Jingchao Ni works at Amazon Web Services (AWS).

Posts

Harnessing Vision Models for Time Series Analysis: A Survey

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Time series analysis has witnessed the inspiring development from traditional autoregressive models, deep learning models, to recent Transformers and Large Language Models (LLMs). Efforts in leveraging vision models for time series analysis have also been made along the way but are less visible to the community due to the predominant research on sequence modeling in this domain. However, the discrepancy between continuous time series and the discrete token space of LLMs, and the challenges in explicitly modeling the correlations of variates in multivariate time series have shifted some research attentions to the equally successful Large Vision Models (LVMs) and Vision Language Models (VLMs). To fill the blank in the existing literature, this survey discusses the advantages of vision models over LLMs in time series analysis. It provides a comprehensive and in-depth overview of the existing methods, with dual views of detailed taxonomy that answer the key research questions including how to encode time series as images and how to model the imaged time series for various tasks. Additionally, we address the challenges in the pre- and post-processing steps involved in this framework and outline future directions to further advance time series analysis with vision models.

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Multi-modal Time Series Analysis: A Tutorial and Survey

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Multi-modal time series analysis has recently emerged as a prominent research area, driven by the increasing availability of diverse data modalities, such as text, images, and structured tabular data from real-world sources. However, effective analysis of multi-modal time series is hindered by data heterogeneity, modality gap, misalignment, and inherent noise. Recent advancements in multi-modal time series methods have exploited the multi-modal context via cross-modal interactions based on deep learning methods, significantly enhancing various downstream tasks. In this tutorial and survey, we present a systematic and up-to-date overview of multi-modal time series datasets and methods. We first state the existing challenges of multi-modal time series analysis and our motivations, with a brief introduction of preliminaries. Then, we summarize the general pipeline and categorize existing methods through a unified cross-modal interaction framework encompassing fusion, alignment, and transference at different levels (i.e., input, intermediate, output), where key concepts and ideas are highlighted. We also discuss the real-world applications of multi-modal analysis for both standard and spatial time series, tailored to general and specific domains. Finally, we discuss future research directions to help practitioners explore and exploit multi-modal time series. The up-to-date resources are provided in the GitHub repository. https://github.com/UConn-DSIS/Multi-modal-Time-Series-Analysis.

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Exploring Multi-Modal Data with Tool-Augmented LLM Agents for Precise Causal Discovery

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Causal discovery is an imperative foundation for decision-making across domains, such as smart health, AI for drug discovery and AIOps. Traditional statistical causal discovery methods, while well-established, predominantly rely on observational data and often overlook the semantic cues inherent in cause-and-effect relationships. The advent of Large Language Models (LLMs) has ushered in an affordable way of leveraging the semantic cues for knowledge-driven causal discovery, but the development of LLMs for causal discovery lags behind other areas, particularly in the exploration of multimodal data. To bridge the gap, we introduce MATMCD, a multi-agent system powered by tool-augmented LLMs. MATMCD has two key agents: a Data Augmentation agent that retrieves and processes modality-augmented data, and a Causal Constraint agent that integrates multi-modal data for knowledge-driven reasoning. The proposed design of the inner-workings ensures successful cooperation of the agents. Our empirical study across seven datasets suggests the significant potential of multi-modality enhanced causal discovery

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Hierarchical Gaussian Mixture based Task Generative Model for Robust Meta-Learning

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Meta-learning enables quick adaptation of machine learning models to new tasks with limited data. While tasks could come from varying distributions in reality, most of the existing meta-learning methods consider both training and testing tasks as from the same uni-component distribution, overlooking two critical needs of a practical solution: (1) the various sources of tasks may compose a multi-component mixture distribution, and (2) novel tasks may come from a distribution that is unseen during meta-training. In this paper, we demonstrate these two challenges can be solved jointly by modeling the density of task instances. We develop a meta training framework underlain by a novel Hierarchical Gaussian Mixture based Task Generative Model (HTGM). HTGM extends the widely used empirical process of sampling tasks to a theoretical model, which learns task embeddings, fits the mixture distribution of tasks, and enables density-based scoring of novel tasks. The framework is agnostic to the encoder and scales well with large backbone networks. The model parameters are learned end-to-end by maximum likelihood estimation via an Expectation-Maximization (EM) algorithm. Extensive experiments on benchmark datasets indicate the effectiveness of our method for both sample classification and novel task detection.

