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Chenjuan Guo

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19 papers

2 author rows

AAAI Conference 2026 Conference Paper

Rethinking Irregular Time Series Forecasting: A Simple Yet Effective Baseline

Xvyuan Liu
Xiangfei Qiu
Xingjian Wu
Zhengyu Li
Chenjuan Guo
Jilin Hu
Bin Yang

The forecasting of irregular multivariate time series (IMTS) is crucial in key areas such as healthcare, biomechanics, climate science, and astronomy. However, achieving accurate and practical predictions is challenging due to two main factors. First, the inherent irregularity and data missingness in irregular time series make modeling difficult. Second, most existing methods are typically complex and resource-intensive. In this study, we propose a general framework called APN to address these challenges. Specifically, we design a novel Time-Aware Patch Aggregation (TAPA) module that achieves adaptive patching. By learning dynamically adjustable patch boundaries and a time-aware weighted averaging strategy, TAPA transforms the original irregular sequences into high-quality, regularized representations in a channel-independent manner. Additionally, we use a simple query module to effectively integrate historical information while maintaining the model's efficiency. Finally, predictions are made by a shallow MLP. Experimental results on multiple real-world datasets show that APN outperforms existing state-of-the-art methods in both efficiency and accuracy.

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AAAI Conference 2026 Conference Paper

Towards Non-Stationary Time Series Forecasting with Temporal Stabilization and Frequency Differencing

Junkai Lu
Peng Chen
Chenjuan Guo
Yang Shu
Meng Wang
Bin Yang

Time series forecasting is critical for decision making across dynamic domains such as energy, finance, transportation, and cloud computing. However, real-world time series often exhibit non-stationarity, including temporal distribution shifts and spectral variability, which poses significant challenges for existing long-term time series forecasting methods. In this paper, we propose DTAF, a dual-branch framework that addresses non-stationarity in both the temporal and frequency domains. For the temporal domain, the Temporal Stabilizing Fusion (TFS) module employs a non-stationary mix of experts (MOE) filter to disentangle and suppress temporal non-stationary patterns while preserving long-term dependencies. For the frequency domain, the Frequency Wave Modeling (FWM) module applies frequency differencing to dynamically highlight components with significant spectral shifts. By fusing the complementary outputs of TFS and FWM, DTAF generates robust forecasts that adapt to both temporal and frequency domain non-stationarity. Extensive experiments on multiple real-world benchmarks demonstrate that DTAF outperforms state-of-the-art baselines, yielding significant improvements in forecasting accuracy under non-stationary conditions.

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ICLR Conference 2025 Conference Paper

Air Quality Prediction with Physics-Guided Dual Neural ODEs in Open Systems

Jindong Tian
Yuxuan Liang 0002
Ronghui Xu 0001
Peng Chen 0038
Chenjuan Guo
Aoying Zhou
Lujia Pan
Zhongwen Rao

Air pollution significantly threatens human health and ecosystems, necessitating effective air quality prediction to inform public policy. Traditional approaches are generally categorized into physics-based and data-driven models. Physics-based models usually struggle with high computational demands and closed-system assumptions, while data-driven models may overlook essential physical dynamics, confusing the capturing of spatiotemporal correlations. Although some physics-guided approaches combine the strengths of both models, they often face a mismatch between explicit physical equations and implicit learned representations. To address these challenges, we propose Air-DualODE, a novel physics-guided approach that integrates dual branches of Neural ODEs for air quality prediction. The first branch applies open-system physical equations to capture spatiotemporal dependencies for learning physics dynamics, while the second branch identifies the dependencies not addressed by the first in a fully data-driven way. These dual representations are temporally aligned and fused to enhance prediction accuracy. Our experimental results demonstrate that Air-DualODE achieves state-of-the-art performance in predicting pollutant concentrations across various spatial scales, thereby offering a promising solution for real-world air quality challenges.

