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Zhiding Liu

Publications and source records attributed to Zhiding Liu.

At least 19 recordsLinked to original sources
arXiv2026

ElecLoad: Adaptive Electricity Load Forecasting Guided by Multiple Events

Accurate electricity load forecasting provides critical decision support for energy procurement, generation scheduling, and supply-demand balancing, contributing to the economic efficiency and operational reliability of power systems. However, future electricity demand can be affected by the complex interplay of multiple events described in Web notices, weather alerts, and event schedules. Their effects vary over time and can reinforce or offset one another, making electricity load difficult to forecast accurately. While existing methods can incorporate context as additional input, how to use the effects of multiple events and their interactions to guide the load forecasting process itself remains to be explored. To address this gap, we propose ElecLoad, a context-aware agent for multi-event electricity load forecasting that adaptively organizes the forecasting process. Specifically, we train ElecLoad to combine historical load with context to analyze each event's relevance to the target load, the timing of its effects, and potential interactions among events. Guided by this analysis, ElecLoad adaptively chooses to forecast the entire forecast horizon directly or to partition it into segments according to changes in event effects. When the horizon is partitioned, sub-agents independently generate initial forecasts for each segment. The main agent then reviews these forecasts, and the sub-agents perform selective refinement guided by its feedback. Experiments on multiple electricity load datasets show that ElecLoad achieves state-of-the-art performance in most evaluation scenarios. Code is available at https://github.com/zhjai/ElecLoad.

cs.AI↗
arXiv2026

CastFlow: Bridging Evidence Acquisition and Accurate Prediction in Agentic Time Series Forecasting

Time series forecasting is a fundamental task in temporal data analytics, and large language model (LLM)-based agents offer a promising paradigm through autonomous tool interaction and evidence-grounded reasoning. However, two fundamental challenges remain: how to acquire forecast-relevant evidence through adaptive tool interactions, and how to translate such evidence into accurate numerical predictions. To address these challenges, we propose CastFlow, a role-specialized agentic forecasting framework that bridges general-purpose tool reasoning and specialized temporal forecasting. Specifically, CastFlow introduces an Experience Memory that distills successful tool-use trajectories from training data, guiding a frozen LLM to orchestrate a multi-view toolkit for evidence acquisition. A lightweight specialized LLM then performs evidence-grounded temporal reasoning to refine an ensemble forecasting prior. To enhance this capability, we develop a two-stage training strategy combining supervised fine-tuning and reinforcement learning with verifiable rewards, where final forecasting outcomes of the overall workflow guide the optimization of the specialized model. Extensive experiments on ten real-world benchmarks demonstrate that CastFlow outperforms competitive baselines on nine datasets. Our findings highlight the importance of bridging autonomous evidence acquisition and specialized temporal reasoning for accurate and adaptive agentic forecasting. The source code is available at https://github.com/Forever-Pan/CastFlow.

cs.LG↗
arXiv2026

World2TS: Real-World Event Context for Time-Series Forecasting

Time-series forecasting plays a vital role in a wide range of real-world applications. Recent approaches have achieved strong performance by modeling temporal correlations and cross-channel dependencies, yet most forecasting benchmarks still represent time series primarily as numerical histories. In practice, time series are observations of complex real-world processes, and their trajectories may reflect events, interventions, disruptions, and changes in measurement or reporting that cannot always be inferred from past values alone. A central barrier to studying context-aware forecasting is therefore the lack of large-scale datasets that align real-world events with the individual series they affect. We present World2TS, a scalable construction framework and large-scale dataset for time-series forecasting with real-world event context. We first develop world2ts-core, a reusable tool that combines agent-led semantic reasoning and Web search, command-line execution and validation, and human review within a feedback-driven discovery workflow. Given heterogeneous time series with semantic descriptions, the workflow discovers candidate events, consolidates retrieved evidence into verified events, and links them to relevant series under explicit temporal and semantic scopes. Using this framework, we construct world2ts-data, which contains 31 datasets across six domains, comprising 4,179 series, 97.1 million observations, 1,159 events, and 56,846 event-series links. We further conduct extensive data analyses and controlled comparative experiments to characterize the dataset and demonstrate the utility of the collected context for improving forecasting accuracy. World2TS provides a reusable data foundation for developing and evaluating context-aware forecasting models and agents. The project homepage is available at https://world2ts.github.io/.

cs.LG↗
arXiv2026

KuaiSearch: An E-Commerce Search Dataset with Authentic Queries and Product Texts for Recall, Ranking, and Relevance

