and practical relevance, we surveyed over 20 academic publications and identified 33 real-world task formulations. The benchmark encompasses a broad spectrum of challenges, ranging from constraint-aware forecasting to anomaly detection with threshold calibration: tasks that require compositional reasoning and multi-step time series analysis. The question generator is designed to be dynamic and extensible, supporting continuous expansion as new datasets or task types are introduced. Given the heterogeneous nature of the tasks, we adopt task-specific success criteria and tailored inference-quality metrics to ensure meaningful evaluation for each task. We apply this benchmark to assess eight state-of-the-art LLMs under a unified evaluation protocol. Our analysis reveals limitations in current models' ability to assemble complex time series analysis workflows, underscoring the need for specialized methodologies for domain-specific adaptation. Our benchmark is available at https://huggingface.co/datasets/Melady/TSAIA, and the code is available at https://github.com/USC-Melady/TSAIA.

  • 5 authors
·
Sep 1

Modeling Inter-Dependence Between Time and Mark in Multivariate Temporal Point Processes

Temporal Point Processes (TPP) are probabilistic generative frameworks. They model discrete event sequences localized in continuous time. Generally, real-life events reveal descriptive information, known as marks. Marked TPPs model time and marks of the event together for practical relevance. Conditioned on past events, marked TPPs aim to learn the joint distribution of the time and the mark of the next event. For simplicity, conditionally independent TPP models assume time and marks are independent given event history. They factorize the conditional joint distribution of time and mark into the product of individual conditional distributions. This structural limitation in the design of TPP models hurt the predictive performance on entangled time and mark interactions. In this work, we model the conditional inter-dependence of time and mark to overcome the limitations of conditionally independent models. We construct a multivariate TPP conditioning the time distribution on the current event mark in addition to past events. Besides the conventional intensity-based models for conditional joint distribution, we also draw on flexible intensity-free TPP models from the literature. The proposed TPP models outperform conditionally independent and dependent models in standard prediction tasks. Our experimentation on various datasets with multiple evaluation metrics highlights the merit of the proposed approach.

  • 4 authors
·
Oct 27, 2022

MedKGent: A Large Language Model Agent Framework for Constructing Temporally Evolving Medical Knowledge Graph

The rapid expansion of medical literature presents growing challenges for structuring and integrating domain knowledge at scale. Knowledge Graphs (KGs) offer a promising solution by enabling efficient retrieval, automated reasoning, and knowledge discovery. However, current KG construction methods often rely on supervised pipelines with limited generalizability or naively aggregate outputs from Large Language Models (LLMs), treating biomedical corpora as static and ignoring the temporal dynamics and contextual uncertainty of evolving knowledge. To address these limitations, we introduce MedKGent, a LLM agent framework for constructing temporally evolving medical KGs. Leveraging over 10 million PubMed abstracts published between 1975 and 2023, we simulate the emergence of biomedical knowledge via a fine-grained daily time series. MedKGent incrementally builds the KG in a day-by-day manner using two specialized agents powered by the Qwen2.5-32B-Instruct model. The Extractor Agent identifies knowledge triples and assigns confidence scores via sampling-based estimation, which are used to filter low-confidence extractions and inform downstream processing. The Constructor Agent incrementally integrates the retained triples into a temporally evolving graph, guided by confidence scores and timestamps to reinforce recurring knowledge and resolve conflicts. The resulting KG contains 156,275 entities and 2,971,384 relational triples. Quality assessments by two SOTA LLMs and three domain experts demonstrate an accuracy approaching 90%, with strong inter-rater agreement. To evaluate downstream utility, we conduct RAG across seven medical question answering benchmarks using five leading LLMs, consistently observing significant improvements over non-augmented baselines. Case studies further demonstrate the KG's value in literature-based drug repurposing via confidence-aware causal inference.

