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

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

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

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

SsaA: A Self-supervised auto-Annotation System for Online Visual Inspection and Manufacturing Automation

Recent trends in cloud computing technology effectively boosted the application of visual inspection. However, most of the available systems work in a human-in-the-loop manner and can not provide long-term support to the online application. To make a step forward, this paper outlines an automatic annotation system called SsaA, working in a self-supervised learning manner, for continuously making the online visual inspection in the manufacturing automation scenarios. Benefit from the self-supervised learning, SsaA is effective to establish a visual inspection application for the whole life-cycle of manufacturing. In the early stage, with only the anomaly-free data, the unsupervised algorithms are adopted to process the pretext task and generate coarse labels for the following data. Then supervised algorithms are trained for the downstream task. With user-friendly web-based interfaces, SsaA is very convenient to integrate and deploy both of the unsupervised and supervised algorithms. So far, the SsaA system has been adopted for some real-life industrial applications.