arXiv subjects

Jingchao Ni

Publications and source records attributed to Jingchao Ni.

At least 19 recordsLinked to original sources

arXiv2026

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.

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arXiv2026

Towards A Unified Information Bottleneck Framework for Time Series Explanations

Explaining deep learning models operating on time series data is crucial in various applications that require transparent and interpretable insights into model behavior. {Existing explanation methods generally fall into two categories: attribution-based explanations, which identify the temporal regions most responsible for a prediction, and counterfactual explanations, which reveal how an input should be modified to alter the model's decision.} {Despite valuable insights, these two fields are largely studied independently. This disconnect leaves attribution methods lacking causal validation, while counterfactual methods suffer from severe instability, producing adversarial-like noise instead of meaningful explanations.} In this work, we revisit time-series explainability from an information-theoretic perspective and show that existing explainers are vulnerable to trivial solutions and distributional shifts. To address these limitations, we propose a unified objective function for explainable time series learning that bridges attribution and counterfactual reasoning within a single framework. Building upon the Information Bottleneck principle, our formulation explicitly prevents trivial explanations and out-of-distribution counterfactuals. {Based on this objective function, we introduce {\modelname}, a novel explanation framework that learns a parametric transformation network to construct explanation-embedded instances, where preserved information yields attribution explanations and controlled information removal produces stable counterfactual explanations.} We evaluate {\modelname} on synthetic and real-world benchmarks against state-of-the-art baselines. Extensive quantitative and qualitative results show that {\modelname} consistently outperforms competing methods, yielding faithful attributions and stable counterfactual explanations.

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arXiv2026

Information Bottleneck Learning for Faithful Time Series Forecasting Explanations

As forecasts increasingly drive decisions in fields such as energy, transportation, and healthcare, understanding the historical data behind these predictions has become as crucial as the predictions themselves. Although existing interpretable-by-design forecasters reveal their internal structures, they offer no guarantee that these structures faithfully reflect the underlying evidence driving the predictions. In contrast, while faithfulness-oriented methods explicitly verify model behavior, they are almost exclusively designed for post-hoc classification tasks. To bridge this gap, we propose IB-Forecast, an inherently interpretable multivariate time-series forecasting framework. It decomposes forecasting into a learned periodic component and a residual component computed with explainable masks over input tokens. With a budget-constrained information bottleneck, end-to-end optimization enables users to directly control explanation sparsity. With a rigorous faithfulness evaluation protocol, extensive experiments demonstrate that IB-Forecast matches the forecasting error of leading black-box models while providing faithful explanations at no additional inference cost. Furthermore, under a matched sparsity budget, these native explanations consistently surpass gradient-based, occlusion-based, and optimization-based baselines across all evaluated datasets. Ultimately, whereas the native explanations of existing interpretable forecasters exhibit poor faithfulness, IB-Forecast guarantees high explanation fidelity, requiring only 14-20% of the observations to deliver low-error predictions.

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arXiv2026

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.

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arXiv2026

Uncovering Insights of Compound Flooding with Data-Driven AI

Compound flooding, driven by nonlinear interactions between multiple hydrometeorological factors, poses a significant challenge to hazard prevention. Existing forecasting approaches, whether physics-based or data-driven, often emphasize temporal patterns while underexploring how multiple interacting factors jointly shape flood dynamics. To address this problem, we conduct a large-scale data-driven analysis of compound flooding in South Florida, a typical area for compound flooding, by integrating tidal conditions, rainfall, groundwater stage, and human water management activities. Our analysis reveals three key findings: (i) models that capture temporal dynamics alone fail to represent multi-factor interactions during compound events; (ii) subsurface saturation, as reflected by groundwater levels, emerges as a dominant predictor of flood severity, often outweighing immediate rainfall intensity in this porous coastal region; and (iii) the spatial state of surrounding monitoring stations within a finite effective radius provides critical causal context for flooding, while extending temporal history yields diminishing returns during extreme events. These findings suggest that compound flooding is governed more by spatially coupled system states than by long-term temporal dependencies, challenging rain-centric and sequence-dominated forecasting paradigms. By framing data-driven models as tools for scientific inquiry rather than prediction alone, this study offers new insights into the mechanisms of compound flooding and informs the design of more physically grounded early-warning systems for coastal environments. Our dataset and code are publicly available at https://github.com/AslanDing/SFBench.