  • 13 authors
·
Aug 17

TimeDRL: Disentangled Representation Learning for Multivariate Time-Series

Multivariate time-series data in numerous real-world applications (e.g., healthcare and industry) are informative but challenging due to the lack of labels and high dimensionality. Recent studies in self-supervised learning have shown their potential in learning rich representations without relying on labels, yet they fall short in learning disentangled embeddings and addressing issues of inductive bias (e.g., transformation-invariance). To tackle these challenges, we propose TimeDRL, a generic multivariate time-series representation learning framework with disentangled dual-level embeddings. TimeDRL is characterized by three novel features: (i) disentangled derivation of timestamp-level and instance-level embeddings from patched time-series data using a [CLS] token strategy; (ii) utilization of timestamp-predictive and instance-contrastive tasks for disentangled representation learning, with the former optimizing timestamp-level embeddings with predictive loss, and the latter optimizing instance-level embeddings with contrastive loss; and (iii) avoidance of augmentation methods to eliminate inductive biases, such as transformation-invariance from cropping and masking. Comprehensive experiments on 6 time-series forecasting datasets and 5 time-series classification datasets have shown that TimeDRL consistently surpasses existing representation learning approaches, achieving an average improvement of forecasting by 58.02% in MSE and classification by 1.48% in accuracy. Furthermore, extensive ablation studies confirmed the relative contribution of each component in TimeDRL's architecture, and semi-supervised learning evaluations demonstrated its effectiveness in real-world scenarios, even with limited labeled data. The code is available at https://github.com/blacksnail789521/TimeDRL.

  • 5 authors
·
Dec 7, 2023

Time-IMM: A Dataset and Benchmark for Irregular Multimodal Multivariate Time Series

Time series data in real-world applications such as healthcare, climate modeling, and finance are often irregular, multimodal, and messy, with varying sampling rates, asynchronous modalities, and pervasive missingness. However, existing benchmarks typically assume clean, regularly sampled, unimodal data, creating a significant gap between research and real-world deployment. We introduce Time-IMM, a dataset specifically designed to capture cause-driven irregularity in multimodal multivariate time series. Time-IMM represents nine distinct types of time series irregularity, categorized into trigger-based, constraint-based, and artifact-based mechanisms. Complementing the dataset, we introduce IMM-TSF, a benchmark library for forecasting on irregular multimodal time series, enabling asynchronous integration and realistic evaluation. IMM-TSF includes specialized fusion modules, including a timestamp-to-text fusion module and a multimodality fusion module, which support both recency-aware averaging and attention-based integration strategies. Empirical results demonstrate that explicitly modeling multimodality on irregular time series data leads to substantial gains in forecasting performance. Time-IMM and IMM-TSF provide a foundation for advancing time series analysis under real-world conditions. The dataset is publicly available at https://github.com/blacksnail789521/Time-IMM, and the benchmark library can be accessed at https://github.com/blacksnail789521/IMM-TSF. Project page: https://blacksnail789521.github.io/time-imm-project-page/

AutoCast++: Enhancing World Event Prediction with Zero-shot Ranking-based Context Retrieval

Machine-based prediction of real-world events is garnering attention due to its potential for informed decision-making. Whereas traditional forecasting predominantly hinges on structured data like time-series, recent breakthroughs in language models enable predictions using unstructured text. In particular, (Zou et al., 2022) unveils AutoCast, a new benchmark that employs news articles for answering forecasting queries. Nevertheless, existing methods still trail behind human performance. The cornerstone of accurate forecasting, we argue, lies in identifying a concise, yet rich subset of news snippets from a vast corpus. With this motivation, we introduce AutoCast++, a zero-shot ranking-based context retrieval system, tailored to sift through expansive news document collections for event forecasting. Our approach first re-ranks articles based on zero-shot question-passage relevance, honing in on semantically pertinent news. Following this, the chosen articles are subjected to zero-shot summarization to attain succinct context. Leveraging a pre-trained language model, we conduct both the relevance evaluation and article summarization without needing domain-specific training. Notably, recent articles can sometimes be at odds with preceding ones due to new facts or unanticipated incidents, leading to fluctuating temporal dynamics. To tackle this, our re-ranking mechanism gives preference to more recent articles, and we further regularize the multi-passage representation learning to align with human forecaster responses made on different dates. Empirical results underscore marked improvements across multiple metrics, improving the performance for multiple-choice questions (MCQ) by 48% and true/false (TF) questions by up to 8%.

  • 5 authors
·
Oct 3, 2023

A Massive Scale Semantic Similarity Dataset of Historical English

A diversity of tasks use language models trained on semantic similarity data. While there are a variety of datasets that capture semantic similarity, they are either constructed from modern web data or are relatively small datasets created in the past decade by human annotators. This study utilizes a novel source, newly digitized articles from off-copyright, local U.S. newspapers, to assemble a massive-scale semantic similarity dataset spanning 70 years from 1920 to 1989 and containing nearly 400M positive semantic similarity pairs. Historically, around half of articles in U.S. local newspapers came from newswires like the Associated Press. While local papers reproduced articles from the newswire, they wrote their own headlines, which form abstractive summaries of the associated articles. We associate articles and their headlines by exploiting document layouts and language understanding. We then use deep neural methods to detect which articles are from the same underlying source, in the presence of substantial noise and abridgement. The headlines of reproduced articles form positive semantic similarity pairs. The resulting publicly available HEADLINES dataset is significantly larger than most existing semantic similarity datasets and covers a much longer span of time. It will facilitate the application of contrastively trained semantic similarity models to a variety of tasks, including the study of semantic change across space and time.