E-commerce search connects user needs with massive product inventories, yet real-world systems face challenges from ambiguous queries, noisy product texts, and diverse user preferences. Recent advances in large language models (LLMs) offer new opportunities for semantic understanding and intent modeling, but existing e-commerce search datasets remain limited by heuristically constructed queries, popularity-based filtering, anonymized texts, and incomplete coverage of the search pipeline. These limitations hinder realistic evaluation of LLM-based e-commerce search. To address this gap, we introduce KuaiSearch, a large-scale dataset built from real user search interactions on the Kuaishou platform. KuaiSearch preserves authentic queries and natural-language product texts, retains cold-start users and long-tail products, and covers three key stages of the search pipeline: recall, ranking, and relevance judgment. We further provide comprehensive analyses of users, products, and queries, together with benchmark experiments on representative search tasks. Results demonstrate the value of KuaiSearch as a realistic benchmark for e-commerce search research. The code is available at https://github.com/benchen4395/KuaiSearch.

cs.IR↗
arXiv2026

FlowRec: Prior-Informed Flow Matching for Efficient Sequential Recommendation Generation

Sequential recommendation aims to predict each user's next preferred item based on their historical interactions. Recently, diffusion-based approaches have demonstrated strong generative capability in modeling complex user preferences. However, they still face two inherent limitations: (i) Gaussian priors are misaligned with user-specific interests, and curved noise schedules lead to error accumulation and unstable training; (ii) the stochastic denoising process introduces additional randomness and substantial computational overhead. To address these issues, we propose FlowRec, a flow-matching-based framework that formulates preference evolution as continuous flows between personalized priors and target items. Specifically, FlowRec constructs an informative behavior-based prior distribution derived from users' historical interactions, offering a distributionally closer initialization to the target distribution. It then learns a vector field to guide straight preference flows toward target interests. Moreover, a single-step alignment objective with positive and negative samples further enhances semantic consistency between generated representations and ground-truth items. Finally, FlowRec adopts deterministic ODE-based generation, achieving efficient and stable inference. Extensive experiments on multiple benchmark datasets demonstrate that FlowRec consistently outperforms state-of-the-art baselines in both recommendation accuracy and inference efficiency.

cs.IR↗
arXiv2026

InstructTime++: Time Series Classification with Multimodal Language Modeling via Implicit Feature Enhancement

Most existing time series classification methods adopt a discriminative paradigm that maps input sequences directly to one-hot encoded class labels. While effective, this paradigm struggles to incorporate contextual features and fails to capture semantic relationships among classes. To address these limitations, we propose InstructTime, a novel framework that reformulates time series classification as a multimodal generative task. Specifically, continuous numerical sequences, contextual textual features, and task instructions are treated as multimodal inputs, while class labels are generated as textual outputs by tuned language models. To bridge the modality gap, InstructTime introduces a time series discretization module that converts continuous sequences into discrete temporal tokens, together with an alignment projection layer and a generative self-supervised pre-training strategy to enhance cross-modal representation alignment. Building upon this framework, we further propose InstructTime++, which extends InstructTime by incorporating implicit feature modeling to compensate for the limited inductive bias of language models. InstructTime++ leverages specialized toolkits to mine informative implicit patterns from raw time series and contextual inputs, including statistical feature extraction and vision-language-based image captioning, and translates them into textual descriptions for seamless integration. Extensive experiments on multiple benchmark datasets demonstrate the superior performance of InstructTime++.

cs.LG↗
arXiv2026

TimeMAE: Self-Supervised Representations of Time Series with Decoupled Masked Autoencoders

Learning transferable representations from unlabeled time series is crucial for improving performance in data-scarce classification. Existing self-supervised methods often operate at the point level and rely on unidirectional encoding, leading to low semantic density and a mismatch between pre-training and downstream optimization. In this paper, we propose TimeMAE, a self-supervised framework that reformulates masked modeling for time series via semantic unit elevation and decoupled representation learning. Instead of modeling individual time steps, TimeMAE segments time series into non-overlapping sub-series to form semantically enriched units, enabling more informative masked reconstruction while reducing computational cost. To address the representation discrepancy introduced by masking, we design a decoupled masked autoencoder that separately encodes visible and masked regions, avoiding artificial masked tokens in the main encoder. To guide pre-training, we introduce two complementary objectives: masked codeword classification, which discretizes sub-series semantics via a learned tokenizer and masked representation regression, which aligns continuous representations through a momentum-updated target encoder. Extensive experiments on five datasets demonstrate that TimeMAE outperforms competitive baselines, particularly in label-scarce scenarios and transfer learning scenarios.

