Daily Papers

Modern single-image super-resolution (SISR) models deliver photo-realistic results at the scale factors on which they are trained, but collapse when asked to magnify far beyond that regime. We address this scalability bottleneck with Chain-of-Zoom (CoZ), a model-agnostic framework that factorizes SISR into an autoregressive chain of intermediate scale-states with multi-scale-aware prompts. CoZ repeatedly re-uses a backbone SR model, decomposing the conditional probability into tractable sub-problems to achieve extreme resolutions without additional training. Because visual cues diminish at high magnifications, we augment each zoom step with multi-scale-aware text prompts generated by a vision-language model (VLM). The prompt extractor itself is fine-tuned using Generalized Reward Policy Optimization (GRPO) with a critic VLM, aligning text guidance towards human preference. Experiments show that a standard 4x diffusion SR model wrapped in CoZ attains beyond 256x enlargement with high perceptual quality and fidelity. Project Page: https://bryanswkim.github.io/chain-of-zoom/ .

Current autoregressive diffusion models excel at video generation but are generally limited to short temporal durations. Our theoretical analysis indicates that the autoregressive modeling typically suffers from temporal drift caused by error accumulation and hinders parallelization in long video synthesis. To address these limitations, we propose a novel planning-then-populating framework centered on Macro-from-Micro Planning (MMPL) for long video generation. MMPL sketches a global storyline for the entire video through two hierarchical stages: Micro Planning and Macro Planning. Specifically, Micro Planning predicts a sparse set of future keyframes within each short video segment, offering motion and appearance priors to guide high-quality video segment generation. Macro Planning extends the in-segment keyframes planning across the entire video through an autoregressive chain of micro plans, ensuring long-term consistency across video segments. Subsequently, MMPL-based Content Populating generates all intermediate frames in parallel across segments, enabling efficient parallelization of autoregressive generation. The parallelization is further optimized by Adaptive Workload Scheduling for balanced GPU execution and accelerated autoregressive video generation. Extensive experiments confirm that our method outperforms existing long video generation models in quality and stability. Generated videos and comparison results are in our project page.

Retrieval-augmented generation (RAG) offers an effective approach for addressing question answering (QA) tasks. However, the imperfections of the retrievers in RAG models often result in the retrieval of irrelevant information, which could introduce noises and degrade the performance, especially when handling multi-hop questions that require multiple steps of reasoning. To enhance the multi-hop reasoning ability of RAG models, we propose TRACE. TRACE constructs knowledge-grounded reasoning chains, which are a series of logically connected knowledge triples, to identify and integrate supporting evidence from the retrieved documents for answering questions. Specifically, TRACE employs a KG Generator to create a knowledge graph (KG) from the retrieved documents, and then uses an Autoregressive Reasoning Chain Constructor to build reasoning chains. Experimental results on three multi-hop QA datasets show that TRACE achieves an average performance improvement of up to 14.03% compared to using all the retrieved documents. Moreover, the results indicate that using reasoning chains as context, rather than the entire documents, is often sufficient to correctly answer questions.

Autoregressive multimodal large language models have recently gained popularity for image generation, driven by advances in foundation models. To enhance alignment and detail, newer approaches employ chain-of-thought (CoT) reasoning, expanding user inputs into elaborated prompts prior to image synthesis. However, this strategy can introduce unnecessary redundancy -- a phenomenon we call visual overthinking -- which increases computational costs and can introduce details that contradict the original prompt. In this work, we explore how to generate more concise CoT sequences for more efficient image generation. We introduce ShortCoTI, a lightweight optimization framework that encourages more concise CoT while preserving output image quality. ShortCoTI rewards more concise prompts with an adaptive function that scales according to an estimated difficulty for each task. Incorporating this reward into a reinforcement learning paradigm reduces prompt reasoning length by 54% while maintaining or slightly improving quality metrics across multiple benchmarks (T2I-CompBench, GenEval). Qualitative analysis shows that our method eliminates verbose explanations and repetitive refinements, producing reasoning prompts that are both concise and semantically rich. As a result, ShortCoTI improves computational efficiency without compromising the fidelity or visual appeal of generated images.

We present Chain-of-Action (CoA), a novel visuo-motor policy paradigm built upon Trajectory Autoregressive Modeling. Unlike conventional approaches that predict next step action(s) forward, CoA generates an entire trajectory by explicit backward reasoning with task-specific goals through an action-level Chain-of-Thought (CoT) process. This process is unified within a single autoregressive structure: (1) the first token corresponds to a stable keyframe action that encodes the task-specific goals; and (2) subsequent action tokens are generated autoregressively, conditioned on the initial keyframe and previously predicted actions. This backward action reasoning enforces a global-to-local structure, allowing each local action to be tightly constrained by the final goal. To further realize the action reasoning structure, CoA incorporates four complementary designs: continuous action token representation; dynamic stopping for variable-length trajectory generation; reverse temporal ensemble; and multi-token prediction to balance action chunk modeling with global structure. As a result, CoA gives strong spatial generalization capabilities while preserving the flexibility and simplicity of a visuo-motor policy. Empirically, we observe CoA achieves the state-of-the-art performance across 60 RLBench tasks and 8 real-world manipulation tasks.

Large language models (LLMs) have demonstrated remarkable reasoning capabilities across diverse domains. Recent studies have shown that increasing test-time computation enhances LLMs' reasoning capabilities. This typically involves extensive sampling at inference time guided by an external LLM verifier, resulting in a two-player system. Despite external guidance, the effectiveness of this system demonstrates the potential of a single LLM to tackle complex tasks. Thus, we pose a new research problem: Can we internalize the searching capabilities to fundamentally enhance the reasoning abilities of a single LLM? This work explores an orthogonal direction focusing on post-training LLMs for autoregressive searching (i.e., an extended reasoning process with self-reflection and self-exploration of new strategies). To achieve this, we propose the Chain-of-Action-Thought (COAT) reasoning and a two-stage training paradigm: 1) a small-scale format tuning stage to internalize the COAT reasoning format and 2) a large-scale self-improvement stage leveraging reinforcement learning. Our approach results in Satori, a 7B LLM trained on open-source models and data. Extensive empirical evaluations demonstrate that Satori achieves state-of-the-art performance on mathematical reasoning benchmarks while exhibits strong generalization to out-of-domain tasks. Code, data, and models will be fully open-sourced.

Autoregressive (AR) models have demonstrated impressive capabilities in generating high-fidelity music. However, the conventional next-token prediction paradigm in AR models does not align with the human creative process in music composition, potentially compromising the musicality of generated samples. To overcome this limitation, we introduce MusiCoT, a novel chain-of-thought (CoT) prompting technique tailored for music generation. MusiCoT empowers the AR model to first outline an overall music structure before generating audio tokens, thereby enhancing the coherence and creativity of the resulting compositions. By leveraging the contrastive language-audio pretraining (CLAP) model, we establish a chain of "musical thoughts", making MusiCoT scalable and independent of human-labeled data, in contrast to conventional CoT methods. Moreover, MusiCoT allows for in-depth analysis of music structure, such as instrumental arrangements, and supports music referencing -- accepting variable-length audio inputs as optional style references. This innovative approach effectively addresses copying issues, positioning MusiCoT as a vital practical method for music prompting. Our experimental results indicate that MusiCoT consistently achieves superior performance across both objective and subjective metrics, producing music quality that rivals state-of-the-art generation models. Our samples are available at https://MusiCoT.github.io/.

[This paper was initially published in PHME conference in 2016, selected for further publication in International Journal of Prognostics and Health Management.] This paper describes an Autoregressive Partially-hidden Markov model (ARPHMM) for fault detection and prognostics of equipments based on sensors' data. It is a particular dynamic Bayesian network that allows to represent the dynamics of a system by means of a Hidden Markov Model (HMM) and an autoregressive (AR) process. The Markov chain assumes that the system is switching back and forth between internal states while the AR process ensures a temporal coherence on sensor measurements. A sound learning procedure of standard ARHMM based on maximum likelihood allows to iteratively estimate all parameters simultaneously. This paper suggests a modification of the learning procedure considering that one may have prior knowledge about the structure which becomes partially hidden. The integration of the prior is based on the Theory of Weighted Distributions which is compatible with the Expectation-Maximization algorithm in the sense that the convergence properties are still satisfied. We show how to apply this model to estimate the remaining useful life based on health indicators. The autoregressive parameters can indeed be used for prediction while the latent structure can be used to get information about the degradation level. The interest of the proposed method for prognostics and health assessment is demonstrated on CMAPSS datasets.