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AAAI Conference 2025 Conference Paper

Assessing Pre-Trained Models for Transfer Learning Through Distribution of Spectral Components

Tengxue Zhang
Yang Shu
Xinyang Chen
Yifei Long
Chenjuan Guo
Bin Yang

Pre-trained model assessment for transfer learning aims to identify the optimal candidate for the downstream tasks from a model hub, without the need of time-consuming fine-tuning. Existing advanced works mainly focus on analyzing the intrinsic characteristics of the entire features extracted by each pre-trained model or how well such features fit the target labels. This paper proposes a novel perspective for pre-trained model assessment through the Distribution of Spectral Components (DISCO). Through singular value decomposition of features extracted from pre-trained models, we investigate different spectral components and observe that they possess distinct transferability, contributing diversely to the fine-tuning performance. Inspired by this, we propose an assessment method based on the distribution of spectral components which measures the proportions of their corresponding singular values. Pre-trained models with features concentrating on more transferable components are regarded as better choices for transfer learning. We further leverage the labels of downstream data to better estimate the transferability of each spectral component and derive the final assessment criterion. Our proposed method is flexible and can be applied to both classification and regression tasks. We conducted comprehensive experiments across three benchmarks and two tasks including image classification and object detection, demonstrating that our method achieves state-of-the-art performance in choosing proper pre-trained models from the model hub for transfer learning.

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ICLR Conference 2025 Conference Paper

CATCH: Channel-Aware Multivariate Time Series Anomaly Detection via Frequency Patching

Xingjian Wu
Xiangfei Qiu
Zhengyu Li
Yihang Wang 0004
Jilin Hu
Chenjuan Guo
Hui Xiong 0001
Bin Yang 0002

Anomaly detection in multivariate time series is challenging as heterogeneous subsequence anomalies may occur. Reconstruction-based methods, which focus on learning normal patterns in the frequency domain to detect diverse abnormal subsequences, achieve promising results, while still falling short on capturing fine-grained frequency characteristics and channel correlations. To contend with the limitations, we introduce CATCH, a framework based on frequency patching. We propose to patchify the frequency domain into frequency bands, which enhances its ability to capture fine-grained frequency characteristics. To perceive appropriate channel correlations, we propose a Channel Fusion Module (CFM), which features a patch-wise mask generator and a masked-attention mechanism. Driven by a bi-level multi-objective optimization algorithm, the CFM is encouraged to iteratively discover appropriate patch-wise channel correlations, and to cluster relevant channels while isolating adverse effects from irrelevant channels. Extensive experiments on 10 real-world datasets and 12 synthetic datasets demonstrate that CATCH achieves state-of-the-art performance. We make our code and datasets available at https://github.com/decisionintelligence/CATCH.

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NeurIPS Conference 2025 Conference Paper

CrossAD: Time Series Anomaly Detection with Cross-scale Associations and Cross-window Modeling

Beibu Li
Qichao Shentu
Yang Shu
Hui Zhang
Ming Li
Ning Jin
Bin Yang
Chenjuan Guo

Time series anomaly detection plays a crucial role in a wide range of real-world applications. Given that time series data can exhibit different patterns at different sampling granularities, multi-scale modeling has proven beneficial for uncovering latent anomaly patterns that may not be apparent at a single scale. However, existing methods often model multi-scale information independently or rely on simple feature fusion strategies, neglecting the dynamic changes in cross-scale associations that occur during anomalies. Moreover, most approaches perform multi-scale modeling based on fixed sliding windows, which limits their ability to capture comprehensive contextual information. In this work, we propose CrossAD, a novel framework for time series Anomaly Detection that takes Cross-scale associations and Cross-window modeling into account. We propose a cross-scale reconstruction that reconstructs fine-grained series from coarser series, explicitly capturing cross-scale associations. Furthermore, we design a query library and incorporate global multi-scale context to overcome the limitations imposed by fixed window sizes. Extensive experiments conducted on seven real-world datasets using nine evaluation metrics validate the effectiveness of CrossAD, demonstrating state-of-the-art performance in anomaly detection.

