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1. A Windowed Temporal Saliency Rescaling Method for Interpreting Time Series Deep Learning Models

   Islam, Md Khairul; Fox, Judy (March 2025, AAAI'25 Workshop: AI for Time Series Analysis: Theory, Algorithms, and Applications (AI4TS))

   Song, Dongjin; Xie, Yao; Purushotham, Sanjay; Chen, Haifeng; Shen, Cong (Ed.)

   Interpreting complex time series forecasting models is challenging due to the temporal dependencies between time steps and the dynamic relevance of input features over time. Existing interpretation methods are limited by focusing mostly on classification tasks, evaluating using custom baseline models instead of the latest time series models, using simple synthetic datasets, and requiring training another model. We introduce a novel interpretation method, Windowed Temporal Saliency Rescaling (WinTSR) addressing these limitations. WinTSR explicitly captures temporal dependencies among the past time steps and efficiently scales the feature importance with this time importance. We benchmark WinTSR against 10 recent interpretation techniques with 5 state-of-the-art deep-learning models of different architectures, including a time series foundation model. We use 3 real-world datasets for both time-series classification and regression. Our comprehensive analysis shows that WinTSR significantly outranks the other local interpretation methods in overall performance. Finally, we provide a novel and open-source framework to interpret the latest time series transformers and foundation models. 

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2. Seismic arrival-time picking on distributed acoustic sensing data using semi-supervised learning

   https://doi.org/10.1038/s41467-023-43355-3  

   Zhu, Weiqiang; Biondi, Ettore; Li, Jiaxuan; Yin, Jiuxun; Ross, Zachary E.; Zhan, Zhongwen (December 2023, Nature Communications)

   Abstract Distributed Acoustic Sensing (DAS) is an emerging technology for earthquake monitoring and subsurface imaging. However, its distinct characteristics, such as unknown ground coupling and high noise level, pose challenges to signal processing. Existing machine learning models optimized for conventional seismic data struggle with DAS data due to its ultra-dense spatial sampling and limited manual labels. We introduce a semi-supervised learning approach to address the phase-picking task of DAS data. We use the pre-trained PhaseNet model to generate noisy labels of P/S arrivals in DAS data and apply the Gaussian mixture model phase association (GaMMA) method to refine these noisy labels and build training datasets. We develop PhaseNet-DAS, a deep learning model designed to process 2D spatio-temporal DAS data to achieve accurate phase picking and efficient earthquake detection. Our study demonstrates a method to develop deep learning models for DAS data, unlocking the potential of integrating DAS in enhancing earthquake monitoring. 

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3. Few-shot Time-Series Forecasting with Application for Vehicular Traffic Flow

   https://doi.org/10.1109/IRI54793.2022.00018  

   Tran, Victor; Panangadan, Anand (August 2022, Information Reuse and Integration for Data Science (IRI), 2022 IEEE 23rd International Conference on)

   Few-shot machine learning attempts to predict outputs given only a very small number of training examples. The key idea behind most few-shot learning approaches is to pre-train the model with a large number of instances from a different but related class of data, classes for which a large number of instances are available for training. Few-shot learning has been most successfully demonstrated for classification problems using Siamese deep learning neural networks. Few-shot learning is less extensively applied to time-series forecasting. Few-shot forecasting is the task of predicting future values of a time-series even when only a small set of historic time-series is available. Few-shot forecasting has applications in domains where a long history of data is not available. This work describes deep neural network architectures for few-shot forecasting. All the architectures use a Siamese twin network approach to learn a difference function between pairs of time-series, rather than directly forecasting based on historical data as seen in traditional forecasting models. The networks are built using Long short-term memory units (LSTM). During forecasting, a model is able to forecast time-series types that were never seen in the training data by using the few available instances of the new time-series type as reference inputs. The proposed architectures are evaluated on Vehicular traffic data collected in California from the Caltrans Performance Measurement System (PeMS). The models were trained with traffic flow data collected at specific locations and then are evaluated by predicting traffic at different locations at different time horizons (0 to 12 hours). The Mean Absolute Error (MAE) was used as the evaluation metric and also as the loss function for training. The proposed architectures show lower prediction error than a baseline nearest neighbor forecast model. The prediction error increases at longer time horizons. 

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4. Citation Forecasting with Multi-Context Attention-Aided Dependency Modeling

   https://doi.org/10.1145/3649140  

   Ji, Taoran; Self, Nathan; Fu, Kaiqun; Chen, Zhiqian; Ramakrishnan, Naren; Lu, Chang-Tien (July 2024, ACM Transactions on Knowledge Discovery from Data)

   Forecasting citations of scientific patents and publications is a crucial task for understanding the evolution and development of technological domains and for foresight into emerging technologies. By construing citations as a time series, the task can be cast into the domain of temporal point processes. Most existing work on forecasting with temporal point processes, both conventional and neural network-based, only performs single-step forecasting. In citation forecasting, however, the more salient goal isn-step forecasting: predicting the arrival of the nextncitations. In this article, we propose Dynamic Multi-Context Attention Networks (DMA-Nets), a novel deep learning sequence-to-sequence (Seq2Seq) model with a novel hierarchical dynamic attention mechanism for long-term citation forecasting. Extensive experiments on two real-world datasets demonstrate that the proposed model learns better representations of conditional dependencies over historical sequences compared to state-of-the-art counterparts and thus achieves significant performance for citation predictions. 

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5. Discrete Graph Structure Learning for Forecasting Multiple Time Series

   Chao Shang, Jie Chen (April 2021, Proceedings of International Conference on Learning Representations)

   null (Ed.)

   Time series forecasting is an extensively studied subject in statistics, economics, and computer science. Exploration of the correlation and causation among the variables in a multivariate time series shows promise in enhancing the performance of a time series model. When using deep neural networks as forecasting models, we hypothesize that exploiting the pairwise information among multiple (multivariate) time series also improves their forecast. If an explicit graph structure is known, graph neural networks (GNNs) have been demonstrated as powerful tools to exploit the structure. In this work, we propose learning the structure simultaneously with the GNN if the graph is unknown. We cast the problem as learning a probabilistic graph model through optimizing the mean performance over the graph distribution. The distribution is parameterized by a neural network so that discrete graphs can be sampled differentiably through reparameterization. Empirical evaluations show that our method is simpler, more efficient, and better performing than a recently proposed bilevel learning approach for graph structure learning, as well as a broad array of forecasting models, either deep or non-deep learning based, and graph or non-graph based. 

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