Although chain-of-thought reasoning and reinforcement learning (RL) have driven breakthroughs in NLP, their integration into generative vision models remains underexplored. We introduce ReasonGen-R1, a two-stage framework that first imbues an autoregressive image generator with explicit text-based "thinking" skills via supervised fine-tuning on a newly generated reasoning dataset of written rationales, and then refines its outputs using Group Relative Policy Optimization. To enable the model to reason through text before generating images, We automatically generate and release a corpus of model crafted rationales paired with visual prompts, enabling controlled planning of object layouts, styles, and scene compositions. Our GRPO algorithm uses reward signals from a pretrained vision language model to assess overall visual quality, optimizing the policy in each update. Evaluations on GenEval, DPG, and the T2I benchmark demonstrate that ReasonGen-R1 consistently outperforms strong baselines and prior state-of-the-art models. More: aka.ms/reasongen.

Recently, diffusion models have garnered significant interest in the field of text processing due to their many potential advantages compared to conventional autoregressive models. In this work, we propose Diffusion-of-Thought (DoT), a novel approach that integrates diffusion models with Chain-of-Thought, a well-established technique for improving the reasoning ability of autoregressive language models. In contrast to autoregressive language models that make decisions in a left-to-right, token-by-token manner, DoT allows reasoning steps to diffuse over time through a diffusion language model and offers greater flexibility in trading-off computation for reasoning performance. Our experimental results demonstrate the effectiveness of DoT in multi-digit multiplication, boolean logic, and grade school math problems, with a small diffusion model outperforming a much larger autoregressive model in both efficiency and accuracy. In addition to that, DoT showcases promising self-correction abilities and benefits from existing reasoning-enhancing techniques like self-consistency decoding. Our findings contribute to the understanding and development of reasoning with diffusion language models.

Benefiting from effective speech modeling, current Speech Large Language Models (SLLMs) have demonstrated exceptional capabilities in in-context speech generation and efficient generalization to unseen speakers. However, the prevailing information modeling process is encumbered by certain redundancies, leading to inefficiencies in speech generation. We propose Chain-of-Information Generation (CoIG), a method for decoupling semantic and perceptual information in large-scale speech generation. Building on this, we develop SpeechGPT-Gen, an 8-billion-parameter SLLM efficient in semantic and perceptual information modeling. It comprises an autoregressive model based on LLM for semantic information modeling and a non-autoregressive model employing flow matching for perceptual information modeling. Additionally, we introduce the novel approach of infusing semantic information into the prior distribution to enhance the efficiency of flow matching. Extensive experimental results demonstrate that SpeechGPT-Gen markedly excels in zero-shot text-to-speech, zero-shot voice conversion, and speech-to-speech dialogue, underscoring CoIG's remarkable proficiency in capturing and modeling speech's semantic and perceptual dimensions. Code and models are available at https://github.com/0nutation/SpeechGPT.

Recent years have seen a paradigm shift in NLP towards using pretrained language models ({PLM}) for a wide range of tasks. However, there are many difficult design decisions to represent structures (e.g. tagged text, coreference chains) in a way such that they can be captured by PLMs. Prior work on structured prediction with PLMs typically flattens the structured output into a sequence, which limits the quality of structural information being learned and leads to inferior performance compared to classic discriminative models. In this work, we describe an approach to model structures as sequences of actions in an autoregressive manner with PLMs, allowing in-structure dependencies to be learned without any loss. Our approach achieves the new state-of-the-art on all the structured prediction tasks we looked at, namely, named entity recognition, end-to-end relation extraction, and coreference resolution.

Chain-of-Thought (CoT) has been proven effective in enhancing the reasoning capabilities of large language models (LLMs). Recent advancements, such as OpenAI's o1 and DeepSeek-R1, suggest that scaling up the length of CoT sequences during inference could further boost LLM reasoning performance. However, due to the autoregressive nature of LLM decoding, longer CoT outputs lead to a linear increase in inference latency, adversely affecting user experience, particularly when the CoT exceeds 10,000 tokens. To address this limitation, we analyze the semantic importance of tokens within CoT outputs and reveal that their contributions to reasoning vary. Building on this insight, we propose TokenSkip, a simple yet effective approach that enables LLMs to selectively skip less important tokens, allowing for controllable CoT compression. Extensive experiments across various models and tasks demonstrate the effectiveness of TokenSkip in reducing CoT token usage while preserving strong reasoning performance. Notably, when applied to Qwen2.5-14B-Instruct, TokenSkip reduces reasoning tokens by 40% (from 313 to 181) on GSM8K, with less than a 0.4% performance drop.

Despite the promising progress of recent autoregressive models in text-to-image (T2I) generation, their ability to handle multi-attribute and ambiguous prompts remains limited. To address these limitations, existing works have applied chain-of-thought (CoT) to enable stage-aware visual synthesis and employed reinforcement learning (RL) to improve reasoning capabilities. However, most models provide reward signals only at the end of the generation stage. This monolithic final-only guidance makes it difficult to identify which stages contribute positively to the final outcome and may lead to suboptimal policies. To tackle this issue, we propose a Visual-Chain of Guidance (Visual-CoG) paradigm consisting of three stages: semantic reasoning, process refining, and outcome evaluation, with stage-aware rewards providing immediate guidance throughout the image generation pipeline. We further construct a visual cognition benchmark, VisCog-Bench, which comprises four subtasks to evaluate the effectiveness of semantic reasoning. Comprehensive evaluations on GenEval, T2I-CompBench, and the proposed VisCog-Bench show improvements of 15%, 5%, and 19%, respectively, demonstrating the superior performance of the proposed Visual-CoG. We will release all the resources soon.

In this work, we propose FastCoT, a model-agnostic framework based on parallel decoding without any further training of an auxiliary model or modification to the LLM itself. FastCoT uses a size-varying context window whose size changes with position to conduct parallel decoding and auto-regressive decoding simultaneously, thus fully utilizing GPU computation resources. In FastCoT, the parallel decoding part provides the LLM with a quick glance of the future composed of approximate tokens, which could lead to faster answers compared to regular autoregressive decoding used by causal transformers. We also provide an implementation of parallel decoding within LLM, which supports KV-cache generation and batch processing. Through extensive experiments, we demonstrate that FastCoT saves inference time by nearly 20% with only a negligible performance drop compared to the regular approach. Additionally, we show that the context window size exhibits considerable robustness for different tasks.

Faithful reasoning in medical vision-language models (VLMs) requires not only accurate predictions but also transparent alignment between textual rationales and visual evidence. While Chain-of-Thought (CoT) prompting has shown promise in medical visual question answering (VQA), no large-scale expert-level dataset has captured stepwise reasoning with precise visual grounding. We introduce S-Chain, the first large-scale dataset of 12,000 expert-annotated medical images with bounding boxes and structured visual CoT (SV-CoT), explicitly linking visual regions to reasoning steps. The dataset further supports 16 languages, totaling over 700k VQA pairs for broad multilingual applicability. Using S-Chain, we benchmark state-of-the-art medical VLMs (ExGra-Med, LLaVA-Med) and general-purpose VLMs (Qwen2.5-VL, InternVL2.5), showing that SV-CoT supervision significantly improves interpretability, grounding fidelity, and robustness. Beyond benchmarking, we study its synergy with retrieval-augmented generation, revealing how domain knowledge and visual grounding interact during autoregressive reasoning. Finally, we propose a new mechanism that strengthens the alignment between visual evidence and reasoning, improving both reliability and efficiency. S-Chain establishes a new benchmark for grounded medical reasoning and paves the way toward more trustworthy and explainable medical VLMs.

Diffusion models have demonstrated exceptional visual quality in video generation, making them promising for autonomous driving world modeling. However, existing video diffusion-based world models struggle with flexible-length, long-horizon predictions and integrating trajectory planning. This is because conventional video diffusion models rely on global joint distribution modeling of fixed-length frame sequences rather than sequentially constructing localized distributions at each timestep. In this work, we propose Epona, an autoregressive diffusion world model that enables localized spatiotemporal distribution modeling through two key innovations: 1) Decoupled spatiotemporal factorization that separates temporal dynamics modeling from fine-grained future world generation, and 2) Modular trajectory and video prediction that seamlessly integrate motion planning with visual modeling in an end-to-end framework. Our architecture enables high-resolution, long-duration generation while introducing a novel chain-of-forward training strategy to address error accumulation in autoregressive loops. Experimental results demonstrate state-of-the-art performance with 7.4\% FVD improvement and minutes longer prediction duration compared to prior works. The learned world model further serves as a real-time motion planner, outperforming strong end-to-end planners on NAVSIM benchmarks. Code will be publicly available at https://github.com/Kevin-thu/Epona/{https://github.com/Kevin-thu/Epona/}.