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arXiv2026

TSAQA: Time Series Analysis Question And Answering Benchmark

Time series data are integral to critical applications across domains such as finance, healthcare, transportation, and environmental science. While recent work has begun to explore multi-task time series question answering (QA), current benchmarks remain limited to forecasting and anomaly detection tasks. We introduce TSAQA, a novel unified benchmark designed to broaden task coverage and evaluate diverse temporal analysis capabilities. TSAQA integrates six diverse tasks under a single framework ranging from conventional analysis, including anomaly detection and classification, to advanced analysis, such as characterization, comparison, data transformation, and temporal relationship analysis. Spanning 210k samples across 13 domains, the dataset employs diverse formats, including true-or-false (TF), multiple-choice (MC), and a novel puzzling (PZ), to comprehensively assess time series analysis. Zero-shot evaluation demonstrates that these tasks are challenging for current Large Language Models (LLMs): the best-performing commercial LLM, Gemini-2.5-Flash, achieves an average score of only 65.08. Although instruction tuning boosts open-source performance: the best-performing open-source model, LLaMA-3.1-8B, shows significant room for improvement, highlighting the complexity of temporal analysis for LLMs.

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arXiv2025

Explanation-Preserving Augmentation for Semi-Supervised Graph Representation Learning

Self-supervised graph representation learning (GRL) typically generates paired graph augmentations from each graph to infer similar representations for augmentations of the same graph, but distinguishable representations for different graphs. While effective augmentation requires both semantics-preservation and data-perturbation, most existing GRL methods focus solely on data-perturbation, leading to suboptimal solutions. To fill the gap, in this paper, we propose a novel method, Explanation-Preserving Augmentation (EPA), which leverages graph explanation for semantics-preservation. EPA first uses a small number of labels to train a graph explainer, which infers the subgraphs that explain the graph's label. Then these explanations are used for generating semantics-preserving augmentations for boosting self-supervised GRL. Thus, the entire process, namely EPA-GRL, is semi-supervised. We demonstrate theoretically, using an analytical example, and through extensive experiments on a variety of benchmark datasets, that EPA-GRL outperforms the state-of-the-art (SOTA) GRL methods that use semantics-agnostic augmentations. The code is available at https://github.com/realMoana/EPA-GRL.

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arXiv2025

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.

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arXiv2025

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.

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arXiv2025

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.

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arXiv2025

Harnessing Vision Models for Time Series Analysis: A Survey

Time series analysis has witnessed the inspiring development from traditional autoregressive models, deep learning models, to recent Transformers and Large Language Models (LLMs). Efforts in leveraging vision models for time series analysis have also been made along the way but are less visible to the community due to the predominant research on sequence modeling in this domain. However, the discrepancy between continuous time series and the discrete token space of LLMs, and the challenges in explicitly modeling the correlations of variates in multivariate time series have shifted some research attentions to the equally successful Large Vision Models (LVMs) and Vision Language Models (VLMs). To fill the blank in the existing literature, this survey discusses the advantages of vision models over LLMs in time series analysis. It provides a comprehensive and in-depth overview of the existing methods, with dual views of detailed taxonomy that answer the key research questions including how to encode time series as images and how to model the imaged time series for various tasks. Additionally, we address the challenges in the pre- and post-processing steps involved in this framework and outline future directions to further advance time series analysis with vision models.

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arXiv2025

From Binary to Continuous: Stochastic Re-Weighting for Robust Graph Explanation

Graph Neural Networks (GNNs) have achieved remarkable performance in a wide range of graph-related learning tasks. However, explaining their predictions remains a challenging problem, especially due to the mismatch between the graphs used during training and those encountered during explanation. Most existing methods optimize soft edge masks on weighted graphs to highlight important substructures, but these graphs differ from the unweighted graphs on which GNNs are trained. This distributional shift leads to unreliable gradients and degraded explanation quality, especially when generating small, sparse subgraphs. To address this issue, we propose a novel iterative explanation framework which improves explanation robustness by aligning the model's training data distribution with the weighted graph distribution appeared during explanation. Our method alternates between two phases: explanation subgraph identification and model adaptation. It begins with a relatively large explanation subgraph where soft mask optimization is reliable. Based on this subgraph, we assign importance-aware edge weights to explanatory and non-explanatory edges, and retrain the GNN on these weighted graphs. This process is repeated with progressively smaller subgraphs, forming an iterative refinement procedure. We evaluate our method on multiple benchmark datasets using different GNN backbones and explanation methods. Experimental results show that our method consistently improves explanation quality and can be flexibly integrated with different architectures.

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arXiv2025

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.

