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Dongjin Song

Publications and source records attributed to Dongjin Song.

At least 19 recordsLinked to original sources

MetaCaster: Meta-Harness-Optimized Agent for End-to-End Few-Shot Learning of Lightweight Time Series Forecasters

Time series forecasting (TSF) is evolving toward multimodal and agentic settings, yet using foundation models remains uneconomical in resource-constrained scenarios, where compact, specialized forecasters are more desirable. However, lightweight forecasters typically require substantial training data, limiting their use in domains with scarce, slowly accumulated, or privacy-sensitive time series. To address this dilemma, we investigate the challenging problem of few-shot learning for lightweight forecasters. We propose MetaCaster, a meta-harness-optimized multi-agent framework that uses agentic data generation to automatically train specialized lightweight forecasters from only a few examples and textual contexts. Our work highlights a new TSF paradigm in which agents act not as forecasters but as intermediary engineers that prepare efficient, task-specific forecasters for deployment. Experiments on 18 datasets, 23 state-of-the-art lightweight forecasters, and 14 baselines demonstrate that MetaCaster achieves both data efficiency and computational efficiency while maintaining high-quality TSF performance.

cs.LG

TimeRouter: Efficient and Adaptive Routing of Time-Series Foundation Models

Time-series foundation models (TSFMs) are increasingly explored as predictive experts within emerging agentic time-series systems. However, TSFMs exhibit heterogeneous inductive biases, and no single model consistently dominates across forecasting regimes, making expert selection a critical challenge. Existing systems often delegate this decision to LLM-based controllers, incurring substantial inference overhead. We present TimeRouter, an efficient routing framework that leverages empirical complementarity across a pool of pretrained TSFMs through lightweight discriminative routing, selective gating, and ensemble fallback. Concretely, TimeRouter combines a learned routing head, a selective gate, and an ensemble fallback, enabling adaptive expert selection without invoking an LLM at inference time. TimeRouter achieves state-of-the-art performance on the GIFT-EVAL leaderboard, with an LB MASE of 0.6765. Beyond benchmark performance, our ablation studies provide empirical insights into TSFM routing design, highlighting the importance of pool composition and selective gating. Taken together, these results position TimeRouter as a modular and lightweight routing layer for future agentic time-series systems built upon foundation-model pools. Our code is available at https://github.com/UConn-DSIS/TimeRouter.

cs.LG

DRIFT: A Benchmark for Task-Free Continual Graph Learning with Continuous Distribution Shifts

Continual graph learning (CGL) aims to learn from dynamically evolving graphs while mitigating catastrophic forgetting. Existing CGL approaches typically adopt a task-based formulation, where the data stream is partitioned into a sequence of discrete tasks with pre-defined boundaries. However, such assumptions rarely hold in real-world environments, where data distributions evolve continuously and task identity is often unavailable. To better reflect realistic non-stationary environments, we revisit continual graph learning from a task-free perspective. We propose a unified formulation that models the data stream as a time-varying mixture of latent task distributions, enabling continuous modeling of distribution drift. Based on this formulation, we construct \emph{DRIFT}, a benchmark that spans a spectrum of transition dynamics ranging from hard task switches to smooth distributional drift through a Gaussian parameterization. We evaluate representative continual learning methods under this task-free setting and observe substantial performance degradation compared to traditional task-based protocols. Our findings indicate that many existing approaches implicitly rely on task boundary information and struggle under realistic task-free graph streams. This work highlights the importance of studying continual graph learning under realistic non-stationary conditions and provides a benchmark for future research in this direction. Our code is available at https://github.com/UConn-DSIS/DRIFT.

cs.LG

Learning Feature Encoder with Synthetic Anomalies for Weakly Supervised Graph Anomaly Detection

