arXiv subjects

Zhijian Xu

Publications and source records attributed to Zhijian Xu.

22 records · Page 2Linked to original sources

arXiv2023

FrAug: Frequency Domain Augmentation for Time Series Forecasting

Data augmentation (DA) has become a de facto solution to expand training data size for deep learning. With the proliferation of deep models for time series analysis, various time series DA techniques are proposed in the literature, e.g., cropping-, warping-, flipping-, and mixup-based methods. However, these augmentation methods mainly apply to time series classification and anomaly detection tasks. In time series forecasting (TSF), we need to model the fine-grained temporal relationship within time series segments to generate accurate forecasting results given data in a look-back window. Existing DA solutions in the time domain would break such a relationship, leading to poor forecasting accuracy. To tackle this problem, this paper proposes simple yet effective frequency domain augmentation techniques that ensure the semantic consistency of augmented data-label pairs in forecasting, named FrAug. We conduct extensive experiments on eight widely-used benchmarks with several state-of-the-art TSF deep models. Our results show that FrAug can boost the forecasting accuracy of TSF models in most cases. Moreover, we show that FrAug enables models trained with 1\% of the original training data to achieve similar performance to the ones trained on full training data, which is particularly attractive for cold-start forecasting. Finally, we show that applying test-time training with FrAug greatly improves forecasting accuracy for time series with significant distribution shifts, which often occurs in real-life TSF applications. Our code is available at https://anonymous.4open.science/r/Fraug-more-results-1785.

cs.LG↗

arXiv2022

SCINet: Time Series Modeling and Forecasting with Sample Convolution and Interaction

One unique property of time series is that the temporal relations are largely preserved after downsampling into two sub-sequences. By taking advantage of this property, we propose a novel neural network architecture that conducts sample convolution and interaction for temporal modeling and forecasting, named SCINet. Specifically, SCINet is a recursive downsample-convolve-interact architecture. In each layer, we use multiple convolutional filters to extract distinct yet valuable temporal features from the downsampled sub-sequences or features. By combining these rich features aggregated from multiple resolutions, SCINet effectively models time series with complex temporal dynamics. Experimental results show that SCINet achieves significant forecasting accuracy improvements over both existing convolutional models and Transformer-based solutions across various real-world time series forecasting datasets. Our codes and data are available at https://github.com/cure-lab/SCINet.

cs.LG↗

arXiv2022

Rolling Colors: Adversarial Laser Exploits against Traffic Light Recognition

Traffic light recognition is essential for fully autonomous driving in urban areas. In this paper, we investigate the feasibility of fooling traffic light recognition mechanisms by shedding laser interference on the camera. By exploiting the rolling shutter of CMOS sensors, we manage to inject a color stripe overlapped on the traffic light in the image, which can cause a red light to be recognized as a green light or vice versa. To increase the success rate, we design an optimization method to search for effective laser parameters based on empirical models of laser interference. Our evaluation in emulated and real-world setups on 2 state-of-the-art recognition systems and 5 cameras reports a maximum success rate of 30% and 86.25% for Red-to-Green and Green-to-Red attacks. We observe that the attack is effective in continuous frames from more than 40 meters away against a moving vehicle, which may cause end-to-end impacts on self-driving such as running a red light or emergency stop. To mitigate the threat, we propose redesigning the rolling shutter mechanism.

cs.CV↗

arXiv2021

DeepFIB: Self-Imputation for Time Series Anomaly Detection

Time series (TS) anomaly detection (AD) plays an essential role in various applications, e.g., fraud detection in finance and healthcare monitoring. Due to the inherently unpredictable and highly varied nature of anomalies and the lack of anomaly labels in historical data, the AD problem is typically formulated as an unsupervised learning problem. The performance of existing solutions is often not satisfactory, especially in data-scarce scenarios. To tackle this problem, we propose a novel self-supervised learning technique for AD in time series, namely \emph{DeepFIB}. We model the problem as a \emph{Fill In the Blank} game by masking some elements in the TS and imputing them with the rest. Considering the two common anomaly shapes (point- or sequence-outliers) in TS data, we implement two masking strategies with many self-generated training samples. The corresponding self-imputation networks can extract more robust temporal relations than existing AD solutions and effectively facilitate identifying the two types of anomalies. For continuous outliers, we also propose an anomaly localization algorithm that dramatically reduces AD errors. Experiments on various real-world TS datasets demonstrate that DeepFIB outperforms state-of-the-art methods by a large margin, achieving up to $65.2\%$ relative improvement in F1-score.

cs.LG↗