Prakash, B. Aditya
How Can Time Series Analysis Benefit From Multiple Modalities? A Survey and Outlook
Liu, Haoxin, Kamarthi, Harshavardhan, Zhao, Zhiyuan, Xu, Shangqing, Wang, Shiyu, Wen, Qingsong, Hartvigsen, Tom, Wang, Fei, Prakash, B. Aditya
Time series analysis (TSA) is a longstanding research topic in the data mining community and has wide real-world significance. Compared to "richer" modalities such as language and vision, which have recently experienced explosive development and are densely connected, the time-series modality remains relatively underexplored and isolated. We notice that many recent TSA works have formed a new research field, i.e., Multiple Modalities for TSA (MM4TSA). In general, these MM4TSA works follow a common motivation: how TSA can benefit from multiple modalities. This survey is the first to offer a comprehensive review and a detailed outlook for this emerging field. Specifically, we systematically discuss three benefits: (1) reusing foundation models of other modalities for efficient TSA, (2) multimodal extension for enhanced TSA, and (3) cross-modality interaction for advanced TSA. We further group the works by the introduced modality type, including text, images, audio, tables, and others, within each perspective. Finally, we identify the gaps with future opportunities, including the reused modalities selections, heterogeneous modality combinations, and unseen tasks generalizations, corresponding to the three benefits. We release an up-to-date GitHub repository that includes key papers and resources.
Evaluating System 1 vs. 2 Reasoning Approaches for Zero-Shot Time Series Forecasting: A Benchmark and Insights
Liu, Haoxin, Zhao, Zhiyuan, Li, Shiduo, Prakash, B. Aditya
Reasoning ability is crucial for solving challenging tasks. With the advancement of foundation models, such as the emergence of large language models (LLMs), a wide range of reasoning strategies has been proposed, including test-time enhancements, such as Chain-ofThought, and post-training optimizations, as used in DeepSeek-R1. While these reasoning strategies have demonstrated effectiveness across various challenging language or vision tasks, their applicability and impact on time-series forecasting (TSF), particularly the challenging zero-shot TSF, remain largely unexplored. In particular, it is unclear whether zero-shot TSF benefits from reasoning and, if so, what types of reasoning strategies are most effective. To bridge this gap, we propose ReC4TS, the first benchmark that systematically evaluates the effectiveness of popular reasoning strategies when applied to zero-shot TSF tasks. ReC4TS conducts comprehensive evaluations across datasets spanning eight domains, covering both unimodal and multimodal with short-term and longterm forecasting tasks. More importantly, ReC4TS provides key insights: (1) Self-consistency emerges as the most effective test-time reasoning strategy; (2) Group-relative policy optimization emerges as a more suitable approach for incentivizing reasoning ability during post-training; (3) Multimodal TSF benefits more from reasoning strategies compared to unimodal TSF. Beyond these insights, ReC4TS establishes two pioneering starting blocks to support future zero-shot TSF reasoning research: (1) A novel dataset, TimeThinking, containing forecasting samples annotated with reasoning trajectories from multiple advanced LLMs, and (2) A new and simple test-time scaling-law validated on foundational TSF models enabled by self-consistency reasoning strategy. All data and code are publicly accessible at: https://github.com/AdityaLab/OpenTimeR
Epidemiology-Aware Neural ODE with Continuous Disease Transmission Graph
Wan, Guancheng, Liu, Zewen, Lau, Max S. Y., Prakash, B. Aditya, Jin, Wei
Effective epidemic forecasting is critical for public health strategies and efficient medical resource allocation, especially in the face of rapidly spreading infectious diseases. However, existing deep-learning methods often overlook the dynamic nature of epidemics and fail to account for the specific mechanisms of disease transmission. In response to these challenges, we introduce an innovative end-to-end framework called Epidemiology-Aware Neural ODE with Continuous Disease Transmission Graph (EARTH) in this paper. To learn continuous and regional disease transmission patterns, we first propose EANO, which seamlessly integrates the neural ODE approach with the epidemic mechanism, considering the complex spatial spread process during epidemic evolution. Additionally, we introduce GLTG to model global infection trends and leverage these signals to guide local transmission dynamically. To accommodate both the global coherence of epidemic trends and the local nuances of epidemic transmission patterns, we build a cross-attention approach to fuse the most meaningful information for forecasting. Through the smooth synergy of both components, EARTH offers a more robust and flexible approach to understanding and predicting the spread of infectious diseases. Extensive experiments show EARTH superior performance in forecasting real-world epidemics compared to state-of-the-art methods. The code will be available at https://github.com/Emory-Melody/EpiLearn.