Weakly supervised graph anomaly detection aims to unveil unusual graph instances, e.g., nodes, whose behaviors significantly differ from normal ones, given only a limited number of annotated anomalies and abundant unlabeled samples. A major challenge is to learn a meaningful latent feature representation that reduces intra-class variance among normal data while remaining highly sensitive to anomalies. Although recent works have applied self-supervised feature learning for graph anomaly detection, their strategies are not specifically tailored to its unique requirements, motivating our exploration of a more domain-specific approach. In this paper, we introduce a weakly supervised graph anomaly detection method that leverages a feature learning strategy tailored for graph anomalies. Our approach is built upon a multi-task learning scheme that extracts robust feature representations through synthesized anomalies. We generate synthetic anomalies by perturbing the normal graph in various ways and assign a dedicated detection head to each anomaly type, ensuring that learned features are sensitive to potential deviations from normal patterns. Although synthetic anomalies may not perfectly replicate real-world patterns, they provide valuable auxiliary data for effective feature learnin, much like features learned from ImageNet classification transfer to downstream vision tasks. Additionally, we adopt a two-phase learning strategy: an initial warm-up phase using only synthetic samples, followed by a full-training phase integrating both tasks, to balance the influence of synthetic and real data. Extensive experiments on public datasets demonstrate the superior performance of our method over its competitors. Code is available at https://github.com/yj-zhou/SAWGAD.

cs.LG

Empowering Power Outage Prediction with Spatially Aware Hybrid Graph Neural Networks and Contrastive Learning

Extreme weather events, such as severe storms, hurricanes, snowstorms, and ice storms, which are exacerbated by climate change, frequently cause widespread power outages. These outages halt industrial operations, impact communities, damage critical infrastructure, profoundly disrupt economies, and have far-reaching effects across various sectors. To mitigate these effects, the University of Connecticut and Eversource Energy Center have developed an outage prediction modeling (OPM) system to provide pre-emptive forecasts for electric distribution networks before such weather events occur. However, existing predictive models in the system do not incorporate the spatial effect of extreme weather events. To this end, we develop Spatially Aware Hybrid Graph Neural Networks (SA-HGNN) with contrastive learning to enhance the OPM predictions for extreme weather-induced power outages. Specifically, we first encode spatial relationships of both static features (e.g., land cover, infrastructure) and event-specific dynamic features (e.g., wind speed, precipitation) via Spatially Aware Hybrid Graph Neural Networks (SA-HGNN). Next, we leverage contrastive learning to handle the imbalance problem associated with different types of extreme weather events and generate location-specific embeddings by minimizing intra-event distances between similar locations while maximizing inter-event distances across all locations. Thorough empirical studies in four utility service territories, i.e., Connecticut, Western Massachusetts, Eastern Massachusetts, and New Hampshire, demonstrate that SA-HGNN can achieve state-of-the-art performance for power outage prediction.

cs.LG

Uncertainty-Guided Latent Diagnostic Trajectory Learning for Sequential Clinical Diagnosis

Clinical diagnosis requires sequential evidence acquisition under uncertainty. However, most Large Language Model (LLM) based diagnostic systems assume fully observed patient information and therefore do not explicitly model how clinical evidence should be sequentially acquired over time. Even when diagnosis is formulated as a sequential decision process, it is still challenging to learn effective diagnostic trajectories. This is because the space of possible evidence-acquisition paths is relatively large, while clinical datasets rarely provide explicit supervision information for desirable diagnostic paths. To this end, we formulate sequential diagnosis as a Latent Diagnostic Trajectory Learning (LDTL) framework based on a planning LLM agent and a diagnostic LLM agent. For the diagnostic LLM agent, diagnostic action sequences are treated as latent paths and we introduce a posterior distribution that prioritizes trajectories providing more diagnostic information. The planning LLM agent is then trained to follow this distribution, encouraging coherent diagnostic trajectories that progressively reduce uncertainty. Experiments on the MIMIC-CDM benchmark demonstrate that our proposed LDTL framework outperforms existing baselines in diagnostic accuracy under a sequential clinical diagnosis setting, while requiring fewer diagnostic tests. Furthermore, ablation studies highlight the critical role of trajectory-level posterior alignment in achieving these improvements.

cs.AI

Early GVHD Prediction in Liver Transplantation via Multi-Modal Deep Learning on Imbalanced EHR Data

