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Hao Niu

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3 papers

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AAAI Conference 2025 Conference Paper

Enhancing Masked Time-Series Modeling via Dropping Patches

Tianyu Qiu
Yi Xie
Hao Niu
Yun Xiong
Xiaofeng Gao

This paper explores how to enhance existing masked time-series modeling by randomly dropping sub-sequence level patches of time series. On this basis, a simple yet effective method named DropPatch is proposed, which has two remarkable advantages: 1) It improves the pre-training efficiency by a square-level advantage; 2) It provides additional advantages for modeling in scenarios such as in-domain, cross-domain, few-shot learning and cold start. This paper conducts comprehensive experiments to verify the effectiveness of the method and analyze its internal mechanism. Empirically, DropPatch strengthens the attention mechanism, reduces information redundancy and serves as an efficient means of data augmentation. Theoretically, it is proved that DropPatch slows down the rate at which the Transformer representations collapse into the rank-1 linear subspace by randomly dropping patches, thus optimizing the quality of the learned representations.

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AAAI Conference 2023 Conference Paper

Estimating Treatment Effects from Irregular Time Series Observations with Hidden Confounders

Defu Cao
James Enouen
Yujing Wang
Xiangchen Song
Chuizheng Meng
Hao Niu
Yan Liu

Causal analysis for time series data, in particular estimating individualized treatment effect (ITE), is a key task in many real world applications, such as finance, retail, healthcare, etc. Real world time series, i.e., large-scale irregular or sparse and intermittent time series, raise significant challenges to existing work attempting to estimate treatment effects. Specifically, the existence of hidden confounders can lead to biased treatment estimates and complicate the causal inference process. In particular, anomaly hidden confounders which exceed the typical range can lead to high variance estimates. Moreover, in continuous time settings with irregular samples, it is challenging to directly handle the dynamics of causality. In this paper, we leverage recent advances in Lipschitz regularization and neural controlled differential equations (CDE) to develop an effective and scalable solution, namely LipCDE, to address the above challenges. LipCDE can directly model the dynamic causal relationships between historical data and outcomes with irregular samples by considering the boundary of hidden confounders given by Lipschitz constrained neural networks. Furthermore, we conduct extensive experiments on both synthetic and real world datasets to demonstrate the effectiveness and scalability of LipCDE.

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IJCAI Conference 2022 Conference Paper

Physics-Informed Long-Sequence Forecasting From Multi-Resolution Spatiotemporal Data

Chuizheng Meng
Hao Niu
Guillaume Habault
Roberto Legaspi
Shinya Wada
Chihiro Ono
Yan Liu

Spatiotemporal data aggregated over regions or time windows at various resolutions demonstrate heterogeneous patterns and dynamics in each resolution. Meanwhile, the multi-resolution characteristic provides rich contextual information, which is critical for effective long-sequence forecasting. The importance of such inter-resolution information is more significant in practical cases, where fine-grained data is usually collected via approaches with lower costs but also lower qualities compared to those for coarse-grained data. However, existing works focus on uni-resolution data and cannot be directly applied to fully utilize the aforementioned extra information in multi-resolution data. In this work, we propose Spatiotemporal Koopman Multi-Resolution Network (ST-KMRN), a physics-informed learning framework for long-sequence forecasting from multi-resolution spatiotemporal data. Our method jointly models data aggregated in multiple resolutions and captures the inter-resolution dynamics with the self-attention mechanism. We also propose downsampling and upsampling modules among resolutions to further strengthen the connections among data of multiple resolutions. Moreover, we enhance the modeling of intra-resolution dynamics with physics-informed modules based on Koopman theory. Experimental results demonstrate that our proposed approach achieves the best performance on the long-sequence forecasting tasks compared to baselines without a specific design for multi-resolution data.

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