Daily Papers

We focus on solving the univariate times series point forecasting problem using deep learning. We propose a deep neural architecture based on backward and forward residual links and a very deep stack of fully-connected layers. The architecture has a number of desirable properties, being interpretable, applicable without modification to a wide array of target domains, and fast to train. We test the proposed architecture on several well-known datasets, including M3, M4 and TOURISM competition datasets containing time series from diverse domains. We demonstrate state-of-the-art performance for two configurations of N-BEATS for all the datasets, improving forecast accuracy by 11% over a statistical benchmark and by 3% over last year's winner of the M4 competition, a domain-adjusted hand-crafted hybrid between neural network and statistical time series models. The first configuration of our model does not employ any time-series-specific components and its performance on heterogeneous datasets strongly suggests that, contrarily to received wisdom, deep learning primitives such as residual blocks are by themselves sufficient to solve a wide range of forecasting problems. Finally, we demonstrate how the proposed architecture can be augmented to provide outputs that are interpretable without considerable loss in accuracy.

We introduce Sundial, a family of native, flexible, and scalable time series foundation models. To predict the next-patch's distribution, we propose a TimeFlow Loss based on flow-matching, which facilitates native pre-training of Transformers on time series without discrete tokenization. Conditioned on arbitrary-length time series, our model is pre-trained without specifying any prior distribution and can generate multiple probable predictions, achieving flexibility in representation learning beyond using parametric densities. Towards time series foundation models, we leverage minimal but crucial adaptations of Transformers and curate TimeBench with 1 trillion time points, comprising mostly real-world datasets and synthetic data. By mitigating mode collapse through TimeFlow Loss, we pre-train a family of Sundial models on TimeBench, which exhibit unprecedented model capacity and generalization performance on zero-shot forecasting. In addition to presenting good scaling behavior, Sundial achieves new state-of-the-art on both point forecasting and probabilistic forecasting benchmarks. We believe that Sundial's pioneering generative paradigm will facilitate a wide variety of forecasting scenarios.

Labeling LiDAR point clouds is notoriously time-and-energy-consuming, which spurs recent unsupervised 3D representation learning methods to alleviate the labeling burden in LiDAR perception via pretrained weights. Almost all existing work focus on a single frame of LiDAR point cloud and neglect the temporal LiDAR sequence, which naturally accounts for object motion (and their semantics). Instead, we propose TREND, namely Temporal REndering with Neural fielD, to learn 3D representation via forecasting the future observation in an unsupervised manner. Unlike existing work that follows conventional contrastive learning or masked auto encoding paradigms, TREND integrates forecasting for 3D pre-training through a Recurrent Embedding scheme to generate 3D embedding across time and a Temporal Neural Field to represent the 3D scene, through which we compute the loss using differentiable rendering. To our best knowledge, TREND is the first work on temporal forecasting for unsupervised 3D representation learning. We evaluate TREND on downstream 3D object detection tasks on popular datasets, including NuScenes, Once and Waymo. Experiment results show that TREND brings up to 90% more improvement as compared to previous SOTA unsupervised 3D pre-training methods and generally improve different downstream models across datasets, demonstrating that indeed temporal forecasting brings improvement for LiDAR perception. Codes and models will be released.

We introduce AutoGluon-TimeSeries - an open-source AutoML library for probabilistic time series forecasting. Focused on ease of use and robustness, AutoGluon-TimeSeries enables users to generate accurate point and quantile forecasts with just 3 lines of Python code. Built on the design philosophy of AutoGluon, AutoGluon-TimeSeries leverages ensembles of diverse forecasting models to deliver high accuracy within a short training time. AutoGluon-TimeSeries combines both conventional statistical models, machine-learning based forecasting approaches, and ensembling techniques. In our evaluation on 29 benchmark datasets, AutoGluon-TimeSeries demonstrates strong empirical performance, outperforming a range of forecasting methods in terms of both point and quantile forecast accuracy, and often even improving upon the best-in-hindsight combination of prior methods.

Extending the forecasting time is a critical demand for real applications, such as extreme weather early warning and long-term energy consumption planning. This paper studies the long-term forecasting problem of time series. Prior Transformer-based models adopt various self-attention mechanisms to discover the long-range dependencies. However, intricate temporal patterns of the long-term future prohibit the model from finding reliable dependencies. Also, Transformers have to adopt the sparse versions of point-wise self-attentions for long series efficiency, resulting in the information utilization bottleneck. Going beyond Transformers, we design Autoformer as a novel decomposition architecture with an Auto-Correlation mechanism. We break with the pre-processing convention of series decomposition and renovate it as a basic inner block of deep models. This design empowers Autoformer with progressive decomposition capacities for complex time series. Further, inspired by the stochastic process theory, we design the Auto-Correlation mechanism based on the series periodicity, which conducts the dependencies discovery and representation aggregation at the sub-series level. Auto-Correlation outperforms self-attention in both efficiency and accuracy. In long-term forecasting, Autoformer yields state-of-the-art accuracy, with a 38% relative improvement on six benchmarks, covering five practical applications: energy, traffic, economics, weather and disease. Code is available at this repository: https://github.com/thuml/Autoformer.

In this paper, we develop a hybrid approach to forecasting the volatility and risk of financial instruments by combining common econometric GARCH time series models with deep learning neural networks. For the latter, we employ Gated Recurrent Unit (GRU) networks, whereas four different specifications are used as the GARCH component: standard GARCH, EGARCH, GJR-GARCH and APARCH. Models are tested using daily logarithmic returns on the S&P 500 index as well as gold price Bitcoin prices, with the three assets representing quite distinct volatility dynamics. As the main volatility estimator, also underlying the target function of our hybrid models, we use the price-range-based Garman-Klass estimator, modified to incorporate the opening and closing prices. Volatility forecasts resulting from the hybrid models are employed to evaluate the assets' risk using the Value-at-Risk (VaR) and Expected Shortfall (ES) at two different tolerance levels of 5% and 1%. Gains from combining the GARCH and GRU approaches are discussed in the contexts of both the volatility and risk forecasts. In general, it can be concluded that the hybrid solutions produce more accurate point volatility forecasts, although it does not necessarily translate into superior VaR and ES forecasts.

Large-kernel convolutional neural networks (ConvNets) have recently received extensive research attention, but there are two unresolved and critical issues that demand further investigation. 1) The architectures of existing large-kernel ConvNets largely follow the design principles of conventional ConvNets or transformers, while the architectural design for large-kernel ConvNets remains under-addressed. 2) As transformers have dominated multiple modalities, it remains to be investigated whether ConvNets also have a strong universal perception ability in domains beyond vision. In this paper, we contribute from two aspects. 1) We propose four architectural guidelines for designing large-kernel ConvNets, the core of which is to exploit the essential characteristics of large kernels that distinguish them from small kernels - they can see wide without going deep. Following such guidelines, our proposed large-kernel ConvNet shows leading performance in image recognition. For example, our models achieve an ImageNet accuracy of 88.0%, ADE20K mIoU of 55.6%, and COCO box AP of 56.4%, demonstrating better performance and higher speed than a number of recently proposed powerful competitors. 2) We discover that large kernels are the key to unlocking the exceptional performance of ConvNets in domains where they were originally not proficient. With certain modality-related preprocessing approaches, the proposed model achieves state-of-the-art performance on time-series forecasting and audio recognition tasks even without modality-specific customization to the architecture. Code and all the models at https://github.com/AILab-CVC/UniRepLKNet.

This paper proposes the paradigm of large convolutional kernels in designing modern Convolutional Neural Networks (ConvNets). We establish that employing a few large kernels, instead of stacking multiple smaller ones, can be a superior design strategy. Our work introduces a set of architecture design guidelines for large-kernel ConvNets that optimize their efficiency and performance. We propose the UniRepLKNet architecture, which offers systematical architecture design principles specifically crafted for large-kernel ConvNets, emphasizing their unique ability to capture extensive spatial information without deep layer stacking. This results in a model that not only surpasses its predecessors with an ImageNet accuracy of 88.0%, an ADE20K mIoU of 55.6%, and a COCO box AP of 56.4% but also demonstrates impressive scalability and performance on various modalities such as time-series forecasting, audio, point cloud, and video recognition. These results indicate the universal modeling abilities of large-kernel ConvNets with faster inference speed compared with vision transformers. Our findings reveal that large-kernel ConvNets possess larger effective receptive fields and a higher shape bias, moving away from the texture bias typical of smaller-kernel CNNs. All codes and models are publicly available at https://github.com/AILab-CVC/UniRepLKNet promoting further research and development in the community.

This paper reveals that large language models (LLMs), despite being trained solely on textual data, are surprisingly strong encoders for purely visual tasks in the absence of language. Even more intriguingly, this can be achieved by a simple yet previously overlooked strategy -- employing a frozen transformer block from pre-trained LLMs as a constituent encoder layer to directly process visual tokens. Our work pushes the boundaries of leveraging LLMs for computer vision tasks, significantly departing from conventional practices that typically necessitate a multi-modal vision-language setup with associated language prompts, inputs, or outputs. We demonstrate that our approach consistently enhances performance across a diverse range of tasks, encompassing pure 2D and 3D visual recognition tasks (e.g., image and point cloud classification), temporal modeling tasks (e.g., action recognition), non-semantic tasks (e.g., motion forecasting), and multi-modal tasks (e.g., 2D/3D visual question answering and image-text retrieval). Such improvements are a general phenomenon, applicable to various types of LLMs (e.g., LLaMA and OPT) and different LLM transformer blocks. We additionally propose the information filtering hypothesis to explain the effectiveness of pre-trained LLMs in visual encoding -- the pre-trained LLM transformer blocks discern informative visual tokens and further amplify their effect. This hypothesis is empirically supported by the observation that the feature activation, after training with LLM transformer blocks, exhibits a stronger focus on relevant regions. We hope that our work inspires new perspectives on utilizing LLMs and deepening our understanding of their underlying mechanisms. Code is available at https://github.com/ziqipang/LM4VisualEncoding.

Seamless human-robot manipulation in close proximity relies on accurate forecasts of human motion. While there has been significant progress in learning forecast models at scale, when applied to manipulation tasks, these models accrue high errors at critical transition points leading to degradation in downstream planning performance. Our key insight is that instead of predicting the most likely human motion, it is sufficient to produce forecasts that capture how future human motion would affect the cost of a robot's plan. We present ManiCast, a novel framework that learns cost-aware human forecasts and feeds them to a model predictive control planner to execute collaborative manipulation tasks. Our framework enables fluid, real-time interactions between a human and a 7-DoF robot arm across a number of real-world tasks such as reactive stirring, object handovers, and collaborative table setting. We evaluate both the motion forecasts and the end-to-end forecaster-planner system against a range of learned and heuristic baselines while additionally contributing new datasets. We release our code and datasets at https://portal-cornell.github.io/manicast/.

Accuracy and timeliness are indeed often conflicting goals in prediction tasks. Premature predictions may yield a higher rate of false alarms, whereas delaying predictions to gather more information can render them too late to be useful. In applications such as wildfires, crimes, and traffic jams, timely forecasting are vital for safeguarding human life and property. Consequently, finding a balance between accuracy and timeliness is crucial. In this paper, we propose an early spatio-temporal forecasting model based on Multi-Objective reinforcement learning that can either implement an optimal policy given a preference or infer the preference based on a small number of samples. The model addresses two primary challenges: 1) enhancing the accuracy of early forecasting and 2) providing the optimal policy for determining the most suitable prediction time for each area. Our method demonstrates superior performance on three large-scale real-world datasets, surpassing existing methods in early spatio-temporal forecasting tasks.

Planning safe robot motions in the presence of humans requires reliable forecasts of future human motion. However, simply predicting the most likely motion from prior interactions does not guarantee safety. Such forecasts fail to model the long tail of possible events, which are rarely observed in limited datasets. On the other hand, planning for worst-case motions leads to overtly conservative behavior and a "frozen robot". Instead, we aim to learn forecasts that predict counterfactuals that humans guard against. We propose a novel game-theoretic framework for joint planning and forecasting with the payoff being the performance of the planner against the demonstrator, and present practical algorithms to train models in an end-to-end fashion. We demonstrate that our proposed algorithm results in safer plans in a crowd navigation simulator and real-world datasets of pedestrian motion. We release our code at https://github.com/portal-cornell/Game-Theoretic-Forecasting-Planning.

Predictive Coding (PC) is a theoretical framework in cognitive science suggesting that the human brain processes cognition through spatiotemporal prediction of the visual world. Existing studies have developed spatiotemporal prediction neural networks based on the PC theory, emulating its two core mechanisms: Correcting predictions from residuals and hierarchical learning. However, these models do not show the enhancement of prediction skills on real-world forecasting tasks and ignore the Precision Weighting mechanism of PC theory. The precision weighting mechanism posits that the brain allocates more attention to signals with lower precision, contributing to the cognitive ability of human brains. This work introduces the Cognitive Diffusion Probabilistic Models (CogDPM), which demonstrate the connection between diffusion probabilistic models and PC theory. CogDPM features a precision estimation method based on the hierarchical sampling capabilities of diffusion models and weight the guidance with precision weights estimated by the inherent property of diffusion models. We experimentally show that the precision weights effectively estimate the data predictability. We apply CogDPM to real-world prediction tasks using the United Kindom precipitation and ERA surface wind datasets. Our results demonstrate that CogDPM outperforms both existing domain-specific operational models and general deep prediction models by providing more proficient forecasting.

Machine learning for time-series forecasting remains a key area of research. Despite successful application of many machine learning techniques, relating computational efficiency to forecast error remains an under-explored domain. This paper addresses this topic through a series of real-time experiments to quantify the relationship between computational cost and forecast error using meteorological nowcasting as an example use-case. We employ a variety of popular regression techniques (XGBoost, FC-MLP, Transformer, and LSTM) for multi-horizon, short-term forecasting of three variables (temperature, wind speed, and cloud cover) for multiple locations. During a 5-day live experiment, 4000 data sources were streamed for training and inferencing 144 models per hour. These models were parameterized to explore forecast error for two computational cost minimization methods: a novel auto-adaptive data reduction technique (Variance Horizon) and a performance-based concept drift-detection mechanism. Forecast error of all model variations were benchmarked in real-time against a state-of-the-art numerical weather prediction model. Performance was assessed using classical and novel evaluation metrics. Results indicate that using the Variance Horizon reduced computational usage by more than 50\%, while increasing between 0-15\% in error. Meanwhile, performance-based retraining reduced computational usage by up to 90\% while also improving forecast error by up to 10\%. Finally, the combination of both the Variance Horizon and performance-based retraining outperformed other model configurations by up to 99.7\% when considering error normalized to computational usage.

Global medium-range weather forecasting is critical to decision-making across many social and economic domains. Traditional numerical weather prediction uses increased compute resources to improve forecast accuracy, but cannot directly use historical weather data to improve the underlying model. We introduce a machine learning-based method called "GraphCast", which can be trained directly from reanalysis data. It predicts hundreds of weather variables, over 10 days at 0.25 degree resolution globally, in under one minute. We show that GraphCast significantly outperforms the most accurate operational deterministic systems on 90% of 1380 verification targets, and its forecasts support better severe event prediction, including tropical cyclones, atmospheric rivers, and extreme temperatures. GraphCast is a key advance in accurate and efficient weather forecasting, and helps realize the promise of machine learning for modeling complex dynamical systems.

Recent efforts have been dedicated to enhancing time series forecasting accuracy by introducing advanced network architectures and self-supervised pretraining strategies. Nevertheless, existing approaches still exhibit two critical drawbacks. Firstly, these methods often rely on a single dataset for training, limiting the model's generalizability due to the restricted scale of the training data. Secondly, the one-step generation schema is widely followed, which necessitates a customized forecasting head and overlooks the temporal dependencies in the output series, and also leads to increased training costs under different horizon length settings. To address these issues, we propose a novel generative pretrained hierarchical transformer architecture for forecasting, named GPHT. There are two aspects of key designs in GPHT. On the one hand, we advocate for constructing a mixed dataset for pretraining our model, comprising various datasets from diverse data scenarios. This approach significantly expands the scale of training data, allowing our model to uncover commonalities in time series data and facilitating improved transfer to specific datasets. On the other hand, GPHT employs an auto-regressive forecasting approach under the channel-independent assumption, effectively modeling temporal dependencies in the output series. Importantly, no customized forecasting head is required, enabling a single model to forecast at arbitrary horizon settings. We conduct sufficient experiments on eight datasets with mainstream self-supervised pretraining models and supervised models. The results demonstrated that GPHT surpasses the baseline models across various fine-tuning and zero/few-shot learning settings in the traditional long-term forecasting task, providing support for verifying the feasibility of pretrained time series large models.

Forecasting future events based on evidence of current conditions is an innate skill of human beings, and key for predicting the outcome of any decision making. In artificial vision for example, we would like to predict the next human action before it happens, without observing the future video frames associated to it. Computer vision models for action anticipation are expected to collect the subtle evidence in the preamble of the target actions. In prior studies recurrence modeling often leads to better performance, the strong temporal inference is assumed to be a key element for reasonable prediction. To this end, we propose a unified recurrence modeling for video action anticipation via message passing framework. The information flow in space-time can be described by the interaction between vertices and edges, and the changes of vertices for each incoming frame reflects the underlying dynamics. Our model leverages self-attention as the building blocks for each of the message passing functions. In addition, we introduce different edge learning strategies that can be end-to-end optimized to gain better flexibility for the connectivity between vertices. Our experimental results demonstrate that our proposed method outperforms previous works on the large-scale EPIC-Kitchen dataset.

Multivariate probabilistic time series forecasts are commonly evaluated via proper scoring rules, i.e., functions that are minimal in expectation for the ground-truth distribution. However, this property is not sufficient to guarantee good discrimination in the non-asymptotic regime. In this paper, we provide the first systematic finite-sample study of proper scoring rules for time-series forecasting evaluation. Through a power analysis, we identify the "region of reliability" of a scoring rule, i.e., the set of practical conditions where it can be relied on to identify forecasting errors. We carry out our analysis on a comprehensive synthetic benchmark, specifically designed to test several key discrepancies between ground-truth and forecast distributions, and we gauge the generalizability of our findings to real-world tasks with an application to an electricity production problem. Our results reveal critical shortcomings in the evaluation of multivariate probabilistic forecasts as commonly performed in the literature.

Many businesses and industries nowadays rely on large quantities of time series data making time series forecasting an important research area. Global forecasting models that are trained across sets of time series have shown a huge potential in providing accurate forecasts compared with the traditional univariate forecasting models that work on isolated series. However, there are currently no comprehensive time series archives for forecasting that contain datasets of time series from similar sources available for the research community to evaluate the performance of new global forecasting algorithms over a wide variety of datasets. In this paper, we present such a comprehensive time series forecasting archive containing 20 publicly available time series datasets from varied domains, with different characteristics in terms of frequency, series lengths, and inclusion of missing values. We also characterise the datasets, and identify similarities and differences among them, by conducting a feature analysis. Furthermore, we present the performance of a set of standard baseline forecasting methods over all datasets across eight error metrics, for the benefit of researchers using the archive to benchmark their forecasting algorithms.

