Time series forecasting at scale presents significant challenges for modern prediction systems, particularly when dealing with large sets of synchronized series, such as in a global payment network. In such systems, three key challenges must be overcome for accurate and scalable predictions: 1) emergence of new entities, 2) disappearance of existing entities, and 3) the large number of entities present in the data. The recently proposed Inverted Transformer (iTransformer) architecture has shown promising results by effectively handling variable entities. However, its practical application in large-scale settings is limited by quadratic time and space complexity ($O(N^2)$) with respect to the number of entities $N$. In this paper, we introduce EiFormer, an improved inverted transformer architecture that maintains the adaptive capabilities of iTransformer while reducing computational complexity to linear scale ($O(N)$). Our key innovation lies in restructuring the attention mechanism to eliminate redundant computations without sacrificing model expressiveness. Additionally, we incorporate a random projection mechanism that not only enhances efficiency but also improves prediction accuracy through better feature representation. Extensive experiments on the public LargeST benchmark dataset and a proprietary large-scale time series dataset demonstrate that EiFormer significantly outperforms existing methods in both computational efficiency and forecasting accuracy. Our approach enables practical deployment of transformer-based forecasting in industrial applications where handling time series at scale is essential.

Stochastic Human Motion Prediction (HMP) aims to predict multiple possible upcoming pose sequences based on past human motion trajectories. Although previous approaches have shown impressive performance, they face several issues, including complex training processes and a tendency to generate predictions that are often inconsistent with the provided history, and sometimes even becoming entirely unreasonable. To overcome these issues, we propose DiffMotion, an end-to-end diffusion-based stochastic HMP framework. DiffMotion's motion predictor is composed of two modules, including (1) a Transformer-based network for initial motion reconstruction from corrupted motion, and (2) a Graph Convolutional Network (GCN) to refine the generated motion considering past observations. Our method, facilitated by this novel Transformer-GCN module design and a proposed variance scheduler, excels in predicting accurate, realistic, and consistent motions, while maintaining an appropriate level of diversity. Our results on benchmark datasets show that DiffMotion significantly outperforms previous methods in terms of both accuracy and fidelity, while demonstrating superior robustness.

Multivariate time series (MTS) forecasting involves predicting future time series data based on historical observations. Existing research primarily emphasizes the development of complex spatial-temporal models that capture spatial dependencies and temporal correlations among time series variables explicitly. However, recent advances have been impeded by challenges relating to data scarcity and model robustness. To address these issues, we propose Spatial-Temporal Masked Autoencoders (STMAE), an MTS forecasting framework that leverages masked autoencoders to enhance the performance of spatial-temporal baseline models. STMAE consists of two learning stages. In the pretraining stage, an encoder-decoder architecture is employed. The encoder processes the partially visible MTS data produced by a novel dual-masking strategy, including biased random walk-based spatial masking and patch-based temporal masking. Subsequently, the decoders aim to reconstruct the masked counterparts from both spatial and temporal perspectives. The pretraining stage establishes a challenging pretext task, compelling the encoder to learn robust spatial-temporal patterns. In the fine-tuning stage, the pretrained encoder is retained, and the original decoder from existing spatial-temporal models is appended for forecasting. Extensive experiments are conducted on multiple MTS benchmarks. The promising results demonstrate that integrating STMAE into various spatial-temporal models can largely enhance their MTS forecasting capability.

Human motion prediction aims to forecast an upcoming pose sequence given a past human motion trajectory. To address the problem, in this work we propose FreqMRN, a human motion prediction framework that takes into account both the kinematic structure of the human body and the temporal smoothness nature of motion. Specifically, FreqMRN first generates a fixed-size motion history summary using a motion attention module, which helps avoid inaccurate motion predictions due to excessively long motion inputs. Then, supervised by the proposed spatial-temporal-aware, velocity-aware and global-smoothness-aware losses, FreqMRN iteratively refines the predicted motion though the proposed motion refinement module, which converts motion representations back and forth between pose space and frequency space. We evaluate FreqMRN on several standard benchmark datasets, including Human3.6M, AMASS and 3DPW. Experimental results demonstrate that FreqMRN outperforms previous methods by large margins for both short-term and long-term predictions, while demonstrating superior robustness.

Node classification for graph-structured data aims to classify nodes whose labels are unknown. While studies on static graphs are prevalent, few studies have focused on dynamic graph node classification. Node classification on dynamic graphs is challenging for two reasons. First, the model needs to capture both structural and temporal information, particularly on dynamic graphs with a long history and require large receptive fields. Second, model scalability becomes a significant concern as the size of the dynamic graph increases. To address these problems, we propose the Time Augmented Dynamic Graph Neural Network (TADGNN) framework. TADGNN consists of two modules: 1) a time augmentation module that captures the temporal evolution of nodes across time structurally, creating a time-augmented spatio-temporal graph, and 2) an information propagation module that learns the dynamic representations for each node across time using the constructed time-augmented graph. We perform node classification experiments on four dynamic graph benchmarks. Experimental results demonstrate that TADGNN framework outperforms several static and dynamic state-of-the-art (SOTA) GNN models while demonstrating superior scalability. We also conduct theoretical and empirical analyses to validate the efficiency of the proposed method. Our code is available at https://sites.google.com/view/tadgnn.