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Predicting the trajectories of systems with unknown dynamics (\textit{i.e.} the governing rules) is crucial in various research fields, including physics and biology. This challenge has gathered significant attention from diverse communities. Most existing works focus on learning fixed system dynamics within one single system. However, real-world applications often involve multiple systems with different types of dynamics or evolving systems with non-stationary dynamics (dynamics shifts). When data from those systems are continuously collected and sequentially fed to machine learning models for training, these models tend to be biased toward the most recently learned dynamics, leading to catastrophic forgetting of previously observed/learned system dynamics. To this end, we aim to learn system dynamics via continual learning. Specifically, we present a novel framework of Mode-switching Graph ODE (MS-GODE), which can continually learn varying dynamics and encode the system-specific dynamics into binary masks over the model parameters. During the inference stage, the model can select the most confident mask based on the observational data to identify the system and predict future trajectories accordingly. Empirically, we systematically investigate the task configurations and compare the proposed MS-GODE with state-of-the-art techniques. More importantly, we construct a novel benchmark of biological dynamic systems, featuring diverse systems with disparate dynamics and significantly enriching the research field of machine learning for dynamic systems.

Time series analysis stands as a focal point within the data mining community, serving as a cornerstone for extracting valuable insights crucial to a myriad of real-world applications. Recent advances in Foundation Models (FMs) have fundamentally reshaped the paradigm of model design for time series analysis, boosting various downstream tasks in practice. These innovative approaches often leverage pre-trained or fine-tuned FMs to harness generalized knowledge tailored for time series analysis. This survey aims to furnish a comprehensive and up-to-date overview of FMs for time series analysis. While prior surveys have predominantly focused on either application or pipeline aspects of FMs in time series analysis, they have often lacked an in-depth understanding of the underlying mechanisms that elucidate why and how FMs benefit time series analysis. To address this gap, our survey adopts a methodology-centric classification, delineating various pivotal elements of time-series FMs, including model architectures, pre-training techniques, adaptation methods, and data modalities. Overall, this survey serves to consolidate the latest advancements in FMs pertinent to time series analysis, accentuating their theoretical underpinnings, recent strides in development, and avenues for future exploration., Comment: In Proceedings of the 30th ACM SIGKDD Conference on Knowledge Discovery and Data Mining (KDD'24)

Recently, there has been a growing interest in leveraging pre-trained large language models (LLMs) for various time series applications. However, the semantic space of LLMs, established through the pre-training, is still underexplored and may help yield more distinctive and informative representations to facilitate time series forecasting. To this end, we propose Semantic Space Informed Prompt learning with LLM ($S^2$IP-LLM) to align the pre-trained semantic space with time series embeddings space and perform time series forecasting based on learned prompts from the joint space. We first design a tokenization module tailored for cross-modality alignment, which explicitly concatenates patches of decomposed time series components to create embeddings that effectively encode the temporal dynamics. Next, we leverage the pre-trained word token embeddings to derive semantic anchors and align selected anchors with time series embeddings by maximizing the cosine similarity in the joint space. This way, $S^2$IP-LLM can retrieve relevant semantic anchors as prompts to provide strong indicators (context) for time series that exhibit different temporal dynamics. With thorough empirical studies on multiple benchmark datasets, we demonstrate that the proposed $S^2$IP-LLM can achieve superior forecasting performance over state-of-the-art baselines. Furthermore, our ablation studies and visualizations verify the necessity of prompt learning informed by semantic space.