We present a data-driven approach for forecasting global weather using graph neural networks. The system learns to step forward the current 3D atmospheric state by six hours, and multiple steps are chained together to produce skillful forecasts going out several days into the future. The underlying model is trained on reanalysis data from ERA5 or forecast data from GFS. Test performance on metrics such as Z500 (geopotential height) and T850 (temperature) improves upon previous data-driven approaches and is comparable to operational, full-resolution, physical models from GFS and ECMWF, at least when evaluated on 1-degree scales and when using reanalysis initial conditions. We also show results from connecting this data-driven model to live, operational forecasts from GFS.

Accurately predicting the future would be an important milestone in the capabilities of artificial intelligence. However, research on the ability of large language models to provide probabilistic predictions about future events remains nascent. To empirically test this ability, we enrolled OpenAI's state-of-the-art large language model, GPT-4, in a three-month forecasting tournament hosted on the Metaculus platform. The tournament, running from July to October 2023, attracted 843 participants and covered diverse topics including Big Tech, U.S. politics, viral outbreaks, and the Ukraine conflict. Focusing on binary forecasts, we show that GPT-4's probabilistic forecasts are significantly less accurate than the median human-crowd forecasts. We find that GPT-4's forecasts did not significantly differ from the no-information forecasting strategy of assigning a 50% probability to every question. We explore a potential explanation, that GPT-4 might be predisposed to predict probabilities close to the midpoint of the scale, but our data do not support this hypothesis. Overall, we find that GPT-4 significantly underperforms in real-world predictive tasks compared to median human-crowd forecasts. A potential explanation for this underperformance is that in real-world forecasting tournaments, the true answers are genuinely unknown at the time of prediction; unlike in other benchmark tasks like professional exams or time series forecasting, where strong performance may at least partly be due to the answers being memorized from the training data. This makes real-world forecasting tournaments an ideal environment for testing the generalized reasoning and prediction capabilities of artificial intelligence going forward.

Spatio-Temporal Graph (STG) forecasting is a fundamental task in many real-world applications. Spatio-Temporal Graph Neural Networks have emerged as the most popular method for STG forecasting, but they often struggle with temporal out-of-distribution (OoD) issues and dynamic spatial causation. In this paper, we propose a novel framework called CaST to tackle these two challenges via causal treatments. Concretely, leveraging a causal lens, we first build a structural causal model to decipher the data generation process of STGs. To handle the temporal OoD issue, we employ the back-door adjustment by a novel disentanglement block to separate invariant parts and temporal environments from input data. Moreover, we utilize the front-door adjustment and adopt the Hodge-Laplacian operator for edge-level convolution to model the ripple effect of causation. Experiments results on three real-world datasets demonstrate the effectiveness and practicality of CaST, which consistently outperforms existing methods with good interpretability.

Recognizing that traditional forecasting models often rely solely on historical demand, this work investigates the potential of data-driven techniques to automatically select and integrate market indicators for improving customer demand predictions. By adopting an exploratory methodology, we integrate macroeconomic time series, such as national GDP growth, from the Eurostat database into Neural Prophet and SARIMAX forecasting models. Suitable time series are automatically identified through different state-of-the-art feature selection methods and applied to sales data from our industrial partner. It could be shown that forecasts can be significantly enhanced by incorporating external information. Notably, the potential of feature selection methods stands out, especially due to their capability for automation without expert knowledge and manual selection effort. In particular, the Forward Feature Selection technique consistently yielded superior forecasting accuracy for both SARIMAX and Neural Prophet across different company sales datasets. In the comparative analysis of the errors of the selected forecasting models, namely Neural Prophet and SARIMAX, it is observed that neither model demonstrates a significant superiority over the other.

A data-driven model (DDM) suitable for regional weather forecasting applications is presented. The model extends the Artificial Intelligence Forecasting System by introducing a stretched-grid architecture that dedicates higher resolution over a regional area of interest and maintains a lower resolution elsewhere on the globe. The model is based on graph neural networks, which naturally affords arbitrary multi-resolution grid configurations. The model is applied to short-range weather prediction for the Nordics, producing forecasts at 2.5 km spatial and 6 h temporal resolution. The model is pre-trained on 43 years of global ERA5 data at 31 km resolution and is further refined using 3.3 years of 2.5 km resolution operational analyses from the MetCoOp Ensemble Prediction System (MEPS). The performance of the model is evaluated using surface observations from measurement stations across Norway and is compared to short-range weather forecasts from MEPS. The DDM outperforms both the control run and the ensemble mean of MEPS for 2 m temperature. The model also produces competitive precipitation and wind speed forecasts, but is shown to underestimate extreme events.

Graph-based deep learning methods have become popular tools to process collections of correlated time series. Differently from traditional multivariate forecasting methods, neural graph-based predictors take advantage of pairwise relationships by conditioning forecasts on a (possibly dynamic) graph spanning the time series collection. The conditioning can take the form of an architectural inductive bias on the neural forecasting architecture, resulting in a family of deep learning models called spatiotemporal graph neural networks. Such relational inductive biases enable the training of global forecasting models on large time-series collections, while at the same time localizing predictions w.r.t. each element in the set (i.e., graph nodes) by accounting for local correlations among them (i.e., graph edges). Indeed, recent theoretical and practical advances in graph neural networks and deep learning for time series forecasting make the adoption of such processing frameworks appealing and timely. However, most of the studies in the literature focus on proposing variations of existing neural architectures by taking advantage of modern deep learning practices, while foundational and methodological aspects have not been subject to systematic investigation. To fill the gap, this paper aims to introduce a comprehensive methodological framework that formalizes the forecasting problem and provides design principles for graph-based predictive models and methods to assess their performance. At the same time, together with an overview of the field, we provide design guidelines, recommendations, and best practices, as well as an in-depth discussion of open challenges and future research directions.

We present a novel framework for motion forecasting with Dual Consistency Constraints and Multi-Pseudo-Target supervision. The motion forecasting task predicts future trajectories of vehicles by incorporating spatial and temporal information from the past. A key design of DCMS is the proposed Dual Consistency Constraints that regularize the predicted trajectories under spatial and temporal perturbation during the training stage. In addition, we design a novel self-ensembling scheme to obtain accurate pseudo targets to model the multi-modality in motion forecasting through supervision with multiple targets explicitly, namely Multi-Pseudo-Target supervision. Our experimental results on the Argoverse motion forecasting benchmark show that DCMS significantly outperforms the state-of-the-art methods, achieving 1st place on the leaderboard. We also demonstrate that our proposed strategies can be incorporated into other motion forecasting approaches as general training schemes.

Recent progress in neural forecasting accelerated improvements in the performance of large-scale forecasting systems. Yet, long-horizon forecasting remains a very difficult task. Two common challenges afflicting the task are the volatility of the predictions and their computational complexity. We introduce N-HiTS, a model which addresses both challenges by incorporating novel hierarchical interpolation and multi-rate data sampling techniques. These techniques enable the proposed method to assemble its predictions sequentially, emphasizing components with different frequencies and scales while decomposing the input signal and synthesizing the forecast. We prove that the hierarchical interpolation technique can efficiently approximate arbitrarily long horizons in the presence of smoothness. Additionally, we conduct extensive large-scale dataset experiments from the long-horizon forecasting literature, demonstrating the advantages of our method over the state-of-the-art methods, where N-HiTS provides an average accuracy improvement of almost 20% over the latest Transformer architectures while reducing the computation time by an order of magnitude (50 times). Our code is available at bit.ly/3VA5DoT

The irregularity and permutation invariance of point cloud data pose challenges for effective learning. Conventional methods for addressing this issue involve converting raw point clouds to intermediate representations such as 3D voxel grids or range images. While such intermediate representations solve the problem of permutation invariance, they can result in significant loss of information. Approaches that do learn on raw point clouds either have trouble in resolving neighborhood relationships between points or are too complicated in their formulation. In this paper, we propose a novel approach to representing point clouds as a locality preserving 1D ordering induced by the Hilbert space-filling curve. We also introduce Point2Point, a neural architecture that can effectively learn on Hilbert-sorted point clouds. We show that Point2Point shows competitive performance on point cloud segmentation and generation tasks. Finally, we show the performance of Point2Point on Spatio-temporal Occupancy prediction from Point clouds.

While diffusion models can successfully generate data and make predictions, they are predominantly designed for static images. We propose an approach for efficiently training diffusion models for probabilistic spatiotemporal forecasting, where generating stable and accurate rollout forecasts remains challenging, Our method, DYffusion, leverages the temporal dynamics in the data, directly coupling it with the diffusion steps in the model. We train a stochastic, time-conditioned interpolator and a forecaster network that mimic the forward and reverse processes of standard diffusion models, respectively. DYffusion naturally facilitates multi-step and long-range forecasting, allowing for highly flexible, continuous-time sampling trajectories and the ability to trade-off performance with accelerated sampling at inference time. In addition, the dynamics-informed diffusion process in DYffusion imposes a strong inductive bias and significantly improves computational efficiency compared to traditional Gaussian noise-based diffusion models. Our approach performs competitively on probabilistic forecasting of complex dynamics in sea surface temperatures, Navier-Stokes flows, and spring mesh systems.

As Chile's electric power sector advances toward a future powered by renewable energy, accurate forecasting of renewable generation is essential for managing grid operations. The integration of renewable energy sources is particularly challenging due to the operational difficulties of managing their power generation, which is highly variable compared to fossil fuel sources, delaying the availability of clean energy. To mitigate this, we quantify the impact of increasing intermittent generation from wind and solar on thermal power plants in Chile and introduce a hybrid wind speed forecasting methodology which combines two custom ML models for Chile. The first model is based on TiDE, an MLP-based ML model for short-term forecasts, and the second is based on a graph neural network, GraphCast, for medium-term forecasts up to 10 days. Our hybrid approach outperforms the most accurate operational deterministic systems by 4-21% for short-term forecasts and 5-23% for medium-term forecasts and can directly lower the impact of wind generation on thermal ramping, curtailment, and system-level emissions in Chile.

Armed conflict has led to an unprecedented number of internally displaced persons (IDPs) - individuals who are forced out of their homes but remain within their country. IDPs often urgently require shelter, food, and healthcare, yet prediction of when large fluxes of IDPs will cross into an area remains a major challenge for aid delivery organizations. Accurate forecasting of IDP migration would empower humanitarian aid groups to more effectively allocate resources during conflicts. We show that monthly flow of IDPs from province to province in both Syria and Yemen can be accurately forecasted one month in advance, using publicly available data. We model monthly IDP flow using data on food price, fuel price, wage, geospatial, and news data. We find that machine learning approaches can more accurately forecast migration trends than baseline persistence models. Our findings thus potentially enable proactive aid allocation for IDPs in anticipation of forecasted arrivals.

Deep learning and pre-trained models have shown great success in time series forecasting. However, in the tourism industry, time series data often exhibit a leading time property, presenting a 2D structure. This introduces unique challenges for forecasting in this sector. In this study, we propose a novel modelling paradigm, TripCast, which treats trip time series as 2D data and learns representations through masking and reconstruction processes. Pre-trained on large-scale real-world data, TripCast notably outperforms other state-of-the-art baselines in in-domain forecasting scenarios and demonstrates strong scalability and transferability in out-domain forecasting scenarios.

Encouraged by decision makers' appetite for future information on topics ranging from elections to pandemics, and enabled by the explosion of data and computational methods, model based forecasts have garnered increasing influence on a breadth of decisions in modern society. Using several classic examples from fisheries management, I demonstrate that selecting the model or models that produce the most accurate and precise forecast (measured by statistical scores) can sometimes lead to worse outcomes (measured by real-world objectives). This can create a forecast trap, in which the outcomes such as fish biomass or economic yield decline while the manager becomes increasingly convinced that these actions are consistent with the best models and data available. The forecast trap is not unique to this example, but a fundamental consequence of non-uniqueness of models. Existing practices promoting a broader set of models are the best way to avoid the trap.

We introduce NeuralProphet, a successor to Facebook Prophet, which set an industry standard for explainable, scalable, and user-friendly forecasting frameworks. With the proliferation of time series data, explainable forecasting remains a challenging task for business and operational decision making. Hybrid solutions are needed to bridge the gap between interpretable classical methods and scalable deep learning models. We view Prophet as a precursor to such a solution. However, Prophet lacks local context, which is essential for forecasting the near-term future and is challenging to extend due to its Stan backend. NeuralProphet is a hybrid forecasting framework based on PyTorch and trained with standard deep learning methods, making it easy for developers to extend the framework. Local context is introduced with auto-regression and covariate modules, which can be configured as classical linear regression or as Neural Networks. Otherwise, NeuralProphet retains the design philosophy of Prophet and provides the same basic model components. Our results demonstrate that NeuralProphet produces interpretable forecast components of equivalent or superior quality to Prophet on a set of generated time series. NeuralProphet outperforms Prophet on a diverse collection of real-world datasets. For short to medium-term forecasts, NeuralProphet improves forecast accuracy by 55 to 92 percent.

Precipitation nowcasting is a short-range forecast of rain/snow (up to 2 hours), often displayed on top of the geographical map by the weather service. Modern precipitation nowcasting algorithms rely on the extrapolation of observations by ground-based radars via optical flow techniques or neural network models. Dependent on these radars, typical nowcasting is limited to the regions around their locations. We have developed a method for precipitation nowcasting based on geostationary satellite imagery and incorporated the resulting data into the Yandex.Weather precipitation map (including an alerting service with push notifications for products in the Yandex ecosystem), thus expanding its coverage and paving the way to a truly global nowcasting service.

Capturing high-dimensional social interactions and feasible futures is essential for predicting trajectories. To address this complex nature, several attempts have been devoted to reducing the dimensionality of the output variables via parametric curve fitting such as the B\'ezier curve and B-spline function. However, these functions, which originate in computer graphics fields, are not suitable to account for socially acceptable human dynamics. In this paper, we present EigenTrajectory (ET), a trajectory prediction approach that uses a novel trajectory descriptor to form a compact space, known here as ET space, in place of Euclidean space, for representing pedestrian movements. We first reduce the complexity of the trajectory descriptor via a low-rank approximation. We transform the pedestrians' history paths into our ET space represented by spatio-temporal principle components, and feed them into off-the-shelf trajectory forecasting models. The inputs and outputs of the models as well as social interactions are all gathered and aggregated in the corresponding ET space. Lastly, we propose a trajectory anchor-based refinement method to cover all possible futures in the proposed ET space. Extensive experiments demonstrate that our EigenTrajectory predictor can significantly improve both the prediction accuracy and reliability of existing trajectory forecasting models on public benchmarks, indicating that the proposed descriptor is suited to represent pedestrian behaviors. Code is publicly available at https://github.com/inhwanbae/EigenTrajectory .

FourCastNet, short for Fourier Forecasting Neural Network, is a global data-driven weather forecasting model that provides accurate short to medium-range global predictions at 0.25^{circ} resolution. FourCastNet accurately forecasts high-resolution, fast-timescale variables such as the surface wind speed, precipitation, and atmospheric water vapor. It has important implications for planning wind energy resources, predicting extreme weather events such as tropical cyclones, extra-tropical cyclones, and atmospheric rivers. FourCastNet matches the forecasting accuracy of the ECMWF Integrated Forecasting System (IFS), a state-of-the-art Numerical Weather Prediction (NWP) model, at short lead times for large-scale variables, while outperforming IFS for variables with complex fine-scale structure, including precipitation. FourCastNet generates a week-long forecast in less than 2 seconds, orders of magnitude faster than IFS. The speed of FourCastNet enables the creation of rapid and inexpensive large-ensemble forecasts with thousands of ensemble-members for improving probabilistic forecasting. We discuss how data-driven deep learning models such as FourCastNet are a valuable addition to the meteorology toolkit to aid and augment NWP models.

The rise of accurate machine learning methods for weather forecasting is creating radical new possibilities for modeling the atmosphere. In the time of climate change, having access to high-resolution forecasts from models like these is also becoming increasingly vital. While most existing Neural Weather Prediction (NeurWP) methods focus on global forecasting, an important question is how these techniques can be applied to limited area modeling. In this work we adapt the graph-based NeurWP approach to the limited area setting and propose a multi-scale hierarchical model extension. Our approach is validated by experiments with a local model for the Nordic region.

Data-driven modeling based on machine learning (ML) is showing enormous potential for weather forecasting. Rapid progress has been made with impressive results for some applications. The uptake of ML methods could be a game-changer for the incremental progress in traditional numerical weather prediction (NWP) known as the 'quiet revolution' of weather forecasting. The computational cost of running a forecast with standard NWP systems greatly hinders the improvements that can be made from increasing model resolution and ensemble sizes. An emerging new generation of ML models, developed using high-quality reanalysis datasets like ERA5 for training, allow forecasts that require much lower computational costs and that are highly-competitive in terms of accuracy. Here, we compare for the first time ML-generated forecasts with standard NWP-based forecasts in an operational-like context, initialized from the same initial conditions. Focusing on deterministic forecasts, we apply common forecast verification tools to assess to what extent a data-driven forecast produced with one of the recently developed ML models (PanguWeather) matches the quality and attributes of a forecast from one of the leading global NWP systems (the ECMWF IFS). The results are very promising, with comparable skill for both global metrics and extreme events, when verified against both the operational analysis and synoptic observations. Increasing forecast smoothness and bias drift with forecast lead time are identified as current drawbacks of ML-based forecasts. A new NWP paradigm is emerging relying on inference from ML models and state-of-the-art analysis and reanalysis datasets for forecast initialization and model training.

Temporal Point Processes (TPP) are probabilistic generative frameworks. They model discrete event sequences localized in continuous time. Generally, real-life events reveal descriptive information, known as marks. Marked TPPs model time and marks of the event together for practical relevance. Conditioned on past events, marked TPPs aim to learn the joint distribution of the time and the mark of the next event. For simplicity, conditionally independent TPP models assume time and marks are independent given event history. They factorize the conditional joint distribution of time and mark into the product of individual conditional distributions. This structural limitation in the design of TPP models hurt the predictive performance on entangled time and mark interactions. In this work, we model the conditional inter-dependence of time and mark to overcome the limitations of conditionally independent models. We construct a multivariate TPP conditioning the time distribution on the current event mark in addition to past events. Besides the conventional intensity-based models for conditional joint distribution, we also draw on flexible intensity-free TPP models from the literature. The proposed TPP models outperform conditionally independent and dependent models in standard prediction tasks. Our experimentation on various datasets with multiple evaluation metrics highlights the merit of the proposed approach.

Online updating of time series forecasting models aims to address the concept drifting problem by efficiently updating forecasting models based on streaming data. Many algorithms are designed for online time series forecasting, with some exploiting cross-variable dependency while others assume independence among variables. Given every data assumption has its own pros and cons in online time series modeling, we propose Online ensembling Network (OneNet). It dynamically updates and combines two models, with one focusing on modeling the dependency across the time dimension and the other on cross-variate dependency. Our method incorporates a reinforcement learning-based approach into the traditional online convex programming framework, allowing for the linear combination of the two models with dynamically adjusted weights. OneNet addresses the main shortcoming of classical online learning methods that tend to be slow in adapting to the concept drift. Empirical results show that OneNet reduces online forecasting error by more than 50% compared to the State-Of-The-Art (SOTA) method. The code is available at https://github.com/yfzhang114/OneNet.