  • 2 authors
·
Jun 30, 2023

Kairos: Towards Adaptive and Generalizable Time Series Foundation Models

Time series foundation models (TSFMs) have emerged as a powerful paradigm for time series analysis, driven by large-scale pretraining on diverse data corpora. However, time series inherently exhibit heterogeneous information density over time, influenced by system states and signal complexity, presenting significant modeling challenges especially in a zero-shot scenario. Current TSFMs rely on non-adaptive processing pipelines that fail to capture this dynamic nature. For example, common tokenization strategies such as fixed-size patching enforce rigid observational granularity, limiting their ability to adapt to varying information densities. Similarly, conventional positional encodings impose a uniform temporal scale, making it difficult to model diverse periodicities and trends across series. To overcome these limitations, we propose Kairos, a flexible TSFM framework that integrates a dynamic patching tokenizer and an instance-adaptive positional embedding. Kairos adaptively selects tokenization granularity and tailors positional encodings to the unique characteristics of each time series instance. Trained on a large-scale Predictability-Stratified Time Series (PreSTS) corpus comprising over 300 billion time points and adopting a multi-patch prediction strategy in the inference stage, Kairos achieves superior performance with much fewer parameters on two common zero-shot benchmarks, GIFT-Eval and the Time-Series-Library benchmark, consistently outperforming established methods across diverse tasks. The project page is at https://foundation-model-research.github.io/Kairos .

  • 7 authors
·
Sep 30

TimesNet: Temporal 2D-Variation Modeling for General Time Series Analysis

Time series analysis is of immense importance in extensive applications, such as weather forecasting, anomaly detection, and action recognition. This paper focuses on temporal variation modeling, which is the common key problem of extensive analysis tasks. Previous methods attempt to accomplish this directly from the 1D time series, which is extremely challenging due to the intricate temporal patterns. Based on the observation of multi-periodicity in time series, we ravel out the complex temporal variations into the multiple intraperiod- and interperiod-variations. To tackle the limitations of 1D time series in representation capability, we extend the analysis of temporal variations into the 2D space by transforming the 1D time series into a set of 2D tensors based on multiple periods. This transformation can embed the intraperiod- and interperiod-variations into the columns and rows of the 2D tensors respectively, making the 2D-variations to be easily modeled by 2D kernels. Technically, we propose the TimesNet with TimesBlock as a task-general backbone for time series analysis. TimesBlock can discover the multi-periodicity adaptively and extract the complex temporal variations from transformed 2D tensors by a parameter-efficient inception block. Our proposed TimesNet achieves consistent state-of-the-art in five mainstream time series analysis tasks, including short- and long-term forecasting, imputation, classification, and anomaly detection. Code is available at this repository: https://github.com/thuml/TimesNet.

  • 6 authors
·
Oct 5, 2022

ArcMemo: Abstract Reasoning Composition with Lifelong LLM Memory

While inference-time scaling enables LLMs to carry out increasingly long and capable reasoning traces, the patterns and insights uncovered during these traces are immediately discarded once the context window is reset for a new query. External memory is a natural way to persist these discoveries, and recent work has shown clear benefits for reasoning-intensive tasks. We see an opportunity to make such memories more broadly reusable and scalable by moving beyond instance-based memory entries (e.g. exact query/response pairs, or summaries tightly coupled with the original problem context) toward concept-level memory: reusable, modular abstractions distilled from solution traces and stored in natural language. For future queries, relevant concepts are selectively retrieved and integrated into the prompt, enabling test-time continual learning without weight updates. Our design introduces new strategies for abstracting takeaways from rollouts and retrieving entries for new queries, promoting reuse and allowing memory to expand with additional experiences. We evaluate on ARC-AGI, a benchmark that stresses compositional generalization and abstract reasoning, making it a natural fit for concept memory. Our method yields a 7.5% relative gain over a strong no-memory baseline with performance continuing to scale with inference compute. We find abstract concepts to be the most consistent memory design, outscoring the baseline at all tested inference compute scales. Moreover, dynamically updating memory during test-time outperforms fixed settings, supporting the hypothesis that accumulating and abstracting patterns enables further solutions in a form of self-improvement. Code is available at https://github.com/matt-seb-ho/arc_memo.

