TFB: Towards Comprehensive and Fair Benchmarking of Time Series Forecasting Methods

Time series are generated in diverse domains such as economic, traffic, health, and energy, where forecasting of future values has numerous important applications. Not surprisingly, many forecasting methods are being proposed. To ensure progress, it is essential to be able to study and compare such methods empirically in a comprehensive and reliable manner. To achieve this, we propose TFB, an automated benchmark for Time Series Forecasting (TSF) methods. TFB advances the state-of-the-art by addressing shortcomings related to datasets, comparison methods, and evaluation pipelines: 1) insufficient coverage of data domains, 2) stereotype bias against traditional methods, and 3) inconsistent and inflexible pipelines. To achieve better domain coverage, we include datasets from 10 different domains: traffic, electricity, energy, the environment, nature, economic, stock markets, banking, health, and the web. We also provide a time series characterization to ensure that the selected datasets are comprehensive. To remove biases against some methods, we include a diverse range of methods, including statistical learning, machine learning, and deep learning methods, and we also support a variety of evaluation strategies and metrics to ensure a more comprehensive evaluations of different methods. To support the integration of different methods into the benchmark and enable fair comparisons, TFB features a flexible and scalable pipeline that eliminates biases. Next, we employ TFB to perform a thorough evaluation of 21 Univariate Time Series Forecasting (UTSF) methods on 8,068 univariate time series and 14 Multivariate Time Series Forecasting (MTSF) methods on 25 datasets. The benchmark code and data are available at https://github.com/decisionintelligence/TFB.

Dual-modal Prior Semantic Guided Infrared and Visible Image Fusion for Intelligent Transportation System

Infrared and visible image fusion (IVF) plays an important role in intelligent transportation system (ITS). The early works predominantly focus on boosting the visual appeal of the fused result, and only several recent approaches have tried to combine the high-level vision task with IVF. However, they prioritize the design of cascaded structure to seek unified suitable features and fit different tasks. Thus, they tend to typically bias toward to reconstructing raw pixels without considering the significance of semantic features. Therefore, we propose a novel prior semantic guided image fusion method based on the dual-modality strategy, improving the performance of IVF in ITS. Specifically, to explore the independent significant semantic of each modality, we first design two parallel semantic segmentation branches with a refined feature adaptive-modulation (RFaM) mechanism. RFaM can perceive the features that are semantically distinct enough in each semantic segmentation branch. Then, two pilot experiments based on the two branches are conducted to capture the significant prior semantic of two images, which then is applied to guide the fusion task in the integration of semantic segmentation branches and fusion branches. In addition, to aggregate both high-level semantics and impressive visual effects, we further investigate the frequency response of the prior semantics, and propose a multi-level representation-adaptive fusion (MRaF) module to explicitly integrate the low-frequent prior semantic with the high-frequent details. Extensive experiments on two public datasets demonstrate the superiority of our method over the state-of-the-art image fusion approaches, in terms of either the visual appeal or the high-level semantics.

An Empirical Study of the Generalization Ability of Lidar 3D Object Detectors to Unseen Domains

3D Object Detectors (3D-OD) are crucial for understanding the environment in many robotic tasks, especially autonomous driving. Including 3D information via Lidar sensors improves accuracy greatly. However, such detectors perform poorly on domains they were not trained on, i.e. different locations, sensors, weather, etc., limiting their reliability in safety-critical applications. There exist methods to adapt 3D-ODs to these domains; however, these methods treat 3D-ODs as a black box, neglecting underlying architectural decisions and source-domain training strategies. Instead, we dive deep into the details of 3D-ODs, focusing our efforts on fundamental factors that influence robustness prior to domain adaptation. We systematically investigate four design choices (and the interplay between them) often overlooked in 3D-OD robustness and domain adaptation: architecture, voxel encoding, data augmentations, and anchor strategies. We assess their impact on the robustness of nine state-of-the-art 3D-ODs across six benchmarks encompassing three types of domain gaps - sensor type, weather, and location. Our main findings are: (1) transformer backbones with local point features are more robust than 3D CNNs, (2) test-time anchor size adjustment is crucial for adaptation across geographical locations, significantly boosting scores without retraining, (3) source-domain augmentations allow the model to generalize to low-resolution sensors, and (4) surprisingly, robustness to bad weather is improved when training directly on more clean weather data than on training with bad weather data. We outline our main conclusions and findings to provide practical guidance on developing more robust 3D-ODs.

GenSTL: General Sparse Trajectory Learning via Auto-regressive Generation of Feature Domains

Trajectories are sequences of timestamped location samples. In sparse trajectories, the locations are sampled infrequently; and while such trajectories are prevalent in real-world settings, they are challenging to use to enable high-quality transportation-related applications. Current methodologies either assume densely sampled and accurately map-matched trajectories, or they rely on two-stage schemes, yielding sub-optimal applications. To extend the utility of sparse trajectories, we propose a novel sparse trajectory learning framework, GenSTL. The framework is pre-trained to form connections between sparse trajectories and dense counterparts using auto-regressive generation of feature domains. GenSTL can subsequently be applied directly in downstream tasks, or it can be fine-tuned first. This way, GenSTL eliminates the reliance on the availability of large-scale dense and map-matched trajectory data. The inclusion of a well-crafted feature domain encoding layer and a hierarchical masked trajectory encoder enhances GenSTL's learning capabilities and adaptability. Experiments on two real-world trajectory datasets offer insight into the framework's ability to contend with sparse trajectories with different sampling intervals and its versatility across different downstream tasks, thus offering evidence of its practicality in real-world applications.