Recent studies have discovered that Chain-of-Thought prompting (CoT) can dramatically improve the performance of Large Language Models (LLMs), particularly when dealing with complex tasks involving mathematics or reasoning. Despite the enormous empirical success, the underlying mechanisms behind CoT and how it unlocks the potential of LLMs remain elusive. In this paper, we take a first step towards theoretically answering these questions. Specifically, we examine the expressivity of LLMs with CoT in solving fundamental mathematical and decision-making problems. By using circuit complexity theory, we first give impossibility results showing that bounded-depth Transformers are unable to directly produce correct answers for basic arithmetic/equation tasks unless the model size grows super-polynomially with respect to the input length. In contrast, we then prove by construction that autoregressive Transformers of constant size suffice to solve both tasks by generating CoT derivations using a commonly used math language format. Moreover, we show LLMs with CoT can handle a general class of decision-making problems known as Dynamic Programming, thus justifying its power in tackling complex real-world tasks. Finally, an extensive set of experiments show that, while Transformers always fail to directly predict the answers, they can consistently learn to generate correct solutions step-by-step given sufficient CoT demonstrations.

The theory of open quantum systems lays the foundations for a substantial part of modern research in quantum science and engineering. Rooted in the dimensionality of their extended Hilbert spaces, the high computational complexity of simulating open quantum systems calls for the development of strategies to approximate their dynamics. In this paper, we present an approach for tackling open quantum system dynamics. Using an exact probabilistic formulation of quantum physics based on positive operator-valued measure (POVM), we compactly represent quantum states with autoregressive transformer neural networks; such networks bring significant algorithmic flexibility due to efficient exact sampling and tractable density. We further introduce the concept of String States to partially restore the symmetry of the autoregressive transformer neural network and improve the description of local correlations. Efficient algorithms have been developed to simulate the dynamics of the Liouvillian superoperator using a forward-backward trapezoid method and find the steady state via a variational formulation. Our approach is benchmarked on prototypical one and two-dimensional systems, finding results which closely track the exact solution and achieve higher accuracy than alternative approaches based on using Markov chain Monte Carlo to sample restricted Boltzmann machines. Our work provides general methods for understanding quantum dynamics in various contexts, as well as techniques for solving high-dimensional probabilistic differential equations in classical setups.

Test-Time Scaling (TTS) refers to approaches that improve reasoning performance by allocating extra computation during inference, without altering the model's parameters. While existing TTS methods operate in a discrete token space by generating more intermediate steps, recent studies in Coconut and SoftCoT have demonstrated that thinking in the continuous latent space can further enhance the reasoning performance. Such latent thoughts encode informative thinking without the information loss associated with autoregressive token generation, sparking increased interest in continuous-space reasoning. Unlike discrete decoding, where repeated sampling enables exploring diverse reasoning paths, latent representations in continuous space are fixed for a given input, which limits diverse exploration, as all decoded paths originate from the same latent thought. To overcome this limitation, we introduce SoftCoT++ to extend SoftCoT to the Test-Time Scaling paradigm by enabling diverse exploration of thinking paths. Specifically, we perturb latent thoughts via multiple specialized initial tokens and apply contrastive learning to promote diversity among soft thought representations. Experiments across five reasoning benchmarks and two distinct LLM architectures demonstrate that SoftCoT++ significantly boosts SoftCoT and also outperforms SoftCoT with self-consistency scaling. Moreover, it shows strong compatibility with conventional scaling techniques such as self-consistency. Source code is available at https://github.com/xuyige/SoftCoT.

Large transformer models powered by diverse data and model scale have dominated natural language modeling and computer vision and pushed the frontier of multiple AI areas. In reinforcement learning (RL), despite many efforts into transformer-based policies, a key limitation, however, is that current transformer-based policies cannot learn by directly combining information from multiple sub-optimal trials. In this work, we address this issue using recently proposed chain of hindsight to relabel experience, where we train a transformer on a sequence of trajectory experience ascending sorted according to their total rewards. Our method consists of relabelling target return of each trajectory to the maximum total reward among in sequence of trajectories and training an autoregressive model to predict actions conditioning on past states, actions, rewards, target returns, and task completion tokens, the resulting model, Agentic Transformer (AT), can learn to improve upon itself both at training and test time. As we show on D4RL and ExoRL benchmarks, to the best our knowledge, this is the first time that a simple transformer-based model performs competitively with both temporal-difference and imitation-learning-based approaches, even from sub-optimal data. Our Agentic Transformer also shows a promising scaling trend that bigger models consistently improve results.

Large language models (LLMs) have proven to be remarkably efficient, both across a wide range of natural language processing tasks and well beyond them. However, a comprehensive theoretical analysis of the origins of their impressive performance remains elusive. In this paper, we approach this challenging task by drawing an equivalence between generic autoregressive language models with vocabulary of size T and context window of size K and Markov chains defined on a finite state space of size O(T^K). We derive several surprising findings related to the existence of a stationary distribution of Markov chains that capture the inference power of LLMs, their speed of convergence to it, and the influence of the temperature on the latter. We then prove pre-training and in-context generalization bounds and show how the drawn equivalence allows us to enrich their interpretation. Finally, we illustrate our theoretical guarantees with experiments on several recent LLMs to highlight how they capture the behavior observed in practice.

We explore three strategies to enhance performance on a wide range of image editing tasks: supervised fine-tuning (SFT), reinforcement learning (RL), and Chain-of-Thought (CoT) reasoning. In order to study all these components in one consistent framework, we adopt an autoregressive multimodal model that processes textual and visual tokens in a unified manner. We find RL combined with a large multi-modal LLM verifier to be the most effective of these strategies. As a result, we release EARL: Editing with Autoregression and RL, a strong RL-based image editing model that performs competitively on a diverse range of edits compared to strong baselines, despite using much less training data. Thus, EARL pushes the frontier of autoregressive multimodal models on image editing. We release our code, training data, and trained models at https://github.com/mair-lab/EARL.

We present RALL-E, a robust language modeling method for text-to-speech (TTS) synthesis. While previous work based on large language models (LLMs) shows impressive performance on zero-shot TTS, such methods often suffer from poor robustness, such as unstable prosody (weird pitch and rhythm/duration) and a high word error rate (WER), due to the autoregressive prediction style of language models. The core idea behind RALL-E is chain-of-thought (CoT) prompting, which decomposes the task into simpler steps to enhance the robustness of LLM-based TTS. To accomplish this idea, RALL-E first predicts prosody features (pitch and duration) of the input text and uses them as intermediate conditions to predict speech tokens in a CoT style. Second, RALL-E utilizes the predicted duration prompt to guide the computing of self-attention weights in Transformer to enforce the model to focus on the corresponding phonemes and prosody features when predicting speech tokens. Results of comprehensive objective and subjective evaluations demonstrate that, compared to a powerful baseline method VALL-E, RALL-E significantly improves the WER of zero-shot TTS from 6.3% (without reranking) and 2.1% (with reranking) to 2.8% and 1.0%, respectively. Furthermore, we demonstrate that RALL-E correctly synthesizes sentences that are hard for VALL-E and reduces the error rate from 68% to 4%.

Chain-of-Thought (CoT) reasoning has been extensively explored in large models to tackle complex understanding tasks. However, it still remains an open question whether such strategies can be applied to verifying and reinforcing image generation scenarios. In this paper, we provide the first comprehensive investigation of the potential of CoT reasoning to enhance autoregressive image generation. We focus on three techniques: scaling test-time computation for verification, aligning model preferences with Direct Preference Optimization (DPO), and integrating these techniques for complementary effects. Our results demonstrate that these approaches can be effectively adapted and combined to significantly improve image generation performance. Furthermore, given the pivotal role of reward models in our findings, we propose the Potential Assessment Reward Model (PARM) and PARM++, specialized for autoregressive image generation. PARM adaptively assesses each generation step through a potential assessment approach, merging the strengths of existing reward models, and PARM++ further introduces a reflection mechanism to self-correct the generated unsatisfactory image. Using our investigated reasoning strategies, we enhance a baseline model, Show-o, to achieve superior results, with a significant +24% improvement on the GenEval benchmark, surpassing Stable Diffusion 3 by +15%. We hope our study provides unique insights and paves a new path for integrating CoT reasoning with autoregressive image generation. Code and models are released at https://github.com/ZiyuGuo99/Image-Generation-CoT

Large Language Models (LLMs) have exhibited remarkable performance on reasoning tasks. They utilize autoregressive token generation to construct reasoning trajectories, enabling the development of a coherent chain of thought. In this work, we explore the impact of individual tokens on the final outcomes of reasoning tasks. We identify the existence of ``critical tokens'' that lead to incorrect reasoning trajectories in LLMs. Specifically, we find that LLMs tend to produce positive outcomes when forced to decode other tokens instead of critical tokens. Motivated by this observation, we propose a novel approach - cDPO - designed to automatically recognize and conduct token-level rewards for the critical tokens during the alignment process. Specifically, we develop a contrastive estimation approach to automatically identify critical tokens. It is achieved by comparing the generation likelihood of positive and negative models. To achieve this, we separately fine-tune the positive and negative models on various reasoning trajectories, consequently, they are capable of identifying identify critical tokens within incorrect trajectories that contribute to erroneous outcomes. Moreover, to further align the model with the critical token information during the alignment process, we extend the conventional DPO algorithms to token-level DPO and utilize the differential likelihood from the aforementioned positive and negative model as important weight for token-level DPO learning.Experimental results on GSM8K and MATH500 benchmarks with two-widely used models Llama-3 (8B and 70B) and deepseek-math (7B) demonstrate the effectiveness of the propsoed approach cDPO.

