Deep Learning for Multivariate Time Series Imputation: A Survey

The ubiquitous missing values cause the multivariate time series data to be partially observed, destroying the integrity of time series and hindering the effective time series data analysis. Recently deep learning imputation methods have demonstrated remarkable success in elevating the quality of corrupted time series data, subsequently enhancing performance in downstream tasks. In this paper, we conduct a comprehensive survey on the recently proposed deep learning imputation methods. First, we propose a taxonomy for the reviewed methods, and then provide a structured review of these methods by highlighting their strengths and limitations. We also conduct empirical experiments to study different methods and compare their enhancement for downstream tasks. Finally, the open issues for future research on multivariate time series imputation are pointed out. All code and configurations of this work, including a regularly maintained multivariate time series imputation paper list, can be found in the GitHub repository~\url{https://github.com/WenjieDu/Awesome\_Imputation}.

PatchAD: Patch-based MLP-Mixer for Time Series Anomaly Detection

Anomaly detection stands as a crucial aspect of time series analysis, aiming to identify abnormal events in time series samples. The central challenge of this task lies in effectively learning the representations of normal and abnormal patterns in a label-lacking scenario. Previous research mostly relied on reconstruction-based approaches, restricting the representational abilities of the models. In addition, most of the current deep learning-based methods are not lightweight enough, which prompts us to design a more efficient framework for anomaly detection. In this study, we introduce PatchAD, a novel multi-scale patch-based MLP-Mixer architecture that leverages contrastive learning for representational extraction and anomaly detection. Specifically, PatchAD is composed of four distinct MLP Mixers, exclusively utilizing the MLP architecture for high efficiency and lightweight architecture. Additionally, we also innovatively crafted a dual project constraint module to mitigate potential model degradation. Comprehensive experiments demonstrate that PatchAD achieves state-of-the-art results across multiple real-world multivariate time series datasets. Our code is publicly available https://github.com/EmorZz1G/PatchAD

Comparing Time-Series Analysis Approaches Utilized in Research Papers to Forecast COVID-19 Cases in Africa: A Literature Review

This literature review aimed to compare various time-series analysis approaches utilized in forecasting COVID-19 cases in Africa. The study involved a methodical search for English-language research papers published between January 2020 and July 2023, focusing specifically on papers that utilized time-series analysis approaches on COVID-19 datasets in Africa. A variety of databases including PubMed, Google Scholar, Scopus, and Web of Science were utilized for this process. The research papers underwent an evaluation process to extract relevant information regarding the implementation and performance of the time-series analysis models. The study highlighted the different methodologies employed, evaluating their effectiveness and limitations in forecasting the spread of the virus. The result of this review could contribute deeper insights into the field, and future research should consider these insights to improve time series analysis models and explore the integration of different approaches for enhanced public health decision-making.

Precise localization within the GI tract by combining classification of CNNs and time-series analysis of HMMs

This paper presents a method to efficiently classify the gastroenterologic section of images derived from Video Capsule Endoscopy (VCE) studies by exploring the combination of a Convolutional Neural Network (CNN) for classification with the time-series analysis properties of a Hidden Markov Model (HMM). It is demonstrated that successive time-series analysis identifies and corrects errors in the CNN output. Our approach achieves an accuracy of $98.04\%$ on the Rhode Island (RI) Gastroenterology dataset. This allows for precise localization within the gastrointestinal (GI) tract while requiring only approximately 1M parameters and thus, provides a method suitable for low power devices

Multivariate Functional Linear Discriminant Analysis for the Classification of Short Time Series with Missing Data

Functional linear discriminant analysis (FLDA) is a powerful tool that extends LDA-mediated multiclass classification and dimension reduction to univariate time-series functions. However, in the age of large multivariate and incomplete data, statistical dependencies between features must be estimated in a computationally tractable way, while also dealing with missing data. There is a need for a computationally tractable approach that considers the statistical dependencies between features and can handle missing values. We here develop a multivariate version of FLDA (MUDRA) to tackle this issue and describe an efficient expectation/conditional-maximization (ECM) algorithm to infer its parameters. We assess its predictive power on the "Articulary Word Recognition" data set and show its improvement over the state-of-the-art, especially in the case of missing data. MUDRA allows interpretable classification of data sets with large proportions of missing data, which will be particularly useful for medical or psychological data sets.

A Multi-Scale Decomposition MLP-Mixer for Time Series Analysis

Time series data, often characterized by unique composition and complex multi-scale temporal variations, requires special consideration of decomposition and multi-scale modeling in its analysis. Existing deep learning methods on this best fit to only univariate time series, and have not sufficiently accounted for sub-series level modeling and decomposition completeness. To address this, we propose MSD-Mixer, a Multi-Scale Decomposition MLP-Mixer which learns to explicitly decompose the input time series into different components, and represents the components in different layers. To handle multi-scale temporal patterns and inter-channel dependencies, we propose a novel temporal patching approach to model the time series as multi-scale sub-series, i.e., patches, and employ MLPs to mix intra- and inter-patch variations and channel-wise correlations. In addition, we propose a loss function to constrain both the magnitude and autocorrelation of the decomposition residual for decomposition completeness. Through extensive experiments on various real-world datasets for five common time series analysis tasks (long- and short-term forecasting, imputation, anomaly detection, and classification), we demonstrate that MSD-Mixer consistently achieves significantly better performance in comparison with other state-of-the-art task-general and task-specific approaches.