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NeurIPS Conference 2025 Conference Paper

DBLoss: Decomposition-based Loss Function for Time Series Forecasting

Xiangfei Qiu
Xingjian Wu
Hanyin Cheng
Xvyuan Liu
Chenjuan Guo
Jilin Hu
Bin Yang

Time series forecasting holds significant value in various domains such as economics, traffic, energy, and AIOps, as accurate predictions facilitate informed decision-making. However, the existing Mean Squared Error (MSE) loss function sometimes fails to accurately capture the seasonality or trend within the forecasting horizon, even when decomposition modules are used in the forward propagation to model the trend and seasonality separately. To address these challenges, we propose a simple yet effective Decomposition-Based Loss function called DBLoss. This method uses exponential moving averages to decompose the time series into seasonal and trend components within the forecasting horizon, and then calculates the loss for each of these components separately, followed by weighting them. As a general loss function, DBLoss can be combined with any deep learning forecasting model. Extensive experiments demonstrate that DBLoss significantly improves the performance of state-of-the-art models across diverse real-world datasets and provides a new perspective on the design of time series loss functions.

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NeurIPS Conference 2025 Conference Paper

Enhancing Time Series Forecasting through Selective Representation Spaces: A Patch Perspective

Xingjian Wu
Xiangfei Qiu
Hanyin Cheng
Zhengyu Li
Jilin Hu
Chenjuan Guo
Bin Yang

Time Series Forecasting has made significant progress with the help of Patching technique, which partitions time series into multiple patches to effectively retain contextual semantic information into a representation space beneficial for modeling long-term dependencies. However, conventional patching partitions a time series into adjacent patches, which causes a fixed representation space, thus resulting in insufficiently expressful representations. In this paper, we pioneer the exploration of constructing a selective representation space to flexibly include the most informative patches for forecasting. Specifically, we propose the Selective Representation Space (SRS) module, which utilizes the learnable Selective Patching and Dynamic Reassembly techniques to adaptively select and shuffle the patches from the contextual time series, aiming at fully exploiting the information of contextual time series to enhance the forecasting performance of patch-based models. To demonstrate the effectiveness of SRS module, we propose a simple yet effective SRSNet consisting of SRS and an MLP head, which achieves state-of-the-art performance on real-world datasets from multiple domains. Furthermore, as a novel plug-and-play module, SRS can also enhance the performance of existing patch-based models. The resources are available at https: //github. com/decisionintelligence/SRSNet.

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ICML Conference 2025 Conference Paper

K2VAE: A Koopman-Kalman Enhanced Variational AutoEncoder for Probabilistic Time Series Forecasting

Xingjian Wu
Xiangfei Qiu
Hongfan Gao
Jilin Hu
Bin Yang 0002
Chenjuan Guo

Probabilistic Time Series Forecasting (PTSF) plays a crucial role in decision-making across various fields, including economics, energy, and transportation. Most existing methods excell at short-term forecasting, while overlooking the hurdles of Long-term Probabilistic Time Series Forecasting (LPTSF). As the forecast horizon extends, the inherent nonlinear dynamics have a significant adverse effect on prediction accuracy, and make generative models inefficient by increasing the cost of each iteration. To overcome these limitations, we introduce $K^2$VAE, an efficient VAE-based generative model that leverages a KoopmanNet to transform nonlinear time series into a linear dynamical system, and devises a KalmanNet to refine predictions and model uncertainty in such linear system, which reduces error accumulation in long-term forecasting. Extensive experiments demonstrate that $K^2$VAE outperforms state-of-the-art methods in both short- and long-term PTSF, providing a more efficient and accurate solution.

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ICLR Conference 2025 Conference Paper

Learning Generalizable Skills from Offline Multi-Task Data for Multi-Agent Cooperation