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Interdependent Causal Networks for Root Cause Localization

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The goal of root cause analysis is to identify the underlying causes of system problems by discovering and analyzing the causal structure from system monitoring data. It is indispensable for maintaining the stability and robustness of large-scale complex systems. Existing methods mainly focus on the construction of a single effective isolated causal network, whereas many real-world systems are complex and exhibit interdependent structures (i.e., multiple networks of a system are interconnected by cross-network links). In interdependent networks, the malfunctioning effects of problematic system entities can propagate to other networks or different levels of system entities. Consequently, ignoring the interdependency results in suboptimal root cause analysis outcomes.In this paper, we propose REASON, a novel framework that enables the automatic discovery of both intra-level (i.e., within-network) and inter-level (i.e., across-network) causal relationships for root cause localization. REASON consists of Topological Causal Discovery (TCD) and Individual Causal Discovery (ICD). The TCD component aims to model the fault propagation in order to trace back to the root causes. To achieve this, we propose novel hierarchical graph neural networks to construct interdependent causal networks by modeling both intra-level and inter-level non-linear causal relations. Based on the learned interdependent causal networks, we then leverage random walk with restarts to model the network propagation of a system fault. The ICD component focuses on capturing abrupt change patterns of a single system entity. This component examines the temporal patterns of each entity’s metric data (i.e., time series), and estimates its likelihood of being a root cause based on the Extreme Value theory. Combining the topological and individual causal scores, the top K system entities are identified as root causes. Extensive experiments on three real-world datasets validate the effectiveness of the proposed framework.

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Time Series Contrastive Learning with Information-Aware Augmentations

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Various contrastive learning approaches have been proposed in recent years and have achieved significant empirical success. While effective and prevalent, contrastive learning has been less explored for time series data. A key component of contrastive learning is to select appropriate augmentations, imposing some priors to construct feasible positive samples, such that an encoder can be trained to learn robust and discriminative representations. Unlike image and language domains where “desired” augmented samples can be generated with the rule of thumb guided by prefabricated human priors, the ad-hoc manual selection of time series augmentations is hindered by their diverse and human-unrecognizable temporal structures. How to find the desired augmentations of time series data that are meaningful for given contrastive learning tasks and datasets remains an open question. In this work, we address the problem by encouraging both high fidelity and variety based on information theory. A theoretical analysis leads to the criteria for selecting feasible data augmentations. On top of that, we propose a new contrastive learning approach with information-aware augmentations, InfoTS, that adaptively selects optimal augmentations for time series representation learning. Experiments on various datasets show highly competitive performance with up to a 12.0% reduction in MSE on forecasting tasks and up to 3.7% relative improvement in accuracy on classification tasks over the leading baselines.

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Towards Robust Graph Neural Networks via Adversarial Contrastive Learning

