AAAI'24 Workshop




AI4TS: AI for Time Series


Analysis:




Theory, Algorithms, and Applications


Time series data are becoming ubiquitous in numerous real world applications, e.g., IoT devices, healthcare, wearable devices, smart vehicles, financial markets, biological sciences, environmental sciences, etc. Given the availability of assive amounts of data, their complex underlying structures/distributions, together with the high-performance computing platforms, there is a great demand for developing new theories and algorithms to tackle fundamental challenges(e.g., representation, classification, prediction, causal analysis, etc.) in various types of applications.

The goal of this workshop is to provide a platform for researchers and AI practitioners from both academia and industry to discuss potential research directions, key technical issues, and present solutions to tackle related challenges in practical applications. The workshop will focus on both the theoretical and practical aspects of time series data analysis and aims to trigger research innovations in theories, algorithms, and applications. We will invite researchers and AI practitioners from the related areas of machine learning, data science, statistics, econometrics, and many others to contribute to this workshop.

This workshop encourages submissions of innovative solutions for a broad range of time series analysis problems. Topics of interest include but are not limited to the following:

  • Time series forecasting and prediction
  • Spatio-temporal forecasting and prediction
  • Time series anomaly detection and diagnosis
  • Time series change point detection
  • Time series classification and clustering
  • Time series similarity search
  • Time series indexing
  • Time series compression
  • Time series pattern discovery
  • Interpretation and explanation in time series
  • Causal inference in time series
  • Bias and fairness in time series
  • Federated learning and security in time series
  • Benchmarks, experimental evaluation, and comparison for time series analysis tasks
  • Time series applications in various areas: E-commerce, Cloud computing, Transportation, Fintech, Healthcare, Internet of things, Wireless networks, Predictive maintenance, Energy, and Climate, etc.

Call for Papers

Contact with us: ai4ts.ijcai@gmail.com

The submission website will be set up via Microsoft’s Conference Management Toolkit. We will assign 3 reviewers to each paper submission, and a meta-reviewer will be assigned to make the final decision.

Authors of selected accepted papers will be invited to give a 15-minute oral presentation. All accepted papers will be invited to give poster presentations during the poster session.

Submission link: https://cmt3.research.microsoft.com/AI4TS2024

Key Dates

 

Workshop Paper Submission Due Date: December 9th, 2023(AoE)

Notification of Paper Acceptance: December 22nd, 2023 December 26th, 2023

AAAI AI4TS Workshop Date: February 26th, 2024

Detailed Workshop Schedule:

* Each oral presentation consists of 8 minutes presentation and 2 minutes Q&A.

Location: Vancouver Convention Centre – West Building, Room 119

Time(Pacific Time)SpeakerTitle
9:00 am - 9:05 amDr. Dongjin SongOpening Remarks
9:05 am - 9:55 am Dr. James ZhangKeynote Talk 1: Kapacity - An Open Source Solution for Green Data Centers with Predictive Autoscaling
9:55 am - 10:45 am Prof. Vincent S. TsengKeynote Talk 2: Early Prediction of Health Anomalies via Deep Learning on Large Scale Time Series Signals
10:45 am – 11:00 am Coffee Break (Light refreshments available near session rooms)
11:00 am – 11:50 amProf. Yanjie FuKeynote talk 3: Towards Deep Time Series Modeling: A Distribution Perspective — From Distribution Regularity to Distribution Shift
11:50 am - 12:30 pmOral Presentations

Paper 1: Physics-aware Causal Graph Network for Spatiotemporal Modeling

Paper 2: Large Language Models for Spatial Trajectory Patterns Mining

Paper 3: Focus on Your Negative Samples in Time-Series Representation Learning

Paper 4: Curriculum Learning and Imitation Learning for Model-free Control on Financial Time-series

12:30 pm - 2:00 pm Lunch
2:00 pm - 2: 50 pmProf. Zenglin Xu Keynote Talk 5: Long-term Time Series Forecasting: Challenges and Outlook
2:50 pm - 3: 10 pmOral Presentations