Are Transformers Effective for Time Series Forecasting?

Recently, there has been a surge of Transformer-based solutions for the long-term time series forecasting (LTSF) task. Despite the growing performance over the past few years, we question the validity of this line of research in this work. Specifically, Transformers is arguably the most successful solution to extract the semantic correlations among the elements in a long sequence. However, in time series modeling, we are to extract the temporal relations in an ordered set of continuous points. While employing positional encoding and using tokens to embed sub-series in Transformers facilitate preserving some ordering information, the nature of the permutation-invariant self-attention mechanism inevitably results in temporal information loss. To validate our claim, we introduce a set of embarrassingly simple one-layer linear models named LTSF-Linear for comparison. Experimental results on nine real-life datasets show that LTSF-Linear surprisingly outperforms existing sophisticated Transformer-based LTSF models in all cases, and often by a large margin. Moreover, we conduct comprehensive empirical studies to explore the impacts of various design elements of LTSF models on their temporal relation extraction capability. We hope this surprising finding opens up new research directions for the LTSF task. We also advocate revisiting the validity of Transformer-based solutions for other time series analysis tasks (e.g., anomaly detection) in the future. Code is available at: https://github.com/cure-lab/LTSF-Linear.

  • 4 authors
·
May 26, 2022

ARIES: Relation Assessment and Model Recommendation for Deep Time Series Forecasting

Recent advancements in deep learning models for time series forecasting have been significant. These models often leverage fundamental time series properties such as seasonality and non-stationarity, which may suggest an intrinsic link between model performance and data properties. However, existing benchmark datasets fail to offer diverse and well-defined temporal patterns, restricting the systematic evaluation of such connections. Additionally, there is no effective model recommendation approach, leading to high time and cost expenditures when testing different architectures across different downstream applications. For those reasons, we propose ARIES, a framework for assessing relation between time series properties and modeling strategies, and for recommending deep forcasting models for realistic time series. First, we construct a synthetic dataset with multiple distinct patterns, and design a comprehensive system to compute the properties of time series. Next, we conduct an extensive benchmarking of over 50 forecasting models, and establish the relationship between time series properties and modeling strategies. Our experimental results reveal a clear correlation. Based on these findings, we propose the first deep forecasting model recommender, capable of providing interpretable suggestions for real-world time series. In summary, ARIES is the first study to establish the relations between the properties of time series data and modeling strategies, while also implementing a model recommendation system. The code is available at: https://github.com/blisky-li/ARIES.

  • 8 authors
·
Sep 7

Using Sequences of Life-events to Predict Human Lives

Over the past decade, machine learning has revolutionized computers' ability to analyze text through flexible computational models. Due to their structural similarity to written language, transformer-based architectures have also shown promise as tools to make sense of a range of multi-variate sequences from protein-structures, music, electronic health records to weather-forecasts. We can also represent human lives in a way that shares this structural similarity to language. From one perspective, lives are simply sequences of events: People are born, visit the pediatrician, start school, move to a new location, get married, and so on. Here, we exploit this similarity to adapt innovations from natural language processing to examine the evolution and predictability of human lives based on detailed event sequences. We do this by drawing on arguably the most comprehensive registry data in existence, available for an entire nation of more than six million individuals across decades. Our data include information about life-events related to health, education, occupation, income, address, and working hours, recorded with day-to-day resolution. We create embeddings of life-events in a single vector space showing that this embedding space is robust and highly structured. Our models allow us to predict diverse outcomes ranging from early mortality to personality nuances, outperforming state-of-the-art models by a wide margin. Using methods for interpreting deep learning models, we probe the algorithm to understand the factors that enable our predictions. Our framework allows researchers to identify new potential mechanisms that impact life outcomes and associated possibilities for personalized interventions.