Sicong Liu
Yang Shu 0001
Chenjuan Guo
Bin Yang 0002

Learning cooperative multi-agent policy from offline multi-task data that can generalize to unseen tasks with varying numbers of agents and targets is an attractive problem in many scenarios. Although aggregating general behavior patterns among multiple tasks as skills to improve policy transfer is a promising approach, two primary challenges hinder the further advancement of skill learning in offline multi-task MARL. Firstly, extracting general cooperative behaviors from various action sequences as common skills lacks bringing cooperative temporal knowledge into them. Secondly, existing works only involve common skills and can not adaptively choose independent knowledge as task-specific skills in each task for fine-grained action execution. To tackle these challenges, we propose Hierarchical and Separate Skill Discovery (HiSSD), a novel approach for generalizable offline multi-task MARL through skill learning. HiSSD leverages a hierarchical framework that jointly learns common and task-specific skills. The common skills learn cooperative temporal knowledge and enable in-sample exploitation for offline multi-task MARL. The task-specific skills represent the priors of each task and achieve a task-guided fine-grained action execution. To verify the advancement of our method, we conduct experiments on multi-agent MuJoCo and SMAC benchmarks. After training the policy using HiSSD on offline multi-task data, the empirical results show that HiSSD assigns effective cooperative behaviors and obtains superior performance in unseen tasks.

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NeurIPS Conference 2025 Conference Paper

Learning to Factorize Spatio-Temporal Foundation Models

Siru Zhong
Junjie Qiu
Yangyu Wu
Xingchen Zou
Zhongwen Rao
Bin Yang
Chenjuan Guo
Hao Xu

Spatio-Temporal Foundation Models (STFMs) promise zero/few-shot generalization across various datasets, yet joint spatio-temporal pretraining is computationally prohibitive and struggles with domain-specific spatial correlations. To this end, we introduce FactoST, a factorized STFM that decouples universal temporal pretraining from spatio-temporal adaptation. The first stage pretrains a space-agnostic backbone with multi-frequency reconstruction and domain-aware prompting, capturing cross-domain temporal regularities at low computational cost. The second stage freezes or further fine-tunes the backbone and attaches an adapter that fuses spatial metadata, sparsifies interactions, and aligns domains with continual memory replay. Extensive forecasting experiments reveal that, in few-shot setting, FactoST reduces MAE by up to 46. 4% versus UniST, uses 46. 2% fewer parameters, and achieves 68% faster inference than OpenCity, while remaining competitive with expert models. We believe this factorized view offers a practical and scalable path toward truly universal STFMs. The code will be released upon notification.

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ICML Conference 2025 Conference Paper

LightGTS: A Lightweight General Time Series Forecasting Model

Yihang Wang 0004
Yuying Qiu
Peng Chen 0038
Yang Shu 0001
Zhongwen Rao
Lujia Pan
Bin Yang 0002
Chenjuan Guo

Existing works on general time series forecasting build foundation models with heavy model parameters through large-scale multi-source pretraining. These models achieve superior generalization ability across various datasets at the cost of significant computational burdens and limitations in resource-constrained scenarios. This paper introduces LightGTS, a lightweight general time series forecasting model designed from the perspective of consistent periodical modeling. To handle diverse scales and intrinsic periods in multi-source pre-training, we introduce Periodical Tokenization, which extracts consistent periodic patterns across different datasets with varying scales. To better utilize the periodicity in the decoding process, we further introduce Periodical Parallel Decoding, which leverage historical tokens to improve forecasting. Based on the two techniques above which fully leverage the inductive bias of periods inherent in time series, LightGTS uses a lightweight model to achieve outstanding performance on general time series forecasting. It achieves state-of-the-art forecasting performance on 9 real-world benchmarks in both zero-shot and full-shot setting with much better efficiency compared with existing time series foundation models

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ICLR Conference 2025 Conference Paper

Towards a General Time Series Anomaly Detector with Adaptive Bottlenecks and Dual Adversarial Decoders

Qichao Shentu
Beibu Li
Kai Zhao 0009
Yang Shu 0001
Zhongwen Rao
Lujia Pan
Bin Yang 0002
Chenjuan Guo

