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Mar 12

A Survey on Graph Neural Networks for Time Series: Forecasting, Classification, Imputation, and Anomaly Detection

Time series are the primary data type used to record dynamic system measurements and generated in great volume by both physical sensors and online processes (virtual sensors). Time series analytics is therefore crucial to unlocking the wealth of information implicit in available data. With the recent advancements in graph neural networks (GNNs), there has been a surge in GNN-based approaches for time series analysis. These approaches can explicitly model inter-temporal and inter-variable relationships, which traditional and other deep neural network-based methods struggle to do. In this survey, we provide a comprehensive review of graph neural networks for time series analysis (GNN4TS), encompassing four fundamental dimensions: forecasting, classification, anomaly detection, and imputation. Our aim is to guide designers and practitioners to understand, build applications, and advance research of GNN4TS. At first, we provide a comprehensive task-oriented taxonomy of GNN4TS. Then, we present and discuss representative research works and introduce mainstream applications of GNN4TS. A comprehensive discussion of potential future research directions completes the survey. This survey, for the first time, brings together a vast array of knowledge on GNN-based time series research, highlighting foundations, practical applications, and opportunities of graph neural networks for time series analysis.

Temporal Enhanced Training of Multi-view 3D Object Detector via Historical Object Prediction

In this paper, we propose a new paradigm, named Historical Object Prediction (HoP) for multi-view 3D detection to leverage temporal information more effectively. The HoP approach is straightforward: given the current timestamp t, we generate a pseudo Bird's-Eye View (BEV) feature of timestamp t-k from its adjacent frames and utilize this feature to predict the object set at timestamp t-k. Our approach is motivated by the observation that enforcing the detector to capture both the spatial location and temporal motion of objects occurring at historical timestamps can lead to more accurate BEV feature learning. First, we elaborately design short-term and long-term temporal decoders, which can generate the pseudo BEV feature for timestamp t-k without the involvement of its corresponding camera images. Second, an additional object decoder is flexibly attached to predict the object targets using the generated pseudo BEV feature. Note that we only perform HoP during training, thus the proposed method does not introduce extra overheads during inference. As a plug-and-play approach, HoP can be easily incorporated into state-of-the-art BEV detection frameworks, including BEVFormer and BEVDet series. Furthermore, the auxiliary HoP approach is complementary to prevalent temporal modeling methods, leading to significant performance gains. Extensive experiments are conducted to evaluate the effectiveness of the proposed HoP on the nuScenes dataset. We choose the representative methods, including BEVFormer and BEVDet4D-Depth to evaluate our method. Surprisingly, HoP achieves 68.5% NDS and 62.4% mAP with ViT-L on nuScenes test, outperforming all the 3D object detectors on the leaderboard. Codes will be available at https://github.com/Sense-X/HoP.

Time-MMD: Multi-Domain Multimodal Dataset for Time Series Analysis

Time series data are ubiquitous across a wide range of real-world domains. While real-world time series analysis (TSA) requires human experts to integrate numerical series data with multimodal domain-specific knowledge, most existing TSA models rely solely on numerical data, overlooking the significance of information beyond numerical series. This oversight is due to the untapped potential of textual series data and the absence of a comprehensive, high-quality multimodal dataset. To overcome this obstacle, we introduce Time-MMD, the first multi-domain, multimodal time series dataset covering 9 primary data domains. Time-MMD ensures fine-grained modality alignment, eliminates data contamination, and provides high usability. Additionally, we develop MM-TSFlib, the first multimodal time-series forecasting (TSF) library, seamlessly pipelining multimodal TSF evaluations based on Time-MMD for in-depth analyses. Extensive experiments conducted on Time-MMD through MM-TSFlib demonstrate significant performance enhancements by extending unimodal TSF to multimodality, evidenced by over 15% mean squared error reduction in general, and up to 40% in domains with rich textual data. More importantly, our datasets and library revolutionize broader applications, impacts, research topics to advance TSA. The dataset and library are available at https://github.com/AdityaLab/Time-MMD and https://github.com/AdityaLab/MM-TSFlib.