Position Paper: What Can Large Language Models Tell Us about Time Series Analysis

Time series analysis is essential for comprehending the complexities inherent in various real-world systems and applications. Although large language models (LLMs) have recently made significant strides, the development of artificial general intelligence (AGI) equipped with time series analysis capabilities remains in its nascent phase. Most existing time series models heavily rely on domain knowledge and extensive model tuning, predominantly focusing on prediction tasks. In this paper, we argue that current LLMs have the potential to revolutionize time series analysis, thereby promoting efficient decision-making and advancing towards a more universal form of time series analytical intelligence. Such advancement could unlock a wide range of possibilities, including modality switching and time series question answering. We encourage researchers and practitioners to recognize the potential of LLMs in advancing time series analysis and emphasize the need for trust in these related efforts. Furthermore, we detail the seamless integration of time series analysis with existing LLM technologies and outline promising avenues for future research.

Pathformer: Multi-scale transformers with Adaptive Pathways for Time Series Forecasting

Transformer-based models have achieved some success in time series forecasting. Existing methods mainly model time series from limited or fixed scales, making it challenging to capture different characteristics spanning various scales. In this paper, we propose multi-scale transformers with adaptive pathways (Pathformer). The proposed Transformer integrates both temporal resolution and temporal distance for multi-scale modeling. Multi-scale division divides the time series into different temporal resolutions using patches of various sizes. Based on the division of each scale, dual attention is performed over these patches to capture global correlations and local details as temporal dependencies. We further enrich the multi-scale transformer with adaptive pathways, which adaptively adjust the multi-scale modeling process based on the varying temporal dynamics in the input time series, improving the prediction accuracy and generalization of Pathformer. Extensive experiments on eleven real-world datasets demonstrate that Pathformer not only achieves state-of-the-art performance by surpassing all current models but also exhibits stronger generalization abilities under various transfer scenarios.

COMET: Contrastive Mean Teacher for Online Source-Free Universal Domain Adaptation

In real-world applications, there is often a domain shift from training to test data. This observation resulted in the development of test-time adaptation (TTA). It aims to adapt a pre-trained source model to the test data without requiring access to the source data. Thereby, most existing works are limited to the closed-set assumption, i.e. there is no category shift between source and target domain. We argue that in a realistic open-world setting a category shift can appear in addition to a domain shift. This means, individual source classes may not appear in the target domain anymore, samples of new classes may be part of the target domain or even both at the same time. Moreover, in many real-world scenarios the test data is not accessible all at once but arrives sequentially as a stream of batches demanding an immediate prediction. Hence, TTA must be applied in an online manner. To the best of our knowledge, the combination of these aspects, i.e. online source-free universal domain adaptation (online SF-UniDA), has not been studied yet. In this paper, we introduce a Contrastive Mean Teacher (COMET) tailored to this novel scenario. It applies a contrastive loss to rebuild a feature space where the samples of known classes build distinct clusters and the samples of new classes separate well from them. It is complemented by an entropy loss which ensures that the classifier output has a small entropy for samples of known classes and a large entropy for samples of new classes to be easily detected and rejected as unknown. To provide the losses with reliable pseudo labels, they are embedded into a mean teacher (MT) framework. We evaluate our method across two datasets and all category shifts to set an initial benchmark for online SF-UniDA. Thereby, COMET yields state-of-the-art performance and proves to be consistent and robust across a variety of different scenarios.

Diversity-aware Buffer for Coping with Temporally Correlated Data Streams in Online Test-time Adaptation

Since distribution shifts are likely to occur after a model's deployment and can drastically decrease the model's performance, online test-time adaptation (TTA) continues to update the model during test-time, leveraging the current test data. In real-world scenarios, test data streams are not always independent and identically distributed (i.i.d.). Instead, they are frequently temporally correlated, making them non-i.i.d. Many existing methods struggle to cope with this scenario. In response, we propose a diversity-aware and category-balanced buffer that can simulate an i.i.d. data stream, even in non-i.i.d. scenarios. Combined with a diversity and entropy-weighted entropy loss, we show that a stable adaptation is possible on a wide range of corruptions and natural domain shifts, based on ImageNet. We achieve state-of-the-art results on most considered benchmarks.

TULIP: Transformer for Upsampling of LiDAR Point Cloud

LiDAR Upsampling is a challenging task for the perception systems of robots and autonomous vehicles, due to the sparse and irregular structure of large-scale scene contexts. Recent works propose to solve this problem by converting LiDAR data from 3D Euclidean space into an image super-resolution problem in 2D image space. Although their methods can generate high-resolution range images with fine-grained details, the resulting 3D point clouds often blur out details and predict invalid points. In this paper, we propose TULIP, a new method to reconstruct high-resolution LiDAR point clouds from low-resolution LiDAR input. We also follow a range image-based approach but specifically modify the patch and window geometries of a Swin-Transformer-based network to better fit the characteristics of range images. We conducted several experiments on three different public real-world and simulated datasets. TULIP outperforms state-of-the-art methods in all relevant metrics and generates robust and more realistic point clouds than prior works.