cs.LG↗
arXiv2026

Towards Context-aware Reasoning-enhanced Generative Searching in E-commerce

Search-based recommendation is one of the most critical application scenarios in e-commerce platforms. Users' complex search contexts--such as spatiotemporal factors, historical interactions, and current query's information--constitute an essential part of their decision-making, reflecting implicit preferences that complement explicit query terms. Modeling such rich contextual signals and their intricate associations with candidate items remains a key challenge. Although numerous efforts have been devoted to building more effective search methods, existing approaches still show limitations in integrating contextual information, which hinders their ability to fully capture user intent. To address these challenges, we propose a context-aware reasoning-enhanced generative search framework for better \textbf{understanding the complicated context}. Specifically, the framework first unifies heterogeneous user and item contexts into textual representations or text-based semantic identifiers and aligns them. To overcome the lack of explicit reasoning trajectories, we introduce a self-evolving post-training paradigm that iteratively combines supervised fine-tuning and reinforcement learning to progressively enhance the model's reasoning capability. In addition, we identify potential biases in existing RL algorithms when applied to search scenarios and present a debiased variant of GRPO to improve ranking performance. Extensive experiments on search log data collected from a real-world e-commerce platform demonstrate that our approach achieves superior performance compared with strong baselines, validating its effectiveness for search-based recommendation.

cs.IR↗
arXiv2026

StaTS: Spectral Trajectory Schedule Learning for Adaptive Time Series Forecasting with Frequency Guided Denoiser

Diffusion models have been used for probabilistic time series forecasting and show strong potential. However, fixed noise schedules often produce intermediate states that are hard to invert and a terminal state that deviates from the near noise assumption. Meanwhile, prior methods rely on time domain conditioning and seldom model schedule induced spectral degradation, which limits structure recovery across noise levels. We propose StaTS, a diffusion model for probabilistic time series forecasting that learns the noise schedule and the denoiser through alternating updates. StaTS includes Spectral Trajectory Scheduler (STS) that learns a data adaptive noise schedule with spectral regularization to improve structural preservation and stepwise invertibility, and Frequency Guided Denoiser (FGD) that estimates schedule induced spectral distortion and uses it to modulate denoising strength for heterogeneous restoration across diffusion steps and variables. A two stage training procedure stabilizes the coupling between schedule learning and denoiser optimization. Experiments on multiple real world benchmarks show consistent gains, while maintaining strong performance with fewer sampling steps. Our code is available at https://github.com/zjt-gpu/StaTS/.

cs.LG↗
arXiv2025

Improving Time Series Forecasting via Instance-aware Post-hoc Revision

Time series forecasting plays a vital role in various real-world applications and has attracted significant attention in recent decades. While recent methods have achieved remarkable accuracy by incorporating advanced inductive biases and training strategies, we observe that instance-level variations remain a significant challenge. These variations--stemming from distribution shifts, missing data, and long-tail patterns--often lead to suboptimal forecasts for specific instances, even when overall performance appears strong. To address this issue, we propose a model-agnostic framework, PIR, designed to enhance forecasting performance through Post-forecasting Identification and Revision. Specifically, PIR first identifies biased forecasting instances by estimating their accuracy. Based on this, the framework revises the forecasts using contextual information, including covariates and historical time series, from both local and global perspectives in a post-processing fashion. Extensive experiments on real-world datasets with mainstream forecasting models demonstrate that PIR effectively mitigates instance-level errors and significantly improves forecasting reliability.

cs.LG↗
arXiv2025

OneCast: Structured Decomposition and Modular Generation for Cross-Domain Time Series Forecasting

Cross-domain time series forecasting is a valuable task in various web applications. Despite its rapid advancement, achieving effective generalization across heterogeneous time series data remains a significant challenge. Existing methods have made progress by extending single-domain models, yet often fall short when facing domain-specific trend shifts and inconsistent periodic patterns. We argue that a key limitation lies in treating temporal series as undifferentiated sequence, without explicitly decoupling their inherent structural components. To address this, we propose OneCast, a structured and modular forecasting framework that decomposes time series into seasonal and trend components, each modeled through tailored generative pathways. Specifically, the seasonal component is captured by a lightweight projection module that reconstructs periodic patterns via interpretable basis functions. In parallel, the trend component is encoded into discrete tokens at segment level via a semantic-aware tokenizer, and subsequently inferred through a masked discrete diffusion mechanism. The outputs from both branches are combined to produce a final forecast that captures seasonal patterns while tracking domain-specific trends. Extensive experiments across eight domains demonstrate that OneCast mostly outperforms state-of-the-art baselines.

