MuSiCNet: A Gradual Coarse-to-Fine Framework for Irregularly Sampled Multivariate Time Series Analysis

Irregularly sampled multivariate time series (ISMTS) are prevalent in reality. Most existing methods treat ISMTS as synchronized regularly sampled time series with missing values, neglecting that the irregularities are primarily attributed to variations in sampling rates. In this paper, we introduce a novel perspective that irregularity is essentially relative in some senses. With sampling rates artificially determined from low to high, an irregularly sampled time series can be transformed into a hierarchical set of relatively regular time series from coarse to fine. We observe that additional coarse-grained relatively regular series not only mitigate the irregularly sampled challenges to some extent but also incorporate broad-view temporal information, thereby serving as a valuable asset for representation learning. Therefore, following the philosophy of learning that Seeing the big picture first, then delving into the details, we present the Multi-Scale and Multi-Correlation Attention Network (MuSiCNet) combining multiple scales to iteratively refine the ISMTS representation. Specifically, within each scale, we explore time attention and frequency correlation matrices to aggregate intra- and inter-series information, naturally enhancing the representation quality with richer and more intrinsic details. While across adjacent scales, we employ a representation rectification method containing contrastive learning and reconstruction results adjustment to further improve representation consistency. MuSiCNet is an ISMTS analysis framework that competitive with SOTA in three mainstream tasks consistently, including classification, interpolation, and forecasting.

FSMLP: Modelling Channel Dependencies With Simplex Theory Based Multi-Layer Perceptions In Frequency Domain

Time series forecasting (TSF) plays a crucial role in various domains, including web data analysis, energy consumption prediction, and weather forecasting. While Multi-Layer Perceptrons (MLPs) are lightweight and effective for capturing temporal dependencies, they are prone to overfitting when used to model inter-channel dependencies. In this paper, we investigate the overfitting problem in channel-wise MLPs using Rademacher complexity theory, revealing that extreme values in time series data exacerbate this issue. To mitigate this issue, we introduce a novel Simplex-MLP layer, where the weights are constrained within a standard simplex. This strategy encourages the model to learn simpler patterns and thereby reducing overfitting to extreme values. Based on the Simplex-MLP layer, we propose a novel \textbf{F}requency \textbf{S}implex \textbf{MLP} (FSMLP) framework for time series forecasting, comprising of two kinds of modules: \textbf{S}implex \textbf{C}hannel-\textbf{W}ise MLP (SCWM) and \textbf{F}requency \textbf{T}emporal \textbf{M}LP (FTM). The SCWM effectively leverages the Simplex-MLP to capture inter-channel dependencies, while the FTM is a simple yet efficient temporal MLP designed to extract temporal information from the data. Our theoretical analysis shows that the upper bound of the Rademacher Complexity for Simplex-MLP is lower than that for standard MLPs. Moreover, we validate our proposed method on seven benchmark datasets, demonstrating significant improvements in forecasting accuracy and efficiency, while also showcasing superior scalability. Additionally, we demonstrate that Simplex-MLP can improve other methods that use channel-wise MLP to achieve less overfitting and improved performance. Code are available \href{https://github.com/FMLYD/FSMLP}{\textcolor{red}{here}}.

DSSRNN: Decomposition-Enhanced State-Space Recurrent Neural Network for Time-Series Analysis

Time series forecasting is a crucial yet challenging task in machine learning, requiring domain-specific knowledge due to its wide-ranging applications. While recent Transformer models have improved forecasting capabilities, they come with high computational costs. Linear-based models have shown better accuracy than Transformers but still fall short of ideal performance. To address these challenges, we introduce the Decomposition State-Space Recurrent Neural Network (DSSRNN), a novel framework designed for both long-term and short-term time series forecasting. DSSRNN uniquely combines decomposition analysis to capture seasonal and trend components with state-space models and physics-based equations. We evaluate DSSRNN's performance on indoor air quality datasets, focusing on CO2 concentration prediction across various forecasting horizons. Results demonstrate that DSSRNN consistently outperforms state-of-the-art models, including transformer-based architectures, in terms of both Mean Squared Error (MSE) and Mean Absolute Error (MAE). For example, at the shortest horizon (T=96) in Office 1, DSSRNN achieved an MSE of 0.378 and an MAE of 0.401, significantly lower than competing models. Additionally, DSSRNN exhibits superior computational efficiency compared to more complex models. While not as lightweight as the DLinear model, DSSRNN achieves a balance between performance and efficiency, with only 0.11G MACs and 437MiB memory usage, and an inference time of 0.58ms for long-term forecasting. This work not only showcases DSSRNN's success but also establishes a new benchmark for physics-informed machine learning in environmental forecasting and potentially other domains.

