In human activity recognition (HAR), activity labels have typically been encoded in one-hot format, which has a recent shift towards using textual representations to provide contextual knowledge. Here, we argue that HAR should be anchored to physical motion data, as motion forms the basis of activity and applies effectively across sensing systems, whereas text is inherently limited. We propose SKELAR, a novel HAR framework that pretrains activity representations from skeleton data and matches them with heterogeneous HAR signals. Our method addresses two major challenges: (1) capturing core motion knowledge without context-specific details. We achieve this through a self-supervised coarse angle reconstruction task that recovers joint rotation angles, invariant to both users and deployments; (2) adapting the representations to downstream tasks with varying modalities and focuses. To address this, we introduce a self-attention matching module that dynamically prioritizes relevant body parts in a data-driven manner. Given the lack of corresponding labels in existing skeleton data, we establish MASD, a new HAR dataset with IMU, WiFi, and skeleton, collected from 20 subjects performing 27 activities. This is the first broadly applicable HAR dataset with time-synchronized data across three modalities. Experiments show that SKELAR achieves the state-of-the-art performance in both full-shot and few-shot settings. We also demonstrate that SKELAR can effectively leverage synthetic skeleton data to extend its use in scenarios without skeleton collections.

Natural language interaction with sensing systems is crucial for enabling all users to comprehend sensor data and its impact on their everyday lives. However, existing systems, which typically operate in a Question Answering (QA) manner, are significantly limited in terms of the duration and complexity of sensor data they can handle. In this work, we introduce SensorChat, the first end-to-end QA system designed for long-term sensor monitoring with multimodal and high-dimensional data including time series. SensorChat effectively answers both qualitative (requiring high-level reasoning) and quantitative (requiring accurate responses derived from sensor data) questions in real-world scenarios. To achieve this, SensorChat uses an innovative three-stage pipeline that includes question decomposition, sensor data query, and answer assembly. The first and third stages leverage Large Language Models (LLMs) for intuitive human interactions and to guide the sensor data query process. Unlike existing multimodal LLMs, SensorChat incorporates an explicit query stage to precisely extract factual information from long-duration sensor data. We implement SensorChat and demonstrate its capability for real-time interactions on a cloud server while also being able to run entirely on edge platforms after quantization. Comprehensive QA evaluations show that SensorChat achieves up to 26% higher answer accuracy than state-of-the-art systems on quantitative questions. Additionally, a user study with eight volunteers highlights SensorChat's effectiveness in handling qualitative and open-ended questions.

Large language models (LLMs) have demonstrated strong capabilities in language understanding, generation, and reasoning, yet their potential in finance remains underexplored due to the complexity and specialization of financial knowledge. In this work, we report the development of the Baichuan4-Finance series, including a comprehensive suite of foundational Baichuan4-Finance-Base and an aligned language model Baichuan4-Finance, which are built upon Baichuan4-Turbo base model and tailored for finance domain. Firstly, we have dedicated significant effort to building a detailed pipeline for improving data quality. Moreover, in the continual pre-training phase, we propose a novel domain self-constraint training strategy, which enables Baichuan4-Finance-Base to acquire financial knowledge without losing general capabilities. After Supervised Fine-tuning and Reinforcement Learning from Human Feedback and AI Feedback, the chat model Baichuan4-Finance is able to tackle various financial certification questions and real-world scenario applications. We evaluate Baichuan4-Finance on many widely used general datasets and two holistic financial benchmarks. The evaluation results show that Baichuan4-Finance-Base surpasses almost all competitive baselines on financial tasks by significant margins without sacrificing performance on general LLM benchmarks. At the same time, Baichuan4-Finance demonstrates even more impressive performance on financial application scenarios, showcasing its potential to foster community innovation in the financial LLM field.

How to best develop foundational models for time series forecasting remains an important open question. Tokenization is a crucial consideration in this effort: what is an effective discrete vocabulary for a real-valued sequential input? To address this question, we develop WaveToken, a wavelet-based tokenizer that allows models to learn complex representations directly in the space of time-localized frequencies. Our method first scales and decomposes the input time series, then thresholds and quantizes the wavelet coefficients, and finally pre-trains an autoregressive model to forecast coefficients for the forecast horizon. By decomposing coarse and fine structures in the inputs, wavelets provide an eloquent and compact language for time series forecasting that simplifies learning. Empirical results on a comprehensive benchmark, including 42 datasets for both in-domain and zero-shot settings, show that WaveToken: i) provides better accuracy than recently proposed foundation models for forecasting while using a much smaller vocabulary (1024 tokens), and performs on par or better than modern deep learning models trained specifically on each dataset; and ii) exhibits superior generalization capabilities, achieving the best average rank across all datasets for three complementary metrics. In addition, we show that our method can easily capture complex temporal patterns of practical relevance that are challenging for other recent pre-trained models, including trends, sparse spikes, and non-stationary time series with varying frequencies evolving over time.

Motion time series collected from mobile and wearable devices such as smartphones and smartwatches offer significant insights into human behavioral patterns, with wide applications in healthcare, automation, IoT, and AR/XR due to their low-power, always-on nature. However, given security and privacy concerns, building large-scale motion time series datasets remains difficult, preventing the development of pre-trained models for human activity analysis. Typically, existing models are trained and tested on the same dataset, leading to poor generalizability across variations in device location, device mounting orientation and human activity type. In this paper, we introduce UniMTS, the first unified pre-training procedure for motion time series that generalizes across diverse device latent factors and activities. Specifically, we employ a contrastive learning framework that aligns motion time series with text descriptions enriched by large language models. This helps the model learn the semantics of time series to generalize across activities. Given the absence of large-scale motion time series data, we derive and synthesize time series from existing motion skeleton data with all-joint coverage. Spatio-temporal graph networks are utilized to capture the relationships across joints for generalization across different device locations. We further design rotation-invariant augmentation to make the model agnostic to changes in device mounting orientations. Our model shows exceptional generalizability across 18 motion time series classification benchmark datasets, outperforming the best baselines by 340% in the zero-shot setting, 16.3% in the few-shot setting, and 9.2% in the full-shot setting.