Paper 5: Neural Manifold Operator for Geophysical Fluid Dynamics Prediction

Paper 6: Incorporating Domain Differential Equations into Graph Convolutional Networks to Lower Generalization Discrepancy

3:30 pm - 5:00 pm Poster Session (Held in the communal poster room)
 

Speakers

Dr. Mihaela van der Schaar

Professor
University of Cambridge

Title: The Next Frontier in AI: From Scientific Discovery to Causality

Dr. Vincent S. Tseng

Chair Professor
National Yang Ming Chiao Tung University

Title: Early Prediction of Health Anomalies via Deep Learning on Large Scale Time Series Signals

This talk will introduce recent developments on Early Prediction o f health a nomal ies through deep learning on large scale t i me serie s signals. In particular , some novel frameworks , which integrate various kinds of deep learning and evolutionary computing techniques to optimize multiple metrics like accuracy and earliness simultaneously will be presented . Evaluations and applications in real world healthcare domains for early classification/predictions on critical health anomalies like arrythmia and sepsis using various vital signs (like ECG, etc ..) will also be illustrated to show the promising potential of th e presented techniques in pushing forward the fields of smart medicine/healthcare .

Dr. Yanjie Fu

Associate Professor
Arizona State University

Title: Towards Deep Time Series Modeling: A Distribution Perspective — From Distribution Regularity to Distribution Shift

In this talk, I will discuss deep time series modeling from a distribution-focused perspective. I will presents two important tasks in time series distributions: 1) modeling time series distribution regularity; 2) tackling time series distribution shift. To model time series distribution regularity, I will take periodicity as a use case and present how we translate the time series distribution periodicity extraction into an expansion learning problem. To tackle time series distribution shifts, we present two solutions: 1) time series distribution rescaling and 2) time series distribution transformation.

Dr. Zenglin Xu

Professor, Harbin Institute of Technology, Shenzhen & Peng Cheng Lab

Title: Long-term Time Series Forecasting: Challenges and Outlook

In the realm of multivariate time series forecasting, the quest to precisely predict long-term trends plays a pivotal role in an array of fields, ranging from climate science to financial markets. With the escalating complexity of dynamical systems and the proliferation of interconnected datasets, there are urgent needs to address the nuanced dependencies and temporal uncertainties inherent in time series data, as well as in elucidating the mechanisms that govern time series dynamics. This keynote outlines our latest research endeavors, which confront these challenges directly, offering groundbreaking perspectives and methodologies. We initiate our discussion with an advanced multivariate time series model that integrates Mixer architectures with low-rank tensor decomposition. This strategic blend is specifically tailored to overcome the curse of dimensionality and to clarify the intricate web of multi-scale interactions, significantly improving the accuracy of long-term forecasts. We proceed by examining a mutual information-centric framework, meticulously crafted to decode and model the tangled interplay between variables over time. This model is firmly rooted in information theory, providing a systematic method for dissecting the directional information flows that are crucial for accurate predictions. The third work we introduce refines our understanding of the mechanisms at play in multivariate time series. It focuses on an affine transformation-based approach, enhancing the adaptability and predictive power of models. Lastly, we present a pioneering method inspired by partial differential equations (PDEs). This approach reconceptualizes time series analysis, treating temporal evolution as continuous flows akin to physical processes depicted by PDEs. It offers a unique and mathematically sound framework for analyzing and forecasting the trajectories of multivariate time series data.

