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Jiaheng Guo

Publications and source records attributed to Jiaheng Guo.

3 recordsLinked to original sources

On the Divergence of Accuracy and Mechanism Consistency in Time Series World Models

A time series world model (TSWM) predicts a controlled system's state from its observed history and planned actions and exogenous inputs. Current approaches build forecasters with actions as covariates, trained and evaluated on prediction error under the executed plan. Yet world models compare unexecuted plans, but their responses to changed plans remain untested. We ask which design choices matter and whether accurate forecasters respond to changed plans as real systems do. We address both with a formalization and benchmark. The formalization separates state, actions and exogenous inputs, distinguishes continuous, mode and event actions, and introduces mechanism consistency, a metric built on declared action-state relations with known directions, such as a vasopressor raising blood pressure: it checks whether shifting an action moves the forecast in the declared direction. The benchmark consolidates eight public datasets with real actions from engineered infrastructure and clinical care, varying prediction space, plan fusion and plan encoding across seven backbones and five seeds. First, a frozen latent prediction space lowers MAE by 9.9% over observation space and gated output fusion lowers it by 12.7% over input concatenation on average, with both improving all eight datasets; temporal plan encoding changes average MAE by at most 2.2%. Second, prediction error and mechanism consistency diverge: the lowest-error configuration is at or below chance in consistency on four of five datasets with declared mechanisms, and no design choice avoids this. Finally, directional supervision, a loss penalizing the wrong-signed part of the response to a shifted action, significantly raises consistency on penalized mechanisms with no change in MAE. Together they give TSWMs a recipe: a frozen latent space and output-side fusion for accuracy, and a training objective for mechanism consistency.

cs.AI↗

No Scale Left Behind: Multi-Scale Autoencoder with Bi-directional Attention for Time Series Anomaly Detection

Time series anomaly detection (TSAD) plays a crucial role in healthcare, finance, industrial monitoring, and other sectors. Within and between these settings, anomalies span vastly different temporal scales, from sub-second point spikes to multi-hour drift patterns. However, most existing TSAD methods commit to a single temporal granularity, and multi-scale designs either analyze different scales in isolation or are constrained to a predefined coarse-to-fine hierarchy, both failing to sufficiently capture multi-scale interactions. To resolve this limitation, we propose Multi-Scale Autoencoder with Cross-Scale Attention for TSAD (MSCAD), a simple yet powerful semi-supervised TSAD framework founded on parallel autoencoder branches corresponding to different patch sizes. A stack of symmetric bidirectional cross-scale attention blocks enables every pair of scales to exchange information before reconstruction without allowing any single scale to be privileged. On the comprehensive TSB-AD benchmark (40 datasets, 530 series), MSCAD achieves large performance gains against 50 baselines across multiple metrics, with VUS-PR of 0.57(+9.6%) on the univariate split and 0.47(+9.3%) on the multivariate split compared to the state-of-the-art.

cs.LG↗

Represent, Then Generate: Multimodal-Conditioned Time-Series Generation under Irregular Missingness

Continuous physiological time series underpin modern clinical monitoring, yet many of the most informative signals are invasive, expensive, or simply unavailable for a given patient. Conditional generation offers a remedy: an absent signal can be synthesized from co-recorded signals and routine clinical variables. Existing generators, however, are built around a single conditioning modality and degrade when forced to handle the heterogeneous, irregularly missing mix of time-variant signals and static covariates seen in practice. We propose ReCoGen (Represent Conditions, then Generate), a two-stage framework that decouples multimodal condition representation from target generation. Stage I trains one masked autoencoder per modality, distilling each time-variant condition into a compact and missingness-tolerant token sequence. Stage II trains a flow-matching generator that fuses these tokens with static conditions to synthesize the target signal. Across three physiological benchmarks, including continuous glucose monitoring on AI-READI and arterial blood pressure generation on MIMIC-III and MIMIC-IV, ReCoGen attains the best downstream utility on all sixteen (dataset, task, metric) settings, surpassing six representative conditional generators; on thirteen of them its utility also reaches or exceeds the utility measured on the real signal, a reference we read as an approximate anchor rather than a ceiling. Ablations trace the gains to the conditioning path: learnable cross-attention over the frozen per-modality encoders, and a dual token-plus-AdaLN route for the static conditions. ReCoGen thus turns routinely collected signals into informative surrogates for invasive or unavailable ones, a step toward less invasive, lower-cost continuous clinical monitoring.

cs.LG↗