In this work, we propose DiffWave, a versatile diffusion probabilistic model for conditional and unconditional waveform generation. The model is non-autoregressive, and converts the white noise signal into structured waveform through a Markov chain with a constant number of steps at synthesis. It is efficiently trained by optimizing a variant of variational bound on the data likelihood. DiffWave produces high-fidelity audios in different waveform generation tasks, including neural vocoding conditioned on mel spectrogram, class-conditional generation, and unconditional generation. We demonstrate that DiffWave matches a strong WaveNet vocoder in terms of speech quality (MOS: 4.44 versus 4.43), while synthesizing orders of magnitude faster. In particular, it significantly outperforms autoregressive and GAN-based waveform models in the challenging unconditional generation task in terms of audio quality and sample diversity from various automatic and human evaluations.

Neural Machine Translation (NMT) driven by Transformer architectures has advanced significantly, yet faces challenges with low-resource language pairs like Vietnamese-Japanese (Vi-Ja). Issues include sparse parallel data and handling linguistic/cultural nuances. Recent progress in Large Language Models (LLMs) with strong reasoning, often refined via Reinforcement Learning (RL), enables high-quality synthetic data generation. We introduce VNJPTranslate, a pipeline designed to systematically address the Vi-Ja translation task. It features a targeted data augmentation strategy using advanced LLMs with Chain-of-Thought prompting for challenging segments identified via corpus analysis. Subsequently, we employ efficient fine-tuning techniques (Unsloth with QLoRA) on a capable, low-parameter autoregressive model (specifically, a fine-tuned version of the 1.8B parameter Sailor model, which is based on the Qwen architecture) to create a practical and high-performing translation system. This integrated approach aims to improve Vi-Ja translation quality significantly over existing baselines.

Large language models (LLMs) increasingly solve complex reasoning tasks via long chain-of-thought, but their forward-only autoregressive generation process is fragile; early token errors can cascade, which creates a clear need for self-reflection mechanisms. However, existing self-reflection either performs revisions over full drafts or learns self-correction via expensive training, both fundamentally reactive and inefficient. To address this, we propose Self-Reflective Generation at Test Time (SRGen), a lightweight test-time framework that reflects before generating at uncertain points. During token generation, SRGen utilizes dynamic entropy thresholding to identify high-uncertainty tokens. For each identified token, it trains a specific corrective vector, which fully exploits the already generated context for a self-reflective generation to correct the token probability distribution. By retrospectively analyzing the partial output, this self-reflection enables more trustworthy decisions, thereby significantly reducing the probability of errors at highly uncertain points. Evaluated on challenging mathematical reasoning benchmarks and a diverse set of LLMs, SRGen can consistently strengthen model reasoning: improvements in single-pass quality also translate into stronger self-consistency voting. Especially, on AIME2024 with DeepSeek-R1-Distill-Qwen-7B, SRGen yields absolute improvements of +12.0% on Pass@1 and +13.3% on Cons@5. Moreover, our findings position SRGen as a plug-and-play method that integrates reflection into the generation process for reliable LLM reasoning, achieving consistent gains with bounded overhead and broad composability with other training-time (e.g., RLHF) and test-time (e.g., SLOT) techniques.

Autoregressive large language models (LLMs) compress knowledge from their training data through next-token conditional distributions. This limits tractable querying of this knowledge to start-to-end autoregressive sampling. However, many tasks of interest -- including sequence continuation, infilling, and other forms of constrained generation -- involve sampling from intractable posterior distributions. We address this limitation by using amortized Bayesian inference to sample from these intractable posteriors. Such amortization is algorithmically achieved by fine-tuning LLMs via diversity-seeking reinforcement learning algorithms: generative flow networks (GFlowNets). We empirically demonstrate that this distribution-matching paradigm of LLM fine-tuning can serve as an effective alternative to maximum-likelihood training and reward-maximizing policy optimization. As an important application, we interpret chain-of-thought reasoning as a latent variable modeling problem and demonstrate that our approach enables data-efficient adaptation of LLMs to tasks that require multi-step rationalization and tool use.

Large Language Models (LLMs) have demonstrated impressive problem-solving capabilities in mathematics through step-by-step reasoning chains. However, they are susceptible to reasoning errors that impact the quality of subsequent reasoning chains and the final answer due to language models' autoregressive token-by-token generating nature. Recent works have proposed adopting external verifiers to guide the generation of reasoning paths, but existing works utilize models that have been trained with step-by-step labels to assess the correctness of token-by-token reasoning chains. Consequently, they struggle to recognize discriminative details of tokens within a reasoning path and lack the ability to evaluate whether an intermediate reasoning path is on a promising track toward the correct final answer. To amend the lack of sound and token-grained math-verification signals, we devise a novel training scheme for verifiers that apply token-level supervision with the expected cumulative reward (i.e., value). Furthermore, we propose a practical formulation of the cumulative reward by reducing it to finding the probability of future correctness of the final answer and thereby enabling the empirical estimation of the value. Experimental results on mathematical reasoning benchmarks show that Token-Supervised Value Model (TVM) can outperform step-by-step verifiers on GSM8K and MATH with Mistral and Llama.

In this work, we propose Dimple, the first Discrete Diffusion Multimodal Large Language Model (DMLLM). We observe that training with a purely discrete diffusion approach leads to significant training instability, suboptimal performance, and severe length bias issues. To address these challenges, we design a novel training paradigm that combines an initial autoregressive phase with a subsequent diffusion phase. This approach yields the Dimple-7B model, trained on the same dataset and using a similar training pipeline as LLaVA-NEXT. Dimple-7B ultimately surpasses LLaVA-NEXT in performance by 3.9%, demonstrating that DMLLM can achieve performance comparable to that of autoregressive models. To improve inference efficiency, we propose a decoding strategy termed confident decoding, which dynamically adjusts the number of tokens generated at each step, significantly reducing the number of generation iterations. In autoregressive models, the number of forward iterations during generation equals the response length. With confident decoding, however, the number of iterations needed by Dimple is even only text{response length}{3}. We also re-implement the prefilling technique in autoregressive models and demonstrate that it does not significantly impact performance on most benchmark evaluations, while offering a speedup of 1.5x to 7x. Additionally, we explore Dimple's capability to precisely control its response using structure priors. These priors enable structured responses in a manner distinct from instruction-based or chain-of-thought prompting, and allow fine-grained control over response format and length, which is difficult to achieve in autoregressive models. Overall, this work validates the feasibility and advantages of DMLLM and enhances its inference efficiency and controllability. Code and models are available at https://github.com/yu-rp/Dimple.

While recent works (e.g. o1, DeepSeek R1) have demonstrated great promise of using long Chain-of-Thought (CoT) to improve reasoning capabilities of language models, scaling it up during test-time is challenging due to inefficient memory usage -- intermediate computations accumulate indefinitely in context even no longer needed for future thoughts. We propose PENCIL, which incorporates a reduction mechanism into the autoregressive generation process, allowing the model to recursively clean up intermediate thoughts based on patterns learned from training. With this reduction mechanism, PENCIL significantly reduces the maximal context length required during generation, and thus can generate longer thoughts with limited memory, solving larger-scale problems given more thinking time. For example, we demonstrate PENCIL achieves 97\% accuracy on the challenging Einstein's puzzle -- a task even large models like GPT-4 struggle with -- using only a small 25M-parameter transformer with 2048 context length. Theoretically, we prove PENCIL can perform universal space-efficient computation by simulating Turing machines with optimal time and space complexity, and thus can solve arbitrary computational tasks that would otherwise be intractable given context window constraints.