A Wave is Worth 100 Words: Investigating Cross-Domain Transferability in Time Series

Time series analysis is a fundamental data mining task that supervised training methods based on empirical risk minimization have proven their effectiveness on specific tasks and datasets. However, the acquisition of well-annotated data is costly and a large amount of unlabeled series data is under-utilized. Due to distributional shifts across various domains and different patterns of interest across multiple tasks. The problem of cross-domain multi-task migration of time series remains a significant challenge. To address these problems, this paper proposes a novel cross-domain pretraining method based on Wave Quantization (termed as WQ4TS), which can be combined with any advanced time series model and applied to multiple downstream tasks. Specifically, we transfer the time series data from different domains into a common spectral latent space, and enable the model to learn the temporal pattern knowledge of different domains directly from the common space and utilize it for the inference of downstream tasks, thereby mitigating the challenge of heterogeneous cross-domains migration. The establishment of spectral latent space brings at least three benefits, cross-domain migration capability thus adapting to zero- and few-shot scenarios without relying on priori knowledge of the dataset, general compatible cross-domain migration framework without changing the existing model structure, and robust modeling capability thus achieving SOTA results in multiple downstream tasks. To demonstrate the effectiveness of the proposed approach, we conduct extensive experiments including three important tasks: forecasting, imputation, and classification. And three common real-world data scenarios are simulated: full-data, few-shot, and zero-shot. The proposed WQ4TS achieves the best performance on 87.5% of all tasks, and the average improvement of the metrics on all the tasks is up to 34.7%.

Representation Learning for Time-Domain High-Energy Astrophysics: Discovery of Extragalactic Fast X-ray Transient XRT 200515

We present a novel representation learning method for downstream tasks such as anomaly detection and unsupervised transient classification in high-energy datasets. This approach enabled the discovery of a new fast X-ray transient (FXT) in the Chandra archive, XRT 200515, a needle-in-the-haystack event and the first Chandra FXT of its kind. Recent serendipitous breakthroughs in X-ray astronomy, including FXTs from binary neutron star mergers and an extragalactic planetary transit candidate, highlight the need for systematic transient searches in X-ray archives. We introduce new event file representations, E-t Maps and E-t-dt Cubes, designed to capture both temporal and spectral information, effectively addressing the challenges posed by variable-length event file time series in machine learning applications. Our pipeline extracts low-dimensional, informative features from these representations using principal component analysis or sparse autoencoders, followed by clustering in the embedding space with DBSCAN. New transients are identified within transient-dominant clusters or through nearest-neighbor searches around known transients, producing a catalog of 3,539 candidates (3,427 flares and 112 dips). XRT 200515 exhibits unique temporal and spectral variability, including an intense, hard <10 s initial burst followed by spectral softening in an ~800 s oscillating tail. We interpret XRT 200515 as either the first giant magnetar flare observed at low X-ray energies or the first extragalactic Type I X-ray burst from a faint LMXB in the LMC. Our method extends to datasets from other observatories such as XMM-Newton, Swift-XRT, eROSITA, Einstein Probe, and upcoming missions like AXIS.

MPBD-LSTM: A Predictive Model for Colorectal Liver Metastases Using Time Series Multi-phase Contrast-Enhanced CT Scans

Colorectal cancer is a prevalent form of cancer, and many patients develop colorectal cancer liver metastasis (CRLM) as a result. Early detection of CRLM is critical for improving survival rates. Radiologists usually rely on a series of multi-phase contrast-enhanced computed tomography (CECT) scans done during follow-up visits to perform early detection of the potential CRLM. These scans form unique five-dimensional data (time, phase, and axial, sagittal, and coronal planes in 3D CT). Most of the existing deep learning models can readily handle four-dimensional data (e.g., time-series 3D CT images) and it is not clear how well they can be extended to handle the additional dimension of phase. In this paper, we build a dataset of time-series CECT scans to aid in the early diagnosis of CRLM, and build upon state-of-the-art deep learning techniques to evaluate how to best predict CRLM. Our experimental results show that a multi-plane architecture based on 3D bi-directional LSTM, which we call MPBD-LSTM, works best, achieving an area under curve (AUC) of 0.79. On the other hand, analysis of the results shows that there is still great room for further improvement.