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Graph Neural Network (GNN), as a powerful representation learning model on graph data, attracts much attention across various disciplines. However, recent studies show that GNN is vulnerable to adversarial attacks. How to make GNN more robust? What are the key vulnerabilities in GNN? How to address the vulnerabilities and defend GNN against the adversarial attacks? Adversarial training has shown to be effective in improving the robustness of traditional Deep Neural Networks (DNNs). However, existing adversarial training works mainly focus on the image data, which consists of continuous features, while the features and structures of graph data are often discrete. Moreover, rather than assuming each sample is independent and identically distributed as in DNN, GNN leverages the contextual information across the graph (e.g., neighborhoods of a node). Thus, existing adversarial training techniques cannot be directly applied to defend GNN. In this paper, we propose ContrastNet, an effective adversarial defense framework for GNN. In particular, we propose an adversarial contrastive learning method to train the GNN over the adversarial space. To further improve the robustness of GNN, we investigate the latent vulnerabilities in every component of a GNN encoder and propose corresponding refining strategies. Extensive experiments on three public datasets demonstrate the effectiveness of ContrastNet in improving the robustness of popular GNN variants, such as Graph Convolutional Network and GraphSage, under various types of adversarial attacks.

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Personalized Federated Learning via Heterogeneous Modular Networks

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Personalized Federated Learning (PFL) which collaboratively trains a federated model while considering local clients under privacy constraints has attracted much attention. Despite its popularity, it has been observed that existing PFL approaches result in sub-optimal solutions when the joint distribution among local clients diverges. To address this issue, we present Federated Modular Network (FedMN), a novel PFL approach that adaptively selects sub-modules from a module pool to assemble heterogeneous neural architectures for different clients. FedMN adopts a light-weighted routing hypernetwork to model the joint distribution on each client and produce the personalized selection of the module blocks for each client. To reduce the communication burden in existing FL, we develop an efficient way to interact between the clients and the server. We conduct extensive experiments on the real-world test beds and the results show both effectiveness and efficiency of the proposed FedMN over the baselines.

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Towards Learning Disentangled Representations for Time Series

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Promising progress has been made toward learning efficient time series representations in recent years, but the learned representations often lack interpretability and do not encode semantic meanings by the complex interactions of many latent factors. Learning representations that disentangle these latent factors can bring semantic-rich representations of time series and further enhance interpretability. However, directly adopting the sequential models, such as Long Short-Term Memory Variational AutoEncoder (LSTM-VAE), would encounter a Kullback?Leibler (KL) vanishing problem: the LSTM decoder often generates sequential data without efficiently using latent representations, and the latent spaces sometimes could even be independent of the observation space. And traditional disentanglement methods may intensify the trend of KL vanishing along with the disentanglement process, because they tend to penalize the mutual information between the latent space and the observations. In this paper, we propose Disentangle Time-Series, a novel disentanglement enhancement framework for time series data. Our framework achieves multi-level disentanglement by covering both individual latent factors and group semantic segments. We propose augmenting the original VAE objective by decomposing the evidence lower-bound and extracting evidence linking factorial representations to disentanglement. Additionally, we introduce a mutual information maximization term between the observation space to the latent space to alleviate the KL vanishing problem while preserving the disentanglement property. Experimental results on five real-world IoT datasets demonstrate that the representations learned by DTS achieve superior performance in various tasks with better interpretability.

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Superclass-Conditional Gaussian Mixture Model for Coarse-To-Fine Few-Shot Learning

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Learning fine-grained embeddings is essential for extending the generalizability of models pre-trained on “coarse” labels (e.g., animals). It is crucial to fields for which fine-grained labeling (e.g., breeds of animals) is expensive, but fine-grained prediction is desirable, such as medicine. The dilemma necessitates adaptation of a “coarsely” pre-trained model to new tasks with a few “finer-grained” training labels. However, coarsely supervised pre-training tends to suppress intra-class variation, which is vital for cross-granularity adaptation. In this paper, we develop a training framework underlain by a novel superclass-conditional Gaussian mixture model (SCGM). SCGM imitates the generative process of samples from hierarchies of classes through latent variable modeling of the fine-grained subclasses. The framework is agnostic to the encoders and only adds a few distribution related parameters, thus is efficient, and flexible to different domains. The model parameters are learned end-to-end by maximum-likelihood estimation via a principled Expectation-Maximization algorithm. Extensive experiments on benchmark datasets and a real-life medical dataset indicate the effectiveness of our method.

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