Graft-versus-host disease (GVHD) is a rare but often fatal complication in liver transplantation, with a very high mortality rate. By harnessing multi-modal deep learning methods to integrate heterogeneous and imbalanced electronic health records (EHR), we aim to advance early prediction of GVHD, paving the way for timely intervention and improved patient outcomes. In this study, we analyzed pre-transplant electronic health records (EHR) spanning the period before surgery for 2,100 liver transplantation patients, including 42 cases of graft-versus-host disease (GVHD), from a cohort treated at Mayo Clinic between 1992 and 2025. The dataset comprised four major modalities: patient demographics, laboratory tests, diagnoses, and medications. We developed a multi-modal deep learning framework that dynamically fuses these modalities, handles irregular records with missing values, and addresses extreme class imbalance through AUC-based optimization. The developed framework outperforms all single-modal and multi-modal machine learning baselines, achieving an AUC of 0.836, an AUPRC of 0.157, a recall of 0.768, and a specificity of 0.803. It also demonstrates the effectiveness of our approach in capturing complementary information from different modalities, leading to improved performance. Our multi-modal deep learning framework substantially improves existing approaches for early GVHD prediction. By effectively addressing the challenges of heterogeneity and extreme class imbalance in real-world EHR, it achieves accurate early prediction. Our proposed multi-modal deep learning method demonstrates promising results for early prediction of a GVHD in liver transplantation, despite the challenge of extremely imbalanced EHR data.

cs.LG

Towards Interpretable and Trustworthy Time Series Reasoning: A BlueSky Vision

Time series reasoning is emerging as the next frontier in temporal analysis, aiming to move beyond pattern recognition towards explicit, interpretable, and trustworthy inference. This paper presents a BlueSky vision built on two complementary directions. One builds robust foundations for time series reasoning, centered on comprehensive temporal understanding, structured multi-step reasoning, and faithful evaluation frameworks. The other advances system-level reasoning, moving beyond language-only explanations by incorporating multi-agent collaboration, multi-modal context, and retrieval-augmented approaches. Together, these directions outline a flexible and extensible framework for advancing time series reasoning, aiming to deliver interpretable and trustworthy temporal intelligence across diverse domains.

cs.LG

SVTime: Small Time Series Forecasting Models Informed by "Physics" of Large Vision Model Forecasters

Time series AI is crucial for analyzing dynamic web content, driving a surge of pre-trained large models known for their strong knowledge encoding and transfer capabilities across diverse tasks. However, given their energy-intensive training, inference, and hardware demands, using large models as a one-fits-all solution raises serious concerns about carbon footprint and sustainability. For a specific task, a compact yet specialized, high-performing model may be more practical and affordable, especially for resource-constrained users such as small businesses. This motivates the question: Can we build cost-effective lightweight models with large-model-like performance on core tasks such as forecasting? This paper addresses this question by introducing SVTime, a novel Small model inspired by large Vision model (LVM) forecasters for long-term Time series forecasting (LTSF). Recently, LVMs have been shown as powerful tools for LTSF. We identify a set of key inductive biases of LVM forecasters -- analogous to the "physics" governing their behaviors in LTSF -- and design small models that encode these biases through meticulously crafted linear layers and constraint functions. Across 21 baselines spanning lightweight, complex, and pre-trained large models on 8 benchmark datasets, SVTime outperforms state-of-the-art (SOTA) lightweight models and rivals large models with 10^3 fewer parameters than LVMs, while enabling efficient training and inference in low-resource settings.

cs.LG

Continual Learning to Generalize Forwarding Strategies for Diverse Mobile Wireless Networks

Deep reinforcement learning (DRL) has been successfully used to design forwarding strategies for multi-hop mobile wireless networks. While such strategies can be used directly for networks with varied connectivity and dynamic conditions, developing generalizable approaches that are effective on scenarios significantly different from the training environment remains largely unexplored. In this paper, we propose a framework to address the challenge of generalizability by (i) developing a generalizable base model considering diverse mobile network scenarios, and (ii) using the generalizable base model for new scenarios, and when needed, fine-tuning the base model using a small amount of data from the new scenarios. To support this framework, we first design new features to characterize network variation and feature quality, thereby improving the information used in DRL-based forwarding decisions. We then develop a continual learning (CL) approach able to train DRL models across diverse network scenarios without ``catastrophic forgetting.'' Using extensive evaluation, including real-world scenarios in two cities, we show that our approach is generalizable to unseen mobility scenarios. Compared to a state-of-the-art heuristic forwarding strategy, it leads to up to 78% reduction in delay, 24% improvement in delivery rate, and comparable or slightly higher number of forwards.

cs.NI

Adaptive von Mises-Fisher Likelihood Loss for Supervised Deep Time Series Hashing

