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Christian S. Jensen

Publications and source records attributed to Christian S. Jensen.

At least 55 records · Page 3Linked to original sources

TSFM-Bench: A Comprehensive and Unified Benchmark of Foundation Models for Time Series Forecasting

Time Series Forecasting (TSF) is key functionality in numerous fields, such as financial investment, weather services, and energy management. Although increasingly capable TSF methods occur, many of them require domain-specific data collection and model training and do not generalize well when applied in other domains. Time Series Foundation Models (TSFMs) that are pre-trained on massive heterogeneous time series data aim to overcome these limitations. The prospects for generalizability have spurred the development of a new generation of TSFMs. This study proposes a benchmark, TSFM-Bench, to facilitate comprehensive and unified evaluation of TSFMs. TSFM-Bench covers a wide range of TSFMs, including those based on large language models and those pre-trained on time series data. TSFM-Bench supports multiple forecasting scenarios, including zero-shot, few-shot, and full-shot, enabling assessment across the full range of adaptation strategies. TSFM-Bench also provides a standardized experimental protocols for critical evaluation processes such as dataset splitting, loading, normalization, and few-shot sampling, facilitating consistency and fairness. We report on an extensive evaluation of TSFMs across a diverse range of datasets spanning multiple domains and exhibiting varied statistical characteristics. Specifically, we identify pros and cons and inherent limitations of existing TSFMs, and we propose potential directions for new model designs.

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Unraveling Spatio-Temporal Foundation Models via the Pipeline Lens: A Comprehensive Review

Spatio-temporal deep learning models aims to utilize useful patterns in such data to support tasks like prediction. However, previous deep learning models designed for specific tasks typically require separate training for each use case, leading to increased computational and storage costs. To address this issue, spatio-temporal foundation models have emerged, offering a unified framework capable of solving multiple spatio-temporal tasks. These foundation models achieve remarkable success by learning general knowledge with spatio-temporal data or transferring the general capabilities of pre-trained language models. While previous surveys have explored spatio-temporal data and methodologies separately, they have ignored a comprehensive examination of how foundation models are designed, selected, pre-trained, and adapted. As a result, the overall pipeline for spatio-temporal foundation models remains unclear. To bridge this gap, we innovatively provide an up-to-date review of previous spatio-temporal foundation models from the pipeline perspective. The pipeline begins with an introduction to different types of spatio-temporal data, followed by details of data preprocessing and embedding techniques. The pipeline then presents a novel data property taxonomy to divide existing methods according to data sources and dependencies, providing efficient and effective model design and selection for researchers. On this basis, we further illustrate the training objectives of primitive models, as well as the adaptation techniques of transferred models. Overall, our survey provides a clear and structured pipeline to understand the connection between core elements of spatio-temporal foundation models while guiding researchers to get started quickly. Additionally, we introduce emerging opportunities such as multi-objective training in the field of spatio-temporal foundation models.

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UVTM: Universal Vehicle Trajectory Modeling with ST Feature Domain Generation

Vehicle movement is frequently captured in the form of GPS trajectories, i.e., sequences of timestamped GPS locations. Such data is widely used for various tasks such as travel-time estimation, trajectory recovery, and trajectory prediction. A universal vehicle trajectory model could be applied to different tasks, removing the need to maintain multiple specialized models, thereby reducing computational and storage costs. However, creating such a model is challenging when the integrity of trajectory features is compromised, i.e., in scenarios where only partial features are available or the trajectories are sparse. To address these challenges, we propose the Universal Vehicle Trajectory Model (UVTM), which can effectively adapt to different tasks without excessive retraining. UVTM incorporates two specialized designs. First, it divides trajectory features into three distinct domains. Each domain can be masked and generated independently to accommodate tasks with only partially available features. Second, UVTM is pre-trained by reconstructing dense, feature-complete trajectories from sparse, feature-incomplete counterparts, enabling strong performance even when the integrity of trajectory features is compromised. Experiments involving four representative trajectory-related tasks on three real-world vehicle trajectory datasets provide insight into the performance of UVTM and offer evidence that it is capable of meeting its objectives.