Weather forecasting is one of the cornerstones of meteorological work. In this paper, we present a new benchmark dataset named Weather2K, which aims to make up for the deficiencies of existing weather forecasting datasets in terms of real-time, reliability, and diversity, as well as the key bottleneck of data quality. To be specific, our Weather2K is featured from the following aspects: 1) Reliable and real-time data. The data is hourly collected from 2,130 ground weather stations covering an area of 6 million square kilometers. 2) Multivariate meteorological variables. 20 meteorological factors and 3 constants for position information are provided with a length of 40,896 time steps. 3) Applicable to diverse tasks. We conduct a set of baseline tests on time series forecasting and spatio-temporal forecasting. To the best of our knowledge, our Weather2K is the first attempt to tackle weather forecasting task by taking full advantage of the strengths of observation data from ground weather stations. Based on Weather2K, we further propose Meteorological Factors based Multi-Graph Convolution Network (MFMGCN), which can effectively construct the intrinsic correlation among geographic locations based on meteorological factors. Sufficient experiments show that MFMGCN improves both the forecasting performance and temporal robustness. We hope our Weather2K can significantly motivate researchers to develop efficient and accurate algorithms to advance the task of weather forecasting. The dataset can be available at https://github.com/bycnfz/weather2k/.

Probabilistic forecasting is crucial to decision-making under uncertainty about future weather. The dominant approach is to use an ensemble of forecasts to represent and quantify uncertainty in operational numerical weather prediction. However, generating ensembles is computationally costly. In this paper, we propose to generate ensemble forecasts at scale by leveraging recent advances in generative artificial intelligence. Our approach learns a data-driven probabilistic diffusion model from the 5-member ensemble GEFS reforecast dataset. The model can then be sampled efficiently to produce realistic weather forecasts, conditioned on a few members of the operational GEFS forecasting system. The generated ensembles have similar predictive skill as the full GEFS 31-member ensemble, evaluated against ERA5 reanalysis, and emulate well the statistics of large physics-based ensembles. We also apply the same methodology to developing a diffusion model for generative post-processing: the model directly learns to correct biases present in the emulated forecasting system by leveraging reanalysis data as labels during training. Ensembles from this generative post-processing model show greater reliability and accuracy, particularly in extreme event classification. In general, they are more reliable and forecast the probability of extreme weather more accurately than the GEFS operational ensemble. Our models achieve these results at less than 1/10th of the computational cost incurred by the operational GEFS system.

Long-term activity forecasting is an especially challenging research problem because it requires understanding the temporal relationships between observed actions, as well as the variability and complexity of human activities. Despite relying on strong supervision via expensive human annotations, state-of-the-art forecasting approaches often generalize poorly to unseen data. To alleviate this issue, we propose Multiscale Video Pretraining (MVP), a novel self-supervised pretraining approach that learns robust representations for forecasting by learning to predict contextualized representations of future video clips over multiple timescales. MVP is based on our observation that actions in videos have a multiscale nature, where atomic actions typically occur at a short timescale and more complex actions may span longer timescales. We compare MVP to state-of-the-art self-supervised video learning approaches on downstream long-term forecasting tasks including long-term action anticipation and video summary prediction. Our comprehensive experiments across the Ego4D and Epic-Kitchens-55/100 datasets demonstrate that MVP out-performs state-of-the-art methods by significant margins. Notably, MVP obtains a relative performance gain of over 20% accuracy in video summary forecasting over existing methods.

Diffusion models have achieved state-of-the-art performance in generative modeling tasks across various domains. Prior works on time series diffusion models have primarily focused on developing conditional models tailored to specific forecasting or imputation tasks. In this work, we explore the potential of task-agnostic, unconditional diffusion models for several time series applications. We propose TSDiff, an unconditionally trained diffusion model for time series. Our proposed self-guidance mechanism enables conditioning TSDiff for downstream tasks during inference, without requiring auxiliary networks or altering the training procedure. We demonstrate the effectiveness of our method on three different time series tasks: forecasting, refinement, and synthetic data generation. First, we show that TSDiff is competitive with several task-specific conditional forecasting methods (predict). Second, we leverage the learned implicit probability density of TSDiff to iteratively refine the predictions of base forecasters with reduced computational overhead over reverse diffusion (refine). Notably, the generative performance of the model remains intact -- downstream forecasters trained on synthetic samples from TSDiff outperform forecasters that are trained on samples from other state-of-the-art generative time series models, occasionally even outperforming models trained on real data (synthesize).

We present Point-BERT, a new paradigm for learning Transformers to generalize the concept of BERT to 3D point cloud. Inspired by BERT, we devise a Masked Point Modeling (MPM) task to pre-train point cloud Transformers. Specifically, we first divide a point cloud into several local point patches, and a point cloud Tokenizer with a discrete Variational AutoEncoder (dVAE) is designed to generate discrete point tokens containing meaningful local information. Then, we randomly mask out some patches of input point clouds and feed them into the backbone Transformers. The pre-training objective is to recover the original point tokens at the masked locations under the supervision of point tokens obtained by the Tokenizer. Extensive experiments demonstrate that the proposed BERT-style pre-training strategy significantly improves the performance of standard point cloud Transformers. Equipped with our pre-training strategy, we show that a pure Transformer architecture attains 93.8% accuracy on ModelNet40 and 83.1% accuracy on the hardest setting of ScanObjectNN, surpassing carefully designed point cloud models with much fewer hand-made designs. We also demonstrate that the representations learned by Point-BERT transfer well to new tasks and domains, where our models largely advance the state-of-the-art of few-shot point cloud classification task. The code and pre-trained models are available at https://github.com/lulutang0608/Point-BERT

Machine learning-based weather forecasting models have quickly emerged as a promising methodology for accurate medium-range global weather forecasting. Here, we introduce the Artificial Intelligence Forecasting System (AIFS), a data driven forecast model developed by the European Centre for Medium-Range Weather Forecasts (ECMWF). AIFS is based on a graph neural network (GNN) encoder and decoder, and a sliding window transformer processor, and is trained on ECMWF's ERA5 re-analysis and ECMWF's operational numerical weather prediction (NWP) analyses. It has a flexible and modular design and supports several levels of parallelism to enable training on high-resolution input data. AIFS forecast skill is assessed by comparing its forecasts to NWP analyses and direct observational data. We show that AIFS produces highly skilled forecasts for upper-air variables, surface weather parameters and tropical cyclone tracks. AIFS is run four times daily alongside ECMWF's physics-based NWP model and forecasts are available to the public under ECMWF's open data policy.

In trajectory forecasting tasks for traffic, future output trajectories can be computed by advancing the ego vehicle's state with predicted actions according to a kinematics model. By unrolling predicted trajectories via time integration and models of kinematic dynamics, predicted trajectories should not only be kinematically feasible but also relate uncertainty from one timestep to the next. While current works in probabilistic prediction do incorporate kinematic priors for mean trajectory prediction, variance is often left as a learnable parameter, despite uncertainty in one time step being inextricably tied to uncertainty in the previous time step. In this paper, we show simple and differentiable analytical approximations describing the relationship between variance at one timestep and that at the next with the kinematic bicycle model. These approximations can be easily incorporated with negligible additional overhead into any existing trajectory forecasting framework utilizing probabilistic predictions, whether it is autoregressive or one-shot prediction. In our results, we find that encoding the relationship between variance across timesteps works especially well in unoptimal settings, such as with small or noisy datasets. We observe up to a 50% performance boost in partial dataset settings and up to an 8% performance boost in large-scale learning compared to previous kinematic prediction methods on SOTA trajectory forecasting architectures out-of-the-box, with no fine-tuning. In this paper, we show four analytical formulations of probabilistic kinematic priors which can be used for any Gaussian Mixture Model (GMM)-based deep learning models, quantify the error bound on linear approximations applied during trajectory unrolling, and show results to evaluate each formulation in trajectory forecasting.

Weather forecasting traditionally relies on numerical weather prediction (NWP) systems that integrates global observational systems, data assimilation (DA), and forecasting models. Despite steady improvements in forecast accuracy over recent decades, further advances are increasingly constrained by high computational costs, the underutilization of vast observational datasets, and the challenges of obtaining finer resolution. These limitations, alongside the uneven distribution of observational networks, result in global disparities in forecast accuracy, leaving some regions vulnerable to extreme weather. Recent advances in machine learning present a promising alternative, providing more efficient and accurate forecasts using the same initial conditions as NWP. However, current machine learning models still depend on the initial conditions generated by NWP systems, which require extensive computational resources and expertise. Here we introduce FuXi Weather, a machine learning weather forecasting system that assimilates data from multiple satellites. Operating on a 6-hourly DA and forecast cycle, FuXi Weather generates reliable and accurate 10-day global weather forecasts at a spatial resolution of 0.25^circ. FuXi Weather is the first system to achieve all-grid, all-surface, all-channel, and all-sky DA and forecasting, extending skillful forecast lead times beyond those of the European Centre for Medium-range Weather Forecasts (ECMWF) high-resolution forecasts (HRES) while using significantly fewer observations. FuXi Weather consistently outperforms ECMWF HRES in observation-sparse regions, such as central Africa, demonstrating its potential to improve forecasts where observational infrastructure is limited.

Early warning signals have been proposed to forecast the possibility of a critical transition, such as the eutrophication of a lake, the collapse of a coral reef, or the end of a glacial period. Because such transitions often unfold on temporal and spatial scales that can be difficult to approach by experimental manipulation, research has often relied on historical observations as a source of natural experiments. Here we examine a critical difference between selecting systems for study based on the fact that we have observed a critical transition and those systems for which we wish to forecast the approach of a transition. This difference arises by conditionally selecting systems known to experience a transition of some sort and failing to account for the bias this introduces -- a statistical error often known as the Prosecutor's Fallacy. By analysing simulated systems that have experienced transitions purely by chance, we reveal an elevated rate of false positives in common warning signal statistics. We further demonstrate a model-based approach that is less subject to this bias than these more commonly used summary statistics. We note that experimental studies with replicates avoid this pitfall entirely.

Forecasting on sparse multivariate time series (MTS) aims to model the predictors of future values of time series given their incomplete past, which is important for many emerging applications. However, most existing methods process MTS's individually, and do not leverage the dynamic distributions underlying the MTS's, leading to sub-optimal results when the sparsity is high. To address this challenge, we propose a novel generative model, which tracks the transition of latent clusters, instead of isolated feature representations, to achieve robust modeling. It is characterized by a newly designed dynamic Gaussian mixture distribution, which captures the dynamics of clustering structures, and is used for emitting timeseries. The generative model is parameterized by neural networks. A structured inference network is also designed for enabling inductive analysis. A gating mechanism is further introduced to dynamically tune the Gaussian mixture distributions. Extensive experimental results on a variety of real-life datasets demonstrate the effectiveness of our method.

Learning behavioral patterns from observational data has been a de-facto approach to motion forecasting. Yet, the current paradigm suffers from two shortcomings: brittle under distribution shifts and inefficient for knowledge transfer. In this work, we propose to address these challenges from a causal representation perspective. We first introduce a causal formalism of motion forecasting, which casts the problem as a dynamic process with three groups of latent variables, namely invariant variables, style confounders, and spurious features. We then introduce a learning framework that treats each group separately: (i) unlike the common practice mixing datasets collected from different locations, we exploit their subtle distinctions by means of an invariance loss encouraging the model to suppress spurious correlations; (ii) we devise a modular architecture that factorizes the representations of invariant mechanisms and style confounders to approximate a sparse causal graph; (iii) we introduce a style contrastive loss that not only enforces the structure of style representations but also serves as a self-supervisory signal for test-time refinement on the fly. Experiments on synthetic and real datasets show that our proposed method improves the robustness and reusability of learned motion representations, significantly outperforming prior state-of-the-art motion forecasting models for out-of-distribution generalization and low-shot transfer.

This work describes a process for efficiently fine-tuning the GraphCast data-driven forecast model to simulate another analysis system, here the Global Deterministic Prediction System (GDPS) of Environment and Climate Change Canada (ECCC). Using two years of training data (July 2019 -- December 2021) and 37 GPU-days of computation to tune the 37-level, quarter-degree version of GraphCast, the resulting model significantly outperforms both the unmodified GraphCast and operational forecast, showing significant forecast skill in the troposphere over lead times from 1 to 10 days. This fine-tuning is accomplished through abbreviating DeepMind's original training curriculum for GraphCast, relying on a shorter single-step forecast stage to accomplish the bulk of the adaptation work and consolidating the autoregressive stages into separate 12hr, 1d, 2d, and 3d stages with larger learning rates. Additionally, training over 3d forecasts is split into two sub-steps to conserve host memory while maintaining a strong correlation with training over the full period.

Temporal point processes (TPP) are a natural tool for modeling event-based data. Among all TPP models, Hawkes processes have proven to be the most widely used, mainly due to their adequate modeling for various applications, particularly when considering exponential or non-parametric kernels. Although non-parametric kernels are an option, such models require large datasets. While exponential kernels are more data efficient and relevant for specific applications where events immediately trigger more events, they are ill-suited for applications where latencies need to be estimated, such as in neuroscience. This work aims to offer an efficient solution to TPP inference using general parametric kernels with finite support. The developed solution consists of a fast ell_2 gradient-based solver leveraging a discretized version of the events. After theoretically supporting the use of discretization, the statistical and computational efficiency of the novel approach is demonstrated through various numerical experiments. Finally, the method's effectiveness is evaluated by modeling the occurrence of stimuli-induced patterns from brain signals recorded with magnetoencephalography (MEG). Given the use of general parametric kernels, results show that the proposed approach leads to an improved estimation of pattern latency than the state-of-the-art.

Ensembling is among the most popular tools in machine learning (ML) due to its effectiveness in minimizing variance and thus improving generalization. Most ensembling methods for black-box base learners fall under the umbrella of "stacked generalization," namely training an ML algorithm that takes the inferences from the base learners as input. While stacking has been widely applied in practice, its theoretical properties are poorly understood. In this paper, we prove a novel result, showing that choosing the best stacked generalization from a (finite or finite-dimensional) family of stacked generalizations based on cross-validated performance does not perform "much worse" than the oracle best. Our result strengthens and significantly extends the results in Van der Laan et al. (2007). Inspired by the theoretical analysis, we further propose a particular family of stacked generalizations in the context of probabilistic forecasting, each one with a different sensitivity for how much the ensemble weights are allowed to vary across items, timestamps in the forecast horizon, and quantiles. Experimental results demonstrate the performance gain of the proposed method.

International trade policies have recently garnered attention for limiting cross-border exchange of essential goods (e.g. steel, aluminum, soybeans, and beef). Since trade critically affects employment and wages, predicting future patterns of trade is a high-priority for policy makers around the world. While traditional economic models aim to be reliable predictors, we consider the possibility that Machine Learning (ML) techniques allow for better predictions to inform policy decisions. Open-government data provide the fuel to power the algorithms that can explain and forecast trade flows to inform policies. Data collected in this article describe international trade transactions and commonly associated economic factors. Machine learning (ML) models deployed include: ARIMA, GBoosting, XGBoosting, and LightGBM for predicting future trade patterns, and K-Means clustering of countries according to economic factors. Unlike short-term and subjective (straight-line) projections and medium-term (aggre-gated) projections, ML methods provide a range of data-driven and interpretable projections for individual commodities. Models, their results, and policies are introduced and evaluated for prediction quality.

This study explores the application of self-supervised learning (SSL) to the task of motion forecasting, an area that has not yet been extensively investigated despite the widespread success of SSL in computer vision and natural language processing. To address this gap, we introduce Forecast-MAE, an extension of the mask autoencoders framework that is specifically designed for self-supervised learning of the motion forecasting task. Our approach includes a novel masking strategy that leverages the strong interconnections between agents' trajectories and road networks, involving complementary masking of agents' future or history trajectories and random masking of lane segments. Our experiments on the challenging Argoverse 2 motion forecasting benchmark show that Forecast-MAE, which utilizes standard Transformer blocks with minimal inductive bias, achieves competitive performance compared to state-of-the-art methods that rely on supervised learning and sophisticated designs. Moreover, it outperforms the previous self-supervised learning method by a significant margin. Code is available at https://github.com/jchengai/forecast-mae.

Deep learning for time series forecasting has traditionally operated within a one-model-per-dataset framework, limiting its potential to leverage the game-changing impact of large pre-trained models. The concept of universal forecasting, emerging from pre-training on a vast collection of time series datasets, envisions a single Large Time Series Model capable of addressing diverse downstream forecasting tasks. However, constructing such a model poses unique challenges specific to time series data: i) cross-frequency learning, ii) accommodating an arbitrary number of variates for multivariate time series, and iii) addressing the varying distributional properties inherent in large-scale data. To address these challenges, we present novel enhancements to the conventional time series Transformer architecture, resulting in our proposed Masked Encoder-based Universal Time Series Forecasting Transformer (Moirai). Trained on our newly introduced Large-scale Open Time Series Archive (LOTSA) featuring over 27B observations across nine domains, Moirai achieves competitive or superior performance as a zero-shot forecaster when compared to full-shot models. Code, model weights, and data will be released.

Over the past few years, due to the rapid development of machine learning (ML) models for weather forecasting, state-of-the-art ML models have shown superior performance compared to the European Centre for Medium-Range Weather Forecasts (ECMWF)'s high-resolution forecast (HRES) in 10-day forecasts at a spatial resolution of 0.25 degree. However, the challenge remains to perform comparably to the ECMWF ensemble mean (EM) in 15-day forecasts. Previous studies have demonstrated the importance of mitigating the accumulation of forecast errors for effective long-term forecasts. Despite numerous efforts to reduce accumulation errors, including autoregressive multi-time step loss, using a single model is found to be insufficient to achieve optimal performance in both short and long lead times. Therefore, we present FuXi, a cascaded ML weather forecasting system that provides 15-day global forecasts with a temporal resolution of 6 hours and a spatial resolution of 0.25 degree. FuXi is developed using 39 years of the ECMWF ERA5 reanalysis dataset. The performance evaluation, based on latitude-weighted root mean square error (RMSE) and anomaly correlation coefficient (ACC), demonstrates that FuXi has comparable forecast performance to ECMWF EM in 15-day forecasts, making FuXi the first ML-based weather forecasting system to accomplish this achievement.

Urgent care clinics and emergency departments around the world periodically suffer from extended wait times beyond patient expectations due to inadequate staffing levels. These delays have been linked with adverse clinical outcomes. Previous research into forecasting demand this domain has mostly used a collection of statistical techniques, with machine learning approaches only now beginning to emerge in recent literature. The forecasting problem for this domain is difficult and has also been complicated by the COVID-19 pandemic which has introduced an additional complexity to this estimation due to typical demand patterns being disrupted. This study explores the ability of machine learning methods to generate accurate patient presentations at two large urgent care clinics located in Auckland, New Zealand. A number of machine learning algorithms were explored in order to determine the most effective technique for this problem domain, with the task of making forecasts of daily patient demand three months in advance. The study also performed an in-depth analysis into the model behaviour in respect to the exploration of which features are most effective at predicting demand and which features are capable of adaptation to the volatility caused by the COVID-19 pandemic lockdowns. The results showed that ensemble-based methods delivered the most accurate and consistent solutions on average, generating improvements in the range of 23%-27% over the existing in-house methods for estimating the daily demand.

Few prior works study deep learning on point sets. PointNet by Qi et al. is a pioneer in this direction. However, by design PointNet does not capture local structures induced by the metric space points live in, limiting its ability to recognize fine-grained patterns and generalizability to complex scenes. In this work, we introduce a hierarchical neural network that applies PointNet recursively on a nested partitioning of the input point set. By exploiting metric space distances, our network is able to learn local features with increasing contextual scales. With further observation that point sets are usually sampled with varying densities, which results in greatly decreased performance for networks trained on uniform densities, we propose novel set learning layers to adaptively combine features from multiple scales. Experiments show that our network called PointNet++ is able to learn deep point set features efficiently and robustly. In particular, results significantly better than state-of-the-art have been obtained on challenging benchmarks of 3D point clouds.

