arXiv subjects

Pankaj Dayama

Publications and source records attributed to Pankaj Dayama.

10 recordsLinked to original sources

arXiv2025

TSPulse: Tiny Pre-Trained Models with Disentangled Representations for Rapid Time-Series Analysis

Time-series tasks often benefit from signals expressed across multiple representation spaces (e.g., time vs. frequency) and at varying abstraction levels (e.g., local patterns vs. global semantics). However, existing pre-trained time-series models entangle these heterogeneous signals into a single large embedding, limiting transferability and direct zero-shot usability. To address this, we propose TSPulse, family of ultra-light pre-trained models (1M parameters) with disentanglement properties, specialized for various time-series diagnostic tasks. TSPulse introduces a novel pre-training framework that augments masked reconstruction with explicit disentanglement across spaces and abstractions, learning three complementary embedding views (temporal, spectral, and semantic) to effectively enable zero-shot transfer. In-addition, we introduce various lightweight post-hoc fusers that selectively attend and fuse these disentangled views based on task type, enabling simple but effective task specializations. To further improve robustness and mitigate mask-induced bias prevalent in existing approaches, we propose a simple yet effective hybrid masking strategy that enhances missing diversity during pre-training. Despite its compact size, TSPulse achieves strong and consistent gains across four TS diagnostic tasks: +20% on the TSB-AD anomaly detection leaderboard, +25% on similarity search, +50% on imputation, and +5-16% on multivariate classification, outperforming models that are 10-100X larger on over 75 datasets. TSPulse delivers state-of-the-art zero-shot performance, efficient fine-tuning, and supports GPU-free deployment. Models and source code are publicly available at https://huggingface.co/ibm-granite/granite-timeseries-tspulse-r1.

cs.LG↗

arXiv2024

Towards Unbiased Evaluation of Time-series Anomaly Detector

Time series anomaly detection (TSAD) is an evolving area of research motivated by its critical applications, such as detecting seismic activity, sensor failures in industrial plants, predicting crashes in the stock market, and so on. Across domains, anomalies occur significantly less frequently than normal data, making the F1-score the most commonly adopted metric for anomaly detection. However, in the case of time series, it is not straightforward to use standard F1-score because of the dissociation between `time points' and `time events'. To accommodate this, anomaly predictions are adjusted, called as point adjustment (PA), before the $F_1$-score evaluation. However, these adjustments are heuristics-based, and biased towards true positive detection, resulting in over-estimated detector performance. In this work, we propose an alternative adjustment protocol called ``Balanced point adjustment'' (BA). It addresses the limitations of existing point adjustment methods and provides guarantees of fairness backed by axiomatic definitions of TSAD evaluation.

cs.LG↗

arXiv2024

Activations Through Extensions: A Framework To Boost Performance Of Neural Networks

Activation functions are non-linearities in neural networks that allow them to learn complex mapping between inputs and outputs. Typical choices for activation functions are ReLU, Tanh, Sigmoid etc., where the choice generally depends on the application domain. In this work, we propose a framework/strategy that unifies several works on activation functions and theoretically explains the performance benefits of these works. We also propose novel techniques that originate from the framework and allow us to obtain ``extensions'' (i.e. special generalizations of a given neural network) of neural networks through operations on activation functions. We theoretically and empirically show that ``extensions'' of neural networks have performance benefits compared to vanilla neural networks with insignificant space and time complexity costs on standard test functions. We also show the benefits of neural network ``extensions'' in the time-series domain on real-world datasets.

cs.LG↗

arXiv2024

Tiny Time Mixers (TTMs): Fast Pre-trained Models for Enhanced Zero/Few-Shot Forecasting of Multivariate Time Series

Large pre-trained models excel in zero/few-shot learning for language and vision tasks but face challenges in multivariate time series (TS) forecasting due to diverse data characteristics. Consequently, recent research efforts have focused on developing pre-trained TS forecasting models. These models, whether built from scratch or adapted from large language models (LLMs), excel in zero/few-shot forecasting tasks. However, they are limited by slow performance, high computational demands, and neglect of cross-channel and exogenous correlations. To address this, we introduce Tiny Time Mixers (TTM), a compact model (starting from 1M parameters) with effective transfer learning capabilities, trained exclusively on public TS datasets. TTM, based on the light-weight TSMixer architecture, incorporates innovations like adaptive patching, diverse resolution sampling, and resolution prefix tuning to handle pre-training on varied dataset resolutions with minimal model capacity. Additionally, it employs multi-level modeling to capture channel correlations and infuse exogenous signals during fine-tuning. TTM outperforms existing popular benchmarks in zero/few-shot forecasting by (4-40%), while reducing computational requirements significantly. Moreover, TTMs are lightweight and can be executed even on CPU-only machines, enhancing usability and fostering wider adoption in resource-constrained environments. The model weights for reproducibility and research use are available at https://huggingface.co/ibm/ttm-research-r2/, while enterprise-use weights under the Apache license can be accessed as follows: the initial TTM-Q variant at https://huggingface.co/ibm-granite/granite-timeseries-ttm-r1, and the latest variants (TTM-B, TTM-E, TTM-A) weights are available at https://huggingface.co/ibm-granite/granite-timeseries-ttm-r2.

cs.LG↗

arXiv2023

AutoMixer for Improved Multivariate Time-Series Forecasting on Business and IT Observability Data