Spatial-Temporal Large Language Model for Traffic Prediction

Traffic prediction, a critical component for intelligent transportation systems, endeavors to foresee future traffic at specific locations using historical data. Although existing traffic prediction models often emphasize developing complex neural network structures, their accuracy has not seen improvements accordingly. Recently, Large Language Models (LLMs) have shown outstanding capabilities in time series analysis. Differing from existing models, LLMs progress mainly through parameter expansion and extensive pre-training while maintaining their fundamental structures. In this paper, we propose a Spatial-Temporal Large Language Model (ST-LLM) for traffic prediction. Specifically, ST-LLM redefines the timesteps at each location as tokens and incorporates a spatial-temporal embedding module to learn the spatial location and global temporal representations of tokens. Then these representations are fused to provide each token with unified spatial and temporal information. Furthermore, we propose a novel partially frozen attention strategy of the LLM, which is designed to capture spatial-temporal dependencies for traffic prediction. Comprehensive experiments on real traffic datasets offer evidence that ST-LLM outperforms state-of-the-art models. Notably, the ST-LLM also exhibits robust performance in both few-shot and zero-shot prediction scenarios.

Validation, Robustness, and Accuracy of Perturbation-Based Sensitivity Analysis Methods for Time-Series Deep Learning Models

This work undertakes studies to evaluate Interpretability Methods for Time-Series Deep Learning. Sensitivity analysis assesses how input changes affect the output, constituting a key component of interpretation. Among the post-hoc interpretation methods such as back-propagation, perturbation, and approximation, my work will investigate perturbation-based sensitivity Analysis methods on modern Transformer models to benchmark their performances. Specifically, my work answers three research questions: 1) Do different sensitivity analysis (SA) methods yield comparable outputs and attribute importance rankings? 2) Using the same sensitivity analysis method, do different Deep Learning (DL) models impact the output of the sensitivity analysis? 3) How well do the results from sensitivity analysis methods align with the ground truth?

The Bigger the Better? Rethinking the Effective Model Scale in Long-term Time Series Forecasting

Long-term time series forecasting (LTSF) represents a critical frontier in time series analysis, distinguished by its focus on extensive input sequences, in contrast to the constrained lengths typical of traditional approaches. While longer sequences inherently convey richer information, potentially enhancing predictive precision, prevailing techniques often respond by escalating model complexity. These intricate models can inflate into millions of parameters, incorporating parameter-intensive elements like positional encodings, feed-forward networks and self-attention mechanisms. This complexity, however, leads to prohibitive model scale, particularly given the time series data's semantic simplicity. Motivated by the pursuit of parsimony, our research employs conditional correlation and auto-correlation as investigative tools, revealing significant redundancies within the input data. Leveraging these insights, we introduce the HDformer, a lightweight Transformer variant enhanced with hierarchical decomposition. This novel architecture not only inverts the prevailing trend toward model expansion but also accomplishes precise forecasting with drastically fewer computations and parameters. Remarkably, HDformer outperforms existing state-of-the-art LTSF models, while requiring over 99\% fewer parameters. Through this work, we advocate a paradigm shift in LTSF, emphasizing the importance to tailor the model to the inherent dynamics of time series data-a timely reminder that in the realm of LTSF, bigger is not invariably better.

TNANet: A Temporal-Noise-Aware Neural Network for Suicidal Ideation Prediction with Noisy Physiological Data

The robust generalization of deep learning models in the presence of inherent noise remains a significant challenge, especially when labels are subjective and noise is indiscernible in natural settings. This problem is particularly pronounced in many practical applications. In this paper, we address a special and important scenario of monitoring suicidal ideation, where time-series data, such as photoplethysmography (PPG), is susceptible to such noise. Current methods predominantly focus on image and text data or address artificially introduced noise, neglecting the complexities of natural noise in time-series analysis. To tackle this, we introduce a novel neural network model tailored for analyzing noisy physiological time-series data, named TNANet, which merges advanced encoding techniques with confidence learning, enhancing prediction accuracy. Another contribution of our work is the collection of a specialized dataset of PPG signals derived from real-world environments for suicidal ideation prediction. Employing this dataset, our TNANet achieves the prediction accuracy of 63.33% in a binary classification task, outperforming state-of-the-art models. Furthermore, comprehensive evaluations were conducted on three other well-known public datasets with artificially introduced noise to rigorously test the TNANet's capabilities. These tests consistently demonstrated TNANet's superior performance by achieving an accuracy improvement of more than 10% compared to baseline methods.