Time series forecasting is an important problem and plays a key role in a variety of applications including weather forecasting, stock market, and scientific simulations. Although transformers have proven to be effective in capturing dependency, its quadratic complexity of attention mechanism prevents its further adoption in long-range time series forecasting, thus limiting them attend to short-range range. Recent progress on state space models (SSMs) have shown impressive performance on modeling long range dependency due to their subquadratic complexity. Mamba, as a representative SSM, enjoys linear time complexity and has achieved strong scalability on tasks that requires scaling to long sequences, such as language, audio, and genomics. In this paper, we propose to leverage a hybrid framework Mambaformer that internally combines Mamba for long-range dependency, and Transformer for short range dependency, for long-short range forecasting. To the best of our knowledge, this is the first paper to combine Mamba and Transformer architecture in time series data. We investigate possible hybrid architectures to combine Mamba layer and attention layer for long-short range time series forecasting. The comparative study shows that the Mambaformer family can outperform Mamba and Transformer in long-short range time series forecasting problem. The code is available at //github.com/XiongxiaoXu/Mambaformerin-Time-Series.
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This manuscript presents a novel method for discovering effective connectivity between specified pairs of nodes in a high-dimensional network of time series. To accurately perform Granger causality analysis from the first node to the second node, it is essential to eliminate the influence of all other nodes within the network. The approach proposed is to create a low-dimensional representation of all other nodes in the network using frequency-domain-based dynamic principal component analysis (spectral DPCA). The resulting scores are subsequently removed from the first and second nodes of interest, thus eliminating the confounding effect of other nodes within the high-dimensional network. To conduct hypothesis testing on Granger causality, we propose a permutation-based causality test. This test enhances the accuracy of our findings when the error structures are non-Gaussian. The approach has been validated in extensive simulation studies, which demonstrate the efficacy of the methodology as a tool for causality analysis in complex time series networks. The proposed methodology has also been demonstrated to be both expedient and viable on real datasets, with particular success observed on multichannel EEG networks.
Causal discovery aims to uncover cause-and-effect relationships encoded in causal graphs by leveraging observational, interventional data, or their combination. The majority of existing causal discovery methods are developed assuming infinite interventional data. We focus on data interventional efficiency and formalize causal discovery from the perspective of online learning, inspired by pure exploration in bandit problems. A graph separating system, consisting of interventions that cut every edge of the graph at least once, is sufficient for learning causal graphs when infinite interventional data is available, even in the worst case. We propose a track-and-stop causal discovery algorithm that adaptively selects interventions from the graph separating system via allocation matching and learns the causal graph based on sampling history. Given any desired confidence value, the algorithm determines a termination condition and runs until it is met. We analyze the algorithm to establish a problem-dependent upper bound on the expected number of required interventional samples. Our proposed algorithm outperforms existing methods in simulations across various randomly generated causal graphs. It achieves higher accuracy, measured by the structural hamming distance (SHD) between the learned causal graph and the ground truth, with significantly fewer samples.
Time series data in real-world scenarios contain a substantial amount of nonlinear information, which significantly interferes with the training process of models, leading to decreased prediction performance. Therefore, during the time series forecasting process, extracting the local and global time series patterns and understanding the potential nonlinear features among different time observations are highly significant. To address this challenge, we introduce multi-resolution convolution and deformable convolution operations. By enlarging the receptive field using convolution kernels with different dilation factors to capture temporal correlation information at different resolutions, and adaptively adjusting the sampling positions through additional offset vectors, we enhance the network's ability to capture potential nonlinear features among time observations. Building upon this, we propose ACNet, an adaptive convolutional network designed to effectively model the local and global temporal dependencies and the nonlinear features between observations in multivariate time series. Specifically, by extracting and fusing time series features at different resolutions, we capture both local contextual information and global patterns in the time series. The designed nonlinear feature adaptive extraction module captures the nonlinear features among different time observations in the time series. We evaluated the performance of ACNet across twelve real-world datasets. The results indicate that ACNet consistently achieves state-of-the-art performance in both short-term and long-term forecasting tasks with favorable runtime efficiency.
In response to the increasing number of devices anticipated in next-generation networks, a shift toward over-the-air (OTA) computing has been proposed. Leveraging the superposition of multiple access channels, OTA computing enables efficient resource management by supporting simultaneous uncoded transmission in the time and the frequency domain. Thus, to advance the integration of OTA computing, our study presents a theoretical analysis addressing practical issues encountered in current digital communication transceivers, such as time sampling error and intersymbol interference (ISI). To this end, we examine the theoretical mean squared error (MSE) for OTA transmission under time sampling error and ISI, while also exploring methods for minimizing the MSE in the OTA transmission. Utilizing alternating optimization, we also derive optimal power policies for both the devices and the base station. Additionally, we propose a novel deep neural network (DNN)-based approach to design waveforms enhancing OTA transmission performance under time sampling error and ISI. To ensure fair comparison with existing waveforms like the raised cosine (RC) and the better-than-raised-cosine (BRTC), we incorporate a custom loss function integrating energy and bandwidth constraints, along with practical design considerations such as waveform symmetry. Simulation results validate our theoretical analysis and demonstrate performance gains of the designed pulse over RC and BTRC waveforms. To facilitate testing of our results without necessitating the DNN structure recreation, we provide curve fitting parameters for select DNN-based waveforms as well.
