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Jan 9

PGN: The RNN's New Successor is Effective for Long-Range Time Series Forecasting

Due to the recurrent structure of RNN, the long information propagation path poses limitations in capturing long-term dependencies, gradient explosion/vanishing issues, and inefficient sequential execution. Based on this, we propose a novel paradigm called Parallel Gated Network (PGN) as the new successor to RNN. PGN directly captures information from previous time steps through the designed Historical Information Extraction (HIE) layer and leverages gated mechanisms to select and fuse it with the current time step information. This reduces the information propagation path to O(1), effectively addressing the limitations of RNN. To enhance PGN's performance in long-range time series forecasting tasks, we propose a novel temporal modeling framework called Temporal PGN (TPGN). TPGN incorporates two branches to comprehensively capture the semantic information of time series. One branch utilizes PGN to capture long-term periodic patterns while preserving their local characteristics. The other branch employs patches to capture short-term information and aggregate the global representation of the series. TPGN achieves a theoretical complexity of O(L), ensuring efficiency in its operations. Experimental results on five benchmark datasets demonstrate the state-of-the-art (SOTA) performance and high efficiency of TPGN, further confirming the effectiveness of PGN as the new successor to RNN in long-range time series forecasting. The code is available in this repository: https://github.com/Water2sea/TPGN.

  • 6 authors
·
Sep 26, 2024

TimelyGPT: Extrapolatable Transformer Pre-training for Long-term Time-Series Forecasting in Healthcare

Large-scale pre-trained models (PTMs) such as BERT and GPT have recently achieved great success in Natural Language Processing and Computer Vision domains. However, the development of PTMs on healthcare time-series data is lagging behind.This underscores the limitations of the existing transformer-based architectures, particularly their scalability to handle large-scale time series and ability to capture long-term temporal dependencies. In this study, we present Timely Generative Pre-trained Transformer (TimelyGPT). TimelyGPT employs an extrapolatable position (xPos) embedding to encode trend and periodic patterns into time-series representations. It also integrates recurrent attention and temporal convolution modules to effectively capture global-local temporal dependencies. We evaluated TimelyGPT on two large-scale healthcare time series datasets corresponding to continuous biosignals and irregularly-sampled time series, respectively. Our experiments show that during pre-training, TimelyGPT excels in learning time-series representations from continuously monitored biosignals and irregularly-sampled time series data commonly observed in longitudinal electronic health records (EHRs). In forecasting continuous biosignals, TimelyGPT achieves accurate extrapolation up to 6,000 timesteps of body temperature during the sleep stage transition, given a short look-up window (i.e., prompt) containing only 2,000 timesteps. For irregularly-sampled time series, TimelyGPT with a proposed time-specific inference demonstrates high top recall scores in predicting future diagnoses using early diagnostic records, effectively handling irregular intervals between clinical records. Together, we envision TimelyGPT to be useful in a broad spectrum of health domains, including long-term patient health state forecasting and patient risk trajectory prediction.

  • 6 authors
·
Nov 29, 2023

A Probabilistic Framework for Temporal Distribution Generalization in Industry-Scale Recommender Systems

Temporal distribution shift (TDS) erodes the long-term accuracy of recommender systems, yet industrial practice still relies on periodic incremental training, which struggles to capture both stable and transient patterns. Existing approaches such as invariant learning and self-supervised learning offer partial solutions but often suffer from unstable temporal generalization, representation collapse, or inefficient data utilization. To address these limitations, we propose ELBO_TDS, a probabilistic framework that integrates seamlessly into industry-scale incremental learning pipelines. First, we identify key shifting factors through statistical analysis of real-world production data and design a simple yet effective data augmentation strategy that resamples these time-varying factors to extend the training support. Second, to harness the benefits of this extended distribution while preventing representation collapse, we model the temporal recommendation scenario using a causal graph and derive a self-supervised variational objective, ELBO_TDS, grounded in the causal structure. Extensive experiments supported by both theoretical and empirical analysis demonstrate that our method achieves superior temporal generalization, yielding a 2.33\% uplift in GMV per user and has been successfully deployed in Shopee Product Search. Code is available at https://github.com/FuCongResearchSquad/ELBO4TDS.

  • 5 authors
·
Nov 25, 2025

MamNet: A Novel Hybrid Model for Time-Series Forecasting and Frequency Pattern Analysis in Network Traffic

The abnormal fluctuations in network traffic may indicate potential security threats or system failures. Therefore, efficient network traffic prediction and anomaly detection methods are crucial for network security and traffic management. This paper proposes a novel network traffic prediction and anomaly detection model, MamNet, which integrates time-domain modeling and frequency-domain feature extraction. The model first captures the long-term dependencies of network traffic through the Mamba module (time-domain modeling), and then identifies periodic fluctuations in the traffic using Fourier Transform (frequency-domain feature extraction). In the feature fusion layer, multi-scale information is integrated to enhance the model's ability to detect network traffic anomalies. Experiments conducted on the UNSW-NB15 and CAIDA datasets demonstrate that MamNet outperforms several recent mainstream models in terms of accuracy, recall, and F1-Score. Specifically, it achieves an improvement of approximately 2% to 4% in detection performance for complex traffic patterns and long-term trend detection. The results indicate that MamNet effectively captures anomalies in network traffic across different time scales and is suitable for anomaly detection tasks in network security and traffic management. Future work could further optimize the model structure by incorporating external network event information, thereby improving the model's adaptability and stability in complex network environments.

  • 7 authors
·
Jun 30, 2025