Bin Yang
Publications
Enhancing Irregular Time Series Forecasting with Continuous-Time Modeling Framework
Irregular multivariate time series are widely encountered in applications such as healthcare monitoring, human activity recognition, and environmental sensing. Their core challenges stem from asynchronous observations, non-uniform sampling intervals, and the fact that temporal patterns themselves carry critical dynamic information. Existing approaches either rely on discretization-based preprocessing (e.g., interpolation, imputation, or aggregation), which disrupts the underlying continuous-time semantics, or adopt continuous-time modeling via ODE-based frameworks, which typically require specialized architectures and incur substantial computational overhead due to numerical solvers. To address these limitations, we propose WrapFlow, a continuous-time modeling framework for irregular time series forecasting. On the input side, WrapFlow introduces Continuous-Time Tokenization, which directly encodes raw observation events and explicitly models long unobserved intervals via gap-aware tokens. The resulting continuous-time tokens are then processed by a standard Transformer backbone to capture long-range temporal dependencies. On the output side, we develop a simulation-free training paradigm for Residual Flow Matching, which learns conditional residual vector fields around base predictions while avoiding numerical-solver simulation and backpropagation during training. This design enables high-quality continuous forecasting using only a small number of fixed rollout steps at inference. Extensive experiments on multiple real-world datasets demonstrate that WrapFlow achieves state-of-the-art performance.
CoRA: Boosting Time Series Foundation Models for Multivariate Forecasting through Correlation-aware Adapter
Most existing Time Series Foundation Models (TSFMs) use channel independent modeling and focus on capturing and generalizing temporal dependencies, while neglecting the correlations among channels or overlooking the different aspects of correlations. However, these correlations play a vital role in Multivariate time series forecasting. To address this, we propose a CoRrelation-aware Adapter (CoRA), a lightweight plug-and-play method that requires only fine-tuning with TSFMs and is able to capture different types of correlations, so as to improve forecast performance. Specifically, to reduce complexity, we innovatively decompose the correlation matrix into low-rank Time-Varying and Time-Invariant components. For the Time-Varying component, we further design learnable polynomials to learn dynamic correlations by capturing trends or periodic patterns. To learn positive and negative correlations that appear only among some channels, we introduce a novel dual contrastive learning method that identifies correlations through projection layers, regulated by a Heterogeneous-Partial contrastive loss during training, without introducing additional complexity in the inference stage. Extensive experiments on 10 real-world datasets demonstrate that CoRA can improve TSFMs in multivariate forecasting performance.
GCGNet: Graph-Consistent Generative Network for Time Series Forecasting with Exogenous Variables
Exogenous variables offer valuable supplementary information for predicting future endogenous variables. Forecasting with exogenous variables needs to consider both past-to-future dependencies (i.e., temporal correlations) and the influence of exogenous variables on endogenous variables (i.e., channel correlations). This is pivotal when future exogenous variables are available, because they may directly affect the future endogenous variables. Many methods have been proposed for time series forecasting with exogenous variables, focusing on modeling temporal and channel correlations. However, most of them use a two-step strategy, modeling temporal and channel correlations separately, which limits their ability to capture joint correlations across time and channels. Furthermore, in real-world scenarios, time series are frequently affected by various forms of noises, underscoring the critical importance of robustness in such correlations modeling. To address these limitations, we propose GCGNet, a Graph-Consistent Generative Network for time series forecasting with exogenous variables. Specifically, GCGNet first employs a Variational Generator to produce coarse predictions. A Graph Structure Aligner then further guides it by evaluating the consistency between the generated and true correlations, where the correlations are represented as graphs, and are robust to noises. Finally, a Graph Refiner is proposed to refine the predictions to prevent degeneration and improve accuracy. Extensive experiments on 12 real-world datasets demonstrate that GCGNet outperforms state-of-the-art baselines.
MM-ISTS: Cooperating Irregularly Sampled Time Series Forecasting with Multimodal Vision-Text LLMs
Irregularly sampled time series (ISTS) are widespread in real-world scenarios, exhibiting asynchronous observations on uneven time intervals across diverse variables. Existing ISTS forecasting methods often solely utilize historical observations to predict future ones while falling short in learning contextual semantics and fine-grained temporal patterns. To address these problems, we propose MM-ISTS, a multimodal ISTS forecasting framework augmented by vision-text large language models, which bridges temporal, visual, and textual modalities. MM-ISTS encompasses a two-stage encoding mechanism. In particular, a Cross-Modal Vision-Text Encoding module is proposed to automatically generate informative visual images and textual data, enabling the capture of intricate temporal patterns and comprehensive contextual understanding, in collaboration with multimodal LLMs (MLLMs). In parallel, ISTS encoding extracts complementary yet enriched temporal features from historical ISTS observations, including multi-view embedding fusion and a Temporal-Variable Encoder. Further, we propose an Adaptive Query-Based Feature Extractor to compress MLLM token embeddings while preserving useful knowledge, which in turn reduces computational costs. In addition, a Multimodal Alignment module with Modality-Aware Gating is designed to alleviate the modality gaps. Extensive experiments on real data offer insight into the effectiveness of the proposed solutions.