Denoising Diffusion Probabilistic Models have shown an impressive generation quality, although their long sampling chain leads to high computational costs. In this paper, we observe that a long sampling chain also leads to an error accumulation phenomenon, which is similar to the exposure bias problem in autoregressive text generation. Specifically, we note that there is a discrepancy between training and testing, since the former is conditioned on the ground truth samples, while the latter is conditioned on the previously generated results. To alleviate this problem, we propose a very simple but effective training regularization, consisting in perturbing the ground truth samples to simulate the inference time prediction errors. We empirically show that, without affecting the recall and precision, the proposed input perturbation leads to a significant improvement in the sample quality while reducing both the training and the inference times. For instance, on CelebA 64times64, we achieve a new state-of-the-art FID score of 1.27, while saving 37.5% of the training time. The code is publicly available at https://github.com/forever208/DDPM-IP

Humans have a powerful and mysterious capacity to reason. By working through a series of purely mental steps, we can make inferences we would not be capable of making directly -- despite the fact that we get no additional data from the world. Similarly, when large language models generate a series of intermediate steps (a chain of thought) before answering a question, they often produce better answers than they otherwise would. We investigate why and how chain-of-thought reasoning is useful in language models, testing the hypothesis that reasoning is effective when training data consists of local clusters of variables that influence each other strongly. These training conditions enable the chaining of accurate local inferences in order to estimate relationships between variables that were not seen together in training. We prove that there will exist a "reasoning gap", where reasoning through intermediate variables improves inference, for the simple case of an autoregressive density estimator trained on local samples from a chain-structured probabilistic model. We then test our hypothesis empirically in more complex models, training an autoregressive language model on samples from Bayes nets but only including a subset of variables in each sample. We test language models' ability to match conditional probabilities with and without intermediate reasoning steps, finding that intermediate steps are only helpful when the training data is locally structured with respect to dependencies between variables and that the combination of locally-structured observations and reasoning is much more data-efficient than training on all variables. Our results illustrate how the effectiveness of reasoning step by step is rooted in the local statistical structure of the training data.

Diffusion language models have emerged as a promising approach for text generation. One would naturally expect this method to be an efficient replacement for autoregressive models since multiple tokens can be sampled in parallel during each diffusion step. However, its efficiency-accuracy trade-off is not yet well understood. In this paper, we present a rigorous theoretical analysis of a widely used type of diffusion language model, the Masked Diffusion Model (MDM), and find that its effectiveness heavily depends on the target evaluation metric. Under mild conditions, we prove that when using perplexity as the metric, MDMs can achieve near-optimal perplexity in sampling steps regardless of sequence length, demonstrating that efficiency can be achieved without sacrificing performance. However, when using the sequence error rate--which is important for understanding the "correctness" of a sequence, such as a reasoning chain--we show that the required sampling steps must scale linearly with sequence length to obtain "correct" sequences, thereby eliminating MDM's efficiency advantage over autoregressive models. Our analysis establishes the first theoretical foundation for understanding the benefits and limitations of MDMs. All theoretical findings are supported by empirical studies.

Autoregressive models have achieved impressive results over a wide range of domains in terms of generation quality and downstream task performance. In the continuous domain, a key factor behind this success is the usage of quantized latent spaces (e.g., obtained via VQ-VAE autoencoders), which allow for dimensionality reduction and faster inference times. However, using existing pre-trained models to perform new non-trivial tasks is difficult since it requires additional fine-tuning or extensive training to elicit prompting. This paper introduces LASS as a way to perform vector-quantized Latent Autoregressive Source Separation (i.e., de-mixing an input signal into its constituent sources) without requiring additional gradient-based optimization or modifications of existing models. Our separation method relies on the Bayesian formulation in which the autoregressive models are the priors, and a discrete (non-parametric) likelihood function is constructed by performing frequency counts over latent sums of addend tokens. We test our method on images and audio with several sampling strategies (e.g., ancestral, beam search) showing competitive results with existing approaches in terms of separation quality while offering at the same time significant speedups in terms of inference time and scalability to higher dimensional data.

Autoregressive models (ARMs) have become the workhorse for sequence generation tasks, since many problems can be modeled as next-token prediction. While there appears to be a natural ordering for text (i.e., left-to-right), for many data types, such as graphs, the canonical ordering is less obvious. To address this problem, we introduce a variant of ARM that generates high-dimensional data using a probabilistic ordering that is sequentially inferred from data. This model incorporates a trainable probability distribution, referred to as an order-policy, that dynamically decides the autoregressive order in a state-dependent manner. To train the model, we introduce a variational lower bound on the exact log-likelihood, which we optimize with stochastic gradient estimation. We demonstrate experimentally that our method can learn meaningful autoregressive orderings in image and graph generation. On the challenging domain of molecular graph generation, we achieve state-of-the-art results on the QM9 and ZINC250k benchmarks, evaluated using the Fr\'{e}chet ChemNet Distance (FCD).

Autoregressive (AR) models for image generation typically adopt a two-stage paradigm of vector quantization and raster-scan ``next-token prediction", inspired by its great success in language modeling. However, due to the huge modality gap, image autoregressive models may require a systematic reevaluation from two perspectives: tokenizer format and regression direction. In this paper, we introduce the frequency progressive autoregressive (FAR) paradigm and instantiate FAR with the continuous tokenizer. Specifically, we identify spectral dependency as the desirable regression direction for FAR, wherein higher-frequency components build upon the lower one to progressively construct a complete image. This design seamlessly fits the causality requirement for autoregressive models and preserves the unique spatial locality of image data. Besides, we delve into the integration of FAR and the continuous tokenizer, introducing a series of techniques to address optimization challenges and improve the efficiency of training and inference processes. We demonstrate the efficacy of FAR through comprehensive experiments on the ImageNet dataset and verify its potential on text-to-image generation.

Autoregressive modeling has been a huge success in the field of natural language processing (NLP). Recently, autoregressive models have emerged as a significant area of focus in computer vision, where they excel in producing high-quality visual content. Autoregressive models in NLP typically operate on subword tokens. However, the representation strategy in computer vision can vary in different levels, i.e., pixel-level, token-level, or scale-level, reflecting the diverse and hierarchical nature of visual data compared to the sequential structure of language. This survey comprehensively examines the literature on autoregressive models applied to vision. To improve readability for researchers from diverse research backgrounds, we start with preliminary sequence representation and modeling in vision. Next, we divide the fundamental frameworks of visual autoregressive models into three general sub-categories, including pixel-based, token-based, and scale-based models based on the strategy of representation. We then explore the interconnections between autoregressive models and other generative models. Furthermore, we present a multi-faceted categorization of autoregressive models in computer vision, including image generation, video generation, 3D generation, and multi-modal generation. We also elaborate on their applications in diverse domains, including emerging domains such as embodied AI and 3D medical AI, with about 250 related references. Finally, we highlight the current challenges to autoregressive models in vision with suggestions about potential research directions. We have also set up a Github repository to organize the papers included in this survey at: https://github.com/ChaofanTao/Autoregressive-Models-in-Vision-Survey.

Autoregressive models have achieved promising results in natural language processing. However, for image generation tasks, they encounter substantial challenges in effectively capturing long-range dependencies, managing computational costs, and most crucially, defining meaningful autoregressive sequences that reflect natural image hierarchies. To address these issues, we present Next-Frequency Image Generation (NFIG), a novel framework that decomposes the image generation process into multiple frequency-guided stages. Our approach first generates low-frequency components to establish global structure with fewer tokens, then progressively adds higher-frequency details, following the natural spectral hierarchy of images. This principled autoregressive sequence not only improves the quality of generated images by better capturing true causal relationships between image components, but also significantly reduces computational overhead during inference. Extensive experiments demonstrate that NFIG achieves state-of-the-art performance with fewer steps, offering a more efficient solution for image generation, with 1.25times speedup compared to VAR-d20 while achieving better performance (FID: 2.81) on the ImageNet-256 benchmark. We hope that our insight of incorporating frequency-domain knowledge to guide autoregressive sequence design will shed light on future research. We will make our code publicly available upon acceptance of the paper.

Conventional wisdom holds that autoregressive models for image generation are typically accompanied by vector-quantized tokens. We observe that while a discrete-valued space can facilitate representing a categorical distribution, it is not a necessity for autoregressive modeling. In this work, we propose to model the per-token probability distribution using a diffusion procedure, which allows us to apply autoregressive models in a continuous-valued space. Rather than using categorical cross-entropy loss, we define a Diffusion Loss function to model the per-token probability. This approach eliminates the need for discrete-valued tokenizers. We evaluate its effectiveness across a wide range of cases, including standard autoregressive models and generalized masked autoregressive (MAR) variants. By removing vector quantization, our image generator achieves strong results while enjoying the speed advantage of sequence modeling. We hope this work will motivate the use of autoregressive generation in other continuous-valued domains and applications.