  • 8 authors
·
Jun 5, 2023

TempME: Towards the Explainability of Temporal Graph Neural Networks via Motif Discovery

Temporal graphs are widely used to model dynamic systems with time-varying interactions. In real-world scenarios, the underlying mechanisms of generating future interactions in dynamic systems are typically governed by a set of recurring substructures within the graph, known as temporal motifs. Despite the success and prevalence of current temporal graph neural networks (TGNN), it remains uncertain which temporal motifs are recognized as the significant indications that trigger a certain prediction from the model, which is a critical challenge for advancing the explainability and trustworthiness of current TGNNs. To address this challenge, we propose a novel approach, called Temporal Motifs Explainer (TempME), which uncovers the most pivotal temporal motifs guiding the prediction of TGNNs. Derived from the information bottleneck principle, TempME extracts the most interaction-related motifs while minimizing the amount of contained information to preserve the sparsity and succinctness of the explanation. Events in the explanations generated by TempME are verified to be more spatiotemporally correlated than those of existing approaches, providing more understandable insights. Extensive experiments validate the superiority of TempME, with up to 8.21% increase in terms of explanation accuracy across six real-world datasets and up to 22.96% increase in boosting the prediction Average Precision of current TGNNs.

  • 2 authors
·
Oct 30, 2023

Back to the Future: Towards Explainable Temporal Reasoning with Large Language Models

Temporal reasoning is a crucial NLP task, providing a nuanced understanding of time-sensitive contexts within textual data. Although recent advancements in LLMs have demonstrated their potential in temporal reasoning, the predominant focus has been on tasks such as temporal expression and temporal relation extraction. These tasks are primarily designed for the extraction of direct and past temporal cues and to engage in simple reasoning processes. A significant gap remains when considering complex reasoning tasks such as event forecasting, which requires multi-step temporal reasoning on events and prediction on the future timestamp. Another notable limitation of existing methods is their incapability to provide an illustration of their reasoning process, hindering explainability. In this paper, we introduce the first task of explainable temporal reasoning, to predict an event's occurrence at a future timestamp based on context which requires multiple reasoning over multiple events, and subsequently provide a clear explanation for their prediction. Our task offers a comprehensive evaluation of both the LLMs' complex temporal reasoning ability, the future event prediction ability, and explainability-a critical attribute for AI applications. To support this task, we present the first multi-source instruction-tuning dataset of explainable temporal reasoning (ExpTime) with 26k derived from the temporal knowledge graph datasets and their temporal reasoning paths, using a novel knowledge-graph-instructed-generation strategy. Based on the dataset, we propose the first open-source LLM series TimeLlaMA based on the foundation LlaMA2, with the ability of instruction following for explainable temporal reasoning. We compare the performance of our method and a variety of LLMs, where our method achieves the state-of-the-art performance of temporal prediction and explanation.

  • 4 authors
·
Oct 2, 2023

Large Language Models for Information Retrieval: A Survey

As a primary means of information acquisition, information retrieval (IR) systems, such as search engines, have integrated themselves into our daily lives. These systems also serve as components of dialogue, question-answering, and recommender systems. The trajectory of IR has evolved dynamically from its origins in term-based methods to its integration with advanced neural models. While the neural models excel at capturing complex contextual signals and semantic nuances, thereby reshaping the IR landscape, they still face challenges such as data scarcity, interpretability, and the generation of contextually plausible yet potentially inaccurate responses. This evolution requires a combination of both traditional methods (such as term-based sparse retrieval methods with rapid response) and modern neural architectures (such as language models with powerful language understanding capacity). Meanwhile, the emergence of large language models (LLMs), typified by ChatGPT and GPT-4, has revolutionized natural language processing due to their remarkable language understanding, generation, generalization, and reasoning abilities. Consequently, recent research has sought to leverage LLMs to improve IR systems. Given the rapid evolution of this research trajectory, it is necessary to consolidate existing methodologies and provide nuanced insights through a comprehensive overview. In this survey, we delve into the confluence of LLMs and IR systems, including crucial aspects such as query rewriters, retrievers, rerankers, and readers. Additionally, we explore promising directions within this expanding field.

  • 8 authors
·
Aug 14, 2023

Time-LLM: Time Series Forecasting by Reprogramming Large Language Models

Time series forecasting holds significant importance in many real-world dynamic systems and has been extensively studied. Unlike natural language process (NLP) and computer vision (CV), where a single large model can tackle multiple tasks, models for time series forecasting are often specialized, necessitating distinct designs for different tasks and applications. While pre-trained foundation models have made impressive strides in NLP and CV, their development in time series domains has been constrained by data sparsity. Recent studies have revealed that large language models (LLMs) possess robust pattern recognition and reasoning abilities over complex sequences of tokens. However, the challenge remains in effectively aligning the modalities of time series data and natural language to leverage these capabilities. In this work, we present Time-LLM, a reprogramming framework to repurpose LLMs for general time series forecasting with the backbone language models kept intact. We begin by reprogramming the input time series with text prototypes before feeding it into the frozen LLM to align the two modalities. To augment the LLM's ability to reason with time series data, we propose Prompt-as-Prefix (PaP), which enriches the input context and directs the transformation of reprogrammed input patches. The transformed time series patches from the LLM are finally projected to obtain the forecasts. Our comprehensive evaluations demonstrate that Time-LLM is a powerful time series learner that outperforms state-of-the-art, specialized forecasting models. Moreover, Time-LLM excels in both few-shot and zero-shot learning scenarios.