cs.AI↗
arXiv2025

TimeDART: A Diffusion Autoregressive Transformer for Self-Supervised Time Series Representation

Self-supervised learning has garnered increasing attention in time series analysis for benefiting various downstream tasks and reducing reliance on labeled data. Despite its effectiveness, existing methods often struggle to comprehensively capture both long-term dynamic evolution and subtle local patterns in a unified manner. In this work, we propose \textbf{TimeDART}, a novel self-supervised time series pre-training framework that unifies two powerful generative paradigms to learn more transferable representations. Specifically, we first employ a causal Transformer encoder, accompanied by a patch-based embedding strategy, to model the evolving trends from left to right. Building on this global modeling, we further introduce a denoising diffusion process to capture fine-grained local patterns through forward diffusion and reverse denoising. Finally, we optimize the model in an autoregressive manner. As a result, TimeDART effectively accounts for both global and local sequence features in a coherent way. We conduct extensive experiments on public datasets for time series forecasting and classification. The experimental results demonstrate that TimeDART consistently outperforms previous compared methods, validating the effectiveness of our approach. Our code is available at https://github.com/Melmaphother/TimeDART.

cs.LG↗
arXiv2025

A Hybrid Multi-Factor Network with Dynamic Sequence Modeling for Early Warning of Intraoperative Hypotension

Intraoperative hypotension (IOH) prediction using past physiological signals is crucial, as IOH may lead to inadequate organ perfusion and significantly elevate the risk of severe complications and mortality. However, current methods often rely on static modeling, overlooking the complex temporal dependencies and the inherently non-stationary nature of physiological signals. We propose a Hybrid Multi-Factor (HMF) network that formulates IOH prediction as a dynamic sequence forecasting task, explicitly capturing both temporal dependencies and physiological non-stationarity. We represent signal dynamics as multivariate time series and decompose them into trend and seasonal components, enabling separate modeling of long-term and periodic variations. Each component is encoded with a patch-based Transformer to balance computational efficiency and feature representation. To address distributional drift from evolving signals, we introduce a symmetric normalization mechanism. Experiments on both public and real-world clinical datasets show that HMF significantly outperforms competitive baselines. We hope HMF offers new insights into IOH prediction and ultimately promotes safer surgical care. Our code is available at https://github.com/Mingyue-Cheng/HMF.

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arXiv2025

Conditional Denoising Meets Polynomial Modeling: A Flexible Decoupled Framework for Time Series Forecasting

Time series forecasting models are becoming increasingly prevalent due to their critical role in decision-making across various domains. However, most existing approaches represent the coupled temporal patterns, often neglecting the distinction between their specific components. In particular, fluctuating patterns and smooth trends within time series exhibit distinct characteristics. In this work, to model complicated temporal patterns, we propose a Conditional Denoising Polynomial Modeling (CDPM) framework, where probabilistic diffusion models and deterministic linear models are trained end-to-end. Instead of modeling the coupled time series, CDPM decomposes it into trend and seasonal components for modeling them separately. To capture the fluctuating seasonal component, we employ a probabilistic diffusion model based on statistical properties from the historical window. For the smooth trend component, a module is proposed to enhance linear models by incorporating historical dependencies, thereby preserving underlying trends and mitigating noise distortion. Extensive experiments conducted on six benchmarks demonstrate the effectiveness of our framework, highlighting the potential of combining probabilistic and deterministic models. Our code is available at https://github.com/zjt-gpu/CDPM.

cs.LG↗
arXiv2025

Towards Automatic Sampling of User Behaviors for Sequential Recommender Systems

Sequential recommender systems (SRS) have gained increasing popularity due to their remarkable proficiency in capturing dynamic user preferences. In the current setup of SRS, a common configuration is to uniformly consider each historical behavior as a positive interaction. However, this setting has the potential to yield sub-optimal performance as each individual item often have a different impact on shaping the user's interests. Hence, in this paper, we propose a novel automatic sampling framework for sequential recommendation, named AutoSAM, to non-uniformly treat historical behaviors. Specifically, AutoSAM extends the conventional SRS framework by integrating an extra sampler to intelligently discern the skew distribution of the raw input, and then sample informative sub-sets to build more generalizable SRS. To tackle the challenges posed by non differentiable sampling actions and to introduce multiple decision factors for sampling, we further design a novel reinforcement learning based method to guide the training of the sampler. Furthermore, we theoretically devise multi-objective sampling rewards including \textit{Future Prediction} and \textit{Sequence Perplexity}, and then optimize the whole framework in an end-to-end manner by combining the policy gradient. We conduct extensive experiments on benchmark recommendation models and four real-world datasets. The experimental results demonstrate the effectiveness of the proposed AutoSAM.