Recent studies in multivariate time series (MTS) forecasting reveal that explicitly modeling the hidden dependencies among different time series can yield promising forecasting performance and reliable explanations. However, modeling variable dependencies remains underexplored when MTS is continuously accumulated under different regimes (stages). Due to the potential distribution and dependency disparities, the underlying model may encounter the catastrophic forgetting problem, i.e., it is challenging to memorize and infer different types of variable dependencies across different regimes while maintaining forecasting performance. To address this issue, we propose a novel Structural Knowledge Informed Continual Learning (SKI-CL) framework to perform MTS forecasting within a continual learning paradigm, which leverages structural knowledge to steer the forecasting model toward identifying and adapting to different regimes, and selects representative MTS samples from each regime for memory replay. Specifically, we develop a forecasting model based on graph structure learning, where a consistency regularization scheme is imposed between the learned variable dependencies and the structural knowledge while optimizing the forecasting objective over the MTS data. As such, MTS representations learned in each regime are associated with distinct structural knowledge, which helps the model memorize a variety of conceivable scenarios and results in accurate forecasts in the continual learning context. Meanwhile, we develop a representation-matching memory replay scheme that maximizes the temporal coverage of MTS data to efficiently preserve the underlying temporal dynamics and dependency structures of each regime. Thorough empirical studies on synthetic and real-world benchmarks validate SKI-CL's efficacy and advantages over the state-of-the-art for continual MTS forecasting tasks.

Recently, remarkable progress has been made over large language models (LLMs), demonstrating their unprecedented capability in varieties of natural language tasks. However, completely training a large general-purpose model from the scratch is challenging for time series analysis, due to the large volumes and varieties of time series data, as well as the non-stationarity that leads to concept drift impeding continuous model adaptation and re-training. Recent advances have shown that pre-trained LLMs can be exploited to capture complex dependencies in time series data and facilitate various applications. In this survey, we provide a systematic overview of existing methods that leverage LLMs for time series analysis. Specifically, we first state the challenges and motivations of applying language models in the context of time series as well as brief preliminaries of LLMs. Next, we summarize the general pipeline for LLM-based time series analysis, categorize existing methods into different groups (i.e., direct query, tokenization, prompt design, fine-tune, and model integration), and highlight the key ideas within each group. We also discuss the applications of LLMs for both general and spatial-temporal time series data, tailored to specific domains. Finally, we thoroughly discuss future research opportunities to empower time series analysis with LLMs.

Anomaly detection has been a challenging task given high-dimensional multivariate time series data generated by networked sensors and actuators in Cyber-Physical Systems (CPS). Besides the highly nonlinear, complex, and dynamic natures of such time series, the lack of labeled data impedes data exploitation in a supervised manner and thus prevents an accurate detection of abnormal phenomenons. On the other hand, the collected data at the edge of the network is often privacy sensitive and large in quantity, which may hinder the centralized training at the main server. To tackle these issues, we propose an unsupervised time series anomaly detection framework in a federated fashion to continuously monitor the behaviors of interconnected devices within a network and alerts for abnormal incidents so that countermeasures can be taken before undesired consequences occur. To be specific, we leave the training data distributed at the edge to learn a shared Variational Autoencoder (VAE) based on Convolutional Gated Recurrent Unit (ConvGRU) model, which jointly captures feature and temporal dependencies in the multivariate time series data for representation learning and downstream anomaly detection tasks. Experiments on three real-world networked sensor datasets illustrate the advantage of our approach over other state-of-the-art models. We also conduct extensive experiments to demonstrate the effectiveness of our detection framework under non-federated and federated settings in terms of overall performance and detection latency., Comment: Accepted paper in the IEEE 40th International Performance Computing and Communications Conference - IPCCC 2021

With massive data being generated daily and the ever-increasing interconnectivity of the world's Internet infrastructures, a machine learning based intrusion detection system (IDS) has become a vital component to protect our economic and national security. In this paper, we perform a comprehensive study on NSL-KDD, a network traffic dataset, by visualizing patterns and employing different learning-based models to detect cyber attacks. Unlike previous shallow learning and deep learning models that use the single learning model approach for intrusion detection, we adopt a hierarchy strategy, in which the intrusion and normal behavior are classified firstly, and then the specific types of attacks are classified. We demonstrate the advantage of the unsupervised representation learning model in binary intrusion detection tasks. Besides, we alleviate the data imbalance problem with SVM-SMOTE oversampling technique in 4-class classification and further demonstrate the effectiveness and the drawback of the oversampling mechanism with a deep neural network as a base model., Comment: Accepted paper in the IEEE 40th International Performance Computing and Communications Conference - IPCCC 2021

