Hao Li
Publications
ChatAD: Reasoning-Enhanced Time-Series Anomaly Detection with Multi-Turn Instruction Evolution
LLM-driven Anomaly Detection (AD) helps enhance the understanding and explanatory abilities of anomalous behaviors in Time Series (TS). Existing methods face challenges of inadequate reasoning ability, deficient multi-turn dialogue capability, and narrow generalization. To this end, we 1) propose a multi-agent-based TS Evolution algorithm named TSEvol. On top of it, we 2) introduce the AD reasoning and multi-turn dialogue Dataset TSEData-20K and contribute the Chatbot family for AD, including ChatAD-Llama3-8B, Qwen2.5-7B, and Mistral-7B. Furthermore, 3) we propose the TS Kahneman-Tversky Optimization (TKTO) to enhance ChatAD's cross-task generalization capability. Lastly, 4) we propose a LLM-driven Learning-based AD Benchmark LLADBench to evaluate the performance of ChatAD and nine baselines across seven datasets and tasks. Our three ChatAD models achieve substantial gains, up to 34.50% in accuracy, 34.71% in F1, and a 37.42% reduction in false positives. Besides, via KTKO, our optimized ChatAD achieves competitive performance in reasoning and cross-task generalization on classification, forecasting, and imputation.
Diff-MN: Diffusion Parameterized MoE-NCDE for Continuous Time Series Generation with Irregular Observations
Time series generation (TSG) is widely used across domains, yet most existing methods assume regular sampling and fixed output resolutions. These assumptions are often violated in practice, where observations are irregular and sparse, while downstream applications require continuous and high-resolution TS. Although Neural Controlled Differential Equation (NCDE) is promising for modeling irregular TS, it is constrained by a single dynamics function, tightly coupled optimization, and limited ability to adapt learned dynamics to newly generated samples from the generative model. We propose Diff-MN, a continuous TSG framework that enhances NCDE with a Mixture-of-Experts (MoE) dynamics function and a decoupled architectural design for dynamics-focused training. To further enable NCDE to generalize to newly generated samples, Diff-MN employs a diffusion model to parameterize the NCDE temporal dynamics parameters (MoE weights), i.e., jointly learn the distribution of TS data and MoE weights. This design allows sample-specific NCDE parameters to be generated for continuous TS generation. Experiments on ten public and synthetic datasets demonstrate that Diff-MN consistently outperforms strong baselines on both irregular-to-regular and irregular-to-continuous TSG tasks. The code is available at the link https://github.com/microsoft/TimeCraft/tree/main/Diff-MN.