cs.IR↗
arXiv2025

Unveiling the Magic of Code Reasoning through Hypothesis Decomposition and Amendment

The reasoning abilities are one of the most enigmatic and captivating aspects of large language models (LLMs). Numerous studies are dedicated to exploring and expanding the boundaries of this reasoning capability. However, tasks that embody both reasoning and recall characteristics are often overlooked. In this paper, we introduce such a novel task, code reasoning, to provide a new perspective for the reasoning abilities of LLMs. We summarize three meta-benchmarks based on established forms of logical reasoning, and instantiate these into eight specific benchmark tasks. Our testing on these benchmarks reveals that LLMs continue to struggle with identifying satisfactory reasoning pathways. Additionally, we present a new pathway exploration pipeline inspired by human intricate problem-solving methods. This Reflective Hypothesis Decomposition and Amendment (RHDA) pipeline consists of the following iterative steps: (1) Proposing potential hypotheses based on observations and decomposing them; (2) Utilizing tools to validate hypotheses and reflection outcomes; (3) Revising hypothesis in light of observations. Our approach effectively mitigates logical chain collapses arising from forgetting or hallucination issues in multi-step reasoning, resulting in performance gains of up to $3\times$. Finally, we expanded this pipeline by applying it to simulate complex household tasks in real-world scenarios, specifically in VirtualHome, enhancing the handling of failure cases. We release our code and all of results at https://github.com/TnTWoW/code_reasoning.

cs.AI↗
arXiv2024

DisenTS: Disentangled Channel Evolving Pattern Modeling for Multivariate Time Series Forecasting

Multivariate time series forecasting plays a crucial role in various real-world applications. Significant efforts have been made to integrate advanced network architectures and training strategies that enhance the capture of temporal dependencies, thereby improving forecasting accuracy. On the other hand, mainstream approaches typically utilize a single unified model with simplistic channel-mixing embedding or cross-channel attention operations to account for the critical intricate inter-channel dependencies. Moreover, some methods even trade capacity for robust prediction based on the channel-independent assumption. Nonetheless, as time series data may display distinct evolving patterns due to the unique characteristics of each channel (including multiple strong seasonalities and trend changes), the unified modeling methods could yield suboptimal results. To this end, we propose DisenTS, a tailored framework for modeling disentangled channel evolving patterns in general multivariate time series forecasting. The central idea of DisenTS is to model the potential diverse patterns within the multivariate time series data in a decoupled manner. Technically, the framework employs multiple distinct forecasting models, each tasked with uncovering a unique evolving pattern. To guide the learning process without supervision of pattern partition, we introduce a novel Forecaster Aware Gate (FAG) module that generates the routing signals adaptively according to both the forecasters' states and input series' characteristics. The forecasters' states are derived from the Linear Weight Approximation (LWA) strategy, which quantizes the complex deep neural networks into compact matrices. Additionally, the Similarity Constraint (SC) is further proposed to guide each model to specialize in an underlying pattern by minimizing the mutual information between the representations.

cs.LG↗
arXiv2024

Pre-trained Language Model and Knowledge Distillation for Lightweight Sequential Recommendation

Sequential recommendation models user interests based on historical behaviors to provide personalized recommendation. Previous sequential recommendation algorithms primarily employ neural networks to extract features of user interests, achieving good performance. However, due to the recommendation system datasets sparsity, these algorithms often employ small-scale network frameworks, resulting in weaker generalization capability. Recently, a series of sequential recommendation algorithms based on large pre-trained language models have been proposed. Nonetheless, given the real-time demands of recommendation systems, the challenge remains in applying pre-trained language models for rapid recommendations in real scenarios. To address this, we propose a sequential recommendation algorithm based on a pre-trained language model and knowledge distillation. The key of proposed algorithm is to transfer pre-trained knowledge across domains and achieve lightweight inference by knowledge distillation. The algorithm operates in two stages: in the first stage, we fine-tune the pre-trained language model on the recommendation dataset to transfer the pre-trained knowledge to the recommendation task; in the second stage, we distill the trained language model to transfer the learned knowledge to a lightweight model. Extensive experiments on multiple public recommendation datasets show that the proposed algorithm enhances recommendation accuracy and provide timely recommendation services.

cs.IR↗