Pre-trained foundation models (FMs) have shown exceptional performance in univariate time series forecasting tasks. However, several practical challenges persist, including managing intricate dependencies among features and quantifying uncertainty in predictions. This study aims to tackle these critical limitations by introducing adapters; feature-space transformations that facilitate the effective use of pre-trained univariate time series FMs for multivariate tasks. Adapters operate by projecting multivariate inputs into a suitable latent space and applying the FM independently to each dimension. Inspired by the literature on representation learning and partially stochastic Bayesian neural networks, we present a range of adapters and optimization/inference strategies. Experiments conducted on both synthetic and real-world datasets confirm the efficacy of adapters, demonstrating substantial enhancements in forecasting accuracy and uncertainty quantification compared to baseline methods. Our framework, AdaPTS, positions adapters as a modular, scalable, and effective solution for leveraging time series FMs in multivariate contexts, thereby promoting their wider adoption in real-world applications. We release the code at https://github.com/abenechehab/AdaPTS.

When training deep learning models, the performance depends largely on the selected hyperparameters. However, hyperparameter optimization (HPO) is often one of the most expensive parts of model design. Classical HPO methods treat this as a black-box optimization problem. However, gray-box HPO methods, which incorporate more information about the setup, have emerged as a promising direction for more efficient optimization. For example, using intermediate loss evaluations to terminate bad selections. In this work, we propose an HPO method for neural networks using logged checkpoints of the trained weights to guide future hyperparameter selections. Our method, Forecasting Model Search (FMS), embeds weights into a Gaussian process deep kernel surrogate model, using a permutation-invariant graph metanetwork to be data-efficient with the logged network weights. To facilitate reproducibility and further research, we open-source our code at https://github.com/NVlabs/forecasting-model-search.

Analyzing both temporal and spatial patterns for an accurate forecasting model for financial time series forecasting is a challenge due to the complex nature of temporal-spatial dynamics: time series from different locations often have distinct patterns; and for the same time series, patterns may vary as time goes by. Inspired by the successful applications of deep learning, we propose a new model to resolve the issues of forecasting household leverage in China. Our solution consists of multiple RNN-based layers and an attention layer: each RNN-based layer automatically learns the temporal pattern of a specific series with multivariate exogenous series, and then the attention layer learns the spatial correlative weight and obtains the global representations simultaneously. The results show that the new approach can capture the temporal-spatial dynamics of household leverage well and get more accurate and solid predictive results. More, the simulation also studies show that clustering and choosing correlative series are necessary to obtain accurate forecasting results.

Recently, state space models have exhibited strong global modeling capabilities and linear computational complexity in contrast to transformers. This research focuses on applying such architecture to more efficiently and effectively model point cloud data globally with linear computational complexity. In particular, for the first time, we demonstrate that Mamba-based point cloud methods can outperform previous methods based on transformer or multi-layer perceptrons (MLPs). To enable Mamba to process 3-D point cloud data more effectively, we propose a novel Consistent Traverse Serialization method to convert point clouds into 1-D point sequences while ensuring that neighboring points in the sequence are also spatially adjacent. Consistent Traverse Serialization yields six variants by permuting the order of x, y, and z coordinates, and the synergistic use of these variants aids Mamba in comprehensively observing point cloud data. Furthermore, to assist Mamba in handling point sequences with different orders more effectively, we introduce point prompts to inform Mamba of the sequence's arrangement rules. Finally, we propose positional encoding based on spatial coordinate mapping to inject positional information into point cloud sequences more effectively. Point Cloud Mamba surpasses the state-of-the-art (SOTA) point-based method PointNeXt and achieves new SOTA performance on the ScanObjectNN, ModelNet40, ShapeNetPart, and S3DIS datasets. It is worth mentioning that when using a more powerful local feature extraction module, our PCM achieves 79.6 mIoU on S3DIS, significantly surpassing the previous SOTA models, DeLA and PTv3, by 5.5 mIoU and 4.9 mIoU, respectively.

Time-series forecasting is one of the most active research topics in artificial intelligence. Applications in real-world time series should consider two factors for achieving reliable predictions: modeling dynamic dependencies among multiple variables and adjusting the model's intrinsic hyperparameters. A still open gap in that literature is that statistical and ensemble learning approaches systematically present lower predictive performance than deep learning methods. They generally disregard the data sequence aspect entangled with multivariate data represented in more than one time series. Conversely, this work presents a novel neural network architecture for time-series forecasting that combines the power of graph evolution with deep recurrent learning on distinct data distributions; we named our method Recurrent Graph Evolution Neural Network (ReGENN). The idea is to infer multiple multivariate relationships between co-occurring time-series by assuming that the temporal data depends not only on inner variables and intra-temporal relationships (i.e., observations from itself) but also on outer variables and inter-temporal relationships (i.e., observations from other-selves). An extensive set of experiments was conducted comparing ReGENN with dozens of ensemble methods and classical statistical ones, showing sound improvement of up to 64.87% over the competing algorithms. Furthermore, we present an analysis of the intermediate weights arising from ReGENN, showing that by looking at inter and intra-temporal relationships simultaneously, time-series forecasting is majorly improved if paying attention to how multiple multivariate data synchronously evolve.

Recently, channel-independent methods have achieved state-of-the-art performance in multivariate time series (MTS) forecasting. Despite reducing overfitting risks, these methods miss potential opportunities in utilizing channel dependence for accurate predictions. We argue that there exist locally stationary lead-lag relationships between variates, i.e., some lagged variates may follow the leading indicators within a short time period. Exploiting such channel dependence is beneficial since leading indicators offer advance information that can be used to reduce the forecasting difficulty of the lagged variates. In this paper, we propose a new method named LIFT that first efficiently estimates leading indicators and their leading steps at each time step and then judiciously allows the lagged variates to utilize the advance information from leading indicators. LIFT plays as a plugin that can be seamlessly collaborated with arbitrary time series forecasting methods. Extensive experiments on six real-world datasets demonstrate that LIFT improves the state-of-the-art methods by 5.5% in average forecasting performance. Our code is available at https://github.com/SJTU-Quant/LIFT.

Continuous-time event sequences play a vital role in real-world domains such as healthcare, finance, online shopping, social networks, and so on. To model such data, temporal point processes (TPPs) have emerged as the most natural and competitive models, making a significant impact in both academic and application communities. Despite the emergence of many powerful models in recent years, there hasn't been a central benchmark for these models and future research endeavors. This lack of standardization impedes researchers and practitioners from comparing methods and reproducing results, potentially slowing down progress in this field. In this paper, we present EasyTPP, the first central repository of research assets (e.g., data, models, evaluation programs, documentations) in the area of event sequence modeling. Our EasyTPP makes several unique contributions to this area: a unified interface of using existing datasets and adding new datasets; a wide range of evaluation programs that are easy to use and extend as well as facilitate reproducible research; implementations of popular neural TPPs, together with a rich library of modules by composing which one could quickly build complex models. All the data and implementation can be found at https://github.com/ant-research/EasyTemporalPointProcess. We will actively maintain this benchmark and welcome contributions from other researchers and practitioners. Our benchmark will help promote reproducible research in this field, thus accelerating research progress as well as making more significant real-world impacts.

Can meta-learning discover generic ways of processing time series (TS) from a diverse dataset so as to greatly improve generalization on new TS coming from different datasets? This work provides positive evidence to this using a broad meta-learning framework which we show subsumes many existing meta-learning algorithms. Our theoretical analysis suggests that residual connections act as a meta-learning adaptation mechanism, generating a subset of task-specific parameters based on a given TS input, thus gradually expanding the expressive power of the architecture on-the-fly. The same mechanism is shown via linearization analysis to have the interpretation of a sequential update of the final linear layer. Our empirical results on a wide range of data emphasize the importance of the identified meta-learning mechanisms for successful zero-shot univariate forecasting, suggesting that it is viable to train a neural network on a source TS dataset and deploy it on a different target TS dataset without retraining, resulting in performance that is at least as good as that of state-of-practice univariate forecasting models.

Most state-of-the-art approaches for weather and climate modeling are based on physics-informed numerical models of the atmosphere. These approaches aim to model the non-linear dynamics and complex interactions between multiple variables, which are challenging to approximate. Additionally, many such numerical models are computationally intensive, especially when modeling the atmospheric phenomenon at a fine-grained spatial and temporal resolution. Recent data-driven approaches based on machine learning instead aim to directly solve a downstream forecasting or projection task by learning a data-driven functional mapping using deep neural networks. However, these networks are trained using curated and homogeneous climate datasets for specific spatiotemporal tasks, and thus lack the generality of numerical models. We develop and demonstrate ClimaX, a flexible and generalizable deep learning model for weather and climate science that can be trained using heterogeneous datasets spanning different variables, spatio-temporal coverage, and physical groundings. ClimaX extends the Transformer architecture with novel encoding and aggregation blocks that allow effective use of available compute while maintaining general utility. ClimaX is pre-trained with a self-supervised learning objective on climate datasets derived from CMIP6. The pre-trained ClimaX can then be fine-tuned to address a breadth of climate and weather tasks, including those that involve atmospheric variables and spatio-temporal scales unseen during pretraining. Compared to existing data-driven baselines, we show that this generality in ClimaX results in superior performance on benchmarks for weather forecasting and climate projections, even when pretrained at lower resolutions and compute budgets.

Triggered by the realization that AI emulators can rival the performance of traditional numerical weather prediction models running on HPC systems, there is now an increasing number of large AI models that address use cases such as forecasting, downscaling, or nowcasting. While the parallel developments in the AI literature focus on foundation models -- models that can be effectively tuned to address multiple, different use cases -- the developments on the weather and climate side largely focus on single-use cases with particular emphasis on mid-range forecasting. We close this gap by introducing Prithvi WxC, a 2.3 billion parameter foundation model developed using 160 variables from the Modern-Era Retrospective Analysis for Research and Applications, Version 2 (MERRA-2). Prithvi WxC employs an encoder-decoder-based architecture, incorporating concepts from various recent transformer models to effectively capture both regional and global dependencies in the input data. The model has been designed to accommodate large token counts to model weather phenomena in different topologies at fine resolutions. Furthermore, it is trained with a mixed objective that combines the paradigms of masked reconstruction with forecasting. We test the model on a set of challenging downstream tasks namely: Autoregressive rollout forecasting, Downscaling, Gravity wave flux parameterization, and Extreme events estimation. The pretrained model with 2.3 billion parameters, along with the associated fine-tuning workflows, has been publicly released as an open-source contribution via Hugging Face.

During the COVID-19 pandemic, a significant effort has gone into developing ML-driven epidemic forecasting techniques. However, benchmarks do not exist to claim if a new AI/ML technique is better than the existing ones. The "covid-forecast-hub" is a collection of more than 30 teams, including us, that submit their forecasts weekly to the CDC. It is not possible to declare whether one method is better than the other using those forecasts because each team's submission may correspond to different techniques over the period and involve human interventions as the teams are continuously changing/tuning their approach. Such forecasts may be considered "human-expert" forecasts and do not qualify as AI/ML approaches, although they can be used as an indicator of human expert performance. We are interested in supporting AI/ML research in epidemic forecasting which can lead to scalable forecasting without human intervention. Which modeling technique, learning strategy, and data pre-processing technique work well for epidemic forecasting is still an open problem. To help advance the state-of-the-art AI/ML applied to epidemiology, a benchmark with a collection of performance points is needed and the current "state-of-the-art" techniques need to be identified. We propose EpiBench a platform consisting of community-driven benchmarks for AI/ML applied to epidemic forecasting to standardize the challenge with a uniform evaluation protocol. In this paper, we introduce a prototype of EpiBench which is currently running and accepting submissions for the task of forecasting COVID-19 cases and deaths in the US states and We demonstrate that we can utilize the prototype to develop an ensemble relying on fully automated epidemic forecasts (no human intervention) that reaches human-expert level ensemble currently being used by the CDC.

Time series modeling is a well-established problem, which often requires that methods (1) expressively represent complicated dependencies, (2) forecast long horizons, and (3) efficiently train over long sequences. State-space models (SSMs) are classical models for time series, and prior works combine SSMs with deep learning layers for efficient sequence modeling. However, we find fundamental limitations with these prior approaches, proving their SSM representations cannot express autoregressive time series processes. We thus introduce SpaceTime, a new state-space time series architecture that improves all three criteria. For expressivity, we propose a new SSM parameterization based on the companion matrix -- a canonical representation for discrete-time processes -- which enables SpaceTime's SSM layers to learn desirable autoregressive processes. For long horizon forecasting, we introduce a "closed-loop" variation of the companion SSM, which enables SpaceTime to predict many future time-steps by generating its own layer-wise inputs. For efficient training and inference, we introduce an algorithm that reduces the memory and compute of a forward pass with the companion matrix. With sequence length ell and state-space size d, we go from O(d ell) na\"ively to O(d + ell). In experiments, our contributions lead to state-of-the-art results on extensive and diverse benchmarks, with best or second-best AUROC on 6 / 7 ECG and speech time series classification, and best MSE on 14 / 16 Informer forecasting tasks. Furthermore, we find SpaceTime (1) fits AR(p) processes that prior deep SSMs fail on, (2) forecasts notably more accurately on longer horizons than prior state-of-the-art, and (3) speeds up training on real-world ETTh1 data by 73% and 80% relative wall-clock time over Transformers and LSTMs.

Chaos and unpredictability are traditionally synonymous, yet large-scale machine learning methods recently have demonstrated a surprising ability to forecast chaotic systems well beyond typical predictability horizons. However, recent works disagree on whether specialized methods grounded in dynamical systems theory, such as reservoir computers or neural ordinary differential equations, outperform general-purpose large-scale learning methods such as transformers or recurrent neural networks. These prior studies perform comparisons on few individually-chosen chaotic systems, thereby precluding robust quantification of how statistical modeling choices and dynamical invariants of different chaotic systems jointly determine empirical predictability. Here, we perform the largest to-date comparative study of forecasting methods on the classical problem of forecasting chaos: we benchmark 24 state-of-the-art forecasting methods on a crowdsourced database of 135 low-dimensional systems with 17 forecast metrics. We find that large-scale, domain-agnostic forecasting methods consistently produce predictions that remain accurate up to two dozen Lyapunov times, thereby accessing a new long-horizon forecasting regime well beyond classical methods. We find that, in this regime, accuracy decorrelates with classical invariant measures of predictability like the Lyapunov exponent. However, in data-limited settings outside the long-horizon regime, we find that physics-based hybrid methods retain a comparative advantage due to their strong inductive biases.

This study examines the effects of de-globalization trends on international trade networks and their role in improving forecasts for economic growth. Using section-level trade data from nearly 200 countries from 2010 to 2022, we identify significant shifts in the network topology driven by rising trade policy uncertainty. Our analysis highlights key global players through centrality rankings, with the United States, China, and Germany maintaining consistent dominance. Using a horse race of supervised regressors, we find that network topology descriptors evaluated from section-specific trade networks substantially enhance the quality of a country's GDP growth forecast. We also find that non-linear models, such as Random Forest, XGBoost, and LightGBM, outperform traditional linear models used in the economics literature. Using SHAP values to interpret these non-linear model's predictions, we find that about half of most important features originate from the network descriptors, underscoring their vital role in refining forecasts. Moreover, this study emphasizes the significance of recent economic performance, population growth, and the primary sector's influence in shaping economic growth predictions, offering novel insights into the intricacies of economic growth forecasting.

Pre-trained point cloud models have found extensive applications in 3D understanding tasks like object classification and part segmentation. However, the prevailing strategy of full fine-tuning in downstream tasks leads to large per-task storage overhead for model parameters, which limits the efficiency when applying large-scale pre-trained models. Inspired by the recent success of visual prompt tuning (VPT), this paper attempts to explore prompt tuning on pre-trained point cloud models, to pursue an elegant balance between performance and parameter efficiency. We find while instance-agnostic static prompting, e.g. VPT, shows some efficacy in downstream transfer, it is vulnerable to the distribution diversity caused by various types of noises in real-world point cloud data. To conquer this limitation, we propose a novel Instance-aware Dynamic Prompt Tuning (IDPT) strategy for pre-trained point cloud models. The essence of IDPT is to develop a dynamic prompt generation module to perceive semantic prior features of each point cloud instance and generate adaptive prompt tokens to enhance the model's robustness. Notably, extensive experiments demonstrate that IDPT outperforms full fine-tuning in most tasks with a mere 7% of the trainable parameters, providing a promising solution to parameter-efficient learning for pre-trained point cloud models. Code is available at https://github.com/zyh16143998882/ICCV23-IDPT.

Current deep learning models for dynamics forecasting struggle with generalization. They can only forecast in a specific domain and fail when applied to systems with different parameters, external forces, or boundary conditions. We propose a model-based meta-learning method called DyAd which can generalize across heterogeneous domains by partitioning them into different tasks. DyAd has two parts: an encoder which infers the time-invariant hidden features of the task with weak supervision, and a forecaster which learns the shared dynamics of the entire domain. The encoder adapts and controls the forecaster during inference using adaptive instance normalization and adaptive padding. Theoretically, we prove that the generalization error of such procedure is related to the task relatedness in the source domain, as well as the domain differences between source and target. Experimentally, we demonstrate that our model outperforms state-of-the-art approaches on both turbulent flow and real-world ocean data forecasting tasks.

Skillful subseasonal forecasts are crucial for various sectors of society but pose a grand scientific challenge. Recently, machine learning based weather forecasting models outperform the most successful numerical weather predictions generated by the European Centre for Medium-Range Weather Forecasts (ECMWF), but have not yet surpassed conventional models at subseasonal timescales. This paper introduces FuXi Subseasonal-to-Seasonal (FuXi-S2S), a machine learning model that provides global daily mean forecasts up to 42 days, encompassing five upper-air atmospheric variables at 13 pressure levels and 11 surface variables. FuXi-S2S, trained on 72 years of daily statistics from ECMWF ERA5 reanalysis data, outperforms the ECMWF's state-of-the-art Subseasonal-to-Seasonal model in ensemble mean and ensemble forecasts for total precipitation and outgoing longwave radiation, notably enhancing global precipitation forecast. The improved performance of FuXi-S2S can be primarily attributed to its superior capability to capture forecast uncertainty and accurately predict the Madden-Julian Oscillation (MJO), extending the skillful MJO prediction from 30 days to 36 days. Moreover, FuXi-S2S not only captures realistic teleconnections associated with the MJO, but also emerges as a valuable tool for discovering precursor signals, offering researchers insights and potentially establishing a new paradigm in Earth system science research.

Predicting the trajectories of road agents is essential for autonomous driving systems. The recent mainstream methods follow a static paradigm, which predicts the future trajectory by using a fixed duration of historical frames. These methods make the predictions independently even at adjacent time steps, which leads to potential instability and temporal inconsistency. As successive time steps have largely overlapping historical frames, their forecasting should have intrinsic correlation, such as overlapping predicted trajectories should be consistent, or be different but share the same motion goal depending on the road situation. Motivated by this, in this work, we introduce HPNet, a novel dynamic trajectory forecasting method. Aiming for stable and accurate trajectory forecasting, our method leverages not only historical frames including maps and agent states, but also historical predictions. Specifically, we newly design a Historical Prediction Attention module to automatically encode the dynamic relationship between successive predictions. Besides, it also extends the attention range beyond the currently visible window benefitting from the use of historical predictions. The proposed Historical Prediction Attention together with the Agent Attention and Mode Attention is further formulated as the Triple Factorized Attention module, serving as the core design of HPNet.Experiments on the Argoverse and INTERACTION datasets show that HPNet achieves state-of-the-art performance, and generates accurate and stable future trajectories. Our code are available at https://github.com/XiaolongTang23/HPNet.