Conventional wisdom suggests that autoregressive models are used to process discrete data. When applied to continuous modalities such as visual data, Visual AutoRegressive modeling (VAR) typically resorts to quantization-based approaches to cast the data into a discrete space, which can introduce significant information loss. To tackle this issue, we introduce a Continuous VAR framework that enables direct visual autoregressive generation without vector quantization. The underlying theoretical foundation is strictly proper scoring rules, which provide powerful statistical tools capable of evaluating how well a generative model approximates the true distribution. Within this framework, all we need is to select a strictly proper score and set it as the training objective to optimize. We primarily explore a class of training objectives based on the energy score, which is likelihood-free and thus overcomes the difficulty of making probabilistic predictions in the continuous space. Previous efforts on continuous autoregressive generation, such as GIVT and diffusion loss, can also be derived from our framework using other strictly proper scores. Source code: https://github.com/shaochenze/EAR.

We present RigAnything, a novel autoregressive transformer-based model, which makes 3D assets rig-ready by probabilistically generating joints, skeleton topologies, and assigning skinning weights in a template-free manner. Unlike most existing auto-rigging methods, which rely on predefined skeleton template and are limited to specific categories like humanoid, RigAnything approaches the rigging problem in an autoregressive manner, iteratively predicting the next joint based on the global input shape and the previous prediction. While autoregressive models are typically used to generate sequential data, RigAnything extends their application to effectively learn and represent skeletons, which are inherently tree structures. To achieve this, we organize the joints in a breadth-first search (BFS) order, enabling the skeleton to be defined as a sequence of 3D locations and the parent index. Furthermore, our model improves the accuracy of position prediction by leveraging diffusion modeling, ensuring precise and consistent placement of joints within the hierarchy. This formulation allows the autoregressive model to efficiently capture both spatial and hierarchical relationships within the skeleton. Trained end-to-end on both RigNet and Objaverse datasets, RigAnything demonstrates state-of-the-art performance across diverse object types, including humanoids, quadrupeds, marine creatures, insects, and many more, surpassing prior methods in quality, robustness, generalizability, and efficiency. Please check our website for more details: https://www.liuisabella.com/RigAnything.

Autoregressive models are typically applied to sequences of discrete tokens, but recent research indicates that generating sequences of continuous embeddings in an autoregressive manner is also feasible. However, such Continuous Autoregressive Models (CAMs) can suffer from a decline in generation quality over extended sequences due to error accumulation during inference. We introduce a novel method to address this issue by injecting random noise into the input embeddings during training. This procedure makes the model robust against varying error levels at inference. We further reduce error accumulation through an inference procedure that introduces low-level noise. Experiments on musical audio generation show that CAM substantially outperforms existing autoregressive and non-autoregressive approaches while preserving audio quality over extended sequences. This work paves the way for generating continuous embeddings in a purely autoregressive setting, opening new possibilities for real-time and interactive generative applications.

Existing autoregressive (AR) image generative models use a token-by-token generation schema. That is, they predict a per-token probability distribution and sample the next token from that distribution. The main challenge is how to model the complex distribution of high-dimensional tokens. Previous methods either are too simplistic to fit the distribution or result in slow generation speed. Instead of fitting the distribution of the whole tokens, we explore using a AR model to generate each token in a feature-by-feature way, i.e., taking the generated features as input and generating the next feature. Based on that, we propose ARINAR (AR-in-AR), a bi-level AR model. The outer AR layer take previous tokens as input, predicts a condition vector z for the next token. The inner layer, conditional on z, generates features of the next token autoregressively. In this way, the inner layer only needs to model the distribution of a single feature, for example, using a simple Gaussian Mixture Model. On the ImageNet 256x256 image generation task, ARINAR-B with 213M parameters achieves an FID of 2.75, which is comparable to the state-of-the-art MAR-B model (FID=2.31), while five times faster than the latter.

We introduce Autoregressive Diffusion Models (ARDMs), a model class encompassing and generalizing order-agnostic autoregressive models (Uria et al., 2014) and absorbing discrete diffusion (Austin et al., 2021), which we show are special cases of ARDMs under mild assumptions. ARDMs are simple to implement and easy to train. Unlike standard ARMs, they do not require causal masking of model representations, and can be trained using an efficient objective similar to modern probabilistic diffusion models that scales favourably to highly-dimensional data. At test time, ARDMs support parallel generation which can be adapted to fit any given generation budget. We find that ARDMs require significantly fewer steps than discrete diffusion models to attain the same performance. Finally, we apply ARDMs to lossless compression, and show that they are uniquely suited to this task. Contrary to existing approaches based on bits-back coding, ARDMs obtain compelling results not only on complete datasets, but also on compressing single data points. Moreover, this can be done using a modest number of network calls for (de)compression due to the model's adaptable parallel generation.

The two dominant approaches to neural text generation are fully autoregressive models, using serial beam search decoding, and non-autoregressive models, using parallel decoding with no output dependencies. This work proposes an autoregressive model with sub-linear parallel time generation. Noting that conditional random fields with bounded context can be decoded in parallel, we propose an efficient cascaded decoding approach for generating high-quality output. To parameterize this cascade, we introduce a Markov transformer, a variant of the popular fully autoregressive model that allows us to simultaneously decode with specific autoregressive context cutoffs. This approach requires only a small modification from standard autoregressive training, while showing competitive accuracy/speed tradeoff compared to existing methods on five machine translation datasets.

In this work, we consider rather general and broad class of Markov chains, Ito chains, that look like Euler-Maryama discretization of some Stochastic Differential Equation. The chain we study is a unified framework for theoretical analysis. It comes with almost arbitrary isotropic and state-dependent noise instead of normal and state-independent one as in most related papers. Moreover, in our chain the drift and diffusion coefficient can be inexact in order to cover wide range of applications as Stochastic Gradient Langevin Dynamics, sampling, Stochastic Gradient Descent or Stochastic Gradient Boosting. We prove the bound in W_{2}-distance between the laws of our Ito chain and corresponding differential equation. These results improve or cover most of the known estimates. And for some particular cases, our analysis is the first.

Autoregressive models excel in modeling sequential dependencies by enforcing causal constraints, yet they struggle to capture complex bidirectional patterns due to their unidirectional nature. In contrast, mask-based models leverage bidirectional context, enabling richer dependency modeling. However, they often assume token independence during prediction, which undermines the modeling of sequential dependencies. Additionally, the corruption of sequences through masking or absorption can introduce unnatural distortions, complicating the learning process. To address these issues, we propose Bidirectional Autoregressive Diffusion (BAD), a novel approach that unifies the strengths of autoregressive and mask-based generative models. BAD utilizes a permutation-based corruption technique that preserves the natural sequence structure while enforcing causal dependencies through randomized ordering, enabling the effective capture of both sequential and bidirectional relationships. Comprehensive experiments show that BAD outperforms autoregressive and mask-based models in text-to-motion generation, suggesting a novel pre-training strategy for sequence modeling. The codebase for BAD is available on https://github.com/RohollahHS/BAD.

Multivariate time series forecasting is an important machine learning problem across many domains, including predictions of solar plant energy output, electricity consumption, and traffic jam situation. Temporal data arise in these real-world applications often involves a mixture of long-term and short-term patterns, for which traditional approaches such as Autoregressive models and Gaussian Process may fail. In this paper, we proposed a novel deep learning framework, namely Long- and Short-term Time-series network (LSTNet), to address this open challenge. LSTNet uses the Convolution Neural Network (CNN) and the Recurrent Neural Network (RNN) to extract short-term local dependency patterns among variables and to discover long-term patterns for time series trends. Furthermore, we leverage traditional autoregressive model to tackle the scale insensitive problem of the neural network model. In our evaluation on real-world data with complex mixtures of repetitive patterns, LSTNet achieved significant performance improvements over that of several state-of-the-art baseline methods. All the data and experiment codes are available online.