We introduce Chronos, a simple yet effective framework for pretrained probabilistic time series models. Chronos tokenizes time series values using scaling and quantization into a fixed vocabulary and trains existing transformer-based language model architectures on these tokenized time series via the cross-entropy loss. We pretrained Chronos models based on the T5 family (ranging from 20M to 710M parameters) on a large collection of publicly available datasets, complemented by a synthetic dataset that we generated via Gaussian processes to improve generalization. In a comprehensive benchmark consisting of 42 datasets, and comprising both classical local models and deep learning methods, we show that Chronos models: (a) significantly outperform other methods on datasets that were part of the training corpus; and (b) have comparable and occasionally superior zero-shot performance on new datasets, relative to methods that were trained specifically on them. Our results demonstrate that Chronos models can leverage time series data from diverse domains to improve zero-shot accuracy on unseen forecasting tasks, positioning pretrained models as a viable tool to greatly simplify forecasting pipelines.

Large Language Models (LLMs) have seen significant use in domains such as natural language processing and computer vision. Going beyond text, image and graphics, LLMs present a significant potential for analysis of time series data, benefiting domains such as climate, IoT, healthcare, traffic, audio and finance. This survey paper provides an in-depth exploration and a detailed taxonomy of the various methodologies employed to harness the power of LLMs for time series analysis. We address the inherent challenge of bridging the gap between LLMs' original text data training and the numerical nature of time series data, and explore strategies for transferring and distilling knowledge from LLMs to numerical time series analysis. We detail various methodologies, including (1) direct prompting of LLMs, (2) time series quantization, (3) alignment techniques, (4) utilization of the vision modality as a bridging mechanism, and (5) the combination of LLMs with tools. Additionally, this survey offers a comprehensive overview of the existing multimodal time series and text datasets and delves into the challenges and future opportunities of this emerging field. We maintain an up-to-date Github repository which includes all the papers and datasets discussed in the survey.

Sensors measuring real-life physical processes are ubiquitous in today's interconnected world. These sensors inherently bear noise that often adversely affects performance and reliability of the systems they support. Classic filtering-based approaches introduce strong assumptions on the time or frequency characteristics of sensory measurements, while learning-based denoising approaches typically rely on using ground truth clean data to train a denoising model, which is often challenging or prohibitive to obtain for many real-world applications. We observe that in many scenarios, the relationships between different sensor measurements (e.g., location and acceleration) are analytically described by laws of physics (e.g., second-order differential equation). By incorporating such physics constraints, we can guide the denoising process to improve even in the absence of ground truth data. In light of this, we design a physics-informed denoising model that leverages the inherent algebraic relationships between different measurements governed by the underlying physics. By obviating the need for ground truth clean data, our method offers a practical denoising solution for real-world applications. We conducted experiments in various domains, including inertial navigation, CO2 monitoring, and HVAC control, and achieved state-of-the-art performance compared with existing denoising methods. Our method can denoise data in real time (4ms for a sequence of 1s) for low-cost noisy sensors and produces results that closely align with those from high-precision, high-cost alternatives, leading to an efficient, cost-effective approach for more accurate sensor-based systems.

Current human activity recognition (HAR) techniques regard activity labels as integer class IDs without explicitly modeling the semantics of class labels. We observe that different activity names often have shared structures. For example, "open door" and "open fridge" both have "open" as the action; "kicking soccer ball" and "playing tennis ball" both have "ball" as the object. Such shared structures in label names can be translated to the similarity in sensory data and modeling common structures would help uncover knowledge across different activities, especially for activities with limited samples. In this paper, we propose SHARE, a HAR framework that takes into account shared structures of label names for different activities. To exploit the shared structures, SHARE comprises an encoder for extracting features from input sensory time series and a decoder for generating label names as a token sequence. We also propose three label augmentation techniques to help the model more effectively capture semantic structures across activities, including a basic token-level augmentation, and two enhanced embedding-level and sequence-level augmentations utilizing the capabilities of pre-trained models. SHARE outperforms state-of-the-art HAR models in extensive experiments on seven HAR benchmark datasets. We also evaluate in few-shot learning and label imbalance settings and observe even more significant performance gap.

Traditional federated classification methods, even those designed for non-IID clients, assume that each client annotates its local data with respect to the same universal class set. In this paper, we focus on a more general yet practical setting, non-identical client class sets, where clients focus on their own (different or even non-overlapping) class sets and seek a global model that works for the union of these classes. If one views classification as finding the best match between representations produced by data/label encoder, such heterogeneity in client class sets poses a new significant challenge -- local encoders at different clients may operate in different and even independent latent spaces, making it hard to aggregate at the server. We propose a novel framework, FedAlign, to align the latent spaces across clients from both label and data perspectives. From a label perspective, we leverage the expressive natural language class names as a common ground for label encoders to anchor class representations and guide the data encoder learning across clients. From a data perspective, during local training, we regard the global class representations as anchors and leverage the data points that are close/far enough to the anchors of locally-unaware classes to align the data encoders across clients. Our theoretical analysis of the generalization performance and extensive experiments on four real-world datasets of different tasks confirm that FedAlign outperforms various state-of-the-art (non-IID) federated classification methods.