  • 11 authors
·
Oct 2, 2023

S^2IP-LLM: Semantic Space Informed Prompt Learning with LLM for Time Series Forecasting

Recently, there has been a growing interest in leveraging pre-trained large language models (LLMs) for various time series applications. However, the semantic space of LLMs, established through the pre-training, is still underexplored and may help yield more distinctive and informative representations to facilitate time series forecasting. To this end, we propose Semantic Space Informed Prompt learning with LLM (S^2IP-LLM) to align the pre-trained semantic space with time series embeddings space and perform time series forecasting based on learned prompts from the joint space. We first design a tokenization module tailored for cross-modality alignment, which explicitly concatenates patches of decomposed time series components to create embeddings that effectively encode the temporal dynamics. Next, we leverage the pre-trained word token embeddings to derive semantic anchors and align selected anchors with time series embeddings by maximizing the cosine similarity in the joint space. This way, S^2IP-LLM can retrieve relevant semantic anchors as prompts to provide strong indicators (context) for time series that exhibit different temporal dynamics. With thorough empirical studies on multiple benchmark datasets, we demonstrate that the proposed S^2IP-LLM can achieve superior forecasting performance over state-of-the-art baselines. Furthermore, our ablation studies and visualizations verify the necessity of prompt learning informed by semantic space.

  • 6 authors
·
Mar 9, 2024

Transformers in Time Series: A Survey

Transformers have achieved superior performances in many tasks in natural language processing and computer vision, which also triggered great interest in the time series community. Among multiple advantages of Transformers, the ability to capture long-range dependencies and interactions is especially attractive for time series modeling, leading to exciting progress in various time series applications. In this paper, we systematically review Transformer schemes for time series modeling by highlighting their strengths as well as limitations. In particular, we examine the development of time series Transformers in two perspectives. From the perspective of network structure, we summarize the adaptations and modifications that have been made to Transformers in order to accommodate the challenges in time series analysis. From the perspective of applications, we categorize time series Transformers based on common tasks including forecasting, anomaly detection, and classification. Empirically, we perform robust analysis, model size analysis, and seasonal-trend decomposition analysis to study how Transformers perform in time series. Finally, we discuss and suggest future directions to provide useful research guidance. To the best of our knowledge, this paper is the first work to comprehensively and systematically summarize the recent advances of Transformers for modeling time series data. We hope this survey will ignite further research interests in time series Transformers.

  • 7 authors
·
Feb 14, 2022

Predict, Refine, Synthesize: Self-Guiding Diffusion Models for Probabilistic Time Series Forecasting

Diffusion models have achieved state-of-the-art performance in generative modeling tasks across various domains. Prior works on time series diffusion models have primarily focused on developing conditional models tailored to specific forecasting or imputation tasks. In this work, we explore the potential of task-agnostic, unconditional diffusion models for several time series applications. We propose TSDiff, an unconditionally trained diffusion model for time series. Our proposed self-guidance mechanism enables conditioning TSDiff for downstream tasks during inference, without requiring auxiliary networks or altering the training procedure. We demonstrate the effectiveness of our method on three different time series tasks: forecasting, refinement, and synthetic data generation. First, we show that TSDiff is competitive with several task-specific conditional forecasting methods (predict). Second, we leverage the learned implicit probability density of TSDiff to iteratively refine the predictions of base forecasters with reduced computational overhead over reverse diffusion (refine). Notably, the generative performance of the model remains intact -- downstream forecasters trained on synthetic samples from TSDiff outperform forecasters that are trained on samples from other state-of-the-art generative time series models, occasionally even outperforming models trained on real data (synthesize).

  • 6 authors
·
Jul 21, 2023

Towards Foundation Time Series Model: To Synthesize Or Not To Synthesize?