Autoregressive (AR) models are promising for image generation, yet continuous-token AR variants often trail latent diffusion and masked-generation models. The core issue is heterogeneous variance in VAE latents, which is amplified during AR decoding, especially under classifier-free guidance (CFG), and can cause variance collapse. We propose SphereAR to address this issue. Its core design is to constrain all AR inputs and outputs -- including after CFG -- to lie on a fixed-radius hypersphere (constant ell_2 norm), leveraging hyperspherical VAEs. Our theoretical analysis shows that hyperspherical constraint removes the scale component (the primary cause of variance collapse), thereby stabilizing AR decoding. Empirically, on ImageNet generation, SphereAR-H (943M) sets a new state of the art for AR models, achieving FID 1.34. Even at smaller scales, SphereAR-L (479M) reaches FID 1.54 and SphereAR-B (208M) reaches 1.92, matching or surpassing much larger baselines such as MAR-H (943M, 1.55) and VAR-d30 (2B, 1.92). To our knowledge, this is the first time a pure next-token AR image generator with raster order surpasses diffusion and masked-generation models at comparable parameter scales.

Weighted graphs are ubiquitous throughout biology, chemistry, and the social sciences, motivating the development of generative models for abstract weighted graph data using deep neural networks. However, most current deep generative models are either designed for unweighted graphs and are not easily extended to weighted topologies or incorporate edge weights without consideration of a joint distribution with topology. Furthermore, learning a distribution over weighted graphs must account for complex nonlocal dependencies between both the edges of the graph and corresponding weights of each edge. We develop an autoregressive model BiGG-E, a nontrivial extension of the BiGG model, that learns a joint distribution over weighted graphs while still exploiting sparsity to generate a weighted graph with n nodes and m edges in O((n + m)log n) time. Simulation studies and experiments on a variety of benchmark datasets demonstrate that BiGG-E best captures distributions over weighted graphs while remaining scalable and computationally efficient.

Autoregressive models, such as the GPT family, use a fixed order, usually left-to-right, to generate sequences. However, this is not a necessity. In this paper, we challenge this assumption and show that by simply adding a positional encoding for the output, this order can be modulated on-the-fly per-sample which offers key advantageous properties. It allows for the sampling of and conditioning on arbitrary subsets of tokens, and it also allows sampling in one shot multiple tokens dynamically according to a rejection strategy, leading to a sub-linear number of model evaluations. We evaluate our method across various domains, including language modeling, path-solving, and aircraft vertical rate prediction, decreasing the number of steps required for generation by an order of magnitude.

Unified generation of sequence and structure for scientific data (e.g., materials, molecules, proteins) is a critical task. Existing approaches primarily rely on either autoregressive sequence models or diffusion models, each offering distinct advantages and facing notable limitations. Autoregressive models, such as GPT, Llama, and Phi-4, have demonstrated remarkable success in natural language generation and have been extended to multimodal tasks (e.g., image, video, and audio) using advanced encoders like VQ-VAE to represent complex modalities as discrete sequences. However, their direct application to scientific domains is challenging due to the high precision requirements and the diverse nature of scientific data. On the other hand, diffusion models excel at generating high-dimensional scientific data, such as protein, molecule, and material structures, with remarkable accuracy. Yet, their inability to effectively model sequences limits their potential as general-purpose multimodal foundation models. To address these challenges, we propose UniGenX, a unified framework that combines autoregressive next-token prediction with conditional diffusion models. This integration leverages the strengths of autoregressive models to ease the training of conditional diffusion models, while diffusion-based generative heads enhance the precision of autoregressive predictions. We validate the effectiveness of UniGenX on material and small molecule generation tasks, achieving a significant leap in state-of-the-art performance for material crystal structure prediction and establishing new state-of-the-art results for small molecule structure prediction, de novo design, and conditional generation. Notably, UniGenX demonstrates significant improvements, especially in handling long sequences for complex structures, showcasing its efficacy as a versatile tool for scientific data generation.

Autoregressive (AR) models, common in sequence generation, are limited in many biological tasks such as de novo peptide sequencing and protein modeling by their unidirectional nature, failing to capture crucial global bidirectional token dependencies. Non-Autoregressive (NAR) models offer holistic, bidirectional representations but face challenges with generative coherence and scalability. To transcend this, we propose a hybrid framework enhancing AR generation by dynamically integrating rich contextual information from non-autoregressive mechanisms. Our approach couples a shared input encoder with two decoders: a non-autoregressive one learning latent bidirectional biological features, and an AR decoder synthesizing the biological sequence by leveraging these bidirectional features. A novel cross-decoder attention module enables the AR decoder to iteratively query and integrate these bidirectional features, enriching its predictions. This synergy is cultivated via a tailored training strategy with importance annealing for balanced objectives and cross-decoder gradient blocking for stable, focused learning. Evaluations on a demanding nine-species benchmark of de novo peptide sequencing show that our model substantially surpasses AR and NAR baselines. It uniquely harmonizes AR stability with NAR contextual awareness, delivering robust, superior performance on diverse downstream data. This research advances biological sequence modeling techniques and contributes a novel architectural paradigm for augmenting AR models with enhanced bidirectional understanding for complex sequence generation. Code is available at https://github.com/BEAM-Labs/denovo.

Sequential dependencies present a fundamental bottleneck in deploying large-scale autoregressive models, particularly for real-time applications. While traditional optimization approaches like pruning and quantization often compromise model quality, recent advances in generation-refinement frameworks demonstrate that this trade-off can be significantly mitigated. This survey presents a comprehensive taxonomy of generation-refinement frameworks, analyzing methods across autoregressive sequence tasks. We categorize methods based on their generation strategies (from simple n-gram prediction to sophisticated draft models) and refinement mechanisms (including single-pass verification and iterative approaches). Through systematic analysis of both algorithmic innovations and system-level implementations, we examine deployment strategies across computing environments and explore applications spanning text, images, and speech generation. This systematic examination of both theoretical frameworks and practical implementations provides a foundation for future research in efficient autoregressive decoding.

In this paper we construct an inferential procedure for Granger causality in high-dimensional non-stationary vector autoregressive (VAR) models. Our method does not require knowledge of the order of integration of the time series under consideration. We augment the VAR with at least as many lags as the suspected maximum order of integration, an approach which has been proven to be robust against the presence of unit roots in low dimensions. We prove that we can restrict the augmentation to only the variables of interest for the testing, thereby making the approach suitable for high dimensions. We combine this lag augmentation with a post-double-selection procedure in which a set of initial penalized regressions is performed to select the relevant variables for both the Granger causing and caused variables. We then establish uniform asymptotic normality of a second-stage regression involving only the selected variables. Finite sample simulations show good performance, an application to investigate the (predictive) causes and effects of economic uncertainty illustrates the need to allow for unknown orders of integration.

Autoregressive models have shown remarkable success in image generation by adapting sequential prediction techniques from language modeling. However, applying these approaches to images requires discretizing continuous pixel data through vector quantization methods like VQ-VAE. To alleviate the quantization errors that existed in VQ-VAE, recent works tend to use larger codebooks. However, this will accordingly expand vocabulary size, complicating the autoregressive modeling task. This paper aims to find a way to enjoy the benefits of large codebooks without making autoregressive modeling more difficult. Through empirical investigation, we discover that tokens with similar codeword representations produce similar effects on the final generated image, revealing significant redundancy in large codebooks. Based on this insight, we propose to predict tokens from coarse to fine (CTF), realized by assigning the same coarse label for similar tokens. Our framework consists of two stages: (1) an autoregressive model that sequentially predicts coarse labels for each token in the sequence, and (2) an auxiliary model that simultaneously predicts fine-grained labels for all tokens conditioned on their coarse labels. Experiments on ImageNet demonstrate our method's superior performance, achieving an average improvement of 59 points in Inception Score compared to baselines. Notably, despite adding an inference step, our approach achieves faster sampling speeds.

Learning the tail behavior of a distribution is a notoriously difficult problem. By definition, the number of samples from the tail is small, and deep generative models, such as normalizing flows, tend to concentrate on learning the body of the distribution. In this paper, we focus on improving the ability of normalizing flows to correctly capture the tail behavior and, thus, form more accurate models. We prove that the marginal tailedness of an autoregressive flow can be controlled via the tailedness of the marginals of its base distribution. This theoretical insight leads us to a novel type of flows based on flexible base distributions and data-driven linear layers. An empirical analysis shows that the proposed method improves on the accuracy -- especially on the tails of the distribution -- and is able to generate heavy-tailed data. We demonstrate its application on a weather and climate example, in which capturing the tail behavior is essential.

We present a constraint-based algorithm for learning causal structures from observational time-series data, in the presence of latent confounders. We assume a discrete-time, stationary structural vector autoregressive process, with both temporal and contemporaneous causal relations. One may ask if temporal and contemporaneous relations should be treated differently. The presented algorithm gradually refines a causal graph by learning long-term temporal relations before short-term ones, where contemporaneous relations are learned last. This ordering of causal relations to be learnt leads to a reduction in the required number of statistical tests. We validate this reduction empirically and demonstrate that it leads to higher accuracy for synthetic data and more plausible causal graphs for real-world data compared to state-of-the-art algorithms.

