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Foundation Models for Time Series Analysis: A Tutorial and Survey
Mar 21, 2024
Time series analysis stands as a focal point within the data mining community, serving as a cornerstone for extracting valuable insights crucial to a myriad of real-world applications. Recent advancements in Foundation Models (FMs) have fundamentally reshaped the paradigm of model design for time series analysis, boosting various downstream tasks in practice. These innovative approaches often leverage pre-trained or fine-tuned FMs to harness generalized knowledge tailored specifically for time series analysis. In this survey, we aim to furnish a comprehensive and up-to-date overview of FMs for time series analysis. While prior surveys have predominantly focused on either the application or the pipeline aspects of FMs in time series analysis, they have often lacked an in-depth understanding of the underlying mechanisms that elucidate why and how FMs benefit time series analysis. To address this gap, our survey adopts a model-centric classification, delineating various pivotal elements of time-series FMs, including model architectures, pre-training techniques, adaptation methods, and data modalities. Overall, this survey serves to consolidate the latest advancements in FMs pertinent to time series analysis, accentuating their theoretical underpinnings, recent strides in development, and avenues for future research exploration.
Online GNN Evaluation Under Test-time Graph Distribution Shifts
Mar 15, 2024
Evaluating the performance of a well-trained GNN model on real-world graphs is a pivotal step for reliable GNN online deployment and serving. Due to a lack of test node labels and unknown potential training-test graph data distribution shifts, conventional model evaluation encounters limitations in calculating performance metrics (e.g., test error) and measuring graph data-level discrepancies, particularly when the training graph used for developing GNNs remains unobserved during test time. In this paper, we study a new research problem, online GNN evaluation, which aims to provide valuable insights into the well-trained GNNs's ability to effectively generalize to real-world unlabeled graphs under the test-time graph distribution shifts. Concretely, we develop an effective learning behavior discrepancy score, dubbed LeBeD, to estimate the test-time generalization errors of well-trained GNN models. Through a novel GNN re-training strategy with a parameter-free optimality criterion, the proposed LeBeD comprehensively integrates learning behavior discrepancies from both node prediction and structure reconstruction perspectives. This enables the effective evaluation of the well-trained GNNs' ability to capture test node semantics and structural representations, making it an expressive metric for estimating the generalization error in online GNN evaluation. Extensive experiments on real-world test graphs under diverse graph distribution shifts could verify the effectiveness of the proposed method, revealing its strong correlation with ground-truth test errors on various well-trained GNN models.
$\textbf{S}^2$IP-LLM: Semantic Space Informed Prompt Learning with LLM for Time Series Forecasting
Mar 09, 2024
Recently, there has been a growing interest in leveraging pre-trained large language models (LLMs) for various time series applications. However, the semantic space of LLMs, established through the pre-training, is still underexplored and may help yield more distinctive and informative representations to facilitate time series forecasting. To this end, we propose Semantic Space Informed Prompt learning with LLM ($S^2$IP-LLM) to align the pre-trained semantic space with time series embeddings space and perform time series forecasting based on learned prompts from the joint space. We first design a tokenization module tailored for cross-modality alignment, which explicitly concatenates patches of decomposed time series components to create embeddings that effectively encode the temporal dynamics. Next, we leverage the pre-trained word token embeddings to derive semantic anchors and align selected anchors with time series embeddings by maximizing the cosine similarity in the joint space. This way, $S^2$IP-LLM can retrieve relevant semantic anchors as prompts to provide strong indicators (context) for time series that exhibit different temporal dynamics. With thorough empirical studies on multiple benchmark datasets, we demonstrate that the proposed $S^2$IP-LLM can achieve superior forecasting performance over state-of-the-art baselines. Furthermore, our ablation studies and visualizations verify the necessity of prompt learning informed by semantic space.