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Data Driven Decision Making with Time Series and Spatio-temporal Data

Time series data captures properties that change over time. Such data occurs widely, ranging from the scientific and medical domains to the industrial and environmental domains. When the properties in time series exhibit spatial variations, we often call the data spatio-temporal. As part of the continued digitalization of processes throughout society, increasingly large volumes of time series and spatio-temporal data are available. In this tutorial, we focus on data-driven decision making with such data, e.g., enabling greener and more efficient transportation based on traffic time series forecasting. The tutorial adopts the holistic paradigm of ``data-governance-analytics-decision.'' We first introduce the data foundation of time series and spatio-temporal data, which is often heterogeneous. Next, we discuss data governance methods that aim to improve data quality. We then cover data analytics, focusing on the ``AGREE'' principles: Automation, Generalization, Robustness, Explainability, and Efficiency. We finally cover data-driven decision making strategies and briefly discuss promising research directions. We hope that the tutorial will serve as a primary resource for researchers and practitioners who are interested in value creation from time series and spatio-temporal data.

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A Multi-Modal Knowledge-Enhanced Framework for Vessel Trajectory Prediction

Accurate vessel trajectory prediction facilitates improved navigational safety, routing, and environmental protection. However, existing prediction methods are challenged by the irregular sampling time intervals of the vessel tracking data from the global AIS system and the complexity of vessel movement. These aspects render model learning and generalization difficult. To address these challenges and improve vessel trajectory prediction, we propose the multi-modal knowledge-enhanced framework (MAKER) for vessel trajectory prediction. To contend better with the irregular sampling time intervals, MAKER features a Large language model-guided Knowledge Transfer (LKT) module that leverages pre-trained language models to transfer trajectory-specific contextual knowledge effectively. To enhance the ability to learn complex trajectory patterns, MAKER incorporates a Knowledge-based Self-paced Learning (KSL) module. This module employs kinematic knowledge to progressively integrate complex patterns during training, allowing for adaptive learning and enhanced generalization. Experimental results on two vessel trajectory datasets show that MAKER can improve the prediction accuracy of state-of-the-art methods by 12.08%-17.86%.

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ACE: A Cardinality Estimator for Set-Valued Queries

Cardinality estimation is a fundamental functionality in database systems. Most existing cardinality estimators focus on handling predicates over numeric or categorical data. They have largely omitted an important data type, set-valued data, which frequently occur in contemporary applications such as information retrieval and recommender systems. The few existing estimators for such data either favor high-frequency elements or rely on a partial independence assumption, which limits their practical applicability. We propose ACE, an Attention-based Cardinality Estimator for estimating the cardinality of queries over set-valued data. We first design a distillation-based data encoder to condense the dataset into a compact matrix. We then design an attention-based query analyzer to capture correlations among query elements. To handle variable-sized queries, a pooling module is introduced, followed by a regression model (MLP) to generate final cardinality estimates. We evaluate ACE on three datasets with varying query element distributions, demonstrating that ACE outperforms the state-of-the-art competitors in terms of both accuracy and efficiency.

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SemaSK: Answering Semantics-aware Spatial Keyword Queries with Large Language Models

Geo-textual objects, i.e., objects with both spatial and textual attributes, such as points-of-interest or web documents with location tags, are prevalent and fuel a range of location-based services. Existing spatial keyword querying methods that target such data have focused primarily on efficiency and often involve proposals for index structures for efficient query processing. In these studies, due to challenges in measuring the semantic relevance of textual data, query constraints on the textual attributes are largely treated as a keyword matching process, ignoring richer query and data semantics. To advance the semantic aspects, we propose a system named SemaSK that exploits the semantic capabilities of large language models to retrieve geo-textual objects that are more semantically relevant to a query. Experimental results on a real dataset offer evidence of the effectiveness of the system, and a system demonstration is presented in this paper.

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RCRank: Multimodal Ranking of Root Causes of Slow Queries in Cloud Database Systems

With the continued migration of storage to cloud database systems,the impact of slow queries in such systems on services and user experience is increasing. Root-cause diagnosis plays an indispensable role in facilitating slow-query detection and revision. This paper proposes a method capable of both identifying possible root cause types for slow queries and ranking these according to their potential for accelerating slow queries. This enables prioritizing root causes with the highest impact, in turn improving slow-query revision effectiveness. To enable more accurate and detailed diagnoses, we propose the multimodal Ranking for the Root Causes of slow queries (RCRank) framework, which formulates root cause analysis as a multimodal machine learning problem and leverages multimodal information from query statements, execution plans, execution logs, and key performance indicators. To obtain expressive embeddings from its heterogeneous multimodal input, RCRank integrates self-supervised pre-training that enhances cross-modal alignment and task relevance. Next, the framework integrates root-cause-adaptive cross Transformers that enable adaptive fusion of multimodal features with varying characteristics. Finally, the framework offers a unified model that features an impact-aware training objective for identifying and ranking root causes. We report on experiments on real and synthetic datasets, finding that RCRank is capable of consistently outperforming the state-of-the-art methods at root cause identification and ranking according to a range of metrics.

