Papers for
time-series analysts
Papers whose findings have a practical use for this group, as judged from the abstract. Open a paper to read what it means in practice.
Spiking neural networks improve time-series forecasting with feedback loops
Model- and Layer-Level Closed-Loop Forecasting with SSM-Based Spiking Neural Networks
Abstract: Deep State-Space Models (Deep SSMs) have shown promising performance and computational benefits in processing of time-series data with complex temporal dependencies. Spiking neural networks (SNNs) constitute a biologically inspired class of deep SSMs, where computing blocks communicate through spikes, discrete single-bit events rather than continuous activation functions. A particularly important task in time-series processing is forecasting, i.e. predicting future values of a sequence from past observations alone. However, how to best perform forecasting with SNNs is an open question, where the standard autoregressive nature of the data processing with SNNs requires values that are not available during the forecasting phase. In this article, we address this challenge. We explore two closed-loop forecasting strategies, in which the network's own generated values are fed back into the network as if they were observed past values: (i) model-level and (ii) layer-level closed-loop forecasting. We evaluate these approaches on the ETT-small datasets, a standard benchmark for time-series forecasting, under both spike-based and continuous activation functions. We compare the proposed closed-loop approaches against state-of-the-art methods such as SpaceTime, as well as the zero-masking baseline in S4. Both of the proposed approaches perform comparably to or better than zero-masking with S4, and in most cases match SpaceTime. These findings highlight the trade-off between continuous and low-bit quantized activations, and demonstrate that the proposed Deep SSM architectures provide a competitive framework for forecasting.
Diffusion models improve pretraining for limited data classification
Data-Efficient Classifier Pretraining Through Diffusion Models
Abstract: Machine learning with limited data is susceptible to overfitting, especially with modern deep neural networks. Prior to the introduction of AlexNet, reconstruction-based pretraining with auto-encoder and denoising auto-encoder were found to be beneficial, partially due to the limited size of the training sets at the time. Motivated by these traditional approaches, we propose DiffPT, a simple diffusion modeling approach to pretrain a given classifier backbone for limited domain-specific training data. We experiment on time-series data, standard natural-image benchmarks, and medical imaging datasets, and contrast the diffusion approach to a multitude of modern and traditional un/self-supervised methods. While contrastive pretraining performs better on CIFAR-10 and Tiny ImageNet in low-data regimes, DiffPT is particularly effective on medical imaging and time-series tasks, where it outperforms self-supervised baselines across a range of low-data regimes. Our results suggest that DiffPT is a simple and effective approach for data-efficient classifier pretraining on different modalities.
Quantum neural networks improve time series and learning tasks
Learning to Program Adaptive Non-Local Observables for Machine Learning
Abstract: Quantum neural networks (QNNs) are typically built from variational quantum circuits (VQCs), which are limited by local measurements. Adaptive non-local observables (ANO) address this by jointly optimizing circuit parameters and multi-qubit measurements. However, existing ANO-based VQCs learn only a single static observable that remains invariant across all inputs. We propose QFWP-ANO, a novel architecture which employs a classical hypernetwork to dynamically program VQC parameters and/or non-local observables conditioned on each input. On multivariate time-series forecasting across four ETT datasets, QFWP-ANO achieves the lowest MSE in 16 of 20 settings and second-lowest in the remaining four, surpassing ANO-based and other strong baselines. On reinforcement learning tasks, QFWP-ANO consistently surpasses ANO-VQCs. Our results establish input-conditioned ANO as an effective approach for enhancing QNNs.