In the face of escalating climate changes, typhoon intensities and their ensuing damage have surged. Accurate trajectory prediction is crucial for effective damage control. Traditional physics-based models, while comprehensive, are computationally intensive and rely heavily on the expertise of forecasters. Contemporary data-driven methods often rely on reanalysis data, which can be considered to be the closest to the true representation of weather conditions. However, reanalysis data is not produced in real-time and requires time for adjustment because prediction models are calibrated with observational data. This reanalysis data, such as ERA5, falls short in challenging real-world situations. Optimal preparedness necessitates predictions at least 72 hours in advance, beyond the capabilities of standard physics models. In response to these constraints, we present an approach that harnesses real-time Unified Model (UM) data, sidestepping the limitations of reanalysis data. Our model provides predictions at 6-hour intervals for up to 72 hours in advance and outperforms both state-of-the-art data-driven methods and numerical weather prediction models. In line with our efforts to mitigate adversities inflicted by typhoons, we release our preprocessed PHYSICS TRACK dataset, which includes ERA5 reanalysis data, typhoon best-track, and UM forecast data.

We address the problem of learning the dynamics of an unknown non-parametric system linking a target and a feature time series. The feature time series is measured on a sparse and irregular grid, while we have access to only a few points of the target time series. Once learned, we can use these dynamics to predict values of the target from the previous values of the feature time series. We frame this task as learning the solution map of a controlled differential equation (CDE). By leveraging the rich theory of signatures, we are able to cast this non-linear problem as a high-dimensional linear regression. We provide an oracle bound on the prediction error which exhibits explicit dependencies on the individual-specific sampling schemes. Our theoretical results are illustrated by simulations which show that our method outperforms existing algorithms for recovering the full time series while being computationally cheap. We conclude by demonstrating its potential on real-world epidemiological data.

Conventional surveillance systems for monitoring infectious diseases, such as influenza, face challenges due to shortage of skilled healthcare professionals, remoteness of communities and absence of communication infrastructures. Internet-based approaches for surveillance are appealing logistically as well as economically. Search engine queries and Twitter have been the primarily used data sources in such approaches. The aim of this study is to assess the predictive power of an alternative data source, Instagram. By using 317 weeks of publicly available data from Instagram, we trained several machine learning algorithms to both nowcast and forecast the number of official influenza-like illness incidents in Finland where population-wide official statistics about the weekly incidents are available. In addition to date and hashtag count features of online posts, we were able to utilize also the visual content of the posted images with the help of deep convolutional neural networks. Our best nowcasting model reached a mean absolute error of 11.33 incidents per week and a correlation coefficient of 0.963 on the test data. Forecasting models for predicting 1 week and 2 weeks ahead showed statistical significance as well by reaching correlation coefficients of 0.903 and 0.862, respectively. This study demonstrates how social media and in particular, digital photographs shared in them, can be a valuable source of information for the field of infodemiology.

Accurate prediction of climate in the subseasonal-to-seasonal scale is crucial for disaster readiness, reduced economic risk, and improved policy-making amidst climate change. Yet, S2S prediction remains challenging due to the chaotic nature of the system. At present, existing benchmarks for weather and climate applications, tend to (1) have shorter forecasting range of up-to 14 days, (2) do not include a wide range of operational baseline forecasts, and (3) lack physics-based constraints for explainability. Thus, we propose ChaosBench, a large-scale, multi-channel, physics-based benchmark for S2S prediction. ChaosBench has over 460K frames of real-world observations and simulations, each with 60 variable-channels and spanning for up-to 45 years. We also propose several physics-based, in addition to vision-based metrics, that enables for a more physically-consistent model. Furthermore, we include a diverse set of physics-based forecasts from 4 national weather agencies as baselines to our data-driven counterpart. We establish two tasks that vary in complexity: full and sparse dynamics prediction. Our benchmark is one of the first to perform large-scale evaluation on existing models including PanguWeather, FourCastNetV2, GraphCast, and ClimaX, and finds methods originally developed for weather-scale applications fails on S2S task. We release our benchmark code and datasets at https://leap-stc.github.io/ChaosBench.

We present a unified framework capable of solving a broad range of 3D tasks. Our approach features a stateful recurrent model that continuously updates its state representation with each new observation. Given a stream of images, this evolving state can be used to generate metric-scale pointmaps (per-pixel 3D points) for each new input in an online fashion. These pointmaps reside within a common coordinate system, and can be accumulated into a coherent, dense scene reconstruction that updates as new images arrive. Our model, called CUT3R (Continuous Updating Transformer for 3D Reconstruction), captures rich priors of real-world scenes: not only can it predict accurate pointmaps from image observations, but it can also infer unseen regions of the scene by probing at virtual, unobserved views. Our method is simple yet highly flexible, naturally accepting varying lengths of images that may be either video streams or unordered photo collections, containing both static and dynamic content. We evaluate our method on various 3D/4D tasks and demonstrate competitive or state-of-the-art performance in each. Project Page: https://cut3r.github.io/

Developing an accurate tourism forecasting model is essential for making desirable policy decisions for tourism management. Early studies on tourism management focus on discovering external factors related to tourism demand. Recent studies utilize deep learning in demand forecasting along with these external factors. They mainly use recursive neural network models such as LSTM and RNN for their frameworks. However, these models are not suitable for use in forecasting tourism demand. This is because tourism demand is strongly affected by changes in various external factors, and recursive neural network models have limitations in handling these multivariate inputs. We propose a multi-head attention CNN model (MHAC) for addressing these limitations. The MHAC uses 1D-convolutional neural network to analyze temporal patterns and the attention mechanism to reflect correlations between input variables. This model makes it possible to extract spatiotemporal characteristics from time-series data of various variables. We apply our forecasting framework to predict inbound tourist changes in South Korea by considering external factors such as politics, disease, season, and attraction of Korean culture. The performance results of extensive experiments show that our method outperforms other deep-learning-based prediction frameworks in South Korea tourism forecasting.

Competitions play an invaluable role in the field of forecasting, as exemplified through the recent M4 competition. The competition received attention from both academics and practitioners and sparked discussions around the representativeness of the data for business forecasting. Several competitions featuring real-life business forecasting tasks on the Kaggle platform has, however, been largely ignored by the academic community. We believe the learnings from these competitions have much to offer to the forecasting community and provide a review of the results from six Kaggle competitions. We find that most of the Kaggle datasets are characterized by higher intermittence and entropy than the M-competitions and that global ensemble models tend to outperform local single models. Furthermore, we find the strong performance of gradient boosted decision trees, increasing success of neural networks for forecasting, and a variety of techniques for adapting machine learning models to the forecasting task.

This research enhances linear regression models by integrating a Kalman filter and analysing curve areas to minimize loss. The goal is to develop an optimal linear regression equation using stochastic gradient descent (SGD) for weight updating. Our approach involves a stepwise process, starting with user-defined parameters. The linear regression model is trained using SGD, tracking weights and loss separately and zipping them finally. A Kalman filter is then trained based on weight and loss arrays to predict the next consolidated weights. Predictions result from multiplying input averages with weights, evaluated for loss to form a weight-versus-loss curve. The curve's equation is derived using the two-point formula, and area under the curve is calculated via integration. The linear regression equation with minimum area becomes the optimal curve for prediction. Benefits include avoiding constant weight updates via gradient descent and working with partial datasets, unlike methods needing the entire set. However, computational complexity should be considered. The Kalman filter's accuracy might diminish beyond a certain prediction range.

Recent advancements in artificial intelligence (AI) for numerical weather prediction (NWP) have significantly transformed atmospheric modeling. AI NWP models outperform traditional physics-based systems, such as the Integrated Forecast System (IFS), across several global metrics while requiring fewer computational resources. However, existing AI NWP models face limitations related to training datasets and timestep choices, often resulting in artifacts that reduce model performance. To address these challenges, we introduce the Community Research Earth Digital Intelligence Twin (CREDIT) framework, developed at NSF NCAR. CREDIT provides a flexible, scalable, and user-friendly platform for training and deploying AI-based atmospheric models on high-performance computing systems. It offers an end-to-end pipeline for data preprocessing, model training, and evaluation, democratizing access to advanced AI NWP capabilities. We demonstrate CREDIT's potential through WXFormer, a novel deterministic vision transformer designed to predict atmospheric states autoregressively, addressing common AI NWP issues like compounding error growth with techniques such as spectral normalization, padding, and multi-step training. Additionally, to illustrate CREDIT's flexibility and state-of-the-art model comparisons, we train the FUXI architecture within this framework. Our findings show that both FUXI and WXFormer, trained on six-hourly ERA5 hybrid sigma-pressure levels, generally outperform IFS HRES in 10-day forecasts, offering potential improvements in efficiency and forecast accuracy. CREDIT's modular design enables researchers to explore various models, datasets, and training configurations, fostering innovation within the scientific community.

The maritime industry's continuous commitment to sustainability has led to a dedicated exploration of methods to reduce vessel fuel consumption. This paper undertakes this challenge through a machine learning approach, leveraging a real-world dataset spanning two years of a ferry in west coast Canada. Our focus centers on the creation of a time series forecasting model given the dynamic and static states, actions, and disturbances. This model is designed to predict dynamic states based on the actions provided, subsequently serving as an evaluative tool to assess the proficiency of the ferry's operation under the captain's guidance. Additionally, it lays the foundation for future optimization algorithms, providing valuable feedback on decision-making processes. To facilitate future studies, our code is available at https://github.com/pagand/model_optimze_vessel/tree/AAAI

The oceans are a source of an impressive mixture of complex data that could be used to uncover relationships yet to be discovered. Such data comes from the oceans and their surface, such as Automatic Identification System (AIS) messages used for tracking vessels' trajectories. AIS messages are transmitted over radio or satellite at ideally periodic time intervals but vary irregularly over time. As such, this paper aims to model the AIS message transmission behavior through neural networks for forecasting upcoming AIS messages' content from multiple vessels, particularly in a simultaneous approach despite messages' temporal irregularities as outliers. We present a set of experiments comprising multiple algorithms for forecasting tasks with horizon sizes of varying lengths. Deep learning models (e.g., neural networks) revealed themselves to adequately preserve vessels' spatial awareness regardless of temporal irregularity. We show how convolutional layers, feed-forward networks, and recurrent neural networks can improve such tasks by working together. Experimenting with short, medium, and large-sized sequences of messages, our model achieved 36/37/38% of the Relative Percentage Difference - the lower, the better, whereas we observed 92/45/96% on the Elman's RNN, 51/52/40% on the GRU, and 129/98/61% on the LSTM. These results support our model as a driver for improving the prediction of vessel routes when analyzing multiple vessels of diverging types simultaneously under temporally noise data.

Three-dimensional objects are commonly represented as 3D boxes in a point-cloud. This representation mimics the well-studied image-based 2D bounding-box detection but comes with additional challenges. Objects in a 3D world do not follow any particular orientation, and box-based detectors have difficulties enumerating all orientations or fitting an axis-aligned bounding box to rotated objects. In this paper, we instead propose to represent, detect, and track 3D objects as points. Our framework, CenterPoint, first detects centers of objects using a keypoint detector and regresses to other attributes, including 3D size, 3D orientation, and velocity. In a second stage, it refines these estimates using additional point features on the object. In CenterPoint, 3D object tracking simplifies to greedy closest-point matching. The resulting detection and tracking algorithm is simple, efficient, and effective. CenterPoint achieved state-of-the-art performance on the nuScenes benchmark for both 3D detection and tracking, with 65.5 NDS and 63.8 AMOTA for a single model. On the Waymo Open Dataset, CenterPoint outperforms all previous single model method by a large margin and ranks first among all Lidar-only submissions. The code and pretrained models are available at https://github.com/tianweiy/CenterPoint.

We present a new distribution-free conformal prediction algorithm for sequential data (e.g., time series), called the sequential predictive conformal inference (SPCI). We specifically account for the nature that time series data are non-exchangeable, and thus many existing conformal prediction algorithms are not applicable. The main idea is to adaptively re-estimate the conditional quantile of non-conformity scores (e.g., prediction residuals), upon exploiting the temporal dependence among them. More precisely, we cast the problem of conformal prediction interval as predicting the quantile of a future residual, given a user-specified point prediction algorithm. Theoretically, we establish asymptotic valid conditional coverage upon extending consistency analyses in quantile regression. Using simulation and real-data experiments, we demonstrate a significant reduction in interval width of SPCI compared to other existing methods under the desired empirical coverage.

The weather forecasting system is important for science and society, and significant achievements have been made in applying artificial intelligence (AI) to medium-range weather forecasting. However, existing AI-based weather forecasting models rely on analysis or reanalysis products from traditional numerical weather prediction (NWP) systems as initial conditions for making predictions. Initial states are typically generated by traditional data assimilation components, which are computational expensive and time-consuming. Here we present an AI-based data assimilation model, i.e., Adas, for global weather variables. By introducing the confidence matrix, Adas employs gated convolution to handle sparse observations and gated cross-attention for capturing the interactions between the background and observations. Further, we combine Adas with the advanced AI-based forecasting model (i.e., FengWu) to construct the first end-to-end AI-based global weather forecasting system: FengWu-Adas. We demonstrate that Adas can assimilate global observations to produce high-quality analysis, enabling the system operate stably for long term. Moreover, we are the first to apply the methods to real-world scenarios, which is more challenging and has considerable practical application potential. We have also achieved the forecasts based on the analyses generated by AI with a skillful forecast lead time exceeding that of the IFS for the first time.

Foundation models have demonstrated remarkable success across various scientific domains, motivating our exploration of their potential in solar physics. In this paper, we present Solaris, the first foundation model for forecasting the Sun's atmosphere. We leverage 13 years of full-disk, multi-wavelength solar imagery from the Solar Dynamics Observatory, spanning a complete solar cycle, to pre-train Solaris for 12-hour interval forecasting. Solaris is built on a large-scale 3D Swin Transformer architecture with 109 million parameters. We demonstrate Solaris' ability to generalize by fine-tuning on a low-data regime using a single wavelength (1700 {\AA}), that was not included in pre-training, outperforming models trained from scratch on this specific wavelength. Our results indicate that Solaris can effectively capture the complex dynamics of the solar atmosphere and transform solar forecasting.

Motion forecasting transforms sequences of past movements and environment context into future motion. Recent methods rely on learned representations, resulting in hidden states that are difficult to interpret. In this work, we use natural language to quantize motion features in a human-interpretable way, and measure the degree to which they are embedded in hidden states. Our experiments reveal that hidden states of motion sequences are arranged with respect to our discrete sets of motion features. Following these insights, we fit control vectors to motion features, which allow for controlling motion forecasts at inference. Consequently, our method enables controlling transformer-based motion forecasting models with textual inputs, providing a unique interface to interact with and understand these models. Our implementation is available at https://github.com/kit-mrt/future-motion

In light of recent work on scheduling with predicted job sizes, we consider the effect of the cost of predictions in queueing systems, removing the assumption in prior research that predictions are external to the system's resources and/or cost-free. In particular, we introduce a novel approach to utilizing predictions, SkipPredict, designed to address their inherent cost. Rather than uniformly applying predictions to all jobs, we propose a tailored approach that categorizes jobs based on their prediction requirements. To achieve this, we employ one-bit "cheap predictions" to classify jobs as either short or long. SkipPredict prioritizes predicted short jobs over long jobs, and for the latter, SkipPredict applies a second round of more detailed "expensive predictions" to approximate Shortest Remaining Processing Time for these jobs. Our analysis takes into account the cost of prediction. We examine the effect of this cost for two distinct models. In the external cost model, predictions are generated by some external method without impacting job service times but incur a cost. In the server time cost model, predictions themselves require server processing time, and are scheduled on the same server as the jobs.

In this study, a novel machine learning approach was used to classify three types of synoptic weather events in Taiwan area from 2001 to 2010. We used reanalysis data with three machine learning algorithms to recognize weather systems and evaluated their performance. Overall, the classifiers successfully identified 52-83% of weather events (hit rate), which is higher than the performance of traditional objective methods. The results showed that the machine learning approach gave low false alarm rate in general, while the support vector machine (SVM) with more principal components of reanalysis data had higher hit rate on all tested weather events. The sensitivity tests of grid data resolution indicated that the differences between the high- and low-resolution datasets are limited, which implied that the proposed method can achieve reasonable performance in weather forecasting with minimal resources. By identifying daily weather systems in historical reanalysis data, this method can be used to study long-term weather changes, to monitor climatological-scale variations, and to provide a better estimate of climate projections. Furthermore, this method can also serve as an alternative to model output statistics and potentially be used for synoptic weather forecasting.

Given a K-vertex simplex in a d-dimensional space, suppose we measure n points on the simplex with noise (hence, some of the observed points fall outside the simplex). Vertex hunting is the problem of estimating the K vertices of the simplex. A popular vertex hunting algorithm is successive projection algorithm (SPA). However, SPA is observed to perform unsatisfactorily under strong noise or outliers. We propose pseudo-point SPA (pp-SPA). It uses a projection step and a denoise step to generate pseudo-points and feed them into SPA for vertex hunting. We derive error bounds for pp-SPA, leveraging on extreme value theory of (possibly) high-dimensional random vectors. The results suggest that pp-SPA has faster rates and better numerical performances than SPA. Our analysis includes an improved non-asymptotic bound for the original SPA, which is of independent interest.

Accurately forecasting patient arrivals at Urgent Care Clinics (UCCs) and Emergency Departments (EDs) is important for effective resourcing and patient care. However, correctly estimating patient flows is not straightforward since it depends on many drivers. The predictability of patient arrivals has recently been further complicated by the COVID-19 pandemic conditions and the resulting lockdowns. This study investigates how a suite of novel quasi-real-time variables like Google search terms, pedestrian traffic, the prevailing incidence levels of influenza, as well as the COVID-19 Alert Level indicators can both generally improve the forecasting models of patient flows and effectively adapt the models to the unfolding disruptions of pandemic conditions. This research also uniquely contributes to the body of work in this domain by employing tools from the eXplainable AI field to investigate more deeply the internal mechanics of the models than has previously been done. The Voting ensemble-based method combining machine learning and statistical techniques was the most reliable in our experiments. Our study showed that the prevailing COVID-19 Alert Level feature together with Google search terms and pedestrian traffic were effective at producing generalisable forecasts. The implications of this study are that proxy variables can effectively augment standard autoregressive features to ensure accurate forecasting of patient flows. The experiments showed that the proposed features are potentially effective model inputs for preserving forecast accuracies in the event of future pandemic outbreaks.

