arXiv subjects

Liang Sun

Publications and source records attributed to Liang Sun.

At least 91 records · Page 5Linked to original sources

arXiv2023

Transformers in Time Series: A Survey

Transformers have achieved superior performances in many tasks in natural language processing and computer vision, which also triggered great interest in the time series community. Among multiple advantages of Transformers, the ability to capture long-range dependencies and interactions is especially attractive for time series modeling, leading to exciting progress in various time series applications. In this paper, we systematically review Transformer schemes for time series modeling by highlighting their strengths as well as limitations. In particular, we examine the development of time series Transformers in two perspectives. From the perspective of network structure, we summarize the adaptations and modifications that have been made to Transformers in order to accommodate the challenges in time series analysis. From the perspective of applications, we categorize time series Transformers based on common tasks including forecasting, anomaly detection, and classification. Empirically, we perform robust analysis, model size analysis, and seasonal-trend decomposition analysis to study how Transformers perform in time series. Finally, we discuss and suggest future directions to provide useful research guidance. To the best of our knowledge, this paper is the first work to comprehensively and systematically summarize the recent advances of Transformers for modeling time series data. We hope this survey will ignite further research interests in time series Transformers.

cs.LG↗

arXiv2023

TFAD: A Decomposition Time Series Anomaly Detection Architecture with Time-Frequency Analysis

Time series anomaly detection is a challenging problem due to the complex temporal dependencies and the limited label data. Although some algorithms including both traditional and deep models have been proposed, most of them mainly focus on time-domain modeling, and do not fully utilize the information in the frequency domain of the time series data. In this paper, we propose a Time-Frequency analysis based time series Anomaly Detection model, or TFAD for short, to exploit both time and frequency domains for performance improvement. Besides, we incorporate time series decomposition and data augmentation mechanisms in the designed time-frequency architecture to further boost the abilities of performance and interpretability. Empirical studies on widely used benchmark datasets show that our approach obtains state-of-the-art performance in univariate and multivariate time series anomaly detection tasks. Code is provided at https://github.com/DAMO-DI-ML/CIKM22-TFAD.

cs.LG↗

arXiv2023

Improvement of $q^2$ resolution in semileptonic decays based on machine learning

The neutrino closure method is often used to obtain kinematics of semileptonic decays with one unreconstructed particle. The kinematics of decays can be deducted by a two-fold ambiguity with a quadratic equation. To resolve the two-fold ambiguity, a new method based on Machine Learning (ML) is proposed. We study the effect of different sets of features and regressors on the improvement of reconstructed invariant mass squared of $\ell ν$ system~($q^2$). The result shows that the best performance is obtained by using the flight vector as the features, and the multilayer perceptron (MLP) model as the regressor. Compared with the random choice, the MLP model improves the resolution of reconstructed $q^2$ by $\sim$40\%. Furthermore, the possibility of using this method on various semileptonic decays is shown.

hep-ph↗

arXiv2023

AHPA: Adaptive Horizontal Pod Autoscaling Systems on Alibaba Cloud Container Service for Kubernetes

The existing resource allocation policy for application instances in Kubernetes cannot dynamically adjust according to the requirement of business, which would cause an enormous waste of resources during fluctuations. Moreover, the emergence of new cloud services puts higher resource management requirements. This paper discusses horizontal POD resources management in Alibaba Cloud Container Services with a newly deployed AI algorithm framework named AHPA -- the adaptive horizontal pod auto-scaling system. Based on a robust decomposition forecasting algorithm and performance training model, AHPA offers an optimal pod number adjustment plan that could reduce POD resources and maintain business stability. Since being deployed in April 2021, this system has expanded to multiple customer scenarios, including logistics, social networks, AI audio and video, e-commerce, etc. Compared with the previous algorithms, AHPA solves the elastic lag problem, increasing CPU usage by 10% and reducing resource cost by more than 20%. In addition, AHPA can automatically perform flexible planning according to the predicted business volume without manual intervention, significantly saving operation and maintenance costs.