Time series anomaly detection plays a vital role in a wide range of applications. Existing methods require training one specific model for each dataset, which exhibits limited generalization capability across different target datasets, hindering anomaly detection performance in various scenarios with scarce training data. Aiming at this problem, we propose constructing a general time series anomaly detection model, which is pre-trained on extensive multi-domain datasets and can subsequently apply to a multitude of downstream scenarios. The significant divergence of time series data across different domains presents two primary challenges in building such a general model: (1) meeting the diverse requirements of appropriate information bottlenecks tailored to different datasets in one unified model, and (2) enabling distinguishment between multiple normal and abnormal patterns, both are crucial for effective anomaly detection in various target scenarios. To tackle these two challenges, we propose a general time series anomaly Detector with Adaptive Bottlenecks and Dual Adversarial Decoders (DADA), which enables flexible selection of bottlenecks based on different data and explicitly enhances clear differentiation between normal and abnormal series. We conduct extensive experiments on nine target datasets from different domains. After pre-training on multi-domain data, DADA, serving as a zero-shot anomaly detector for these datasets, still achieves competitive or even superior results compared to those models tailored to each specific dataset.

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ICML Conference 2025 Conference Paper

Towards a General Time Series Forecasting Model with Unified Representation and Adaptive Transfer

Yihang Wang 0004
Yuying Qiu
Peng Chen 0038
Kai Zhao 0009
Yang Shu 0001
Zhongwen Rao
Lujia Pan
Bin Yang 0002

With the growing availability of multi-domain time series data, there is an increasing demand for general forecasting models pre-trained on multi-source datasets to support diverse downstream prediction scenarios. Existing time series foundation models primarily focus on scaling up pre-training datasets and model sizes to enhance generalization performance. In this paper, we take a different approach by addressing two critical aspects of general forecasting models: (1) how to derive unified representations from heterogeneous multi-domain time series data, and (2) how to effectively capture domain-specific features to enable adaptive transfer across various downstream scenarios. To address the first aspect, we propose Decomposed Frequency Learning as the pre-training task, which leverages frequency-based masking and reconstruction to decompose coupled semantic information in time series, resulting in unified representations across domains. For the second aspect, we introduce the Time Series Register, which captures domain-specific representations during pre-training and enhances adaptive transferability to downstream tasks. Our model achieves the state-of-the-art forecasting performance on seven real-world benchmarks, demonstrating remarkable few-shot and zero-shot capabilities.

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ICLR Conference 2024 Conference Paper

Pathformer: Multi-scale Transformers with Adaptive Pathways for Time Series Forecasting

Peng Chen 0038
Yingying Zhang
Yunyao Cheng 0001
Yang Shu 0001
Yihang Wang 0004
Qingsong Wen
Bin Yang 0002
Chenjuan Guo

Transformers for time series forecasting mainly model time series from limited or fixed scales, making it challenging to capture different characteristics spanning various scales. We propose Pathformer, a multi-scale Transformer with adaptive pathways. It integrates both temporal resolution and temporal distance for multi-scale modeling. Multi-scale division divides the time series into different temporal resolutions using patches of various sizes. Based on the division of each scale, dual attention is performed over these patches to capture global correlations and local details as temporal dependencies. We further enrich the multi-scale Transformer with adaptive pathways, which adaptively adjust the multi-scale modeling process based on the varying temporal dynamics of the input, improving the accuracy and generalization of Pathformer. Extensive experiments on eleven real-world datasets demonstrate that Pathformer not only achieves state-of-the-art performance by surpassing all current models but also exhibits stronger generalization abilities under various transfer scenarios. The code is made available at https://github.com/decisionintelligence/pathformer.

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IJCAI Conference 2022 Conference Paper

Triformer: Triangular, Variable-Specific Attentions for Long Sequence Multivariate Time Series Forecasting