We present Natural Gradient Boosting (NGBoost), an algorithm for generic probabilistic prediction via gradient boosting. Typical regression models return a point estimate, conditional on covariates, but probabilistic regression models output a full probability distribution over the outcome space, conditional on the covariates. This allows for predictive uncertainty estimation -- crucial in applications like healthcare and weather forecasting. NGBoost generalizes gradient boosting to probabilistic regression by treating the parameters of the conditional distribution as targets for a multiparameter boosting algorithm. Furthermore, we show how the Natural Gradient is required to correct the training dynamics of our multiparameter boosting approach. NGBoost can be used with any base learner, any family of distributions with continuous parameters, and any scoring rule. NGBoost matches or exceeds the performance of existing methods for probabilistic prediction while offering additional benefits in flexibility, scalability, and usability. An open-source implementation is available at github.com/stanfordmlgroup/ngboost.

Deep learning for time series forecasting has seen significant advancements over the past decades. However, despite the success of large-scale pre-training in language and vision domains, pre-trained time series models remain limited in scale and operate at a high cost, hindering the development of larger capable forecasting models in real-world applications. In response, we introduce Time-MoE, a scalable and unified architecture designed to pre-train larger, more capable forecasting foundation models while reducing inference costs. By leveraging a sparse mixture-of-experts (MoE) design, Time-MoE enhances computational efficiency by activating only a subset of networks for each prediction, reducing computational load while maintaining high model capacity. This allows Time-MoE to scale effectively without a corresponding increase in inference costs. Time-MoE comprises a family of decoder-only transformer models that operate in an auto-regressive manner and support flexible forecasting horizons with varying input context lengths. We pre-trained these models on our newly introduced large-scale data Time-300B, which spans over 9 domains and encompassing over 300 billion time points. For the first time, we scaled a time series foundation model up to 2.4 billion parameters, achieving significantly improved forecasting precision. Our results validate the applicability of scaling laws for training tokens and model size in the context of time series forecasting. Compared to dense models with the same number of activated parameters or equivalent computation budgets, our models consistently outperform them by large margin. These advancements position Time-MoE as a state-of-the-art solution for tackling real-world time series forecasting challenges with superior capability, efficiency, and flexibility.

Motion prediction is crucial for autonomous vehicles to operate safely in complex traffic environments. Extracting effective spatiotemporal relationships among traffic elements is key to accurate forecasting. Inspired by the successful practice of pretrained large language models, this paper presents SEPT, a modeling framework that leverages self-supervised learning to develop powerful spatiotemporal understanding for complex traffic scenes. Specifically, our approach involves three masking-reconstruction modeling tasks on scene inputs including agents' trajectories and road network, pretraining the scene encoder to capture kinematics within trajectory, spatial structure of road network, and interactions among roads and agents. The pretrained encoder is then finetuned on the downstream forecasting task. Extensive experiments demonstrate that SEPT, without elaborate architectural design or manual feature engineering, achieves state-of-the-art performance on the Argoverse 1 and Argoverse 2 motion forecasting benchmarks, outperforming previous methods on all main metrics by a large margin.

In recent years, generative pre-trained paradigms such as Large Language Models (LLMs) and Large Vision Models (LVMs) have achieved revolutionary advancements and widespread real-world applications. Particularly, the emergence of pre-trained LLMs-based temporal works, compared to previous deep model approaches, has demonstrated superior generalization and robustness, showcasing the potential of generative pre-trained paradigms as foundation models for time series. However, those LLMs-based works mainly focus on cross-modal research, i.e., leveraging the language capabilities of LLMs in time series contexts. Although they have achieved impressive performance, there still exist the issues of concept drift caused by differences in data distribution and inflexibility caused by misalignment of dimensions. To this end, inspired by recent work on LVMs, we reconsider the paradigm of time series modeling. In this paper, we comprehensively explore, for the first time, the effectiveness and superiority of the Generative Pre-trained Diffusion (GPD) paradigm in real-world multivariate time series forecasting (TSF). Specifically, to mitigate performance bias introduced by sophisticated networks, we propose a straightforward MLP diffusion network for unconditional modeling of time series. Then we employ a zero-shot and tuning-free method to predict (generate) future data using historical data as prompts. The GPD paradigm is established on the time series modality, effectively preventing the phenomenon of concept drift, and enabling flexible forecasting of arbitrary lengths. We demonstrate that the GPD paradigm achieves comprehensive performance and generalization comparable to current SOTA LLM-based and deep model paradigms on mainstream benchmarks and various TSF tasks. Extensive experiments validate the potential of the GPD paradigm and its assistance in future related research.

Time series forecasting is an important and forefront task in many real-world applications. However, most of time series forecasting techniques assume that the training data is clean without anomalies. This assumption is unrealistic since the collected time series data can be contaminated in practice. The forecasting model will be inferior if it is directly trained by time series with anomalies. Thus it is essential to develop methods to automatically learn a robust forecasting model from the contaminated data. In this paper, we first statistically define three types of anomalies, then theoretically and experimentally analyze the loss robustness and sample robustness when these anomalies exist. Based on our analyses, we propose a simple and efficient algorithm to learn a robust forecasting model. Extensive experiments show that our method is highly robust and outperforms all existing approaches. The code is available at https://github.com/haochenglouis/RobustTSF.

Deep neural networks are often applied to medical images to automate the problem of medical diagnosis. However, a more clinically relevant question that practitioners usually face is how to predict the future trajectory of a disease. Current methods for prognosis or disease trajectory forecasting often require domain knowledge and are complicated to apply. In this paper, we formulate the prognosis prediction problem as a one-to-many prediction problem. Inspired by a clinical decision-making process with two agents -- a radiologist and a general practitioner -- we predict prognosis with two transformer-based components that share information with each other. The first transformer in this framework aims to analyze the imaging data, and the second one leverages its internal states as inputs, also fusing them with auxiliary clinical data. The temporal nature of the problem is modeled within the transformer states, allowing us to treat the forecasting problem as a multi-task classification, for which we propose a novel loss. We show the effectiveness of our approach in predicting the development of structural knee osteoarthritis changes and forecasting Alzheimer's disease clinical status directly from raw multi-modal data. The proposed method outperforms multiple state-of-the-art baselines with respect to performance and calibration, both of which are needed for real-world applications. An open-source implementation of our method is made publicly available at https://github.com/Oulu-IMEDS/CLIMATv2.

The stable periodic patterns present in time series data serve as the foundation for conducting long-horizon forecasts. In this paper, we pioneer the exploration of explicitly modeling this periodicity to enhance the performance of models in long-term time series forecasting (LTSF) tasks. Specifically, we introduce the Residual Cycle Forecasting (RCF) technique, which utilizes learnable recurrent cycles to model the inherent periodic patterns within sequences, and then performs predictions on the residual components of the modeled cycles. Combining RCF with a Linear layer or a shallow MLP forms the simple yet powerful method proposed in this paper, called CycleNet. CycleNet achieves state-of-the-art prediction accuracy in multiple domains including electricity, weather, and energy, while offering significant efficiency advantages by reducing over 90% of the required parameter quantity. Furthermore, as a novel plug-and-play technique, the RCF can also significantly improve the prediction accuracy of existing models, including PatchTST and iTransformer. The source code is available at: https://github.com/ACAT-SCUT/CycleNet.

Neural Temporal Point Processes (TPPs) are the prevalent paradigm for modeling continuous-time event sequences, such as user activities on the web and financial transactions. In real-world applications, event data is typically received in a streaming manner, where the distribution of patterns may shift over time. Additionally, privacy and memory constraints are commonly observed in practical scenarios, further compounding the challenges. Therefore, the continuous monitoring of a TPP to learn the streaming event sequence is an important yet under-explored problem. Our work paper addresses this challenge by adopting Continual Learning (CL), which makes the model capable of continuously learning a sequence of tasks without catastrophic forgetting under realistic constraints. Correspondingly, we propose a simple yet effective framework, PromptTPPOur code is available at {\small \url{ https://github.com/yanyanSann/PromptTPP}}, by integrating the base TPP with a continuous-time retrieval prompt pool. The prompts, small learnable parameters, are stored in a memory space and jointly optimized with the base TPP, ensuring that the model learns event streams sequentially without buffering past examples or task-specific attributes. We present a novel and realistic experimental setup for modeling event streams, where PromptTPP consistently achieves state-of-the-art performance across three real user behavior datasets.

Time Series Forecasting has been an active area of research due to its many applications ranging from network usage prediction, resource allocation, anomaly detection, and predictive maintenance. Numerous publications published in the last five years have proposed diverse sets of objective loss functions to address cases such as biased data, long-term forecasting, multicollinear features, etc. In this paper, we have summarized 14 well-known regression loss functions commonly used for time series forecasting and listed out the circumstances where their application can aid in faster and better model convergence. We have also demonstrated how certain categories of loss functions perform well across all data sets and can be considered as a baseline objective function in circumstances where the distribution of the data is unknown. Our code is available at GitHub: https://github.com/aryan-jadon/Regression-Loss-Functions-in-Time-Series-Forecasting-Tensorflow.

Multi-modal trajectory forecasting methods commonly evaluate using single-agent metrics (marginal metrics), such as minimum Average Displacement Error (ADE) and Final Displacement Error (FDE), which fail to capture joint performance of multiple interacting agents. Only focusing on marginal metrics can lead to unnatural predictions, such as colliding trajectories or diverging trajectories for people who are clearly walking together as a group. Consequently, methods optimized for marginal metrics lead to overly-optimistic estimations of performance, which is detrimental to progress in trajectory forecasting research. In response to the limitations of marginal metrics, we present the first comprehensive evaluation of state-of-the-art (SOTA) trajectory forecasting methods with respect to multi-agent metrics (joint metrics): JADE, JFDE, and collision rate. We demonstrate the importance of joint metrics as opposed to marginal metrics with quantitative evidence and qualitative examples drawn from the ETH / UCY and Stanford Drone datasets. We introduce a new loss function incorporating joint metrics that, when applied to a SOTA trajectory forecasting method, achieves a 7% improvement in JADE / JFDE on the ETH / UCY datasets with respect to the previous SOTA. Our results also indicate that optimizing for joint metrics naturally leads to an improvement in interaction modeling, as evidenced by a 16% decrease in mean collision rate on the ETH / UCY datasets with respect to the previous SOTA.

Temperature scaling is a popular technique for tuning the sharpness of a model distribution. It is used extensively for sampling likely generations and calibrating model uncertainty, and even features as a controllable parameter to many large language models in deployment. However, autoregressive models rely on myopic temperature scaling that greedily optimizes the next token. To address this, we propose Long Horizon Temperature Scaling (LHTS), a novel approach for sampling from temperature-scaled joint distributions. LHTS is compatible with all likelihood-based models, and optimizes for the long-horizon likelihood of samples. We derive a temperature-dependent LHTS objective, and show that fine-tuning a model on a range of temperatures produces a single model capable of generation with a controllable long-horizon temperature parameter. We experiment with LHTS on image diffusion models and character/language autoregressive models, demonstrating advantages over myopic temperature scaling in likelihood and sample quality, and showing improvements in accuracy on a multiple choice analogy task by 10%.

Recently, the community has made tremendous progress in developing effective methods for point cloud video understanding that learn from massive amounts of labeled data. However, annotating point cloud videos is usually notoriously expensive. Moreover, training via one or only a few traditional tasks (e.g., classification) may be insufficient to learn subtle details of the spatio-temporal structure existing in point cloud videos. In this paper, we propose a Masked Spatio-Temporal Structure Prediction (MaST-Pre) method to capture the structure of point cloud videos without human annotations. MaST-Pre is based on spatio-temporal point-tube masking and consists of two self-supervised learning tasks. First, by reconstructing masked point tubes, our method is able to capture the appearance information of point cloud videos. Second, to learn motion, we propose a temporal cardinality difference prediction task that estimates the change in the number of points within a point tube. In this way, MaST-Pre is forced to model the spatial and temporal structure in point cloud videos. Extensive experiments on MSRAction-3D, NTU-RGBD, NvGesture, and SHREC'17 demonstrate the effectiveness of the proposed method.

In this paper, we tackle the important yet under-investigated problem of making long-horizon prediction of event sequences. Existing state-of-the-art models do not perform well at this task due to their autoregressive structure. We propose HYPRO, a hybridly normalized probabilistic model that naturally fits this task: its first part is an autoregressive base model that learns to propose predictions; its second part is an energy function that learns to reweight the proposals such that more realistic predictions end up with higher probabilities. We also propose efficient training and inference algorithms for this model. Experiments on multiple real-world datasets demonstrate that our proposed HYPRO model can significantly outperform previous models at making long-horizon predictions of future events. We also conduct a range of ablation studies to investigate the effectiveness of each component of our proposed methods.

We present PointInfinity, an efficient family of point cloud diffusion models. Our core idea is to use a transformer-based architecture with a fixed-size, resolution-invariant latent representation. This enables efficient training with low-resolution point clouds, while allowing high-resolution point clouds to be generated during inference. More importantly, we show that scaling the test-time resolution beyond the training resolution improves the fidelity of generated point clouds and surfaces. We analyze this phenomenon and draw a link to classifier-free guidance commonly used in diffusion models, demonstrating that both allow trading off fidelity and variability during inference. Experiments on CO3D show that PointInfinity can efficiently generate high-resolution point clouds (up to 131k points, 31 times more than Point-E) with state-of-the-art quality.

The recent boom of linear forecasting models questions the ongoing passion for architectural modifications of Transformer-based forecasters. These forecasters leverage Transformers to model the global dependencies over temporal tokens of time series, with each token formed by multiple variates of the same timestamp. However, Transformers are challenged in forecasting series with larger lookback windows due to performance degradation and computation explosion. Besides, the embedding for each temporal token fuses multiple variates that represent potential delayed events and distinct physical measurements, which may fail in learning variate-centric representations and result in meaningless attention maps. In this work, we reflect on the competent duties of Transformer components and repurpose the Transformer architecture without any modification to the basic components. We propose iTransformer that simply applies the attention and feed-forward network on the inverted dimensions. Specifically, the time points of individual series are embedded into variate tokens which are utilized by the attention mechanism to capture multivariate correlations; meanwhile, the feed-forward network is applied for each variate token to learn nonlinear representations. The iTransformer model achieves state-of-the-art on challenging real-world datasets, which further empowers the Transformer family with promoted performance, generalization ability across different variates, and better utilization of arbitrary lookback windows, making it a nice alternative as the fundamental backbone of time series forecasting. Code is available at this repository: https://github.com/thuml/iTransformer.

In recent years, there has been increasing interest in developing foundation models for time series data that can generalize across diverse downstream tasks. While numerous forecasting-oriented foundation models have been introduced, there is a notable scarcity of models tailored for time series classification. To address this gap, we present Mantis, a new open-source foundation model for time series classification based on the Vision Transformer (ViT) architecture that has been pre-trained using a contrastive learning approach. Our experimental results show that Mantis outperforms existing foundation models both when the backbone is frozen and when fine-tuned, while achieving the lowest calibration error. In addition, we propose several adapters to handle the multivariate setting, reducing memory requirements and modeling channel interdependence.

Fourier Neural Operators (FNOs) have proven to be an efficient and effective method for resolution-independent operator learning in a broad variety of application areas across scientific machine learning. A key reason for their success is their ability to accurately model long-range dependencies in spatio-temporal data by learning global convolutions in a computationally efficient manner. To this end, FNOs rely on the discrete Fourier transform (DFT), however, DFTs cause visual and spectral artifacts as well as pronounced dissipation when learning operators in spherical coordinates since they incorrectly assume a flat geometry. To overcome this limitation, we generalize FNOs on the sphere, introducing Spherical FNOs (SFNOs) for learning operators on spherical geometries. We apply SFNOs to forecasting atmospheric dynamics, and demonstrate stable auto\-regressive rollouts for a year of simulated time (1,460 steps), while retaining physically plausible dynamics. The SFNO has important implications for machine learning-based simulation of climate dynamics that could eventually help accelerate our response to climate change.

The popularity of pre-trained large models has revolutionized downstream tasks across diverse fields, such as language, vision, and multi-modality. To minimize the adaption cost for downstream tasks, many Parameter-Efficient Fine-Tuning (PEFT) techniques are proposed for language and 2D image pre-trained models. However, the specialized PEFT method for 3D pre-trained models is still under-explored. To this end, we introduce Point-PEFT, a novel framework for adapting point cloud pre-trained models with minimal learnable parameters. Specifically, for a pre-trained 3D model, we freeze most of its parameters, and only tune the newly added PEFT modules on downstream tasks, which consist of a Point-prior Prompt and a Geometry-aware Adapter. The Point-prior Prompt adopts a set of learnable prompt tokens, for which we propose to construct a memory bank with domain-specific knowledge, and utilize a parameter-free attention to enhance the prompt tokens. The Geometry-aware Adapter aims to aggregate point cloud features within spatial neighborhoods to capture fine-grained geometric information through local interactions. Extensive experiments indicate that our Point-PEFT can achieve better performance than the full fine-tuning on various downstream tasks, while using only 5% of the trainable parameters, demonstrating the efficiency and effectiveness of our approach. Code is released at https://github.com/Ivan-Tang-3D/Point-PEFT.

Designing robust and accurate predictive models for stock price prediction has been an active area of research for a long time. While on one side, the supporters of the efficient market hypothesis claim that it is impossible to forecast stock prices accurately, many researchers believe otherwise. There exist propositions in the literature that have demonstrated that if properly designed and optimized, predictive models can very accurately and reliably predict future values of stock prices. This paper presents a suite of deep learning based models for stock price prediction. We use the historical records of the NIFTY 50 index listed in the National Stock Exchange of India, during the period from December 29, 2008 to July 31, 2020, for training and testing the models. Our proposition includes two regression models built on convolutional neural networks and three long and short term memory network based predictive models. To forecast the open values of the NIFTY 50 index records, we adopted a multi step prediction technique with walk forward validation. In this approach, the open values of the NIFTY 50 index are predicted on a time horizon of one week, and once a week is over, the actual index values are included in the training set before the model is trained again, and the forecasts for the next week are made. We present detailed results on the forecasting accuracies for all our proposed models. The results show that while all the models are very accurate in forecasting the NIFTY 50 open values, the univariate encoder decoder convolutional LSTM with the previous two weeks data as the input is the most accurate model. On the other hand, a univariate CNN model with previous one week data as the input is found to be the fastest model in terms of its execution speed.

Temporal data such as time series can be viewed as discretized measurements of the underlying function. To build a generative model for such data we have to model the stochastic process that governs it. We propose a solution by defining the denoising diffusion model in the function space which also allows us to naturally handle irregularly-sampled observations. The forward process gradually adds noise to functions, preserving their continuity, while the learned reverse process removes the noise and returns functions as new samples. To this end, we define suitable noise sources and introduce novel denoising and score-matching models. We show how our method can be used for multivariate probabilistic forecasting and imputation, and how our model can be interpreted as a neural process.

With the rapid development and evolution of sophisticated algorithms for statistical analysis of time series data, the research community has started spending considerable effort in technical analysis of such data. Forecasting is also an area which has witnessed a paradigm shift in its approach. In this work, we have used the time series of the index values of the Auto sector in India during January 2010 to December 2015 for a deeper understanding of the behavior of its three constituent components, e.g., the Trend, the Seasonal component, and the Random component. Based on this structural analysis, we have also designed three approaches for forecasting and also computed their accuracy in prediction using suitably chosen training and test data sets. The results clearly demonstrate the accuracy of our decomposition results and efficiency of our forecasting techniques, even in presence of a dominant Random component in the time series.