Deep Stochastic Kinematic Models for Probabilistic Motion Forecasting in Traffic

In trajectory forecasting tasks for traffic, future output trajectories can be computed by advancing the ego vehicle's state with predicted actions according to a kinematics model. By unrolling predicted trajectories via time integration and models of kinematic dynamics, predicted trajectories should not only be kinematically feasible but also relate uncertainty from one timestep to the next. While current works in probabilistic prediction do incorporate kinematic priors for mean trajectory prediction, variance is often left as a learnable parameter, despite uncertainty in one time step being inextricably tied to uncertainty in the previous time step. In this paper, we show simple and differentiable analytical approximations describing the relationship between variance at one timestep and that at the next with the kinematic bicycle model. These approximations can be easily incorporated with negligible additional overhead into any existing trajectory forecasting framework utilizing probabilistic predictions, whether it is autoregressive or one-shot prediction. In our results, we find that encoding the relationship between variance across timesteps works especially well in unoptimal settings, such as with small or noisy datasets. We observe up to a 50% performance boost in partial dataset settings and up to an 8% performance boost in large-scale learning compared to previous kinematic prediction methods on SOTA trajectory forecasting architectures out-of-the-box, with no fine-tuning. In this paper, we show four analytical formulations of probabilistic kinematic priors which can be used for any Gaussian Mixture Model (GMM)-based deep learning models, quantify the error bound on linear approximations applied during trajectory unrolling, and show results to evaluate each formulation in trajectory forecasting.

D3G: Exploring Gaussian Prior for Temporal Sentence Grounding with Glance Annotation

Temporal sentence grounding (TSG) aims to locate a specific moment from an untrimmed video with a given natural language query. Recently, weakly supervised methods still have a large performance gap compared to fully supervised ones, while the latter requires laborious timestamp annotations. In this study, we aim to reduce the annotation cost yet keep competitive performance for TSG task compared to fully supervised ones. To achieve this goal, we investigate a recently proposed glance-supervised temporal sentence grounding task, which requires only single frame annotation (referred to as glance annotation) for each query. Under this setup, we propose a Dynamic Gaussian prior based Grounding framework with Glance annotation (D3G), which consists of a Semantic Alignment Group Contrastive Learning module (SA-GCL) and a Dynamic Gaussian prior Adjustment module (DGA). Specifically, SA-GCL samples reliable positive moments from a 2D temporal map via jointly leveraging Gaussian prior and semantic consistency, which contributes to aligning the positive sentence-moment pairs in the joint embedding space. Moreover, to alleviate the annotation bias resulting from glance annotation and model complex queries consisting of multiple events, we propose the DGA module, which adjusts the distribution dynamically to approximate the ground truth of target moments. Extensive experiments on three challenging benchmarks verify the effectiveness of the proposed D3G. It outperforms the state-of-the-art weakly supervised methods by a large margin and narrows the performance gap compared to fully supervised methods. Code is available at https://github.com/solicucu/D3G.

MagicTime: Time-lapse Video Generation Models as Metamorphic Simulators

Recent advances in Text-to-Video generation (T2V) have achieved remarkable success in synthesizing high-quality general videos from textual descriptions. A largely overlooked problem in T2V is that existing models have not adequately encoded physical knowledge of the real world, thus generated videos tend to have limited motion and poor variations. In this paper, we propose MagicTime, a metamorphic time-lapse video generation model, which learns real-world physics knowledge from time-lapse videos and implements metamorphic generation. First, we design a MagicAdapter scheme to decouple spatial and temporal training, encode more physical knowledge from metamorphic videos, and transform pre-trained T2V models to generate metamorphic videos. Second, we introduce a Dynamic Frames Extraction strategy to adapt to metamorphic time-lapse videos, which have a wider variation range and cover dramatic object metamorphic processes, thus embodying more physical knowledge than general videos. Finally, we introduce a Magic Text-Encoder to improve the understanding of metamorphic video prompts. Furthermore, we create a time-lapse video-text dataset called ChronoMagic, specifically curated to unlock the metamorphic video generation ability. Extensive experiments demonstrate the superiority and effectiveness of MagicTime for generating high-quality and dynamic metamorphic videos, suggesting time-lapse video generation is a promising path toward building metamorphic simulators of the physical world.

ChronoMagic-Bench: A Benchmark for Metamorphic Evaluation of Text-to-Time-lapse Video Generation

We propose a novel text-to-video (T2V) generation benchmark, ChronoMagic-Bench, to evaluate the temporal and metamorphic capabilities of the T2V models (e.g. Sora and Lumiere) in time-lapse video generation. In contrast to existing benchmarks that focus on the visual quality and textual relevance of generated videos, ChronoMagic-Bench focuses on the model's ability to generate time-lapse videos with significant metamorphic amplitude and temporal coherence. The benchmark probes T2V models for their physics, biology, and chemistry capabilities, in a free-form text query. For these purposes, ChronoMagic-Bench introduces 1,649 prompts and real-world videos as references, categorized into four major types of time-lapse videos: biological, human-created, meteorological, and physical phenomena, which are further divided into 75 subcategories. This categorization comprehensively evaluates the model's capacity to handle diverse and complex transformations. To accurately align human preference with the benchmark, we introduce two new automatic metrics, MTScore and CHScore, to evaluate the videos' metamorphic attributes and temporal coherence. MTScore measures the metamorphic amplitude, reflecting the degree of change over time, while CHScore assesses the temporal coherence, ensuring the generated videos maintain logical progression and continuity. Based on the ChronoMagic-Bench, we conduct comprehensive manual evaluations of ten representative T2V models, revealing their strengths and weaknesses across different categories of prompts, and providing a thorough evaluation framework that addresses current gaps in video generation research. Moreover, we create a large-scale ChronoMagic-Pro dataset, containing 460k high-quality pairs of 720p time-lapse videos and detailed captions ensuring high physical pertinence and large metamorphic amplitude.