A Picture is Worth A Thousand Numbers: Enabling LLMs Reason about Time Series via Visualization
Liu, Haoxin, Liu, Chenghao, Prakash, B. Aditya
Large language models (LLMs), with demonstrated reasoning abilities across multiple domains, are largely underexplored for time-series reasoning (TsR), which is ubiquitous in the real world. In this work, we propose TimerBed, the first comprehensive testbed for evaluating LLMs' TsR performance. Specifically, TimerBed includes stratified reasoning patterns with real-world tasks, comprehensive combinations of LLMs and reasoning strategies, and various supervised models as comparison anchors. We perform extensive experiments with TimerBed, test multiple current beliefs, and verify the initial failures of LLMs in TsR, evidenced by the ineffectiveness of zero shot (ZST) and performance degradation of few shot in-context learning (ICL). Further, we identify one possible root cause: the numerical modeling of data. To address this, we propose a prompt-based solution VL-Time, using visualization-modeled data and language-guided reasoning. Experimental results demonstrate that Vl-Time enables multimodal LLMs to be non-trivial ZST and powerful ICL reasoners for time series, achieving about 140% average performance improvement and 99% average token costs reduction.
Large Scale Hierarchical Industrial Demand Time-Series Forecasting incorporating Sparsity
Kamarthi, Harshavardhan, Sasanur, Aditya B., Tong, Xinjie, Zhou, Xingyu, Peters, James, Czyzyk, Joe, Prakash, B. Aditya
Hierarchical time-series forecasting (HTSF) is an important problem for many real-world business applications where the goal is to simultaneously forecast multiple time-series that are related to each other via a hierarchical relation. Recent works, however, do not address two important challenges that are typically observed in many demand forecasting applications at large companies. First, many time-series at lower levels of the hierarchy have high sparsity i.e., they have a significant number of zeros. Most HTSF methods do not address this varying sparsity across the hierarchy. Further, they do not scale well to the large size of the real-world hierarchy typically unseen in benchmarks used in literature. We resolve both these challenges by proposing HAILS, a novel probabilistic hierarchical model that enables accurate and calibrated probabilistic forecasts across the hierarchy by adaptively modeling sparse and dense time-series with different distributional assumptions and reconciling them to adhere to hierarchical constraints. We show the scalability and effectiveness of our methods by evaluating them against real-world demand forecasting datasets. We deploy HAILS at a large chemical manufacturing company for a product demand forecasting application with over ten thousand products and observe a significant 8.5\% improvement in forecast accuracy and 23% better improvement for sparse time-series. The enhanced accuracy and scalability make HAILS a valuable tool for improved business planning and customer experience.
TSI-Bench: Benchmarking Time Series Imputation
Du, Wenjie, Wang, Jun, Qian, Linglong, Yang, Yiyuan, Liu, Fanxing, Wang, Zepu, Ibrahim, Zina, Liu, Haoxin, Zhao, Zhiyuan, Zhou, Yingjie, Wang, Wenjia, Ding, Kaize, Liang, Yuxuan, Prakash, B. Aditya, Wen, Qingsong
Effective imputation is a crucial preprocessing step for time series analysis. Despite the development of numerous deep learning algorithms for time series imputation, the community lacks standardized and comprehensive benchmark platforms to effectively evaluate imputation performance across different settings. Moreover, although many deep learning forecasting algorithms have demonstrated excellent performance, whether their modeling achievements can be transferred to time series imputation tasks remains unexplored. To bridge these gaps, we develop TSI-Bench, the first (to our knowledge) comprehensive benchmark suite for time series imputation utilizing deep learning techniques. The TSI-Bench pipeline standardizes experimental settings to enable fair evaluation of imputation algorithms and identification of meaningful insights into the influence of domain-appropriate missingness ratios and patterns on model performance. Furthermore, TSI-Bench innovatively provides a systematic paradigm to tailor time series forecasting algorithms for imputation purposes. Our extensive study across 34,804 experiments, 28 algorithms, and 8 datasets with diverse missingness scenarios demonstrates TSI-Bench's effectiveness in diverse downstream tasks and potential to unlock future directions in time series imputation research and analysis.
