time-series analysis
MLLM4TS: Leveraging Vision and Multimodal Language Models for General Time-Series Analysis
Liu, Qinghua, Heshmati, Sam, Mai, Zheda, Abraham, Zubin, Paparrizos, John, Ren, Liu
Effective analysis of time series data presents significant challenges due to the complex temporal dependencies and cross-channel interactions in multivariate data. Inspired by the way human analysts visually inspect time series to uncover hidden patterns, we ask: can incorporating visual representations enhance automated time-series analysis? Recent advances in multimodal large language models have demonstrated impressive generalization and visual understanding capability, yet their application to time series remains constrained by the modality gap between continuous numerical data and discrete natural language. To bridge this gap, we introduce MLLM4TS, a novel framework that leverages multimodal large language models for general time-series analysis by integrating a dedicated vision branch. Each time-series channel is rendered as a horizontally stacked color-coded line plot in one composite image to capture spatial dependencies across channels, and a temporal-aware visual patch alignment strategy then aligns visual patches with their corresponding time segments. MLLM4TS fuses fine-grained temporal details from the numerical data with global contextual information derived from the visual representation, providing a unified foundation for multimodal time-series analysis. Extensive experiments on standard benchmarks demonstrate the effectiveness of MLLM4TS across both predictive tasks (e.g., classification) and generative tasks (e.g., anomaly detection and forecasting). These results underscore the potential of integrating visual modalities with pretrained language models to achieve robust and generalizable time-series analysis.
Chat-TS: Enhancing Multi-Modal Reasoning Over Time-Series and Natural Language Data
Quinlan, Paul, Li, Qingguo, Zhu, Xiaodan
Time-series analysis is critical for a wide range of fields such as healthcare, finance, transportation, and energy, among many others. The practical applications often involve analyzing time-series data alongside contextual information in the form of natural language to support informed decisions. However, current time-series models are limited in their ability to perform reasoning that involves both time-series and their textual content. In this work, we address this gap by introducing \textit{Chat-TS}, a large language model (LLM) based framework, designed to support reasoning over time series and textual data. Unlike traditional models, Chat-TS integrates time-series tokens into LLMs' vocabulary, enhancing its reasoning ability over both modalities without compromising the core natural language capabilities, enabling practical analysis and reasoning across modalities. To support learning and evaluation in this setup, we contribute new datasets: the \textit{TS Instruct Training Dataset} which pairs diverse time-series data with relevant text instructions and responses for instruction tuning, the \textit{TS Instruct Question and Answer (QA) Gold Dataset} which provides multiple-choice questions designed to evaluate multimodal reasoning, and a \textit{TS Instruct Quantitative Probing Set} which contains a small subset of the TS Instruct QA tasks alongside math and decision-making questions for LLM evaluation. We designed a training strategy to preserve the inherent reasoning capabilities of LLMs while augmenting them for time-series reasoning. Experiments show that Chat-TS achieves state-of-the-art performance in multi-modal reasoning tasks by maintaining strong natural language proficiency while improving time-series reasoning. ~\footnote{To ensure replicability and facilitate future research, all models, datasets, and code will be available at [\texttt{Github-URL}].}
Reviews: Bayesian Alignments of Warped Multi-Output Gaussian Processes
This submission presents a "three-layer" Gaussian process for multiple time-series analysis: a layer for transforming the input, a layer for convolutional GP, and a layer for warping the outputs. This is a different "twist" or "favour" of the existing deep-GP model. Approximate inference is via the scalable version of variational inference using inducing points. The authors state that one main contribution is the "closed-form solution for the \Phi -statistics for the convolution kernel". Experiments on a real data set from two wind turbines demonstrates its effectiveness over three existing models in terms of test-log-likelihoods. [Quality] This is a quality work, with clear model, approximation and experimental results.
Time-series analysis in SAS
Originally published on Towards AI the World's Leading AI and Technology News and Media Company. If you are building an AI-related product or service, we invite you to consider becoming an AI sponsor. At Towards AI, we help scale AI and technology startups. Let us help you unleash your technology to the masses. Prediction -- or forecasting -- has a natural appeal as it provides us with the belief that we can control the future by knowing what will happen.
Neural Networks + Time-Series Analysis = Great Forecasting
Time-Series forecasting is all about taking a sequence of observed values and predicting what comes next. "What will the stock market be doing next week?" "How many people are going to watch this video on Youtube in the coming days?" When someone mentions the word "neural networks," what's likely to pop into your head? In its essence, a neural network is a computer program that functions similarly to a human brain by creating networks of artificial neurons which work together to accomplish a goal.
The Time-Series Ecosystem
Time-series analysis has been studied for more than a hundred years, however, the extraordinary growth of data available from numerous sources and more frequent growth of data alongside the growth of computer power (GPU & Multicore) makes the analysis of large-scale time-series data possible today in a way that was not previously practical. The use of time-series data has been traditionally linked to sectors where time is not just a metric but a primary axis, such as in finance, Industrial IoT, and energy. However, in the last 10 years, it is starting to be generally used in other sectors such as marketing, gambling, or any other sector where performance monitoring and time-series analysis is needed. There are three main solutions in the ecosystem to treat, analyze, and visualize time-series data. These are Time-series Databases, Time-Series Data Analytics Solutions, and Machine Learning Platforms.
Time Series Analysis in Python 2019
Understand the fundamental assumptions of time series data and how to take advantage of them. Transforming a data set into a time-series. Start coding in Python and learn how to use it for statistical analysis. Carry out time-series analysis in Python and interpreting the results, based on the data in question. Examine the crucial differences between related series like prices and returns.
Best of arXiv.org for AI, Machine Learning, and Deep Learning – July 2019 - insideBIGDATA
Researchers from all over the world contribute to this repository as a prelude to the peer review process for publication in traditional journals. We hope to save you some time by picking out articles that represent the most promise for the typical data scientist. The articles listed below represent a fraction of all articles appearing on the preprint server. They are listed in no particular order with a link to each paper along with a brief overview. Especially relevant articles are marked with a "thumbs up" icon. Consider that these are academic research papers, typically geared toward graduate students, post docs, and seasoned professionals.
Time-Series Analysis via Low-Rank Matrix Factorization Applied to Infant-Sleep Data
Liu, Sheng, Cheng, Mark, Brooks, Hayley, Mackey, Wayne, Heeger, David J., Tabak, Esteban G., Fernandez-Granda, Carlos
We propose a nonparametric model for time series with missing data based on low-rank matrix factorization. The model expresses each instance in a set of time series as a linear combination of a small number of shared basis functions. Constraining the functions and the corresponding coefficients to be nonnegative yields an interpretable low-dimensional representation of the data. A time-smoothing regularization term ensures that the model captures meaningful trends in the data, instead of overfitting short-term fluctuations. The low-dimensional representation makes it possible to detect outliers and cluster the time series according to the interpretable features extracted by the model, and also to perform forecasting via kernel regression. We apply our methodology to a large real-world dataset of infant-sleep data gathered by caregivers with a mobile-phone app. Our analysis automatically extracts daily-sleep patterns consistent with the existing literature. This allows us to compute sleep-development trends for the cohort, which characterize the emergence of circadian sleep and different napping habits. We apply our methodology to detect anomalous individuals, to cluster the cohort into groups with different sleeping tendencies, and to obtain improved predictions of future sleep behavior.