Weakly Supervised Change Detection via Knowledge Distillation and Multiscale Sigmoid Inference
Mar 09, 2024
Change detection, which aims to detect spatial changes from a pair of multi-temporal images due to natural or man-made causes, has been widely applied in remote sensing, disaster management, urban management, etc. Most existing change detection approaches, however, are fully supervised and require labor-intensive pixel-level labels. To address this, we develop a novel weakly supervised change detection technique via Knowledge Distillation and Multiscale Sigmoid Inference (KD-MSI) that leverages image-level labels. In our approach, the Class Activation Maps (CAM) are utilized not only to derive a change probability map but also to serve as a foundation for the knowledge distillation process. This is done through a joint training strategy of the teacher and student networks, enabling the student network to highlight potential change areas more accurately than teacher network based on image-level labels. Moreover, we designed a Multiscale Sigmoid Inference (MSI) module as a post processing step to further refine the change probability map from the trained student network. Empirical results on three public datasets, i.e., WHU-CD, DSIFN-CD, and LEVIR-CD, demonstrate that our proposed technique, with its integrated training strategy, significantly outperforms the state-of-the-art.
Structural Knowledge Informed Continual Multivariate Time Series Forecasting
Feb 20, 2024Recent studies in multivariate time series (MTS) forecasting reveal that explicitly modeling the hidden dependencies among different time series can yield promising forecasting performance and reliable explanations. However, modeling variable dependencies remains underexplored when MTS is continuously accumulated under different regimes (stages). Due to the potential distribution and dependency disparities, the underlying model may encounter the catastrophic forgetting problem, i.e., it is challenging to memorize and infer different types of variable dependencies across different regimes while maintaining forecasting performance. To address this issue, we propose a novel Structural Knowledge Informed Continual Learning (SKI-CL) framework to perform MTS forecasting within a continual learning paradigm, which leverages structural knowledge to steer the forecasting model toward identifying and adapting to different regimes, and selects representative MTS samples from each regime for memory replay. Specifically, we develop a forecasting model based on graph structure learning, where a consistency regularization scheme is imposed between the learned variable dependencies and the structural knowledge while optimizing the forecasting objective over the MTS data. As such, MTS representations learned in each regime are associated with distinct structural knowledge, which helps the model memorize a variety of conceivable scenarios and results in accurate forecasts in the continual learning context. Meanwhile, we develop a representation-matching memory replay scheme that maximizes the temporal coverage of MTS data to efficiently preserve the underlying temporal dynamics and dependency structures of each regime. Thorough empirical studies on synthetic and real-world benchmarks validate SKI-CL's efficacy and advantages over the state-of-the-art for continual MTS forecasting tasks.
Continual Learning on Graphs: Challenges, Solutions, and Opportunities
Feb 18, 2024Continual learning on graph data has recently attracted paramount attention for its aim to resolve the catastrophic forgetting problem on existing tasks while adapting the sequentially updated model to newly emerged graph tasks. While there have been efforts to summarize progress on continual learning research over Euclidean data, e.g., images and texts, a systematic review of progress in continual learning on graphs, a.k.a, continual graph learning (CGL) or lifelong graph learning, is still demanding. Graph data are far more complex in terms of data structures and application scenarios, making CGL task settings, model designs, and applications extremely challenging. To bridge the gap, we provide a comprehensive review of existing continual graph learning (CGL) algorithms by elucidating the different task settings and categorizing the existing methods based on their characteristics. We compare the CGL methods with traditional continual learning techniques and analyze the applicability of the traditional continual learning techniques to CGL tasks. Additionally, we review the benchmark works that are crucial to CGL research. Finally, we discuss the remaining challenges and propose several future directions. We will maintain an up-to-date GitHub repository featuring a comprehensive list of CGL algorithms, accessible at https://github.com/UConn-DSIS/Survey-of-Continual-Learning-on-Graphs.
Empowering Time Series Analysis with Large Language Models: A Survey
Feb 05, 2024Recently, remarkable progress has been made over large language models (LLMs), demonstrating their unprecedented capability in varieties of natural language tasks. However, completely training a large general-purpose model from the scratch is challenging for time series analysis, due to the large volumes and varieties of time series data, as well as the non-stationarity that leads to concept drift impeding continuous model adaptation and re-training. Recent advances have shown that pre-trained LLMs can be exploited to capture complex dependencies in time series data and facilitate various applications. In this survey, we provide a systematic overview of existing methods that leverage LLMs for time series analysis. Specifically, we first state the challenges and motivations of applying language models in the context of time series as well as brief preliminaries of LLMs. Next, we summarize the general pipeline for LLM-based time series analysis, categorize existing methods into different groups (i.e., direct query, tokenization, prompt design, fine-tune, and model integration), and highlight the key ideas within each group. We also discuss the applications of LLMs for both general and spatial-temporal time series data, tailored to specific domains. Finally, we thoroughly discuss future research opportunities to empower time series analysis with LLMs.