Razvan-Gabriel Cirstea
Chenjuan Guo
Bin Yang
Tung Kieu
Xuanyi Dong
Shirui Pan

A variety of real-world applications rely on far future information to make decisions, thus calling for efficient and accurate long sequence multivariate time series forecasting. While recent attention-based forecasting models show strong abilities in capturing long-term dependencies, they still suffer from two key limitations. First, canonical self attention has a quadratic complexity w. r. t. the input time series length, thus falling short in efficiency. Second, different variables’ time series often have distinct temporal dynamics, which existing studies fail to capture, as they use the same model parameter space, e. g. , projection matrices, for all variables’ time series, thus falling short in accuracy. To ensure high efficiency and accuracy, we propose Triformer, a triangular, variable-specific attention. (i) Linear complexity: we introduce a novel patch attention with linear complexity. When stacking multiple layers of the patch attentions, a triangular structure is proposed such that the layer sizes shrink exponentially, thus maintaining linear complexity. (ii) Variable-specific parameters: we propose a light-weight method to enable distinct sets of model parameters for different variables’ time series to enhance accuracy without compromising efficiency and memory usage. Strong empirical evidence on four datasets from multiple domains justifies our design choices, and it demonstrates that Triformer outperforms state-of-the-art methods w. r. t. both accuracy and efficiency. Source code is publicly available at https: //github. com/razvanc92/triformer.

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NeurIPS Conference 2022 Conference Paper

Weighted Mutual Learning with Diversity-Driven Model Compression

Miao Zhang
Li Wang
David Campos
Wei Huang
Chenjuan Guo
Bin Yang

Online distillation attracts attention from the community as it simplifies the traditional two-stage knowledge distillation process into a single stage. Online distillation collaboratively trains a group of peer models, which are treated as students, and all students gain extra knowledge from each other. However, memory consumption and diversity among peers are two key challenges to the scalability and quality of online distillation. To address the two challenges, this paper presents a framework called Weighted Mutual Learning with Diversity-Driven Model Compression (WML) for online distillation. First, at the base of a hierarchical structure where peers share different parts, we leverage the structured network pruning to generate diversified peer models and reduce the memory requirements. Second, rather than taking the average of peers, this paper, for the first time, leverages a bi-level formulation to estimate the relative importance of peers with a close-form, to further boost the effectiveness of the distillation from each other. Extensive experiments show the generalization of the proposed framework, which outperforms existing online distillation methods on a variety of deep neural networks. More interesting, as a byproduct, \WML produces a series of pruned models under different model sizes in a single run, which also achieves competitive results compared with existing channel pruning methods.

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IJCAI Conference 2021 Conference Paper

Unsupervised Path Representation Learning with Curriculum Negative Sampling

Sean Bin Yang
Chenjuan Guo
Jilin Hu
Jian Tang
Bin Yang

Path representations are critical in a variety of transportation applications, such as estimating path ranking in path recommendation systems and estimating path travel time in navigation systems. Existing studies often learn task-specific path representations in a supervised manner, which require a large amount of labeled training data and generalize poorly to other tasks. We propose an unsupervised learning framework Path InfoMax (PIM) to learn generic path representations that work for different downstream tasks. We first propose a curriculum negative sampling method, for each input path, to generate a small amount of negative paths, by following the principles of curriculum learning. Next, PIM employs mutual information maximization to learn path representations from both a global and a local view. In the global view, PIM distinguishes the representations of the input paths from those of the negative paths. In the local view, PIM distinguishes the input path representations from the representations of the nodes that appear only in the negative paths. This enables the learned path representations encode both global and local information at different scales. Extensive experiments on two downstream tasks, ranking score estimation and travel time estimation, using two road network datasets suggest that PIM significantly outperforms other unsupervised methods and is also able to be used as a pre-training method to enhance supervised path representation learning.

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IJCAI Conference 2019 Conference Paper

Outlier Detection for Time Series with Recurrent Autoencoder Ensembles

Tung Kieu
Bin Yang
Chenjuan Guo
Christian S. Jensen

We propose two solutions to outlier detection in time series based on recurrent autoencoder ensembles. The solutions exploit autoencoders built using sparsely-connected recurrent neural networks (S-RNNs). Such networks make it possible to generate multiple autoencoders with different neural network connection structures. The two solutions are ensemble frameworks, specifically an independent framework and a shared framework, both of which combine multiple S-RNN based autoencoders to enable outlier detection. This ensemble-based approach aims to reduce the effects of some autoencoders being overfitted to outliers, this way improving overall detection quality. Experiments with two large real-world time series data sets, including univariate and multivariate time series, offer insight into the design properties of the proposed frameworks and demonstrate that the resulting solutions are capable of outperforming both baselines and the state-of-the-art methods.

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