The industry is rich in cases when we are required to make forecasting for large amounts of time series at once. However, we might be in a situation where we can not afford to train a separate model for each of them. Such issue in time series modeling remains without due attention. The remedy for this setting is the establishment of a foundation model. Such a model is expected to work in zero-shot and few-shot regimes. However, what should we take as a training dataset for such kind of model? Witnessing the benefits from the enrichment of NLP datasets with artificially-generated data, we might want to adopt their experience for time series. In contrast to natural language, the process of generation of synthetic time series data is even more favorable because it provides full control of series patterns, time horizons, and number of samples. In this work, we consider the essential question if it is advantageous to train a foundation model on synthetic data or it is better to utilize only a limited number of real-life examples. Our experiments are conducted only for regular time series and speak in favor of leveraging solely the real time series. Moreover, the choice of the proper source dataset strongly influences the performance during inference. When provided access even to a limited quantity of short time series data, employing it within a supervised framework yields more favorable results than training on a larger volume of synthetic data. The code for our experiments is publicly available on Github https://github.com/sb-ai-lab/synthesize_or_not.

  • 5 authors
·
Mar 4, 2024

Encoding Time-Series Explanations through Self-Supervised Model Behavior Consistency

Interpreting time series models is uniquely challenging because it requires identifying both the location of time series signals that drive model predictions and their matching to an interpretable temporal pattern. While explainers from other modalities can be applied to time series, their inductive biases do not transfer well to the inherently challenging interpretation of time series. We present TimeX, a time series consistency model for training explainers. TimeX trains an interpretable surrogate to mimic the behavior of a pretrained time series model. It addresses the issue of model faithfulness by introducing model behavior consistency, a novel formulation that preserves relations in the latent space induced by the pretrained model with relations in the latent space induced by TimeX. TimeX provides discrete attribution maps and, unlike existing interpretability methods, it learns a latent space of explanations that can be used in various ways, such as to provide landmarks to visually aggregate similar explanations and easily recognize temporal patterns. We evaluate TimeX on eight synthetic and real-world datasets and compare its performance against state-of-the-art interpretability methods. We also conduct case studies using physiological time series. Quantitative evaluations demonstrate that TimeX achieves the highest or second-highest performance in every metric compared to baselines across all datasets. Through case studies, we show that the novel components of TimeX show potential for training faithful, interpretable models that capture the behavior of pretrained time series models.

  • 6 authors
·
Jun 3, 2023 1

An Interdisciplinary Comparison of Sequence Modeling Methods for Next-Element Prediction

Data of sequential nature arise in many application domains in forms of, e.g. textual data, DNA sequences, and software execution traces. Different research disciplines have developed methods to learn sequence models from such datasets: (i) in the machine learning field methods such as (hidden) Markov models and recurrent neural networks have been developed and successfully applied to a wide-range of tasks, (ii) in process mining process discovery techniques aim to generate human-interpretable descriptive models, and (iii) in the grammar inference field the focus is on finding descriptive models in the form of formal grammars. Despite their different focuses, these fields share a common goal - learning a model that accurately describes the behavior in the underlying data. Those sequence models are generative, i.e, they can predict what elements are likely to occur after a given unfinished sequence. So far, these fields have developed mainly in isolation from each other and no comparison exists. This paper presents an interdisciplinary experimental evaluation that compares sequence modeling techniques on the task of next-element prediction on four real-life sequence datasets. The results indicate that machine learning techniques that generally have no aim at interpretability in terms of accuracy outperform techniques from the process mining and grammar inference fields that aim to yield interpretable models.

  • 3 authors
·
Oct 31, 2018

Chaos as an interpretable benchmark for forecasting and data-driven modelling

The striking fractal geometry of strange attractors underscores the generative nature of chaos: like probability distributions, chaotic systems can be repeatedly measured to produce arbitrarily-detailed information about the underlying attractor. Chaotic systems thus pose a unique challenge to modern statistical learning techniques, while retaining quantifiable mathematical properties that make them controllable and interpretable as benchmarks. Here, we present a growing database currently comprising 131 known chaotic dynamical systems spanning fields such as astrophysics, climatology, and biochemistry. Each system is paired with precomputed multivariate and univariate time series. Our dataset has comparable scale to existing static time series databases; however, our systems can be re-integrated to produce additional datasets of arbitrary length and granularity. Our dataset is annotated with known mathematical properties of each system, and we perform feature analysis to broadly categorize the diverse dynamics present across the collection. Chaotic systems inherently challenge forecasting models, and across extensive benchmarks we correlate forecasting performance with the degree of chaos present. We also exploit the unique generative properties of our dataset in several proof-of-concept experiments: surrogate transfer learning to improve time series classification, importance sampling to accelerate model training, and benchmarking symbolic regression algorithms.