Robust planning in interactive scenarios requires predicting the uncertain future to make risk-aware decisions. Unfortunately, due to long-tail safety-critical events, the risk is often under-estimated by finite-sampling approximations of probabilistic motion forecasts. This can lead to overconfident and unsafe robot behavior, even with robust planners. Instead of assuming full prediction coverage that robust planners require, we propose to make prediction itself risk-aware. We introduce a new prediction objective to learn a risk-biased distribution over trajectories, so that risk evaluation simplifies to an expected cost estimation under this biased distribution. This reduces the sample complexity of the risk estimation during online planning, which is needed for safe real-time performance. Evaluation results in a didactic simulation environment and on a real-world dataset demonstrate the effectiveness of our approach. The code and a demo are available.

Earth system models suffer from various structural and parametric errors in their representation of nonlinear, multi-scale processes, leading to uncertainties in their long-term projections. The effects of many of these errors (particularly those due to fast physics) can be quantified in short-term simulations, e.g., as differences between the predicted and observed states (analysis increments). With the increase in the availability of high-quality observations and simulations, learning nudging from these increments to correct model errors has become an active research area. However, most studies focus on using neural networks, which while powerful, are hard to interpret, are data-hungry, and poorly generalize out-of-distribution. Here, we show the capabilities of Model Error Discovery with Interpretability and Data Assimilation (MEDIDA), a general, data-efficient framework that uses sparsity-promoting equation-discovery techniques to learn model errors from analysis increments. Using two-layer quasi-geostrophic turbulence as the test case, MEDIDA is shown to successfully discover various linear and nonlinear structural/parametric errors when full observations are available. Discovery from spatially sparse observations is found to require highly accurate interpolation schemes. While NNs have shown success as interpolators in recent studies, here, they are found inadequate due to their inability to accurately represent small scales, a phenomenon known as spectral bias. We show that a general remedy, adding a random Fourier feature layer to the NN, resolves this issue enabling MEDIDA to successfully discover model errors from sparse observations. These promising results suggest that with further development, MEDIDA could be scaled up to models of the Earth system and real observations.

Conventional supervised learning methods typically assume i.i.d samples and are found to be sensitive to out-of-distribution (OOD) data. We propose Generative Causal Representation Learning (GCRL) which leverages causality to facilitate knowledge transfer under distribution shifts. While we evaluate the effectiveness of our proposed method in human trajectory prediction models, GCRL can be applied to other domains as well. First, we propose a novel causal model that explains the generative factors in motion forecasting datasets using features that are common across all environments and with features that are specific to each environment. Selection variables are used to determine which parts of the model can be directly transferred to a new environment without fine-tuning. Second, we propose an end-to-end variational learning paradigm to learn the causal mechanisms that generate observations from features. GCRL is supported by strong theoretical results that imply identifiability of the causal model under certain assumptions. Experimental results on synthetic and real-world motion forecasting datasets show the robustness and effectiveness of our proposed method for knowledge transfer under zero-shot and low-shot settings by substantially outperforming the prior motion forecasting models on out-of-distribution prediction. Our code is available at https://github.com/sshirahmad/GCRL.

In medical applications, deep learning methods are built to automate diagnostic tasks. However, a clinically relevant question that practitioners usually face, is how to predict the future trajectory of a disease (prognosis). Current methods for such a problem often require domain knowledge, and are complicated to apply. In this paper, we formulate the prognosis prediction problem as a one-to-many forecasting problem from multimodal data. Inspired by a clinical decision-making process with two agents -- a radiologist and a general practitioner, we model a prognosis prediction problem with two transformer-based components that share information between each other. The first block in this model aims to analyze the imaging data, and the second block leverages the internal representations of the first one as inputs, also fusing them with auxiliary patient data. We show the effectiveness of our method in predicting the development of structural knee osteoarthritis changes over time. Our results show that the proposed method outperforms the state-of-the-art baselines in terms of various performance metrics. In addition, we empirically show that the existence of the multi-agent transformers with depths of 2 is sufficient to achieve good performances. Our code is publicly available at https://github.com/MIPT-Oulu/CLIMAT.

Air pollution remains a leading global health risk, exacerbated by rapid industrialization and urbanization, contributing significantly to morbidity and mortality rates. In this paper, we introduce AirCast, a novel multi-variable air pollution forecasting model, by combining weather and air quality variables. AirCast employs a multi-task head architecture that simultaneously forecasts atmospheric conditions and pollutant concentrations, improving its understanding of how weather patterns affect air quality. Predicting extreme pollution events is challenging due to their rare occurrence in historic data, resulting in a heavy-tailed distribution of pollution levels. To address this, we propose a novel Frequency-weighted Mean Absolute Error (fMAE) loss, adapted from the class-balanced loss for regression tasks. Informed from domain knowledge, we investigate the selection of key variables known to influence pollution levels. Additionally, we align existing weather and chemical datasets across spatial and temporal dimensions. AirCast's integrated approach, combining multi-task learning, frequency weighted loss and domain informed variable selection, enables more accurate pollution forecasts. Our source code and models are made public here (https://github.com/vishalned/AirCast.git)

A model involving Gaussian processes (GPs) is introduced to simultaneously handle multi-task learning, clustering, and prediction for multiple functional data. This procedure acts as a model-based clustering method for functional data as well as a learning step for subsequent predictions for new tasks. The model is instantiated as a mixture of multi-task GPs with common mean processes. A variational EM algorithm is derived for dealing with the optimisation of the hyper-parameters along with the hyper-posteriors' estimation of latent variables and processes. We establish explicit formulas for integrating the mean processes and the latent clustering variables within a predictive distribution, accounting for uncertainty on both aspects. This distribution is defined as a mixture of cluster-specific GP predictions, which enhances the performances when dealing with group-structured data. The model handles irregular grid of observations and offers different hypotheses on the covariance structure for sharing additional information across tasks. The performances on both clustering and prediction tasks are assessed through various simulated scenarios and real datasets. The overall algorithm, called MagmaClust, is publicly available as an R package.

Model uncertainty and limited data are fundamental challenges to robust management of human intervention in a natural system. These challenges are acutely highlighted by concerns that many ecological systems may contain tipping points, such as Allee population sizes. Before a collapse, we do not know where the tipping points lie, if they exist at all. Hence, we know neither a complete model of the system dynamics nor do we have access to data in some large region of state-space where such a tipping point might exist. We illustrate how a Bayesian Non-Parametric (BNP) approach using a Gaussian Process (GP) prior provides a flexible representation of this inherent uncertainty. We embed GPs in a Stochastic Dynamic Programming (SDP) framework in order to make robust management predictions with both model uncertainty and limited data. We use simulations to evaluate this approach as compared with the standard approach of using model selection to choose from a set of candidate models. We find that model selection erroneously favors models without tipping points -- leading to harvest policies that guarantee extinction. The GPDP performs nearly as well as the true model and significantly outperforms standard approaches. We illustrate this using examples of simulated single-species dynamics, where the standard model selection approach should be most effective, and find that it still fails to account for uncertainty appropriately and leads to population crashes, while management based on the GPDP does not, since it does not underestimate the uncertainty outside of the observed data.

Artificial Intelligence (AI) weather prediction (AIWP) models are powerful tools for medium-range forecasts but often lack physical consistency, leading to outputs that violate conservation laws. This study introduces a set of novel physics-based schemes designed to enforce the conservation of global dry air mass, moisture budget, and total atmospheric energy in AIWP models. The schemes are highly modular, allowing for seamless integration into a wide range of AI model architectures. Forecast experiments are conducted to demonstrate the benefit of conservation schemes using FuXi, an example AIWP model, modified and adapted for 1.0-degree grid spacing. Verification results show that the conservation schemes can guide the model in producing forecasts that obey conservation laws. The forecast skills of upper-air and surface variables are also improved, with longer forecast lead times receiving larger benefits. Notably, large performance gains are found in the total precipitation forecasts, owing to the reduction of drizzle bias. The proposed conservation schemes establish a foundation for implementing other physics-based schemes in the future. They also provide a new way to integrate atmospheric domain knowledge into the design and refinement of AIWP models.

Blocking events are an important cause of extreme weather, especially long-lasting blocking events that trap weather systems in place. The duration of blocking events is, however, underestimated in climate models. Explainable Artificial Intelligence are a class of data analysis methods that can help identify physical causes of prolonged blocking events and diagnose model deficiencies. We demonstrate this approach on an idealized quasigeostrophic model developed by Marshall and Molteni (1993). We train a convolutional neural network (CNN), and subsequently, build a sparse predictive model for the persistence of Atlantic blocking, conditioned on an initial high-pressure anomaly. Shapley Additive ExPlanation (SHAP) analysis reveals that high-pressure anomalies in the American Southeast and North Atlantic, separated by a trough over Atlantic Canada, contribute significantly to prediction of sustained blocking events in the Atlantic region. This agrees with previous work that identified precursors in the same regions via wave train analysis. When we apply the same CNN to blockings in the ERA5 atmospheric reanalysis, there is insufficient data to accurately predict persistent blocks. We partially overcome this limitation by pre-training the CNN on the plentiful data of the Marshall-Molteni model, and then using Transfer Learning to achieve better predictions than direct training. SHAP analysis before and after transfer learning allows a comparison between the predictive features in the reanalysis and the quasigeostrophic model, quantifying dynamical biases in the idealized model. This work demonstrates the potential for machine learning methods to extract meaningful precursors of extreme weather events and achieve better prediction using limited observational data.

The availability of reliable, high-resolution climate and weather data is important to inform long-term decisions on climate adaptation and mitigation and to guide rapid responses to extreme events. Forecasting models are limited by computational costs and, therefore, often generate coarse-resolution predictions. Statistical downscaling, including super-resolution methods from deep learning, can provide an efficient method of upsampling low-resolution data. However, despite achieving visually compelling results in some cases, such models frequently violate conservation laws when predicting physical variables. In order to conserve physical quantities, here we introduce methods that guarantee statistical constraints are satisfied by a deep learning downscaling model, while also improving their performance according to traditional metrics. We compare different constraining approaches and demonstrate their applicability across different neural architectures as well as a variety of climate and weather data sets. Besides enabling faster and more accurate climate predictions through downscaling, we also show that our novel methodologies can improve super-resolution for satellite data and natural images data sets.

Point cloud is an important type of geometric data structure. Due to its irregular format, most researchers transform such data to regular 3D voxel grids or collections of images. This, however, renders data unnecessarily voluminous and causes issues. In this paper, we design a novel type of neural network that directly consumes point clouds and well respects the permutation invariance of points in the input. Our network, named PointNet, provides a unified architecture for applications ranging from object classification, part segmentation, to scene semantic parsing. Though simple, PointNet is highly efficient and effective. Empirically, it shows strong performance on par or even better than state of the art. Theoretically, we provide analysis towards understanding of what the network has learnt and why the network is robust with respect to input perturbation and corruption.

Knowledge about the hidden factors that determine particular system dynamics is crucial for both explaining them and pursuing goal-directed interventions. Inferring these factors from time series data without supervision remains an open challenge. Here, we focus on spatiotemporal processes, including wave propagation and weather dynamics, for which we assume that universal causes (e.g. physics) apply throughout space and time. A recently introduced DIstributed SpatioTemporal graph Artificial Neural network Architecture (DISTANA) is used and enhanced to learn such processes, requiring fewer parameters and achieving significantly more accurate predictions compared to temporal convolutional neural networks and other related approaches. We show that DISTANA, when combined with a retrospective latent state inference principle called active tuning, can reliably derive location-respective hidden causal factors. In a current weather prediction benchmark, DISTANA infers our planet's land-sea mask solely by observing temperature dynamics and, meanwhile, uses the self inferred information to improve its own future temperature predictions.

Time series foundation models excel in zero-shot forecasting, handling diverse tasks without explicit training. However, the advancement of these models has been hindered by the lack of comprehensive benchmarks. To address this gap, we introduce the General Time Series Forecasting Model Evaluation, GIFT-Eval, a pioneering benchmark aimed at promoting evaluation across diverse datasets. GIFT-Eval encompasses 28 datasets over 144,000 time series and 177 million data points, spanning seven domains, 10 frequencies, multivariate inputs, and prediction lengths ranging from short to long-term forecasts. To facilitate the effective pretraining and evaluation of foundation models, we also provide a non-leaking pretraining dataset containing approximately 230 billion data points. Additionally, we provide a comprehensive analysis of 17 baselines, which includes statistical models, deep learning models, and foundation models. We discuss each model in the context of various benchmark characteristics and offer a qualitative analysis that spans both deep learning and foundation models. We believe the insights from this analysis, along with access to this new standard zero-shot time series forecasting benchmark, will guide future developments in time series foundation models. The codebase, datasets, and a leaderboard showing all the results in detail will be available soon.

A faster than real time forecast system for solar wind and interplanetary magnetic field transients that is driven by hourly updated solar magnetograms is proposed to provide a continuous nowcast of the solar corona (<0.1AU) and 24-hours forecast of the solar wind at 1 AU by solving a full 3-D MHD model. This new model has been inspired by the concept of relativity of simultaneity used in the theory of special relativity. It is based on time transformation between two coordinate systems: the solar rest frame and a boosted system in which the current observations of the solar magnetic field and tomorrow's measurement of the solar wind at 1 AU are simultaneous. In this paper we derive the modified governing equations for both hydrodynamics (HD) and magnetohydrodynamics (MHD) and present a new numerical algorithm that only modifies the conserved quantities but preserves the original HD/MHD numerical flux. The proposed method enables an efficient numerical implementation, and thus a significantly longer forecast time than the traditional method.

AI systems are notorious for their fragility; minor input changes can potentially cause major output swings. When such systems are deployed in critical areas like finance, the consequences of their uncertain behavior could be severe. In this paper, we focus on multi-modal time-series forecasting, where imprecision due to noisy or incorrect data can lead to erroneous predictions, impacting stakeholders such as analysts, investors, and traders. Recently, it has been shown that beyond numeric data, graphical transformations can be used with advanced visual models to achieve better performance. In this context, we introduce a rating methodology to assess the robustness of Multi-Modal Time-Series Forecasting Models (MM-TSFM) through causal analysis, which helps us understand and quantify the isolated impact of various attributes on the forecasting accuracy of MM-TSFM. We apply our novel rating method on a variety of numeric and multi-modal forecasting models in a large experimental setup (six input settings of control and perturbations, ten data distributions, time series from six leading stocks in three industries over a year of data, and five time-series forecasters) to draw insights on robust forecasting models and the context of their strengths. Within the scope of our study, our main result is that multi-modal (numeric + visual) forecasting, which was found to be more accurate than numeric forecasting in previous studies, can also be more robust in diverse settings. Our work will help different stakeholders of time-series forecasting understand the models` behaviors along trust (robustness) and accuracy dimensions to select an appropriate model for forecasting using our rating method, leading to improved decision-making.

We present Timer-XL, a generative Transformer for unified time series forecasting. To uniformly predict 1D and 2D time series, we generalize next token prediction, predominantly adopted for causal generation of 1D sequences, to multivariate next token prediction. The proposed paradigm uniformly formulates various forecasting scenarios as a long-context generation problem. We opt for the generative Transformer, which can capture global-range and causal dependencies while providing contextual flexibility, to implement unified forecasting on univariate series characterized by non-stationarity, multivariate time series with complicated dynamics and correlations, and covariate-informed contexts that include both endogenous and exogenous variables. Technically, we propose a universal TimeAttention to facilitate generative Transformers on time series, which can effectively capture fine-grained intra- and inter-series dependencies of flattened time series tokens (patches) and is further strengthened by position embeddings in both temporal and variable dimensions. Timer-XL achieves state-of-the-art performance across challenging forecasting benchmarks through a unified approach. As a large time series model, it demonstrates notable model transferability by large-scale pre-training, as well as contextual flexibility in token lengths, positioning it as a one-for-all forecaster.

In this paper we address the task of finding representative subsets of points in a 3D point cloud by means of a point-wise ordering. Only a few works have tried to address this challenging vision problem, all with the help of hard to obtain point and cloud labels. Different from these works, we introduce the task of point-wise ordering in 3D point clouds through self-supervision, which we call self-ordering. We further contribute the first end-to-end trainable network that learns a point-wise ordering in a self-supervised fashion. It utilizes a novel differentiable point scoring-sorting strategy and it constructs an hierarchical contrastive scheme to obtain self-supervision signals. We extensively ablate the method and show its scalability and superior performance even compared to supervised ordering methods on multiple datasets and tasks including zero-shot ordering of point clouds from unseen categories.

We propose CARFF: Conditional Auto-encoded Radiance Field for 3D Scene Forecasting, a method for predicting future 3D scenes given past observations, such as 2D ego-centric images. Our method maps an image to a distribution over plausible 3D latent scene configurations using a probabilistic encoder, and predicts the evolution of the hypothesized scenes through time. Our latent scene representation conditions a global Neural Radiance Field (NeRF) to represent a 3D scene model, which enables explainable predictions and straightforward downstream applications. This approach extends beyond previous neural rendering work by considering complex scenarios of uncertainty in environmental states and dynamics. We employ a two-stage training of Pose-Conditional-VAE and NeRF to learn 3D representations. Additionally, we auto-regressively predict latent scene representations as a partially observable Markov decision process, utilizing a mixture density network. We demonstrate the utility of our method in realistic scenarios using the CARLA driving simulator, where CARFF can be used to enable efficient trajectory and contingency planning in complex multi-agent autonomous driving scenarios involving visual occlusions.

Analysis and prediction of stock market time series data has attracted considerable interest from the research community over the last decade. Rapid development and evolution of sophisticated algorithms for statistical analysis of time series data, and availability of high-performance hardware has made it possible to process and analyze high volume stock market time series data effectively, in real-time. Among many other important characteristics and behavior of such data, forecasting is an area which has witnessed considerable focus. In this work, we have used time series of the index values of the Auto sector in India during January 2010 to December 2015 for a deeper understanding of the behavior of its three constituent components, e.g., the trend, the seasonal component, and the random component. Based on this structural analysis, we have also designed five approaches for forecasting and also computed their accuracy in prediction using suitably chosen training and test data sets. Extensive results are presented to demonstrate the effectiveness of our proposed decomposition approaches of time series and the efficiency of our forecasting techniques, even in presence of a random component and a sharply changing trend component in the time-series.

State-of-the-art space science missions increasingly rely on automation due to spacecraft complexity and the costs of human oversight. The high volume of data, including scientific and telemetry data, makes manual inspection challenging. Machine learning offers significant potential to meet these demands. The Euclid space telescope, in its survey phase since February 2024, exemplifies this shift. Euclid's success depends on accurate monitoring and interpretation of housekeeping telemetry and science-derived data. Thousands of telemetry parameters, monitored as time series, may or may not impact the quality of scientific data. These parameters have complex interdependencies, often due to physical relationships (e.g., proximity of temperature sensors). Optimising science operations requires careful anomaly detection and identification of hidden parameter states. Moreover, understanding the interactions between known anomalies and physical quantities is crucial yet complex, as related parameters may display anomalies with varied timing and intensity. We address these challenges by analysing temperature anomalies in Euclid's telemetry from February to August 2024, focusing on eleven temperature parameters and 35 covariates. We use a predictive XGBoost model to forecast temperatures based on historical values, detecting anomalies as deviations from predictions. A second XGBoost model predicts anomalies from covariates, capturing their relationships to temperature anomalies. We identify the top three anomalies per parameter and analyse their interactions with covariates using SHAP (Shapley Additive Explanations), enabling rapid, automated analysis of complex parameter relationships. Our method demonstrates how machine learning can enhance telemetry monitoring, offering scalable solutions for other missions with similar data challenges.