Predictions of global climate models typically operate on coarse spatial scales due to the large computational costs of climate simulations. This has led to a considerable interest in methods for statistical downscaling, a similar process to super-resolution in the computer vision context, to provide more local and regional climate information. In this work, we apply conditional normalizing flows to the task of climate variable downscaling. We showcase its successful performance on an ERA5 water content dataset for different upsampling factors. Additionally, we show that the method allows us to assess the predictive uncertainty in terms of standard deviation from the fitted conditional distribution mean.
Image-level weakly supervised semantic segmentation (WSSS) is a fundamental yet challenging computer vision task facilitating scene understanding and automatic driving. Most existing methods resort to classification-based Class Activation Maps (CAMs) to play as the initial pseudo labels, which tend to focus on the discriminative image regions and lack customized characteristics for the segmentation task. To alleviate this issue, we propose a novel activation modulation and recalibration (AMR) scheme, which leverages a spotlight branch and a compensation branch to obtain weighted CAMs that can provide recalibration supervision and task-specific concepts. Specifically, an attention modulation module (AMM) is employed to rearrange the distribution of feature importance from the channel-spatial sequential perspective, which helps to explicitly model channel-wise interdependencies and spatial encodings to adaptively modulate segmentation-oriented activation responses. Furthermore, we introduce a cross pseudo supervision for dual branches, which can be regarded as a semantic similar regularization to mutually refine two branches. Extensive experiments show that AMR establishes a new state-of-the-art performance on the PASCAL VOC 2012 dataset, surpassing not only current methods trained with the image-level of supervision but also some methods relying on stronger supervision, such as saliency label. Experiments also reveal that our scheme is plug-and-play and can be incorporated with other approaches to boost their performance.
Traffic forecasting is an important factor for the success of intelligent transportation systems. Deep learning models including convolution neural networks and recurrent neural networks have been applied in traffic forecasting problems to model the spatial and temporal dependencies. In recent years, to model the graph structures in the transportation systems as well as the contextual information, graph neural networks (GNNs) are introduced as new tools and have achieved the state-of-the-art performance in a series of traffic forecasting problems. In this survey, we review the rapidly growing body of recent research using different GNNs, e.g., graph convolutional and graph attention networks, in various traffic forecasting problems, e.g., road traffic flow and speed forecasting, passenger flow forecasting in urban rail transit systems, demand forecasting in ride-hailing platforms, etc. We also present a collection of open data and source resources for each problem, as well as future research directions. To the best of our knowledge, this paper is the first comprehensive survey that explores the application of graph neural networks for traffic forecasting problems. We have also created a public Github repository to update the latest papers, open data and source resources.
Multivariate time series forecasting is extensively studied throughout the years with ubiquitous applications in areas such as finance, traffic, environment, etc. Still, concerns have been raised on traditional methods for incapable of modeling complex patterns or dependencies lying in real word data. To address such concerns, various deep learning models, mainly Recurrent Neural Network (RNN) based methods, are proposed. Nevertheless, capturing extremely long-term patterns while effectively incorporating information from other variables remains a challenge for time-series forecasting. Furthermore, lack-of-explainability remains one serious drawback for deep neural network models. Inspired by Memory Network proposed for solving the question-answering task, we propose a deep learning based model named Memory Time-series network (MTNet) for time series forecasting. MTNet consists of a large memory component, three separate encoders, and an autoregressive component to train jointly. Additionally, the attention mechanism designed enable MTNet to be highly interpretable. We can easily tell which part of the historic data is referenced the most.
High spectral dimensionality and the shortage of annotations make hyperspectral image (HSI) classification a challenging problem. Recent studies suggest that convolutional neural networks can learn discriminative spatial features, which play a paramount role in HSI interpretation. However, most of these methods ignore the distinctive spectral-spatial characteristic of hyperspectral data. In addition, a large amount of unlabeled data remains an unexploited gold mine for efficient data use. Therefore, we proposed an integration of generative adversarial networks (GANs) and probabilistic graphical models for HSI classification. Specifically, we used a spectral-spatial generator and a discriminator to identify land cover categories of hyperspectral cubes. Moreover, to take advantage of a large amount of unlabeled data, we adopted a conditional random field to refine the preliminary classification results generated by GANs. Experimental results obtained using two commonly studied datasets demonstrate that the proposed framework achieved encouraging classification accuracy using a small number of data for training.
Detecting carried objects is one of the requirements for developing systems to reason about activities involving people and objects. We present an approach to detect carried objects from a single video frame with a novel method that incorporates features from multiple scales. Initially, a foreground mask in a video frame is segmented into multi-scale superpixels. Then the human-like regions in the segmented area are identified by matching a set of extracted features from superpixels against learned features in a codebook. A carried object probability map is generated using the complement of the matching probabilities of superpixels to human-like regions and background information. A group of superpixels with high carried object probability and strong edge support is then merged to obtain the shape of the carried object. We applied our method to two challenging datasets, and results show that our method is competitive with or better than the state-of-the-art.
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