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arXiv2025

Exploring Multi-Modal Data with Tool-Augmented LLM Agents for Precise Causal Discovery

Causal discovery is an imperative foundation for decision-making across domains, such as smart health, AI for drug discovery and AIOps. Traditional statistical causal discovery methods, while well-established, predominantly rely on observational data and often overlook the semantic cues inherent in cause-and-effect relationships. The advent of Large Language Models (LLMs) has ushered in an affordable way of leveraging the semantic cues for knowledge-driven causal discovery, but the development of LLMs for causal discovery lags behind other areas, particularly in the exploration of multi-modal data. To bridge the gap, we introduce MATMCD, a multi-agent system powered by tool-augmented LLMs. MATMCD has two key agents: a Data Augmentation agent that retrieves and processes modality-augmented data, and a Causal Constraint agent that integrates multi-modal data for knowledge-driven reasoning. The proposed design of the inner-workings ensures successful cooperation of the agents. Our empirical study across seven datasets suggests the significant potential of multi-modality enhanced causal discovery.

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arXiv2025

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

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arXiv2024

MELODY: Robust Semi-Supervised Hybrid Model for Entity-Level Online Anomaly Detection with Multivariate Time Series

In large IT systems, software deployment is a crucial process in online services as their code is regularly updated. However, a faulty code change may degrade the target service's performance and cause cascading outages in downstream services. Thus, software deployments should be comprehensively monitored, and their anomalies should be detected timely. In this paper, we study the problem of anomaly detection for deployments. We begin by identifying the challenges unique to this anomaly detection problem, which is at entity-level (e.g., deployments), relative to the more typical problem of anomaly detection in multivariate time series (MTS). The unique challenges include the heterogeneity of deployments, the low latency tolerance, the ambiguous anomaly definition, and the limited supervision. To address them, we propose a novel framework, semi-supervised hybrid Model for Entity-Level Online Detection of anomalY (MELODY). MELODY first transforms the MTS of different entities to the same feature space by an online feature extractor, then uses a newly proposed semi-supervised deep one-class model for detecting anomalous entities. We evaluated MELODY on real data of cloud services with 1.2M+ time series. The relative F1 score improvement of MELODY over the state-of-the-art methods ranges from 7.6% to 56.5%. The user evaluation suggests MELODY is suitable for monitoring deployments in large online systems.

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arXiv2024

Generating In-Distribution Proxy Graphs for Explaining Graph Neural Networks

Graph Neural Networks (GNNs) have become a building block in graph data processing, with wide applications in critical domains. The growing needs to deploy GNNs in high-stakes applications necessitate explainability for users in the decision-making processes. A popular paradigm for the explainability of GNNs is to identify explainable subgraphs by comparing their labels with the ones of original graphs. This task is challenging due to the substantial distributional shift from the original graphs in the training set to the set of explainable subgraphs, which prevents accurate prediction of labels with the subgraphs. To address it, in this paper, we propose a novel method that generates proxy graphs for explainable subgraphs that are in the distribution of training data. We introduce a parametric method that employs graph generators to produce proxy graphs. A new training objective based on information theory is designed to ensure that proxy graphs not only adhere to the distribution of training data but also preserve explanatory factors. Such generated proxy graphs can be reliably used to approximate the predictions of the labels of explainable subgraphs. Empirical evaluations across various datasets demonstrate our method achieves more accurate explanations for GNNs.

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arXiv2023

Time Series Contrastive Learning with Information-Aware Augmentations

Various contrastive learning approaches have been proposed in recent years and achieve significant empirical success. While effective and prevalent, contrastive learning has been less explored for time series data. A key component of contrastive learning is to select appropriate augmentations imposing some priors to construct feasible positive samples, such that an encoder can be trained to learn robust and discriminative representations. Unlike image and language domains where ``desired'' augmented samples can be generated with the rule of thumb guided by prefabricated human priors, the ad-hoc manual selection of time series augmentations is hindered by their diverse and human-unrecognizable temporal structures. How to find the desired augmentations of time series data that are meaningful for given contrastive learning tasks and datasets remains an open question. In this work, we address the problem by encouraging both high \textit{fidelity} and \textit{variety} based upon information theory. A theoretical analysis leads to the criteria for selecting feasible data augmentations. On top of that, we propose a new contrastive learning approach with information-aware augmentations, InfoTS, that adaptively selects optimal augmentations for time series representation learning. Experiments on various datasets show highly competitive performance with up to 12.0\% reduction in MSE on forecasting tasks and up to 3.7\% relative improvement in accuracy on classification tasks over the leading baselines.

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