Dr. James Zhang

Managing Director of Forecasting & Strategy AI Platform

Title: Kapacity - An Open Source Solution for Green Data Centers with Predictive Autoscaling

The exponential growth of cloud computing has led to a disturbing escalation in carbon emissions from data centers, which now contribute to over 3% of global greenhouse gas emissions. This pressing issue calls for urgent action to mitigate their escalating impact on the environment, as well as the strain they impose on the global climate. As part of the efforts towards Ant Group's goal towards carbon neutrality by 2030 and the general ESG (Environmental, Social and Governance) strategy, we focus on improving resource utilization in order to save electricity usage of data centers. Our proposed methodologies, such as Full Scaling Automation (FSA), NeuralReconciler for Hierarchical Time Series and Structured Learning and Task-based Optimization for Time Series Forecasting on Hierarchies (SLOTH), not only forecast the resource demands effectively, but can also dynamically adapt resources to accommodate changing workloads in large-scale cloud computing clusters, enabling the clusters in data centers to maintain their desired CPU utilization target and thus improve energy efficiency. Our approaches achieve significant performance improvement compared to the existing work in real-world datasets. These methods have been deployed on large-scale cloud computing clusters in industrial data centers, and according to the certification of the China Environmental United Certification Center (CEC), a reduction of 947 tons of carbon dioxide, equivalent to a saving of 1538,000 kWh of electricity, was achieved during the Double 11 shopping festival of 2022, marking a critical step for our company’s strategic goal towards carbon neutrality. Our proposed systems been running robustly and continuously since then, contributing to the energy efficiency of Ant Group's cloud services. We have further open-sourced our solution under Kapacity, and we remain committed to continuously innovating and developing new solutions to contribute towards the creation of a more sustainable technological infrastructure.

Accepted Oral Papers

 

* Curriculum Learning and Imitation Learning for Model-free Control on Financial Time-series
 Woosung Koh, Insu Choi, Yuntae Jang, Gimin Kang, Woo Chang Kim

* Focus on Your Negative Samples in Time-Series Representation Learning
 Seonggye Lee, Pilsung Kang

* Physics-aware Causal Graph Network for Spatiotemporal Modeling
 Sungyong Seo, Zijun Cui, Sam Griesemer, Joshua Hikida, Yan Liu

* Large Language Models for Spatial Trajectory Patterns Mining
 Zheng Zhang, Hossein Amiri, Zhenke Liu, Andreas Zufle, Liang Zhao

* Neural Manifold Operator for Geophysical Fluid Dynamics Prediction
 Wei Xiong, Kun Wang, Yuxuan Liang, Hao Wu, Xiaomeng Huang

* Incorporating Domain Differential Equations into Graph Convolutional Networks to Lower Generalization Discrepancy
 Yue Sun, Chao Chen, Yuesheng Xu, Sihong Xie, Rick S. Blum, Parv Venkitasubramaniam

 

Accepted Posters

 

* Interpreting Time Series Transformer Models and Sensitivity Analysis of Population Age Groups to COVID-19 Infections
 Md Khairul Islam, Tyler Valentine, Timothy Joowon Sue, Ayush Karmacharya, Luke Neil Benham, ZhengguangWang, Kingsley Kim, Judy Fox

* Time Series Analysis of Key Societal Events as Reflected in Complex Social Media Data Streams 
Andy Skumanich, Han Kyul Kim

* Domain Adaptation for Time series Transformers using One-step fine-tuning  
Subina Khanal, Seshu Tirupathi, Giulio Zizzo, Ambrish Rawat, Torben Bach Pedersen

* Transformer Multivariate Forecasting: Less is More?  
Jingjing Xu, Caesar Wu, Yuan-Fang Li, Pascal Bouvry

* International Trade Flow Prediction with Bilateral Trade Provisions  
Zijie Pan, Stepan Gordeev, Jiahui Zhao, Ziyi Meng, Caiwen Ding, Sandro Steinbach, Dongjin Song

* Temporal Dependency Analysis in Vehicle Instantaneous Energy Consumption Estimation Using AttentionWeight  
Shun Sakurai, Ryo Nishida, Masaki Onishi

* International Trade Flow Prediction with Bilateral Trade Provisions 
Zijie Pan, Stepan Gordeev, Jiahui Zhao, Ziyi Meng, Caiwen Ding, Sandro Steinbach, Dongjin Song

* Invertible Solution of Neural Differential Equations for Analysis of Irregularly-Sampled Time Series  
YongKyung Oh, Dongyoung Lim, Sungil Kim