To accommodate the unprecedented increase of commercial airlines over the next ten years, the Next Generation Air Transportation System (NextGen) has been implemented in the USA that records large-scale Air Traffic Management (ATM) data to make air travel safer, more efficient, and more economical. A key role of collaborative decision making for air traffic scheduling and airspace resource management is the accurate prediction of flight delay. There has been a lot of attempts to apply data-driven methods such as machine learning to forecast flight delay situation using air traffic data of departures and arrivals. However, most of them omit en-route spatial information of airlines and temporal correlation between serial flights which results in inaccuracy prediction. In this paper, we present a novel aviation delay prediction system based on stacked Long Short-Term Memory (LSTM) networks for commercial flights. The system learns from historical trajectories from automatic dependent surveillance-broadcast (ADS-B) messages and uses the correlative geolocations to collect indispensable features such as climatic elements, air traffic, airspace, and human factors data along posterior routes. These features are integrated and then are fed into our proposed regression model. The latent spatio-temporal patterns of data are abstracted and learned in the LSTM architecture. Compared with previous schemes, our approach is demonstrated to be more robust and accurate for large hub airports.

With human social behaviors influence, some boyciana-fish reaction-diffusion system coupled with elliptic human distribution equation is considered. Firstly, under homogeneous Neumann boundary conditions and ratio-dependent functional response the system can be described as a nonlinear partial differential algebraic equations (PDAEs) and the corresponding linearized system is discussed with singular system theorem. In what follows we discuss the elliptic subsystem and show that the three kinds of nonnegative are corresponded to three different human interference conditions: human free, overdevelopment and regular human activity. Next we examine the system persistence properties: absorbtion region and the stability of positive steady states of three systems. And the diffusion-driven unstable property is also discussed. Moreover, we propose some energy estimation discussion to reveal the dynamic property among the boyciana-fish-human interaction systems.Finally, using the realistic data collected in the past fourteen years, by PDAEs model parameter optimization, we carry out some predicted results about wetland boyciana population. The applicability of the proposed approaches are confirmed analytically and are evaluated in numerical simulations., Comment: 24 pages, 12 figures

We analysis some singular partial differential equations systems(PDAEs) with boundary conditions in high dimension bounded domain with sufficiently smooth boundary. With the eigenvalue theory of PDE the systems initially is formulated as an infinite-dimensional singular systems. The state space description of the system is built according to the spectrum structure and convergence analysis of the PDAEs. Some global stability results are provided. The applicability of the proposed approach is evaluated in numerical simulations on some wetland conservation system with social behaviour., Comment: 15 pages, 5 figures

The main purpose of this paper is to show that there exists a positive number $\lambda_{1}$, the first eigenvalue, such that some $p(x)$-Laplace equation admits a solution if $\lambda=\lambda_{1}$ and that $\lambda_{1}$ is simple, i.e., with respect to \textit{the first eigenvalue} solutions, which are not equal to zero a. e., of the $p(x)$-Laplace equation forms an one dimensional subset. Furthermore, by developing Moser method we obtained some results concerning H\"{o}lder continuity and bounded properties of the solutions. Our works are done in the setting of the Generalized-Sobolev Space. There are many perfect results about $p$-Laplace equations, but about $p(x)$-Laplace equation there are few results. The main reason is that a lot of methods which are very useful in dealing with $p$-Laplace equations are no longer valid for $p(x)$-Laplace equations. In this paper, many results are obtained by imposing some conditions on $p(x)$. Stimulated by the development of the study of elastic mechanics, interest in variational problems and differential equations has grown in recent decades, while Laplace equations with nonstandard growth conditions share a part. The equation discussed in this paper is derived from the elastic mechanics.