cs.LG↗

arXiv2023

Robust Dominant Periodicity Detection for Time Series with Missing Data

Periodicity detection is an important task in time series analysis, but still a challenging problem due to the diverse characteristics of time series data like abrupt trend change, outlier, noise, and especially block missing data. In this paper, we propose a robust and effective periodicity detection algorithm for time series with block missing data. We first design a robust trend filter to remove the interference of complicated trend patterns under missing data. Then, we propose a robust autocorrelation function (ACF) that can handle missing values and outliers effectively. We rigorously prove that the proposed robust ACF can still work well when the length of the missing block is less than $1/3$ of the period length. Last, by combining the time-frequency information, our algorithm can generate the period length accurately. The experimental results demonstrate that our algorithm outperforms existing periodicity detection algorithms on real-world time series datasets.

cs.LG↗

arXiv2023

Insight-HXMT and GECAM-C observations of the brightest-of-all-time GRB 221009A

GRB 221009A is the brightest gamma-ray burst ever detected since the discovery of this kind of energetic explosions. However, an accurate measurement of the prompt emission properties of this burst is very challenging due to its exceptional brightness. With joint observations of \textit{Insight}-HXMT and GECAM-C, we made an unprecedentedly accurate measurement of the emission during the first $\sim$1800 s of GRB 221009A, including its precursor, main emission (ME, which dominates the burst in flux), flaring emission and early afterglow, in the hard X-ray to soft gamma-ray band from $\sim$ 10 keV to $\sim$ 6 MeV. Based on the GECAM-C unsaturated data of the ME, we measure a record-breaking isotropic equivalent energy ($E_{\rm iso}$) of $\bf \sim 1.5 \times 10^{55}$ erg, which is about eight times the total rest-mass energy of the Sun. The early afterglow data require a significant jet break between 650 s and 1100 s, most likely at $\sim950$ s from the afterglow starting time $T_{AG}$, which corresponds to a jet opening angle of $\sim {0.7^\circ} \ (η_γn)^{1/8}$, where $n$ is the ambient medium density in units of $\rm cm^{-3}$ and $η_γ$ is the ratio between $γ$-ray energy and afterglow kinetic energy. The beaming-corrected total $γ$-ray energy $E_γ$ is $\sim 1.15 \times10^{51} \ (η_γn)^{1/4}$ erg, which is typical for long GRBs. These results suggest that this GRB may have a special central engine, which could launch and collimate a very narrowly beamed jet with an ordinary energy budget, leading to exceptionally luminous gamma-ray radiation per unit solid angle. Alternatively, more GRBs might have such a narrow and bright beam, which are missed by an unfavorable viewing angle or have been detected without distance measurement.

astro-ph.HE↗

arXiv2023

In-orbit Performance of ME onboard Insight-HXMT in the first 5 years

Introduction: The Medium Energy X-ray telescope (ME) is a collimated X-ray telescope onboard the Insight hard X-ray modulation telescope (Insight-HXMT) satellite. It has 1728 Si-PIN pixels readout using 54 low noise application-specific integrated circuits (ASICs). ME covers the energy range of 5-30 keV and has a total detection area of 952 cm2. The typical energy resolution of ME at the beginning of the mission is 3 keV at 17.8 keV (Full Width at Half Maximum, FWHM) and the time resolution is 255 us. In this study, we present the in-orbit performance of ME in its first 5 years of operation. Methods: The performance of ME was monitored using onboard radioactive sources and astronomical X-ray objects. ME carries six 241Am radioactive sources for onboard calibration, which can continuously illuminate the calibration pixels. The long-term performance evolution of ME can be quantified using the properties of the accumulated spectra of the calibration pixels. In addition, observations of the Crab Nebula and the pulsar were used to check the long-term evolution of the detection efficiency as a function of energy. Conclusion: After 5 years of operation, 742 cm2 of the Si-PIN pixels were still working normally. The peak positions of 241Am emission lines gradually shifted to the high energy region, implying a slow increase in ME gain of 1.43%. A comparison of the ME spectra of the Crab Nebula and the pulsar shows that the E-C relations and the redistribution matrix file are still acceptable for most data analysis works, and there is no detectable variation in the detection efficiency.