Multivariate Time Series (MTS) forecasting is a fundamental task with numerous real-world applications, such as transportation, climate, and epidemiology. While a myriad of powerful deep learning models have been developed for this task, few works have explored the robustness of MTS forecasting models to malicious attacks, which is crucial for their trustworthy employment in high-stake scenarios. To address this gap, we dive deep into the backdoor attacks on MTS forecasting models and propose an effective attack method named BackTime.By subtly injecting a few stealthy triggers into the MTS data, BackTime can alter the predictions of the forecasting model according to the attacker's intent. Specifically, BackTime first identifies vulnerable timestamps in the data for poisoning, and then adaptively synthesizes stealthy and effective triggers by solving a bi-level optimization problem with a GNN-based trigger generator. Extensive experiments across multiple datasets and state-of-the-art MTS forecasting models demonstrate the effectiveness, versatility, and stealthiness of attacks. The code is available at https://github.com/xiaolin-cs/BackTime.

Point cloud analysis (such as 3D segmentation and detection) is a challenging task, because of not only the irregular geometries of many millions of unordered points, but also the great variations caused by depth, viewpoint, occlusion, etc. Current studies put much focus on the adaption of neural networks to the complex geometries of point clouds, but are blind to a fundamental question: how to learn an appropriate point embedding space that is aware of both discriminative semantics and challenging variations? As a response, we propose a clustering based supervised learning scheme for point cloud analysis. Unlike current de-facto, scene-wise training paradigm, our algorithm conducts within-class clustering on the point embedding space for automatically discovering subclass patterns which are latent yet representative across scenes. The mined patterns are, in turn, used to repaint the embedding space, so as to respect the underlying distribution of the entire training dataset and improve the robustness to the variations. Our algorithm is principled and readily pluggable to modern point cloud segmentation networks during training, without extra overhead during testing. With various 3D network architectures (i.e., voxel-based, point-based, Transformer-based, automatically searched), our algorithm shows notable improvements on famous point cloud segmentation datasets (i.e.,2.0-2.6% on single-scan and 2.0-2.2% multi-scan of SemanticKITTI, 1.8-1.9% on S3DIS, in terms of mIoU). Our algorithm also demonstrates utility in 3D detection, showing 2.0-3.4% mAP gains on KITTI.

We present a novel approach for traffic forecasting in urban traffic scenarios using a combination of spectral graph analysis and deep learning. We predict both the low-level information (future trajectories) as well as the high-level information (road-agent behavior) from the extracted trajectory of each road-agent. Our formulation represents the proximity between the road agents using a weighted dynamic geometric graph (DGG). We use a two-stream graph-LSTM network to perform traffic forecasting using these weighted DGGs. The first stream predicts the spatial coordinates of road-agents, while the second stream predicts whether a road-agent is going to exhibit overspeeding, underspeeding, or neutral behavior by modeling spatial interactions between road-agents. Additionally, we propose a new regularization algorithm based on spectral clustering to reduce the error margin in long-term prediction (3-5 seconds) and improve the accuracy of the predicted trajectories. Moreover, we prove a theoretical upper bound on the regularized prediction error. We evaluate our approach on the Argoverse, Lyft, Apolloscape, and NGSIM datasets and highlight the benefits over prior trajectory prediction methods. In practice, our approach reduces the average prediction error by approximately 75% over prior algorithms and achieves a weighted average accuracy of 91.2% for behavior prediction. Additionally, our spectral regularization improves long-term prediction by up to 70%.

Masked point modeling has become a promising scheme of self-supervised pre-training for point clouds. Existing methods reconstruct either the original points or related features as the objective of pre-training. However, considering the diversity of downstream tasks, it is necessary for the model to have both low- and high-level representation modeling capabilities to capture geometric details and semantic contexts during pre-training. To this end, M^3CS is proposed to enable the model with the above abilities. Specifically, with masked point cloud as input, M^3CS introduces two decoders to predict masked representations and the original points simultaneously. While an extra decoder doubles parameters for the decoding process and may lead to overfitting, we propose siamese decoders to keep the amount of learnable parameters unchanged. Further, we propose an online codebook projecting continuous tokens into discrete ones before reconstructing masked points. In such way, we can enforce the decoder to take effect through the combinations of tokens rather than remembering each token. Comprehensive experiments show that M^3CS achieves superior performance at both classification and segmentation tasks, outperforming existing methods.

Multivariate time series forecasting is an important machine learning problem across many domains, including predictions of solar plant energy output, electricity consumption, and traffic jam situation. Temporal data arise in these real-world applications often involves a mixture of long-term and short-term patterns, for which traditional approaches such as Autoregressive models and Gaussian Process may fail. In this paper, we proposed a novel deep learning framework, namely Long- and Short-term Time-series network (LSTNet), to address this open challenge. LSTNet uses the Convolution Neural Network (CNN) and the Recurrent Neural Network (RNN) to extract short-term local dependency patterns among variables and to discover long-term patterns for time series trends. Furthermore, we leverage traditional autoregressive model to tackle the scale insensitive problem of the neural network model. In our evaluation on real-world data with complex mixtures of repetitive patterns, LSTNet achieved significant performance improvements over that of several state-of-the-art baseline methods. All the data and experiment codes are available online.

Hand trajectory forecasting from egocentric views is crucial for enabling a prompt understanding of human intentions when interacting with AR/VR systems. However, existing methods handle this problem in a 2D image space which is inadequate for 3D real-world applications. In this paper, we set up an egocentric 3D hand trajectory forecasting task that aims to predict hand trajectories in a 3D space from early observed RGB videos in a first-person view. To fulfill this goal, we propose an uncertainty-aware state space Transformer (USST) that takes the merits of the attention mechanism and aleatoric uncertainty within the framework of the classical state-space model. The model can be further enhanced by the velocity constraint and visual prompt tuning (VPT) on large vision transformers. Moreover, we develop an annotation workflow to collect 3D hand trajectories with high quality. Experimental results on H2O and EgoPAT3D datasets demonstrate the superiority of USST for both 2D and 3D trajectory forecasting. The code and datasets are publicly released: https://actionlab-cv.github.io/EgoHandTrajPred.

Modern techniques for physical simulations rely on numerical schemes and mesh-refinement methods to address trade-offs between precision and complexity, but these handcrafted solutions are tedious and require high computational power. Data-driven methods based on large-scale machine learning promise high adaptivity by integrating long-range dependencies more directly and efficiently. In this work, we focus on fluid dynamics and address the shortcomings of a large part of the literature, which are based on fixed support for computations and predictions in the form of regular or irregular grids. We propose a novel setup to perform predictions in a continuous spatial and temporal domain while being trained on sparse observations. We formulate the task as a double observation problem and propose a solution with two interlinked dynamical systems defined on, respectively, the sparse positions and the continuous domain, which allows to forecast and interpolate a solution from the initial condition. Our practical implementation involves recurrent GNNs and a spatio-temporal attention observer capable of interpolating the solution at arbitrary locations. Our model not only generalizes to new initial conditions (as standard auto-regressive models do) but also performs evaluation at arbitrary space and time locations. We evaluate on three standard datasets in fluid dynamics and compare to strong baselines, which are outperformed both in classical settings and in the extended new task requiring continuous predictions.

Air pollution poses a significant threat to public health and well-being, particularly in urban areas. This study introduces a series of machine-learning models that integrate data from the Sentinel-5P satellite, meteorological conditions, and topological characteristics to forecast future levels of five major pollutants. The investigation delineates the process of data collection, detailing the combination of diverse data sources utilized in the study. Through experiments conducted in the Milan metropolitan area, the models demonstrate their efficacy in predicting pollutant levels for the forthcoming day, achieving a percentage error of around 30%. The proposed models are advantageous as they are independent of monitoring stations, facilitating their use in areas without existing infrastructure. Additionally, we have released the collected dataset to the public, aiming to stimulate further research in this field. This research contributes to advancing our understanding of urban air quality dynamics and emphasizes the importance of amalgamating satellite, meteorological, and topographical data to develop robust pollution forecasting models.

The prediction of ship trajectories is a growing field of study in artificial intelligence. Traditional methods rely on the use of LSTM, GRU networks, and even Transformer architectures for the prediction of spatio-temporal series. This study proposes a viable alternative for predicting these trajectories using only GNSS positions. It considers this spatio-temporal problem as a natural language processing problem. The latitude/longitude coordinates of AIS messages are transformed into cell identifiers using the H3 index. Thanks to the pseudo-octal representation, it becomes easier for language models to learn the spatial hierarchy of the H3 index. The method is compared with a classical Kalman filter, widely used in the maritime domain, and introduces the Fr\'echet distance as the main evaluation metric. We show that it is possible to predict ship trajectories quite precisely up to 8 hours with 30 minutes of context. We demonstrate that this alternative works well enough to predict trajectories worldwide.

Text-to-3D generation has recently garnered significant attention, fueled by 2D diffusion models trained on billions of image-text pairs. Existing methods primarily rely on score distillation to leverage the 2D diffusion priors to supervise the generation of 3D models, e.g., NeRF. However, score distillation is prone to suffer the view inconsistency problem, and implicit NeRF modeling can also lead to an arbitrary shape, thus leading to less realistic and uncontrollable 3D generation. In this work, we propose a flexible framework of Points-to-3D to bridge the gap between sparse yet freely available 3D points and realistic shape-controllable 3D generation by distilling the knowledge from both 2D and 3D diffusion models. The core idea of Points-to-3D is to introduce controllable sparse 3D points to guide the text-to-3D generation. Specifically, we use the sparse point cloud generated from the 3D diffusion model, Point-E, as the geometric prior, conditioned on a single reference image. To better utilize the sparse 3D points, we propose an efficient point cloud guidance loss to adaptively drive the NeRF's geometry to align with the shape of the sparse 3D points. In addition to controlling the geometry, we propose to optimize the NeRF for a more view-consistent appearance. To be specific, we perform score distillation to the publicly available 2D image diffusion model ControlNet, conditioned on text as well as depth map of the learned compact geometry. Qualitative and quantitative comparisons demonstrate that Points-to-3D improves view consistency and achieves good shape controllability for text-to-3D generation. Points-to-3D provides users with a new way to improve and control text-to-3D generation.

Recent advancements in visual localization and mapping have demonstrated considerable success in integrating point and line features. However, expanding the localization framework to include additional mapping components frequently results in increased demand for memory and computational resources dedicated to matching tasks. In this study, we show how a lightweight neural network can learn to represent both 3D point and line features, and exhibit leading pose accuracy by harnessing the power of multiple learned mappings. Specifically, we utilize a single transformer block to encode line features, effectively transforming them into distinctive point-like descriptors. Subsequently, we treat these point and line descriptor sets as distinct yet interconnected feature sets. Through the integration of self- and cross-attention within several graph layers, our method effectively refines each feature before regressing 3D maps using two simple MLPs. In comprehensive experiments, our indoor localization findings surpass those of Hloc and Limap across both point-based and line-assisted configurations. Moreover, in outdoor scenarios, our method secures a significant lead, marking the most considerable enhancement over state-of-the-art learning-based methodologies. The source code and demo videos of this work are publicly available at: https://thpjp.github.io/pl2map/

In this paper, we introduce PredBench, a benchmark tailored for the holistic evaluation of spatio-temporal prediction networks. Despite significant progress in this field, there remains a lack of a standardized framework for a detailed and comparative analysis of various prediction network architectures. PredBench addresses this gap by conducting large-scale experiments, upholding standardized and appropriate experimental settings, and implementing multi-dimensional evaluations. This benchmark integrates 12 widely adopted methods with 15 diverse datasets across multiple application domains, offering extensive evaluation of contemporary spatio-temporal prediction networks. Through meticulous calibration of prediction settings across various applications, PredBench ensures evaluations relevant to their intended use and enables fair comparisons. Moreover, its multi-dimensional evaluation framework broadens the analysis with a comprehensive set of metrics, providing deep insights into the capabilities of models. The findings from our research offer strategic directions for future developments in the field. Our codebase is available at https://github.com/OpenEarthLab/PredBench.

Catastrophic regime shifts in complex natural systems may be averted through advanced detection. Recent work has provided a proof-of-principle that many systems approaching a catastrophic transition may be identified through the lens of early warning indicators such as rising variance or increased return times. Despite widespread appreciation of the difficulties and uncertainty involved in such forecasts, proposed methods hardly ever characterize their expected error rates. Without the benefits of replicates, controls, or hindsight, applications of these approaches must quantify how reliable different indicators are in avoiding false alarms, and how sensitive they are to missing subtle warning signs. We propose a model based approach in order to quantify this trade-off between reliability and sensitivity and allow comparisons between different indicators. We show these error rates can be quite severe for common indicators even under favorable assumptions, and also illustrate how a model-based indicator can improve this performance. We demonstrate how the performance of an early warning indicator varies in different data sets, and suggest that uncertainty quantification become a more central part of early warning predictions.

Due to the recurrent structure of RNN, the long information propagation path poses limitations in capturing long-term dependencies, gradient explosion/vanishing issues, and inefficient sequential execution. Based on this, we propose a novel paradigm called Parallel Gated Network (PGN) as the new successor to RNN. PGN directly captures information from previous time steps through the designed Historical Information Extraction (HIE) layer and leverages gated mechanisms to select and fuse it with the current time step information. This reduces the information propagation path to O(1), effectively addressing the limitations of RNN. To enhance PGN's performance in long-range time series forecasting tasks, we propose a novel temporal modeling framework called Temporal PGN (TPGN). TPGN incorporates two branches to comprehensively capture the semantic information of time series. One branch utilizes PGN to capture long-term periodic patterns while preserving their local characteristics. The other branch employs patches to capture short-term information and aggregate the global representation of the series. TPGN achieves a theoretical complexity of O(L), ensuring efficiency in its operations. Experimental results on five benchmark datasets demonstrate the state-of-the-art (SOTA) performance and high efficiency of TPGN, further confirming the effectiveness of PGN as the new successor to RNN in long-range time series forecasting. The code is available in this repository: https://github.com/Water2sea/TPGN.

Accurate uncertainty measurement is a key step to building robust and reliable machine learning systems. Conformal prediction is a distribution-free uncertainty quantification algorithm popular for its ease of implementation, statistical coverage guarantees, and versatility for underlying forecasters. However, existing conformal prediction algorithms for time series are limited to single-step prediction without considering the temporal dependency. In this paper, we propose a Copula Conformal Prediction algorithm for multivariate, multi-step Time Series forecasting, CopulaCPTS. We prove that CopulaCPTS has finite sample validity guarantee. On several synthetic and real-world multivariate time series datasets, we show that CopulaCPTS produces more calibrated and sharp confidence intervals for multi-step prediction tasks than existing techniques.

Time series forecasting has been a widely explored task of great importance in many applications. However, it is common that real-world time series data are recorded in a short time period, which results in a big gap between the deep model and the limited and noisy time series. In this work, we propose to address the time series forecasting problem with generative modeling and propose a bidirectional variational auto-encoder (BVAE) equipped with diffusion, denoise, and disentanglement, namely D3VAE. Specifically, a coupled diffusion probabilistic model is proposed to augment the time series data without increasing the aleatoric uncertainty and implement a more tractable inference process with BVAE. To ensure the generated series move toward the true target, we further propose to adapt and integrate the multiscale denoising score matching into the diffusion process for time series forecasting. In addition, to enhance the interpretability and stability of the prediction, we treat the latent variable in a multivariate manner and disentangle them on top of minimizing total correlation. Extensive experiments on synthetic and real-world data show that D3VAE outperforms competitive algorithms with remarkable margins. Our implementation is available at https://github.com/PaddlePaddle/PaddleSpatial/tree/main/research/D3VAE.

In the realm of time series forecasting (TSF), it is imperative for models to adeptly discern and distill hidden patterns within historical time series data to forecast future states. Transformer-based models exhibit formidable efficacy in TSF, primarily attributed to their advantage in apprehending these patterns. However, the quadratic complexity of the Transformer leads to low computational efficiency and high costs, which somewhat hinders the deployment of the TSF model in real-world scenarios. Recently, Mamba, a selective state space model, has gained traction due to its ability to process dependencies in sequences while maintaining near-linear complexity. For TSF tasks, these characteristics enable Mamba to comprehend hidden patterns as the Transformer and reduce computational overhead compared to the Transformer. Therefore, we propose a Mamba-based model named Simple-Mamba (S-Mamba) for TSF. Specifically, we tokenize the time points of each variate autonomously via a linear layer. A bidirectional Mamba layer is utilized to extract inter-variate correlations and a Feed-Forward Network is set to learn temporal dependencies. Finally, the generation of forecast outcomes through a linear mapping layer. Experiments on thirteen public datasets prove that S-Mamba maintains low computational overhead and achieves leading performance. Furthermore, we conduct extensive experiments to explore Mamba's potential in TSF tasks. Our code is available at https://github.com/wzhwzhwzh0921/S-D-Mamba.

We introduce a novel machine learning model for credit risk by combining tree-boosting with a latent spatio-temporal Gaussian process model accounting for frailty correlation. This allows for modeling non-linearities and interactions among predictor variables in a flexible data-driven manner and for accounting for spatio-temporal variation that is not explained by observable predictor variables. We also show how estimation and prediction can be done in a computationally efficient manner. In an application to a large U.S. mortgage credit risk data set, we find that both predictive default probabilities for individual loans and predictive loan portfolio loss distributions obtained with our novel approach are more accurate compared to conventional independent linear hazard models and also linear spatio-temporal models. Using interpretability tools for machine learning models, we find that the likely reasons for this outperformance are strong interaction and non-linear effects in the predictor variables and the presence of large spatio-temporal frailty effects.

The task of collaborative human pose forecasting stands for predicting the future poses of multiple interacting people, given those in previous frames. Predicting two people in interaction, instead of each separately, promises better performance, due to their body-body motion correlations. But the task has remained so far primarily unexplored. In this paper, we review the progress in human pose forecasting and provide an in-depth assessment of the single-person practices that perform best for 2-body collaborative motion forecasting. Our study confirms the positive impact of frequency input representations, space-time separable and fully-learnable interaction adjacencies for the encoding GCN and FC decoding. Other single-person practices do not transfer to 2-body, so the proposed best ones do not include hierarchical body modeling or attention-based interaction encoding. We further contribute a novel initialization procedure for the 2-body spatial interaction parameters of the encoder, which benefits performance and stability. Altogether, our proposed 2-body pose forecasting best practices yield a performance improvement of 21.9% over the state-of-the-art on the most recent ExPI dataset, whereby the novel initialization accounts for 3.5%. See our project page at https://www.pinlab.org/bestpractices2body

Time series forecasting plays a crucial role in decision-making across various domains, but it presents significant challenges. Recent studies have explored image-driven approaches using computer vision models to address these challenges, often employing lineplots as the visual representation of time series data. In this paper, we propose a novel approach that uses time-frequency spectrograms as the visual representation of time series data. We introduce the use of a vision transformer for multimodal learning, showcasing the advantages of our approach across diverse datasets from different domains. To evaluate its effectiveness, we compare our method against statistical baselines (EMA and ARIMA), a state-of-the-art deep learning-based approach (DeepAR), other visual representations of time series data (lineplot images), and an ablation study on using only the time series as input. Our experiments demonstrate the benefits of utilizing spectrograms as a visual representation for time series data, along with the advantages of employing a vision transformer for simultaneous learning in both the time and frequency domains.