Abstract:SDForger is a flexible and efficient framework for generating high-quality multivariate time series using LLMs. Leveraging a compact data representation, SDForger provides synthetic time series generation from a few samples and low-computation fine-tuning of any autoregressive LLM. Specifically, the framework transforms univariate and multivariate signals into tabular embeddings, which are then encoded into text and used to fine-tune the LLM. At inference, new textual embeddings are sampled and decoded into synthetic time series that retain the original data's statistical properties and temporal dynamics. Across a diverse range of datasets, SDForger outperforms existing generative models in many scenarios, both in similarity-based evaluations and downstream forecasting tasks. By enabling textual conditioning in the generation process, SDForger paves the way for multimodal modeling and the streamlined integration of time series with textual information. SDForger source code will be open-sourced soon.
Abstract:This paper introduces a novel Functional Graph Convolutional Network (funGCN) framework that combines Functional Data Analysis and Graph Convolutional Networks to address the complexities of multi-task and multi-modal learning in digital health and longitudinal studies. With the growing importance of health solutions to improve health care and social support, ensure healthy lives, and promote well-being at all ages, funGCN offers a unified approach to handle multivariate longitudinal data for multiple entities and ensures interpretability even with small sample sizes. Key innovations include task-specific embedding components that manage different data types, the ability to perform classification, regression, and forecasting, and the creation of a knowledge graph for insightful data interpretation. The efficacy of funGCN is validated through simulation experiments and a real-data application.