astro-ph.IM↗

arXiv2023

Towards Out-of-Distribution Sequential Event Prediction: A Causal Treatment

The goal of sequential event prediction is to estimate the next event based on a sequence of historical events, with applications to sequential recommendation, user behavior analysis and clinical treatment. In practice, the next-event prediction models are trained with sequential data collected at one time and need to generalize to newly arrived sequences in remote future, which requires models to handle temporal distribution shift from training to testing. In this paper, we first take a data-generating perspective to reveal a negative result that existing approaches with maximum likelihood estimation would fail for distribution shift due to the latent context confounder, i.e., the common cause for the historical events and the next event. Then we devise a new learning objective based on backdoor adjustment and further harness variational inference to make it tractable for sequence learning problems. On top of that, we propose a framework with hierarchical branching structures for learning context-specific representations. Comprehensive experiments on diverse tasks (e.g., sequential recommendation) demonstrate the effectiveness, applicability and scalability of our method with various off-the-shelf models as backbones.

cs.LG↗

arXiv2022

Expected $H\toμ^{+}μ^{-}$ measurement precision with $e^{+}e^{-}\to Z(q\bar{q})H$ production at the CEPC

A search for the dimuon decay of the Standard Model Higgs boson is performed using the Monte Carlo simulated events to mimic data corresponding to an integrated luminosity of 5.6 ab$^{-1}$ collected with the Circular Electron-Positron Collider detector in $e^{+}e^{-}$ collisions at $\sqrt{s}=240$ GeV. The paper studies $e^{+}e^{-}\to ZH,\,Z\to q\bar{q},\,H\toμ^{+}μ^{-}$ process, and the expected significance considering only the data statistical uncertainty over the background-only hypothesis for a Higgs boson with a mass of 125 GeV is found to be 6.1$σ$, corresponding to the precision of 19%. The systematic impacts from the background Monte Carlo statistical fluctuations are estimated to be negligible. The dependence of the measurement accuracy on the muon momentum resolution of the CEPC detector has been investigated. It is found that the muon momentum resolution has to be better than 204 MeV to discover the $H\toμμ$ process at the nominal integrated luminosity. And if the resolution is 100% worse than the designed parameter, the integrated luminosity is needed to be greater than 7.2 ab$^{-1}$ to reach 5$σ$ significance.

hep-ex↗

arXiv2022

FiLM: Frequency improved Legendre Memory Model for Long-term Time Series Forecasting

Recent studies have shown that deep learning models such as RNNs and Transformers have brought significant performance gains for long-term forecasting of time series because they effectively utilize historical information. We found, however, that there is still great room for improvement in how to preserve historical information in neural networks while avoiding overfitting to noise presented in the history. Addressing this allows better utilization of the capabilities of deep learning models. To this end, we design a \textbf{F}requency \textbf{i}mproved \textbf{L}egendre \textbf{M}emory model, or {\bf FiLM}: it applies Legendre Polynomials projections to approximate historical information, uses Fourier projection to remove noise, and adds a low-rank approximation to speed up computation. Our empirical studies show that the proposed FiLM significantly improves the accuracy of state-of-the-art models in multivariate and univariate long-term forecasting by (\textbf{20.3\%}, \textbf{22.6\%}), respectively. We also demonstrate that the representation module developed in this work can be used as a general plug-in to improve the long-term prediction performance of other deep learning modules. Code is available at https://github.com/tianzhou2011/FiLM/

cs.LG↗

arXiv2022

An Insight-HXMT view of the mHz quasi-regular modulation phenomenon in the black hole X-ray binary 4U 1630-47