Time-MMD: A New Multi-Domain Multimodal Dataset for Time Series Analysis
Liu, Haoxin, Xu, Shangqing, Zhao, Zhiyuan, Kong, Lingkai, Kamarthi, Harshavardhan, Sasanur, Aditya B., Sharma, Megha, Cui, Jiaming, Wen, Qingsong, Zhang, Chao, Prakash, B. Aditya
Time series data are ubiquitous across a wide range of real-world domains. While real-world time series analysis (TSA) requires human experts to integrate numerical series data with multimodal domain-specific knowledge, most existing TSA models rely solely on numerical data, overlooking the significance of information beyond numerical series. This oversight is due to the untapped potential of textual series data and the absence of a comprehensive, high-quality multimodal dataset. To overcome this obstacle, we introduce Time-MMD, the first multi-domain, multimodal time series dataset covering 9 primary data domains. Time-MMD ensures fine-grained modality alignment, eliminates data contamination, and provides high usability. Additionally, we develop MM-TSFlib, the first multimodal time-series forecasting (TSF) library, seamlessly pipelining multimodal TSF evaluations based on Time-MMD for in-depth analyses. Extensive experiments conducted on Time-MMD through MM-TSFlib demonstrate significant performance enhancements by extending unimodal TSF to multimodality, evidenced by over 15% mean squared error reduction in general, and up to 40% in domains with rich textual data. More importantly, our datasets and library revolutionize broader applications, impacts, research topics to advance TSA.
A Review of Graph Neural Networks in Epidemic Modeling
Liu, Zewen, Wan, Guancheng, Prakash, B. Aditya, Lau, Max S. Y., Jin, Wei
Since the onset of the COVID-19 pandemic, there has been a growing interest in studying epidemiological models. Traditional mechanistic models mathematically describe the transmission mechanisms of infectious diseases. However, they often suffer from limitations of oversimplified or fixed assumptions, which could cause sub-optimal predictive power and inefficiency in capturing complex relation information. Consequently, Graph Neural Networks (GNNs) have emerged as a progressively popular tool in epidemic research. In this paper, we endeavor to furnish a comprehensive review of GNNs in epidemic tasks and highlight potential future directions. To accomplish this objective, we introduce hierarchical taxonomies for both epidemic tasks and methodologies, offering a trajectory of development within this domain. For epidemic tasks, we establish a taxonomy akin to those typically employed within the epidemic domain. For methodology, we categorize existing work into Neural Models and Hybrid Models. Following this, we perform an exhaustive and systematic examination of the methodologies, encompassing both the tasks and their technical details. Furthermore, we discuss the limitations of existing methods from diverse perspectives and systematically propose future research directions. This survey aims to bridge literature gaps and promote the progression of this promising field, with a list of relevant papers at https://github.com/Emory-Melody/awesome-epidemic-modelingpapers. We hope that it will facilitate synergies between the communities of GNNs and epidemiology, and contribute to their collective progress.
LSTPrompt: Large Language Models as Zero-Shot Time Series Forecasters by Long-Short-Term Prompting
Liu, Haoxin, Zhao, Zhiyuan, Wang, Jindong, Kamarthi, Harshavardhan, Prakash, B. Aditya
Time-series forecasting (TSF) finds broad applications in real-world scenarios. Prompting off-the-shelf Large Language Models (LLMs) demonstrates strong zero-shot TSF capabilities while preserving computational efficiency. However, existing prompting methods oversimplify TSF as language next-token predictions, overlooking its dynamic nature and lack of integration with state-of-the-art prompt strategies such as Chain-of-Thought. Thus, we propose LSTPrompt, a novel approach for prompting LLMs in zero-shot TSF tasks. LSTPrompt decomposes TSF into short-term and long-term forecasting sub-tasks, tailoring prompts to each. LSTPrompt guides LLMs to regularly reassess forecasting mechanisms to enhance adaptability. Extensive evaluations demonstrate consistently better performance of LSTPrompt than existing prompting methods, and competitive results compared to foundation TSF models.
A Comprehensive Survey on Graph Reduction: Sparsification, Coarsening, and Condensation
Hashemi, Mohammad, Gong, Shengbo, Ni, Juntong, Fan, Wenqi, Prakash, B. Aditya, Jin, Wei
Many real-world datasets can be naturally represented as graphs, spanning a wide range of domains. However, the increasing complexity and size of graph datasets present significant challenges for analysis and computation. In response, graph reduction techniques have gained prominence for simplifying large graphs while preserving essential properties. In this survey, we aim to provide a comprehensive understanding of graph reduction methods, including graph sparsification, graph coarsening, and graph condensation. Specifically, we establish a unified definition for these methods and introduce a hierarchical taxonomy to categorize the challenges they address. Our survey then systematically reviews the technical details of these methods and emphasizes their practical applications across diverse scenarios. Furthermore, we outline critical research directions to ensure the continued effectiveness of graph reduction techniques, as well as provide a comprehensive paper list at https://github.com/ChandlerBang/awesome-graph-reduction. We hope this survey will bridge literature gaps and propel the advancement of this promising field.