Indexing time series by creating compact binary representations is a fundamental task in time series data mining. Recently, deep learning-based hashing methods have proven effective for indexing time series based on semantic meaning rather than just raw similarity. The purpose of deep hashing is to map samples with the same semantic meaning to identical binary hash codes, enabling more efficient search and retrieval. Unlike other supervised representation learning methods, supervised deep hashing requires a discretization step to convert real-valued representations into binary codes, but this can induce significant information loss. In this paper, we propose a von Mises-Fisher (vMF) hashing loss. The proposed deep hashing model maps data to an M-dimensional hyperspherical space to effectively reduce information loss and models each data class as points following distinct vMF distributions. The designed loss aims to maximize the separation between each modeled vMF distribution to provide a better way to maximize the margin between each semantically different data sample. Experimental results show that our method outperforms existing baselines. The implementation is publicly available at https://github.com/jmpq97/vmf-hashing

cs.LG

FTSCommDetector: Discovering Behavioral Communities through Temporal Synchronization

Why do trillion-dollar tech giants AAPL and MSFT diverge into different response patterns during market disruptions despite identical sector classifications? This paradox reveals a fundamental limitation: traditional community detection methods fail to capture synchronization-desynchronization patterns where entities move independently yet align during critical moments. To this end, we introduce FTSCommDetector, implementing our Temporal Coherence Architecture (TCA) to discover similar and dissimilar communities in continuous multivariate time series. Unlike existing methods that process each timestamp independently, causing unstable community assignments and missing evolving relationships, our approach maintains coherence through dual-scale encoding and static topology with dynamic attention. Furthermore, we establish information-theoretic foundations demonstrating how scale separation maximizes complementary information and introduce Normalized Temporal Profiles (NTP) for scale-invariant evaluation. As a result, FTSCommDetector achieves consistent improvements across four diverse financial markets (SP100, SP500, SP1000, Nikkei 225), with gains ranging from 3.5% to 11.1% over the strongest baselines. The method demonstrates remarkable robustness with only 2% performance variation across window sizes from 60 to 120 days, making dataset-specific tuning unnecessary, providing practical insights for portfolio construction and risk management.

cs.SI

Multi-Modal View Enhanced Large Vision Models for Long-Term Time Series Forecasting

Time series, typically represented as numerical sequences, can also be transformed into images and texts, offering multi-modal views (MMVs) of the same underlying signal. These MMVs can reveal complementary patterns and enable the use of powerful pre-trained large models, such as large vision models (LVMs), for long-term time series forecasting (LTSF). However, as we identified in this work, the state-of-the-art (SOTA) LVM-based forecaster poses an inductive bias towards "forecasting periods". To harness this bias, we propose DMMV, a novel decomposition-based multi-modal view framework that leverages trend-seasonal decomposition and a novel backcast-residual based adaptive decomposition to integrate MMVs for LTSF. Comparative evaluations against 14 SOTA models across diverse datasets show that DMMV outperforms single-view and existing multi-modal baselines, achieving the best mean squared error (MSE) on 6 out of 8 benchmark datasets. The code for this paper is available at: https://github.com/D2I-Group/dmmv.

cs.LG

From Images to Signals: Are Large Vision Models Useful for Time Series Analysis?

Transformer-based models have gained increasing attention in time series research, driving interest in Large Language Models (LLMs) and foundation models for time series analysis. As the field moves toward multi-modality, Large Vision Models (LVMs) are emerging as a promising direction. In the past, the effectiveness of Transformer and LLMs in time series has been debated. When it comes to LVMs, a similar question arises: are LVMs truely useful for time series analysis? To address it, we design and conduct the first principled study involving 4 LVMs, 8 imaging methods, 18 datasets and 26 baselines across both high-level (classification) and low-level (forecasting) tasks, with extensive ablation analysis. Our findings indicate LVMs are indeed useful for time series classification but face challenges in forecasting. Although effective, the contemporary best LVM forecasters are limited to specific types of LVMs and imaging methods, exhibit a bias toward forecasting periods, and have limited ability to utilize long look-back windows. We hope our findings could serve as a cornerstone for future research on LVM- and multimodal-based solutions to different time series tasks.

