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Chaoqi Zhang

Publications and source records attributed to Chaoqi Zhang.

2 recordsLinked to original sources

When2What: A Timing-Conditioned Framework for Long-Horizon Forecasting of Continuous Cardiovascular Waveforms

Long-horizon forecasting of quasi-periodic cardiovascular waveforms, such as the electrocardiogram (ECG), arterial blood pressure (ABP), and photoplethysmogram (PPG), requires predicting both when future cardiac events will occur (beat timing) and what the local structural pattern looks like around each event (beat morphology). However, standard sequence forecasters trained with pointwise mean squared error (MSE) average across uncertain future heartbeat phases, flattening sharp R peaks and pulse upstrokes into featureless baselines. Our analysis of intraoperative ECG reveals a clear temporal asymmetry: beat-time predictability from history decays within seconds due to stochastic heart-rate variability, whereas local beat morphology aligned at true beat times remains stable over several minutes. Guided by this insight, we introduce When2What, a timing-conditioned framework comprising three stages: Predict, Commit, and Generate. Given a 120-s history, When2What predicts a dense 60-s timing map, selects and sharpens discrete beat events into unit-height Gaussian impulses, and conditions a neural waveform generator on both these committed events and the observed history. Across intraoperative ECG, When2What substantially outperforms existing time-series and physiological forecasters, achieving a near-term waveform event skill of 0.644 and reproducing 95.62% of its predicted heartbeats in the generated waveform where direct long-horizon forecasters collapse into flat baselines. Furthermore, When2What transfers zero-shot to external hospital and atrial fibrillation cohorts, extends effectively to ABP and PPG pulse waveforms, and is supported by ablations and synthetic analyses that establish explicit timing conditioning as an effective paradigm for quasi-periodic long-horizon waveform forecasting.

cs.LG↗

From HL to H+L-1 Parameters: A Hankel-Toeplitz Forecaster for Long-Term Time Series Forecasting

Linear forecasters have shown competitive accuracy against Transformer-based models in long-term time series forecasting. We study how classical stationary prediction theory can guide parameter sharing for more compact linear forecasters. For centered second-order stationary processes with nonsingular history covariance, the minimum-MSE finite-window linear predictor factors into a Hankel cross-covariance matrix and an inverse Toeplitz covariance matrix. Shared lags and scale cancellation specify this predictor using $H+L-1$ autocorrelations for lookback $L$ and horizon $H$. Building on the innovations representation, our Hankel-Toeplitz Forecaster (HTF) learns one impulse response that defines both an inverse filter and a forecast map. We characterize the finite-history correction and, under summability assumptions, bound the excess risk of truncating the true filters. HTF uses $H+L-1$ trainable coefficients while allowing a full-rank forecasting matrix. Across seven benchmarks at $L=336$, its horizon-averaged MSE is within 1.2% of Dense Linear on each dataset with 75-229 times fewer trainable parameters.

cs.LG↗