Well log data generation and imputation using sequence-based generative adversarial networks

Well log analysis is crucial for hydrocarbon exploration, providing detailed insights into subsurface geological formations. However, gaps and inaccuracies in well log data, often due to equipment limitations, operational challenges, and harsh subsurface conditions, can introduce significant uncertainties in reservoir evaluation. Addressing these challenges requires effective methods for both synthetic data generation and precise imputation of missing data, ensuring data completeness and reliability. This study introduces a novel framework utilizing sequence-based generative adversarial networks (GANs) specifically designed for well log data generation and imputation. The framework integrates two distinct sequence-based GAN models: Time Series GAN (TSGAN) for generating synthetic well log data and Sequence GAN (SeqGAN) for imputing missing data. Both models were tested on a dataset from the North Sea, Netherlands region, focusing on different sections of 5, 10, and 50 data points. Experimental results demonstrate that this approach achieves superior accuracy in filling data gaps compared to other deep learning models for spatial series analysis. The method yielded R^2 values of 0.921, 0.899, and 0.594, with corresponding mean absolute percentage error (MAPE) values of 8.320, 0.005, and 151.154, and mean absolute error (MAE) values of 0.012, 0.005, and 0.032, respectively. These results set a new benchmark for data integrity and utility in geosciences, particularly in well log data analysis.

Signal Processing over Time-Varying Graphs: A Systematic Review

As irregularly structured data representations, graphs have received a large amount of attention in recent years and have been widely applied to various real-world scenarios such as social, traffic, and energy settings. Compared to non-graph algorithms, numerous graph-based methodologies benefited from the strong power of graphs for representing high-dimensional and non-Euclidean data. In the field of Graph Signal Processing (GSP), analogies of classical signal processing concepts, such as shifting, convolution, filtering, and transformations are developed. However, many GSP techniques usually postulate the graph is static in both signal and typology. This assumption hinders the effectiveness of GSP methodologies as the assumption ignores the time-varying properties in numerous real-world systems. For example, in the traffic network, the signal on each node varies over time and contains underlying temporal correlation and patterns worthy of analysis. To tackle this challenge, more and more work are being done recently to investigate the processing of time-varying graph signals. They cope with time-varying challenges from three main directions: 1) graph time-spectral filtering, 2) multi-variate time-series forecasting, and 3) spatiotemporal graph data mining by neural networks, where non-negligible progress has been achieved. Despite the success of signal processing and learning over time-varying graphs, there is no survey to compare and conclude the current methodology for GSP and graph learning. To compensate for this, in this paper, we aim to review the development and recent progress on signal processing and learning over time-varying graphs, and compare their advantages and disadvantages from both the methodological and experimental side, to outline the challenges and potential research directions for future research.

Data Augmentation with Diffusion Models for Colon Polyp Localization on the Low Data Regime: How much real data is enough?

The scarcity of data in medical domains hinders the performance of Deep Learning models. Data augmentation techniques can alleviate that problem, but they usually rely on functional transformations of the data that do not guarantee to preserve the original tasks. To approximate the distribution of the data using generative models is a way of reducing that problem and also to obtain new samples that resemble the original data. Denoising Diffusion models is a promising Deep Learning technique that can learn good approximations of different kinds of data like images, time series or tabular data. Automatic colonoscopy analysis and specifically Polyp localization in colonoscopy videos is a task that can assist clinical diagnosis and treatment. The annotation of video frames for training a deep learning model is a time consuming task and usually only small datasets can be obtained. The fine tuning of application models using a large dataset of generated data could be an alternative to improve their performance. We conduct a set of experiments training different diffusion models that can generate jointly colonoscopy images with localization annotations using a combination of existing open datasets. The generated data is used on various transfer learning experiments in the task of polyp localization with a model based on YOLO v9 on the low data regime.

An Adversarial Learning Approach to Irregular Time-Series Forecasting

Forecasting irregular time series presents significant challenges due to two key issues: the vulnerability of models to mean regression, driven by the noisy and complex nature of the data, and the limitations of traditional error-based evaluation metrics, which fail to capture meaningful patterns and penalize unrealistic forecasts. These problems result in forecasts that often misalign with human intuition. To tackle these challenges, we propose an adversarial learning framework with a deep analysis of adversarial components. Specifically, we emphasize the importance of balancing the modeling of global distribution (overall patterns) and transition dynamics (localized temporal changes) to better capture the nuances of irregular time series. Overall, this research provides practical insights for improving models and evaluation metrics, and pioneers the application of adversarial learning in the domian of irregular time-series forecasting.