Addendum to Research MMMCV; A Man/Microbio/Megabio/Computer Vision

In October 2007, a Research Proposal for the University of Sydney, Australia, the author suggested that biovie-physical phenomenon as `electrodynamic dependant biological vision', is governed by relativistic quantum laws and biovision. The phenomenon on the basis of `biovielectroluminescence', satisfies man/microbio/megabio/computer vision (MMMCV), as a robust candidate for physical and visual sciences. The general aim of this addendum is to present a refined text of Sections 1-3 of that proposal and highlighting the contents of its Appendix in form of a `Mechanisms' Section. We then briefly remind in an article aimed for December 2007, by appending two more equations into Section 3, a theoretical II-time scenario as a time model well-proposed for the phenomenon. The time model within the core of the proposal, plays a significant role in emphasizing the principle points on Objectives no. 1-8, Sub-hypothesis 3.1.2, mentioned in Article [arXiv:0710.0410]. It also expresses the time concept in terms of causing quantized energy f(|E|) of time |t|, emit in regard to shortening the probability of particle loci as predictable patterns of particle's un-occurred motion, a solution to Heisenberg's uncertainty principle (HUP) into a simplistic manner. We conclude that, practical frames via a time algorithm to this model, fixates such predictable patterns of motion of scenery bodies onto recordable observation points of a MMMCV system. It even suppresses/predicts superposition phenomena coming from a human subject and/or other bio-subjects for any decision making event, e.g., brainwave quantum patterns based on vision. Maintaining the existential probability of Riemann surfaces of II-time scenarios in the context of biovielectroluminescence, makes motion-prediction a possibility.

The Tiny Time-series Transformer: Low-latency High-throughput Classification of Astronomical Transients using Deep Model Compression

A new golden age in astronomy is upon us, dominated by data. Large astronomical surveys are broadcasting unprecedented rates of information, demanding machine learning as a critical component in modern scientific pipelines to handle the deluge of data. The upcoming Legacy Survey of Space and Time (LSST) of the Vera C. Rubin Observatory will raise the big-data bar for time-domain astronomy, with an expected 10 million alerts per-night, and generating many petabytes of data over the lifetime of the survey. Fast and efficient classification algorithms that can operate in real-time, yet robustly and accurately, are needed for time-critical events where additional resources can be sought for follow-up analyses. In order to handle such data, state-of-the-art deep learning architectures coupled with tools that leverage modern hardware accelerators are essential. We showcase how the use of modern deep compression methods can achieve a 18times reduction in model size, whilst preserving classification performance. We also show that in addition to the deep compression techniques, careful choice of file formats can improve inference latency, and thereby throughput of alerts, on the order of 8times for local processing, and 5times in a live production setting. To test this in a live setting, we deploy this optimised version of the original time-series transformer, t2, into the community alert broking system of FINK on real Zwicky Transient Facility (ZTF) alert data, and compare throughput performance with other science modules that exist in FINK. The results shown herein emphasise the time-series transformer's suitability for real-time classification at LSST scale, and beyond, and introduce deep model compression as a fundamental tool for improving deploy-ability and scalable inference of deep learning models for transient classification.

Visual Dexterity: In-Hand Reorientation of Novel and Complex Object Shapes

In-hand object reorientation is necessary for performing many dexterous manipulation tasks, such as tool use in less structured environments that remain beyond the reach of current robots. Prior works built reorientation systems assuming one or many of the following: reorienting only specific objects with simple shapes, limited range of reorientation, slow or quasistatic manipulation, simulation-only results, the need for specialized and costly sensor suites, and other constraints which make the system infeasible for real-world deployment. We present a general object reorientation controller that does not make these assumptions. It uses readings from a single commodity depth camera to dynamically reorient complex and new object shapes by any rotation in real-time, with the median reorientation time being close to seven seconds. The controller is trained using reinforcement learning in simulation and evaluated in the real world on new object shapes not used for training, including the most challenging scenario of reorienting objects held in the air by a downward-facing hand that must counteract gravity during reorientation. Our hardware platform only uses open-source components that cost less than five thousand dollars. Although we demonstrate the ability to overcome assumptions in prior work, there is ample scope for improving absolute performance. For instance, the challenging duck-shaped object not used for training was dropped in 56 percent of the trials. When it was not dropped, our controller reoriented the object within 0.4 radians (23 degrees) 75 percent of the time. Videos are available at: https://taochenshh.github.io/projects/visual-dexterity.