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Quantifying Point Contributions: A Lightweight Framework for Efficient and Effective Query-Driven Trajectory Simplification

As large volumes of trajectory data accumulate, simplifying trajectories to reduce storage and querying costs is increasingly studied. Existing proposals face three main problems. First, they require numerous iterations to decide which GPS points to delete. Second, they focus only on the relationships between neighboring points (local information) while neglecting the overall structure (global information), reducing the global similarity between the simplified and original trajectories and making it difficult to maintain consistency in query results, especially for similarity-based queries. Finally, they fail to differentiate the importance of points with similar features, leading to suboptimal selection of points to retain the original trajectory information. We propose MLSimp, a novel Mutual Learning query-driven trajectory simplification framework that integrates two distinct models: GNN-TS, based on graph neural networks, and Diff-TS, based on diffusion models. GNN-TS evaluates the importance of a point according to its globality, capturing its correlation with the entire trajectory, and its uniqueness, capturing its differences from neighboring points. It also incorporates attention mechanisms in the GNN layers, enabling simultaneous data integration from all points within the same trajectory and refining representations, thus avoiding iterative processes. Diff-TS generates amplified signals to enable the retention of the most important points at low compression rates. Experiments involving eight baselines on three databases show that MLSimp reduces the simplification time by 42%--70% and improves query accuracy over simplified trajectories by up to 34.6%.

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EasyTime: Time Series Forecasting Made Easy

Time series forecasting has important applications across diverse domains. EasyTime, the system we demonstrate, facilitates easy use of time-series forecasting methods by researchers and practitioners alike. First, EasyTime enables one-click evaluation, enabling researchers to evaluate new forecasting methods using the suite of diverse time series datasets collected in the preexisting time series forecasting benchmark (TFB). This is achieved by leveraging TFB's flexible and consistent evaluation pipeline. Second, when practitioners must perform forecasting on a new dataset, a nontrivial first step is often to find an appropriate forecasting method. EasyTime provides an Automated Ensemble module that combines the promising forecasting methods to yield superior forecasting accuracy compared to individual methods. Third, EasyTime offers a natural language Q&A module leveraging large language models. Given a question like "Which method is best for long term forecasting on time series with strong seasonality?", EasyTime converts the question into SQL queries on the database of results obtained by TFB and then returns an answer in natural language and charts. By demonstrating EasyTime, we intend to show how it is possible to simplify the use of time series forecasting and to offer better support for the development of new generations of time series forecasting methods.

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HIGGS: HIerarchy-Guided Graph Stream Summarization

Graph stream summarization refers to the process of processing a continuous stream of edges that form a rapidly evolving graph. The primary challenges in handling graph streams include the impracticality of fully storing the ever-growing datasets and the complexity of supporting graph queries that involve both topological and temporal information. Recent advancements, such as PGSS and Horae, address these limitations by using domain-based, top-down multi-layer structures in the form of compressed matrices. However, they either suffer from poor query accuracy, incur substantial space overheads, or have low query efficiency. This study proposes a novel item-based, bottom-up hierarchical structure, called HIGGS. Unlike existing approaches, HIGGS leverages its hierarchical structure to localize storage and query processing, thereby confining changes and hash conflicts to small and manageable subtrees, yielding notable performance improvements. HIGGS offers tighter theoretical bounds on query accuracy and space cost. Extensive empirical studies on real graph streams demonstrate that, compared to state-of-the-art methods, HIGGS is capable of notable performance enhancements: it can improve accuracy by over 3 orders of magnitude, reduce space overhead by an average of 30%, increase throughput by more than 5 times, and decrease query latency by nearly 2 orders of magnitude.