cs.LG

HERO: Heterogeneous Continual Graph Learning via Meta-Knowledge Distillation

Heterogeneous graph neural networks have seen rapid progress in web applications such as social networks, knowledge graphs, and recommendation systems, driven by the inherent heterogeneity of web data. However, existing methods typically assume static graphs, while real-world graphs are continuously evolving. This dynamic nature requires models to adapt to new data while preserving existing knowledge. To this end, this work introduces HERO (HEterogeneous continual gRaph learning via meta-knOwledge distillation), a unified framework for continual learning on heterogeneous graphs. HERO employs meta-adaptation, a gradient-based meta-learning strategy that provides directional guidance for rapid adaptation to new tasks with limited samples. To enable efficient and effective knowledge reuse, we propose DiSCo (Diversity Sampling with semantic Consistency), a heterogeneity-aware sampling method that maximizes target node diversity and expands subgraphs along metapaths, retaining critical semantic and structural information with minimal overhead. Furthermore, HERO incorporates heterogeneity-aware knowledge distillation, which aligns knowledge at both the node and semantic levels to balance adaptation and retention across tasks. Extensive experiments on four web-related heterogeneous graph benchmarks demonstrate that HERO substantially mitigates catastrophic forgetting while achieving efficient and consistent knowledge reuse in dynamic web environments.

cs.LG

Multi-modal Time Series Analysis: A Tutorial and Survey

Multi-modal time series analysis has recently emerged as a prominent research area in data mining, driven by the increasing availability of diverse data modalities, such as text, images, and structured tabular data from real-world sources. However, effective analysis of multi-modal time series is hindered by data heterogeneity, modality gap, misalignment, and inherent noise. Recent advancements in multi-modal time series methods have exploited the multi-modal context via cross-modal interactions based on deep learning methods, significantly enhancing various downstream tasks. In this tutorial and survey, we present a systematic and up-to-date overview of multi-modal time series datasets and methods. We first state the existing challenges of multi-modal time series analysis and our motivations, with a brief introduction of preliminaries. Then, we summarize the general pipeline and categorize existing methods through a unified cross-modal interaction framework encompassing fusion, alignment, and transference at different levels (\textit{i.e.}, input, intermediate, output), where key concepts and ideas are highlighted. We also discuss the real-world applications of multi-modal analysis for both standard and spatial time series, tailored to general and specific domains. Finally, we discuss future research directions to help practitioners explore and exploit multi-modal time series. The up-to-date resources are provided in the GitHub repository: https://github.com/UConn-DSIS/Multi-modal-Time-Series-Analysis

cs.LG

Cross-platform Prediction of Depression Treatment Outcome Using Location Sensory Data on Smartphones

Currently, depression treatment relies on closely monitoring patients response to treatment and adjusting the treatment as needed. Using self-reported or physician-administrated questionnaires to monitor treatment response is, however, burdensome, costly and suffers from recall bias. In this paper, we explore using location sensory data collected passively on smartphones to predict treatment outcome. To address heterogeneous data collection on Android and iOS phones, the two predominant smartphone platforms, we explore using domain adaptation techniques to map their data to a common feature space, and then use the data jointly to train machine learning models. Our results show that this domain adaptation approach can lead to significantly better prediction than that with no domain adaptation. In addition, our results show that using location features and baseline self-reported questionnaire score can lead to F1 score up to 0.67, comparable to that obtained using periodic self-reported questionnaires, indicating that using location data is a promising direction for predicting depression treatment outcome.

cs.LG

TS-RAG: Retrieval-Augmented Generation based Time Series Foundation Models are Stronger Zero-Shot Forecaster

Large Language Models (LLMs) and Foundation Models (FMs) have recently become prevalent for time series forecasting tasks. While fine-tuning LLMs enables domain adaptation, they often struggle to generalize across diverse and unseen datasets. Moreover, existing Time Series Foundation Models (TSFMs) still face challenges in handling non-stationary dynamics and distribution shifts, largely due to the lack of effective mechanisms for adaptation. To this end, we present TS-RAG, a retrieval-augmented generation framework for time series forecasting that enhances the generalization and interpretability of TSFMs. Specifically, TS-RAG leverages pre-trained time series encoders to retrieve semantically relevant segments from a dedicated knowledge base, enriching the contextual representation of the input query. Furthermore, we propose an Adaptive Retrieval Mixer (ARM) module that dynamically fuses the retrieved patterns with the TSFM's internal representation, improving forecasting accuracy without requiring task-specific fine-tuning. Thorough empirical studies on seven public benchmark datasets demonstrate that TS-RAG achieves state-of-the-art zero-shot forecasting performance, outperforming the existing TSFMs by up to 6.84% across diverse domains while also providing desirable interpretability. Our code and data are available at: https://github.com/UConn-DSIS/TS-RAG

cs.LG