Rank Supervised Contrastive Learning for Time Series Classification
Jan 31, 2024Recently, various contrastive learning techniques have been developed to categorize time series data and exhibit promising performance. A general paradigm is to utilize appropriate augmentations and construct feasible positive samples such that the encoder can yield robust and discriminative representations by mapping similar data points closer together in the feature space while pushing dissimilar data points farther apart. Despite its efficacy, the fine-grained relative similarity (e.g., rank) information of positive samples is largely ignored, especially when labeled samples are limited. To this end, we present Rank Supervised Contrastive Learning (RankSCL) to perform time series classification. Different from conventional contrastive learning frameworks, RankSCL augments raw data in a targeted way in the embedding space and adopts certain filtering rules to select more informative positive and negative pairs of samples. Moreover, a novel rank loss is developed to assign different weights for different levels of positive samples, enable the encoder to extract the fine-grained information of the same class, and produce a clear boundary among different classes. Thoroughly empirical studies on 128 UCR datasets and 30 UEA datasets demonstrate that the proposed RankSCL can achieve state-of-the-art performance compared to existing baseline methods.
Topology-aware Embedding Memory for Learning on Expanding Graphs
Jan 24, 2024Memory replay based techniques have shown great success for continual learning with incrementally accumulated Euclidean data. Directly applying them to continually expanding graphs, however, leads to the potential memory explosion problem due to the need to buffer representative nodes and their associated topological neighborhood structures. To this end, we systematically analyze the key challenges in the memory explosion problem, and present a general framework, i.e., Parameter Decoupled Graph Neural Networks (PDGNNs) with Topology-aware Embedding Memory (TEM), to tackle this issue. The proposed framework not only reduces the memory space complexity from $\mathcal{O}(nd^L)$ to $\mathcal{O}(n)$~\footnote{$n$: memory budget, $d$: average node degree, $L$: the radius of the GNN receptive field}, but also fully utilizes the topological information for memory replay. Specifically, PDGNNs decouple trainable parameters from the computation ego-subgraph via \textit{Topology-aware Embeddings} (TEs), which compress ego-subgraphs into compact vectors (i.e., TEs) to reduce the memory consumption. Based on this framework, we discover a unique \textit{pseudo-training effect} in continual learning on expanding graphs and this effect motivates us to develop a novel \textit{coverage maximization sampling} strategy that can enhance the performance with a tight memory budget. Thorough empirical studies demonstrate that, by tackling the memory explosion problem and incorporating topological information into memory replay, PDGNNs with TEM significantly outperform state-of-the-art techniques, especially in the challenging class-incremental setting.
Key Information Retrieval to Classify the Unstructured Data Content of Preferential Trade Agreements
Jan 23, 2024With the rapid proliferation of textual data, predicting long texts has emerged as a significant challenge in the domain of natural language processing. Traditional text prediction methods encounter substantial difficulties when grappling with long texts, primarily due to the presence of redundant and irrelevant information, which impedes the model's capacity to capture pivotal insights from the text. To address this issue, we introduce a novel approach to long-text classification and prediction. Initially, we employ embedding techniques to condense the long texts, aiming to diminish the redundancy therein. Subsequently,the Bidirectional Encoder Representations from Transformers (BERT) embedding method is utilized for text classification training. Experimental outcomes indicate that our method realizes considerable performance enhancements in classifying long texts of Preferential Trade Agreements. Furthermore, the condensation of text through embedding methods not only augments prediction accuracy but also substantially reduces computational complexity. Overall, this paper presents a strategy for long-text prediction, offering a valuable reference for researchers and engineers in the natural language processing sphere.