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TEAM: Topological Evolution-aware Framework for Traffic Forecasting--Extended Version

Due to the global trend towards urbanization, people increasingly move to and live in cities that then continue to grow. Traffic forecasting plays an important role in the intelligent transportation systems of cities as well as in spatio-temporal data mining. State-of-the-art forecasting is achieved by deep-learning approaches due to their ability to contend with complex spatio-temporal dynamics. However, existing methods assume the input is fixed-topology road networks and static traffic time series. These assumptions fail to align with urbanization, where time series are collected continuously and road networks evolve over time. In such settings, deep-learning models require frequent re-initialization and re-training, imposing high computational costs. To enable much more efficient training without jeopardizing model accuracy, we propose the Topological Evolution-aware Framework (TEAM) for traffic forecasting that incorporates convolution and attention. This combination of mechanisms enables better adaptation to newly collected time series, while being able to maintain learned knowledge from old time series. TEAM features a continual learning module based on the Wasserstein metric that acts as a buffer that can identify the most stable and the most changing network nodes. Then, only data related to stable nodes is employed for re-training when consolidating a model. Further, only data of new nodes and their adjacent nodes as well as data pertaining to changing nodes are used to re-train the model. Empirical studies with two real-world traffic datasets offer evidence that TEAM is capable of much lower re-training costs than existing methods are, without jeopardizing forecasting accuracy.

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RED: Effective Trajectory Representation Learning with Comprehensive Information

Trajectory representation learning (TRL) maps trajectories to vectors that can then be used for various downstream tasks, including trajectory similarity computation, trajectory classification, and travel-time estimation. However, existing TRL methods often produce vectors that, when used in downstream tasks, yield insufficiently accurate results. A key reason is that they fail to utilize the comprehensive information encompassed by trajectories. We propose a self-supervised TRL framework, called RED, which effectively exploits multiple types of trajectory information. Overall, RED adopts the Transformer as the backbone model and masks the constituting paths in trajectories to train a masked autoencoder (MAE). In particular, RED considers the moving patterns of trajectories by employing a Road-aware masking strategy} that retains key paths of trajectories during masking, thereby preserving crucial information of the trajectories. RED also adopts a spatial-temporal-user joint Embedding scheme to encode comprehensive information when preparing the trajectories as model inputs. To conduct training, RED adopts Dual-objective task learning}: the Transformer encoder predicts the next segment in a trajectory, and the Transformer decoder reconstructs the entire trajectory. RED also considers the spatial-temporal correlations of trajectories by modifying the attention mechanism of the Transformer. We compare RED with 9 state-of-the-art TRL methods for 4 downstream tasks on 3 real-world datasets, finding that RED can usually improve the accuracy of the best-performing baseline by over 5%.

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Grid and Road Expressions Are Complementary for Trajectory Representation Learning

Trajectory representation learning (TRL) maps trajectories to vectors that can be used for many downstream tasks. Existing TRL methods use either grid trajectories, capturing movement in free space, or road trajectories, capturing movement in a road network, as input. We observe that the two types of trajectories are complementary, providing either region and location information or providing road structure and movement regularity. Therefore, we propose a novel multimodal TRL method, dubbed GREEN, to jointly utilize Grid and Road trajectory Expressions for Effective representatioN learning. In particular, we transform raw GPS trajectories into both grid and road trajectories and tailor two encoders to capture their respective information. To align the two encoders such that they complement each other, we adopt a contrastive loss to encourage them to produce similar embeddings for the same raw trajectory and design a mask language model (MLM) loss to use grid trajectories to help reconstruct masked road trajectories. To learn the final trajectory representation, a dual-modal interactor is used to fuse the outputs of the two encoders via cross-attention. We compare GREEN with 7 state-of-the-art TRL methods for 3 downstream tasks, finding that GREEN consistently outperforms all baselines and improves the accuracy of the best-performing baseline by an average of 15.99\%.