  • 1 authors
·
Oct 11, 2021

Monash University, UEA, UCR Time Series Extrinsic Regression Archive

Time series research has gathered lots of interests in the last decade, especially for Time Series Classification (TSC) and Time Series Forecasting (TSF). Research in TSC has greatly benefited from the University of California Riverside and University of East Anglia (UCR/UEA) Time Series Archives. On the other hand, the advancement in Time Series Forecasting relies on time series forecasting competitions such as the Makridakis competitions, NN3 and NN5 Neural Network competitions, and a few Kaggle competitions. Each year, thousands of papers proposing new algorithms for TSC and TSF have utilized these benchmarking archives. These algorithms are designed for these specific problems, but may not be useful for tasks such as predicting the heart rate of a person using photoplethysmogram (PPG) and accelerometer data. We refer to this problem as Time Series Extrinsic Regression (TSER), where we are interested in a more general methodology of predicting a single continuous value, from univariate or multivariate time series. This prediction can be from the same time series or not directly related to the predictor time series and does not necessarily need to be a future value or depend heavily on recent values. To the best of our knowledge, research into TSER has received much less attention in the time series research community and there are no models developed for general time series extrinsic regression problems. Most models are developed for a specific problem. Therefore, we aim to motivate and support the research into TSER by introducing the first TSER benchmarking archive. This archive contains 19 datasets from different domains, with varying number of dimensions, unequal length dimensions, and missing values. In this paper, we introduce the datasets in this archive and did an initial benchmark on existing models.

  • 4 authors
·
Jun 19, 2020

Test-Time Scaling Strategies for Generative Retrieval in Multimodal Conversational Recommendations

The rapid evolution of e-commerce has exposed the limitations of traditional product retrieval systems in managing complex, multi-turn user interactions. Recent advances in multimodal generative retrieval -- particularly those leveraging multimodal large language models (MLLMs) as retrievers -- have shown promise. However, most existing methods are tailored to single-turn scenarios and struggle to model the evolving intent and iterative nature of multi-turn dialogues when applied naively. Concurrently, test-time scaling has emerged as a powerful paradigm for improving large language model (LLM) performance through iterative inference-time refinement. Yet, its effectiveness typically relies on two conditions: (1) a well-defined problem space (e.g., mathematical reasoning), and (2) the model's ability to self-correct -- conditions that are rarely met in conversational product search. In this setting, user queries are often ambiguous and evolving, and MLLMs alone have difficulty grounding responses in a fixed product corpus. Motivated by these challenges, we propose a novel framework that introduces test-time scaling into conversational multimodal product retrieval. Our approach builds on a generative retriever, further augmented with a test-time reranking (TTR) mechanism that improves retrieval accuracy and better aligns results with evolving user intent throughout the dialogue. Experiments across multiple benchmarks show consistent improvements, with average gains of 14.5 points in MRR and 10.6 points in nDCG@1.

  • 9 authors
·
Aug 25

A Survey of Data Agents: Emerging Paradigm or Overstated Hype?

The rapid advancement of large language models (LLMs) has spurred the emergence of data agents--autonomous systems designed to orchestrate Data + AI ecosystems for tackling complex data-related tasks. However, the term "data agent" currently suffers from terminological ambiguity and inconsistent adoption, conflating simple query responders with sophisticated autonomous architectures. This terminological ambiguity fosters mismatched user expectations, accountability challenges, and barriers to industry growth. Inspired by the SAE J3016 standard for driving automation, this survey introduces the first systematic hierarchical taxonomy for data agents, comprising six levels that delineate and trace progressive shifts in autonomy, from manual operations (L0) to a vision of generative, fully autonomous data agents (L5), thereby clarifying capability boundaries and responsibility allocation. Through this lens, we offer a structured review of existing research arranged by increasing autonomy, encompassing specialized data agents for data management, preparation, and analysis, alongside emerging efforts toward versatile, comprehensive systems with enhanced autonomy. We further analyze critical evolutionary leaps and technical gaps for advancing data agents, especially the ongoing L2-to-L3 transition, where data agents evolve from procedural execution to autonomous orchestration. Finally, we conclude with a forward-looking roadmap, envisioning the advent of proactive, generative data agents.