Here we report the spectral-timing results of the black hole X-ray binary 4U 1630-47 during its 2021 outburst using observations from the Hard X-ray Modulation Telescope. Type-C quasi-periodic oscillations (QPOs) in 1.6--4.2 Hz and quasi-regular modulation (QRM) near 60 mHz are detected during the outburst. The mHz QRM has a fractional rms of 10%--16% in the 8--35 keV energy band with a Q factor (frequency/width) of 2--4. Benefiting from the broad energy band of hxmt, we study the energy dependence of the 60 mHz QRM in 1--100 keV for the first time. We find that the fractional rms of the mHz QRM increases with photon energy, while the time lags of the mHz QRM are soft and decrease with photon energy. Fast recurrence of the mHz QRM, in a timescale of less than one hour, has been observed during the outburst. During this period, the corresponding energy spectra moderately change when the source transitions from the QRM state to the non-QRM state. The QRM phenomena also shows a dependence with the accretion rate. We suggest that the QRM could be caused by an unknown accretion instability aroused from the corona.

astro-ph.HE↗

arXiv2022

TreeDRNet:A Robust Deep Model for Long Term Time Series Forecasting

Various deep learning models, especially some latest Transformer-based approaches, have greatly improved the state-of-art performance for long-term time series forecasting.However, those transformer-based models suffer a severe deterioration performance with prolonged input length, which prohibits them from using extended historical info.Moreover, these methods tend to handle complex examples in long-term forecasting with increased model complexity, which often leads to a significant increase in computation and less robustness in performance(e.g., overfitting). We propose a novel neural network architecture, called TreeDRNet, for more effective long-term forecasting. Inspired by robust regression, we introduce doubly residual link structure to make prediction more robust.Built upon Kolmogorov-Arnold representation theorem, we explicitly introduce feature selection, model ensemble, and a tree structure to further utilize the extended input sequence, which improves the robustness and representation power of TreeDRNet. Unlike previous deep models for sequential forecasting work, TreeDRNet is built entirely on multilayer perceptron and thus enjoys high computational efficiency. Our extensive empirical studies show that TreeDRNet is significantly more effective than state-of-the-art methods, reducing prediction errors by 20% to 40% for multivariate time series. In particular, TreeDRNet is over 10 times more efficient than transformer-based methods. The code will be released soon.

cs.LG↗

arXiv2022

FEDformer: Frequency Enhanced Decomposed Transformer for Long-term Series Forecasting

Although Transformer-based methods have significantly improved state-of-the-art results for long-term series forecasting, they are not only computationally expensive but more importantly, are unable to capture the global view of time series (e.g. overall trend). To address these problems, we propose to combine Transformer with the seasonal-trend decomposition method, in which the decomposition method captures the global profile of time series while Transformers capture more detailed structures. To further enhance the performance of Transformer for long-term prediction, we exploit the fact that most time series tend to have a sparse representation in well-known basis such as Fourier transform, and develop a frequency enhanced Transformer. Besides being more effective, the proposed method, termed as Frequency Enhanced Decomposed Transformer ({\bf FEDformer}), is more efficient than standard Transformer with a linear complexity to the sequence length. Our empirical studies with six benchmark datasets show that compared with state-of-the-art methods, FEDformer can reduce prediction error by $14.8\%$ and $22.6\%$ for multivariate and univariate time series, respectively. Code is publicly available at https://github.com/MAZiqing/FEDformer.

cs.LG↗

arXiv2022

Learning Interpretable Decision Rule Sets: A Submodular Optimization Approach

Rule sets are highly interpretable logical models in which the predicates for decision are expressed in disjunctive normal form (DNF, OR-of-ANDs), or, equivalently, the overall model comprises an unordered collection of if-then decision rules. In this paper, we consider a submodular optimization based approach for learning rule sets. The learning problem is framed as a subset selection task in which a subset of all possible rules needs to be selected to form an accurate and interpretable rule set. We employ an objective function that exhibits submodularity and thus is amenable to submodular optimization techniques. To overcome the difficulty arose from dealing with the exponential-sized ground set of rules, the subproblem of searching a rule is casted as another subset selection task that asks for a subset of features. We show it is possible to write the induced objective function for the subproblem as a difference of two submodular (DS) functions to make it approximately solvable by DS optimization algorithms. Overall, the proposed approach is simple, scalable, and likely to be benefited from further research on submodular optimization. Experiments on real datasets demonstrate the effectiveness of our method.

