Search Results for author: Zhongwen Rao

Found 6 papers, 2 papers with code

Towards a General Time Series Anomaly Detector with Adaptive Bottlenecks and Dual Adversarial Decoders

no code implementations24 May 2024 Qichao Shentu, Beibu Li, Kai Zhao, Yang Shu, Zhongwen Rao, Lujia Pan, Bin Yang, Chenjuan Guo

The significant divergence of time series data across different domains presents two primary challenges in building such a general model: (1) meeting the diverse requirements of appropriate information bottlenecks tailored to different datasets in one unified model, and (2) enabling distinguishment between multiple normal and abnormal patterns, both are crucial for effective anomaly detection in various target scenarios.

ROSE: Register Assisted General Time Series Forecasting with Decomposed Frequency Learning

no code implementations24 May 2024 Yihang Wang, Yuying Qiu, Peng Chen, Kai Zhao, Yang Shu, Zhongwen Rao, Lujia Pan, Bin Yang, Chenjuan Guo

Enabling general time series forecasting faces two challenges: how to obtain unified representations from multi-domian time series data, and how to capture domain-specific features from time series data across various domains for adaptive transfer in downstream tasks.

Enhancing Multivariate Time Series Forecasting with Mutual Information-driven Cross-Variable and Temporal Modeling

no code implementations1 Mar 2024 shiyi qi, Liangjian Wen, Yiduo Li, Yuanhang Yang, Zhe Li, Zhongwen Rao, Lujia Pan, Zenglin Xu

To substantiate this claim, we introduce the Cross-variable Decorrelation Aware feature Modeling (CDAM) for Channel-mixing approaches, aiming to refine Channel-mixing by minimizing redundant information between channels while enhancing relevant mutual information.

Multivariate Time Series Forecasting Time Series

Exploiting Counter-Examples for Active Learning with Partial labels

no code implementations14 Jul 2023 Fei Zhang, Yunjie Ye, Lei Feng, Zhongwen Rao, Jieming Zhu, Marcus Kalander, Chen Gong, Jianye Hao, Bo Han

In this setting, an oracle annotates the query samples with partial labels, relaxing the oracle from the demanding accurate labeling process.

Active Learning

MTS-Mixers: Multivariate Time Series Forecasting via Factorized Temporal and Channel Mixing

1 code implementation9 Feb 2023 Zhe Li, Zhongwen Rao, Lujia Pan, Zenglin Xu

Specifically, we find that (1) attention is not necessary for capturing temporal dependencies, (2) the entanglement and redundancy in the capture of temporal and channel interaction affect the forecasting performance, and (3) it is important to model the mapping between the input and the prediction sequence.

Multivariate Time Series Forecasting Time Series

Ti-MAE: Self-Supervised Masked Time Series Autoencoders

1 code implementation21 Jan 2023 Zhe Li, Zhongwen Rao, Lujia Pan, Pengyun Wang, Zenglin Xu

Multivariate Time Series forecasting has been an increasingly popular topic in various applications and scenarios.

Contrastive Learning Multivariate Time Series Forecasting +2

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