* Causal Discovery from Episodic Data 
Osman Mian, Sarah Mameche, Jilles Vreeken

* Topological Feature Generation in Automated Machine Learning for Time Series Forecasting 
Valerii Pokrovskii, Ilia Revin, Vadim A. Potemkin, Sergey Kasianov, Nikolay O. Nikitin

* RF-DiD-SHAP: A Causal Inference Model in Healthcare Program Evaluation using Longitudinal Data 
Peichang Shi,Qingkun Shang,Elizabeth Fuller,Jia Zhao,Stephen Tregear

* Deep Learning-based Group Causal Inference in Multivariate Time-series  
Wasim Ahmad, Maha Shadaydeh, Joachim Denzler

* Embracing the black box: Heading towards foundation models for causal discovery from time series data 
Gideon Stein, Maha Shadaydeh, Joachim Denzler

* After Tropical Cyclones: Anticipating Environmental Element Changes within Estuarine Systems Using Spatio-Temporal Graph Neural Networks 
Gaowei Zhang, Jinrun Li, Wei Wang, Yi Wang , Jaideep Srivastava

* Generative Adversarial Network with Soft-Dynamic TimeWarping and Parallel Reconstruction for Energy Time Series Anomaly Detection 
Hardik Prabhu, Jayaraman Valadi, Pandarasamy Arjunan

* Detecting and Localizing Leaks in IntermittentWater Distribution Networks  
Samiran Gode, Sheetal Kumar K R, Sindhu H J, P G Prasad, M S Mohan Kumar, Rajesh

Organizers

The following are arranged in alphabetical order

 

Dongjin Song

Assistant Professor, University of Connecticut

 

Qingsong Wen

Head of AI Research & Chief Scientist
Squirrel AI Learning

 

Yao Xie

Professor
Georgia Institute of Technology

 
 

Sanjay Purushotham

Assistant professor
University of Maryland Baltimore County

 

Haifeng Chen

Head
Data Science and System Security Department at NEC Laboratories America

 

Cong Shen

Assistant Professor
University of Virginia

 
 

Shirui Pan

Professor
Griffith University

 

Tim Januschowski

Machine Learning Scientist
Amazon Development Center Germany

 

Yuriy Nevmyvaka

Managing Director
Machine Learning Research at Morgan Stanley

 

Program Committee

  • Dr. Chen Luo, Amazon
  • Dr. Chen Xu, Georgia Institute of Technology
  • Dr. Defu Cao, University of Southern California
  • Dr. Derek Aguiar, University of Connecticut
  • Dr. Dongjie Wang, University of Central Florida
  • Dr. Dongjin Song, University of Connecticut
  • Dr. Dongkuan Xu, North Carolina State University
  • Dr. Dongsheng Luo, Florida International University
  • Dr. Hangwei Qian, A*STAR
  • Ms. Huiqun Huang, University of Connecticut
  • Dr. Jingchao Ni, AWS AI Labs
  • Dr. John Paparrizos, The Ohio State University
  • Dr. Junxiang Wang, NEC Labs America
  • Dr. Li Zhang, University of Texas Rio Grande Valley
  • Mr. Ming Jin, Monash University
  • Mr. Pengyang Wang, University of Macau
  • Ms. Qianying Ren, University of Connecticut
  • Dr. Sahil Garg, Morgan Stanley
  • Dr. Xiang Zhang, University of North Carolina, Charlotte
  • Mr. Xikun Zhang, The University of Sydney
  • Dr. Xuesong Ye, Trine University
  • Mr. Yang Jiao, Tongji University
  • Dr. Yifeng Gao, The University of Texas Rio Grande Valley
  • Dr. Yunting Yin, Stony Brook University
  • Mr. Yushan Jiang, University of Connecticut
  • Dr. Yuxuan Liang, The Hong Kong University of Science and Technology (Guangzhou)
  • Mr. Zijie Pan, University of Connecticut