The efficiency of business processes relies on business key performance indicators (Biz-KPIs), that can be negatively impacted by IT failures. Business and IT Observability (BizITObs) data fuses both Biz-KPIs and IT event channels together as multivariate time series data. Forecasting Biz-KPIs in advance can enhance efficiency and revenue through proactive corrective measures. However, BizITObs data generally exhibit both useful and noisy inter-channel interactions between Biz-KPIs and IT events that need to be effectively decoupled. This leads to suboptimal forecasting performance when existing multivariate forecasting models are employed. To address this, we introduce AutoMixer, a time-series Foundation Model (FM) approach, grounded on the novel technique of channel-compressed pretrain and finetune workflows. AutoMixer leverages an AutoEncoder for channel-compressed pretraining and integrates it with the advanced TSMixer model for multivariate time series forecasting. This fusion greatly enhances the potency of TSMixer for accurate forecasts and also generalizes well across several downstream tasks. Through detailed experiments and dashboard analytics, we show AutoMixer's capability to consistently improve the Biz-KPI's forecasting accuracy (by 11-15\%) which directly translates to actionable business insights.

cs.LG↗

arXiv2022

Accelerated carrier invoice factoring using predictive freight transport events

Invoice factoring is an invoice financing process where business organizations sell their invoices to banks or financial institutions at a discount to gain faster access to the invoice amount. In global trade, ocean and land carriers exercise invoice factoring to gain quick access to the money they get paid for the shipment of consignments by shippers. Shippers typically clear the invoice payment within 60-90 days of goods getting delivered. In order to get early access to capital, carriers initiate invoice factoring after the completion of goods delivery to the shipper. In this work, we provide an approach to enable accelerated carrier invoice factoring even before the delivery of goods. Carrier invoice value for a given shipment depends on the actual values of shipment tracking events. We predict the carrier invoice value at different freight transport milestone events as the goods transportation progresses from supplier to shipper using smart contracts on a blockchain network that is operated by the global trade logistics participants. The prediction at a given stage is based on past shipment tracking events and predicted future shipment tracking events. Accurate prediction of invoice value for ongoing shipment enables the carrier organization to initiate invoice factoring on the trade finance network before the completion of goods delivery to the shipper. Further, based on the past accuracy of prediction models, the financial institutions may choose to release the invoice amount in installments at different freight transportation milestone events.

cs.CY↗

arXiv2019

Change Point Detection for Compositional Multivariate Data

Change point detection algorithms have numerous applications in fields of scientific and economic importance. We consider the problem of change point detection on compositional multivariate data (each sample is a probability mass function), which is a practically important sub-class of general multivariate data. While the problem of change-point detection is well studied in univariate setting, and there are few viable implementations for a general multivariate data, the existing methods do not perform well on compositional data. In this paper, we propose a parametric approach for change point detection in compositional data. Moreover, using simple transformations on data, we extend our approach to handle any general multivariate data. Experimentally, we show that our method performs significantly better on compositional data and is competitive on general data compared to the available state of the art implementations.

stat.AP↗

arXiv2014

Test Set Selection using Active Information Acquisition for Predictive Models

In this paper, we consider active information acquisition when the prediction model is meant to be applied on a targeted subset of the population. The goal is to label a pre-specified fraction of customers in the target or test set by iteratively querying for information from the non-target or training set. The number of queries is limited by an overall budget. Arising in the context of two rather disparate applications- banking and medical diagnosis, we pose the active information acquisition problem as a constrained optimization problem. We propose two greedy iterative algorithms for solving the above problem. We conduct experiments with synthetic data and compare results of our proposed algorithms with few other baseline approaches. The experimental results show that our proposed approaches perform better than the baseline schemes.

cs.AI↗

arXiv2012

Mechanism Design for Time Critical and Cost Critical Task Execution via Crowdsourcing

An exciting application of crowdsourcing is to use social networks in complex task execution. In this paper, we address the problem of a planner who needs to incentivize agents within a network in order to seek their help in executing an {\em atomic task} as well as in recruiting other agents to execute the task. We study this mechanism design problem under two natural resource optimization settings: (1) cost critical tasks, where the planner's goal is to minimize the total cost, and (2) time critical tasks, where the goal is to minimize the total time elapsed before the task is executed. We identify a set of desirable properties that should ideally be satisfied by a crowdsourcing mechanism. In particular, {\em sybil-proofness} and {\em collapse-proofness} are two complementary properties in our desiderata. We prove that no mechanism can satisfy all the desirable properties simultaneously. This leads us naturally to explore approximate versions of the critical properties. We focus our attention on approximate sybil-proofness and our exploration leads to a parametrized family of payment mechanisms which satisfy collapse-proofness. We characterize the approximate versions of the desirable properties in cost critical and time critical domain.

cs.GT↗

arXiv2012

Optimal Mix of Incentive Strategies for Product Marketing on Social Networks

We consider the problem of devising incentive strategies for viral marketing of a product. In particular, we assume that the seller can influence penetration of the product by offering two incentive programs: a) direct incentives to potential buyers (influence) and b) referral rewards for customers who influence potential buyers to make the purchase (exploit connections). The problem is to determine the optimal timing of these programs over a finite time horizon. In contrast to algorithmic perspective popular in the literature, we take a mean-field approach and formulate the problem as a continuous-time deterministic optimal control problem. We show that the optimal strategy for the seller has a simple structure and can take both forms, namely, influence-and-exploit and exploit-and-influence. We also show that in some cases it may optimal for the seller to deploy incentive programs mostly for low degree nodes. We support our theoretical results through numerical studies and provide practical insights by analyzing various scenarios.

cs.SI↗