cs.LG↗

arXiv2022

Robust Time Series Dissimilarity Measure for Outlier Detection and Periodicity Detection

Dynamic time warping (DTW) is an effective dissimilarity measure in many time series applications. Despite its popularity, it is prone to noises and outliers, which leads to singularity problem and bias in the measurement. The time complexity of DTW is quadratic to the length of time series, making it inapplicable in real-time applications. In this paper, we propose a novel time series dissimilarity measure named RobustDTW to reduce the effects of noises and outliers. Specifically, the RobustDTW estimates the trend and optimizes the time warp in an alternating manner by utilizing our designed temporal graph trend filtering. To improve efficiency, we propose a multi-level framework that estimates the trend and the warp function at a lower resolution, and then repeatedly refines them at a higher resolution. Based on the proposed RobustDTW, we further extend it to periodicity detection and outlier time series detection. Experiments on real-world datasets demonstrate the superior performance of RobustDTW compared to DTW variants in both outlier time series detection and periodicity detection.

cs.LG↗

arXiv2022

Lieb lattices formed by real atoms on Ag(111) and their lattice constant dependent electronic properties

Scanning tunneling microscopy is a powerful tool to build artificial atomic structures even not exist in nature but possess exotic properties. We here constructed Lieb lattices with different lattice constants by real atoms, i.e., Fe atoms on Ag(111) and probed their electronic properties. We find a surprising long-range effective electron wavefunction overlap between Fe adatoms as it exhibits a 1/r2-dependence with the interatomic distance r instead of the theoretically predicted exponential one. Combining control experiments, tight-binding and Green's function calculations, we attribute the observed long-range overlap to be enabled by the surface state. Our findings not only enrich the understanding of the electron wavefunction overlap, but also provide a convenient platform to design and explore the artificial structures and future devices with real atoms.

cond-mat.mes-hall↗

arXiv2022

Angular asymmetries in $B\toΛ\bar p M$ decays

The forward-backward angular asymmetry (${\cal A}_{FB}$) for $\bar B^0\to Λ\bar pπ^+$ measured by Belle has presented an experimental value in the range of $-30\%$ to $-50\%$. In our study, we find that ${\cal A}_{FB}[\bar B^0\toΛ\bar p π^+(B^-\to Λ\bar pπ^0)]$ can be as large as $(-14.6^{+0.9}_{-1.5}\pm 6.9)\%$. In addition, we present ${\cal A}_{FB}[\bar B^0\toΛ\bar p ρ^+(B^-\to Λ\bar pρ^0)] =(4.1^{+2.8}_{-0.7}\pm 2.0)\%$ as the first prediction involving a vector meson in the charmless $B\to{\bf B\bar B'}M$ decays. While ${\cal A}_{FB}(B\toΛ\bar p M)$ indicates an angular correlation caused by the rarely studied baryonic form factors in the timelike region, LHCb and Belle~II are capable of performing experimental examinations.

hep-ph↗

arXiv2022

RobustScaler: QoS-Aware Autoscaling for Complex Workloads

Autoscaling is a critical component for efficient resource utilization with satisfactory quality of service (QoS) in cloud computing. This paper investigates proactive autoscaling for widely-used scaling-per-query applications where scaling is required for each query, such as container registry and function-as-a-service (FaaS). In these scenarios, the workload often exhibits high uncertainty with complex temporal patterns like periodicity, noises and outliers. Conservative strategies that scale out unnecessarily many instances lead to high resource costs whereas aggressive strategies may result in poor QoS. We present RobustScaler to achieve superior trade-off between cost and QoS. Specifically, we design a novel autoscaling framework based on non-homogeneous Poisson processes (NHPP) modeling and stochastically constrained optimization. Furthermore, we develop a specialized alternating direction method of multipliers (ADMM) to efficiently train the NHPP model, and rigorously prove the QoS guarantees delivered by our optimization-based proactive strategies. Extensive experiments show that RobustScaler outperforms common baseline autoscaling strategies in various real-world traces, with large margins for complex workload patterns.

cs.DC↗