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UniTE: A Survey and Unified Pipeline for Pre-training Spatiotemporal Trajectory Embeddings

Spatiotemporal trajectories are sequences of timestamped locations, which enable a variety of analyses that in turn enable important real-world applications. It is common to map trajectories to vectors, called embeddings, before subsequent analyses. Thus, the qualities of embeddings are very important. Methods for pre-training embeddings, which leverage unlabeled trajectories for training universal embeddings, have shown promising applicability across different tasks, thus attracting considerable interest. However, research progress on this topic faces two key challenges: a lack of a comprehensive overview of existing methods, resulting in several related methods not being well-recognized, and the absence of a unified pipeline, complicating the development of new methods and the analysis of methods. We present UniTE, a survey and a unified pipeline for this domain. In doing so, we present a comprehensive list of existing methods for pre-training trajectory embeddings, which includes methods that either explicitly or implicitly employ pre-training techniques. Further, we present a unified and modular pipeline with publicly available underlying code, simplifying the process of constructing and evaluating methods for pre-training trajectory embeddings. Additionally, we contribute a selection of experimental results using the proposed pipeline on real-world datasets. Implementation of the pipeline is publicly available at https://github.com/Logan-Lin/UniTE.

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Fully Automated Correlated Time Series Forecasting in Minutes

Societal and industrial infrastructures and systems increasingly leverage sensors that emit correlated time series. Forecasting of future values of such time series based on recorded historical values has important benefits. Automatically designed models achieve higher accuracy than manually designed models. Given a forecasting task, which includes a dataset and a forecasting horizon, automated design methods automatically search for an optimal forecasting model for the task in a manually designed search space, and then train the identified model using the dataset to enable the forecasting. Existing automated methods face three challenges. First, the search space is constructed by human experts, rending the methods only semi-automated and yielding search spaces prone to subjective biases. Second, it is time consuming to search for an optimal model. Third, training the identified model for a new task is also costly. These challenges limit the practicability of automated methods in real-world settings. To contend with the challenges, we propose a fully automated and highly efficient correlated time series forecasting framework where the search and training can be done in minutes. The framework includes a data-driven, iterative strategy to automatically prune a large search space to obtain a high-quality search space for a new forecasting task. It includes a zero-shot search strategy to efficiently identify the optimal model in the customized search space. And it includes a fast parameter adaptation strategy to accelerate the training of the identified model. Experiments on seven benchmark datasets offer evidence that the framework is capable of state-of-the-art accuracy and is much more efficient than existing methods.

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Modeling and Monitoring of Indoor Populations using Sparse Positioning Data (Extension)

In large venues like shopping malls and airports, knowledge on the indoor populations fuels applications such as business analytics, venue management, and safety control. In this work, we provide means of modeling populations in partitions of indoor space offline and of monitoring indoor populations continuously, by using indoor positioning data. However, the low-sampling rates of indoor positioning render the data temporally and spatially sparse, which in turn renders the offline capture of indoor populations challenging. It is even more challenging to continuously monitor indoor populations, as positioning data may be missing or not ready yet at the current moment. To address these challenges, we first enable probabilistic modeling of populations in indoor space partitions as Normal distributions. Based on that, we propose two learning-based estimators for on-the-fly prediction of population distributions. Leveraging the prediction-based schemes, we provide a unified continuous query processing framework for a type of query that enables continuous monitoring of populated partitions. The framework encompasses caching and result validity mechanisms to reduce cost and maintain monitoring effectiveness. Extensive experiments on two real data sets show that the proposed estimators are able to outperform the state-of-the-art alternatives and that the query processing framework is effective and efficient.

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Less is More: Efficient Time Series Dataset Condensation via Two-fold Modal Matching--Extended Version

The expanding instrumentation of processes throughout society with sensors yields a proliferation of time series data that may in turn enable important applications, e.g., related to transportation infrastructures or power grids. Machine-learning based methods are increasingly being used to extract value from such data. We provide means of reducing the resulting considerable computational and data storage costs. We achieve this by providing means of condensing large time series datasets such that models trained on the condensed data achieve performance comparable to those trained on the original, large data. Specifically, we propose a time series dataset condensation framework, TimeDC, that employs two-fold modal matching, encompassing frequency matching and training trajectory matching. Thus, TimeDC performs time series feature extraction and decomposition-driven frequency matching to preserve complex temporal dependencies in the reduced time series. Further, TimeDC employs curriculum training trajectory matching to ensure effective and generalized time series dataset condensation. To avoid memory overflow and to reduce the cost of dataset condensation, the framework includes an expert buffer storing pre-computed expert trajectories. Extensive experiments on real data offer insight into the effectiveness and efficiency of the proposed solutions.

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