Autoregressive (AR) models have long dominated the landscape of large language models, driving progress across a wide range of tasks. Recently, diffusion-based language models have emerged as a promising alternative, though their advantages over AR models remain underexplored. In this paper, we systematically study masked diffusion models in data-constrained settings-where training involves repeated passes over limited data-and find that they significantly outperform AR models when compute is abundant but data is scarce. Diffusion models make better use of repeated data, achieving lower validation loss and superior downstream performance. We interpret this advantage as implicit data augmentation: masked diffusion exposes the model to a diverse distribution of token orderings and prediction tasks, unlike AR's fixed left-to-right factorization. We find new scaling laws for diffusion models and derive a closed-form expression for the critical compute threshold at which diffusion begins to outperform AR. These results suggest that when data, not compute, is the bottleneck, diffusion models offer a compelling alternative to the standard AR paradigm. Our code is available at: https://diffusion-scaling.github.io.

Objective: Electroencephalography signals are recorded as a multidimensional dataset. We propose a new framework based on the augmented covariance extracted from an autoregressive model to improve motor imagery classification. Methods: From the autoregressive model can be derived the Yule-Walker equations, which show the emergence of a symmetric positive definite matrix: the augmented covariance matrix. The state-of the art for classifying covariance matrices is based on Riemannian Geometry. A fairly natural idea is therefore to extend the standard approach using these augmented covariance matrices. The methodology for creating the augmented covariance matrix shows a natural connection with the delay embedding theorem proposed by Takens for dynamical systems. Such an embedding method is based on the knowledge of two parameters: the delay and the embedding dimension, respectively related to the lag and the order of the autoregressive model. This approach provides new methods to compute the hyper-parameters in addition to standard grid search. Results: The augmented covariance matrix performed noticeably better than any state-of-the-art methods. We will test our approach on several datasets and several subjects using the MOABB framework, using both within-session and cross-session evaluation. Conclusion: The improvement in results is due to the fact that the augmented covariance matrix incorporates not only spatial but also temporal information, incorporating nonlinear components of the signal through an embedding procedure, which allows the leveraging of dynamical systems algorithms. Significance: These results extend the concepts and the results of the Riemannian distance based classification algorithm.

Autoregressive decoding is the only part of sequence-to-sequence models that prevents them from massive parallelization at inference time. Non-autoregressive models enable the decoder to generate all output symbols independently in parallel. We present a novel non-autoregressive architecture based on connectionist temporal classification and evaluate it on the task of neural machine translation. Unlike other non-autoregressive methods which operate in several steps, our model can be trained end-to-end. We conduct experiments on the WMT English-Romanian and English-German datasets. Our models achieve a significant speedup over the autoregressive models, keeping the translation quality comparable to other non-autoregressive models.

This paper introduces a novel training methodology that enables a small Transformer model to generalize the addition of two-digit numbers to numbers with unseen lengths of digits. The proposed approach employs an autoregressive generation technique, processing from right to left, which mimics a common manual method for adding large numbers. To the best of my knowledge, this methodology has not been previously explored in the literature. All results are reproducible, and the corresponding R code is available at: https://github.com/AGPatriota/ALGA-R/.

Recently, channel-independent methods have achieved state-of-the-art performance in multivariate time series (MTS) forecasting. Despite reducing overfitting risks, these methods miss potential opportunities in utilizing channel dependence for accurate predictions. We argue that there exist locally stationary lead-lag relationships between variates, i.e., some lagged variates may follow the leading indicators within a short time period. Exploiting such channel dependence is beneficial since leading indicators offer advance information that can be used to reduce the forecasting difficulty of the lagged variates. In this paper, we propose a new method named LIFT that first efficiently estimates leading indicators and their leading steps at each time step and then judiciously allows the lagged variates to utilize the advance information from leading indicators. LIFT plays as a plugin that can be seamlessly collaborated with arbitrary time series forecasting methods. Extensive experiments on six real-world datasets demonstrate that LIFT improves the state-of-the-art methods by 5.5% in average forecasting performance. Our code is available at https://github.com/SJTU-Quant/LIFT.

In this paper, we tackle the important yet under-investigated problem of making long-horizon prediction of event sequences. Existing state-of-the-art models do not perform well at this task due to their autoregressive structure. We propose HYPRO, a hybridly normalized probabilistic model that naturally fits this task: its first part is an autoregressive base model that learns to propose predictions; its second part is an energy function that learns to reweight the proposals such that more realistic predictions end up with higher probabilities. We also propose efficient training and inference algorithms for this model. Experiments on multiple real-world datasets demonstrate that our proposed HYPRO model can significantly outperform previous models at making long-horizon predictions of future events. We also conduct a range of ablation studies to investigate the effectiveness of each component of our proposed methods.

Market generators using deep generative models have shown promise for synthetic financial data generation, but existing approaches lack causal reasoning capabilities essential for counterfactual analysis and risk assessment. We propose a Time-series Neural Causal Model VAE (TNCM-VAE) that combines variational autoencoders with structural causal models to generate counterfactual financial time series while preserving both temporal dependencies and causal relationships. Our approach enforces causal constraints through directed acyclic graphs in the decoder architecture and employs the causal Wasserstein distance for training. We validate our method on synthetic autoregressive models inspired by the Ornstein-Uhlenbeck process, demonstrating superior performance in counterfactual probability estimation with L1 distances as low as 0.03-0.10 compared to ground truth. The model enables financial stress testing, scenario analysis, and enhanced backtesting by generating plausible counterfactual market trajectories that respect underlying causal mechanisms.

Autoregressive (AR) models remain the standard for natural language generation but still suffer from high latency due to strictly sequential decoding. Recent diffusion-inspired approaches, such as LlaDA and Dream, mitigate this by generating in parallel, yet they suffer from two core limitations: information loss, as predictive distributions for non-finalized tokens are discarded at each step, and premature commitment, where local decisions are made without sufficient global coordination. We introduce Latent Refinement Decoding (LRD), a two-stage framework with Latent Refinement and a Predictive Feedback Loop. The first stage maintains masked positions as distributional mixtures of predicted tokens and the mask embedding, allowing the model to establish more globally consistent beliefs. The second stage progressively finalizes confident tokens while retaining uncertain ones for iterative feedback. KL-divergence dynamics provide a principled and reliable criterion for convergence and early stopping. Experiments across coding (HumanEval +6.3, MBPP +2.6) and reasoning (GSM8K +2.9, MATH500 +3.8) show that LRD improves accuracy while delivering speedups of up to 10.6x, making it a strong and versatile alternative for parallel sequence generation.

The vision community has started to build with the recently developed state space model, Mamba, as the new backbone for a range of tasks. This paper shows that Mamba's visual capability can be significantly enhanced through autoregressive pretraining, a direction not previously explored. Efficiency-wise, the autoregressive nature can well capitalize on the Mamba's unidirectional recurrent structure, enabling faster overall training speed compared to other training strategies like mask modeling. Performance-wise, autoregressive pretraining equips the Mamba architecture with markedly higher accuracy over its supervised-trained counterparts and, more importantly, successfully unlocks its scaling potential to large and even huge model sizes. For example, with autoregressive pretraining, a base-size Mamba attains 83.2\% ImageNet accuracy, outperforming its supervised counterpart by 2.0\%; our huge-size Mamba, the largest Vision Mamba to date, attains 85.0\% ImageNet accuracy (85.5\% when finetuned with 384times384 inputs), notably surpassing all other Mamba variants in vision. The code is available at https://github.com/OliverRensu/ARM.

Recently, autoregressive (AR) image models have demonstrated remarkable generative capabilities, positioning themselves as a compelling alternative to diffusion models. However, their sequential nature leads to long inference times, limiting their practical scalability. In this work, we introduce Grouped Speculative Decoding (GSD), a novel, training-free acceleration method for AR image models. While recent studies have explored Speculative Decoding (SD) as a means to speed up AR image generation, existing approaches either provide only modest acceleration or require additional training. Our in-depth analysis reveals a fundamental difference between language and image tokens: image tokens exhibit inherent redundancy and diversity, meaning multiple tokens can convey valid semantics. However, traditional SD methods are designed to accept only a single most-likely token, which fails to leverage this difference, leading to excessive false-negative rejections. To address this, we propose a new SD strategy that evaluates clusters of visually valid tokens rather than relying on a single target token. Additionally, we observe that static clustering based on embedding distance is ineffective, which motivates our dynamic GSD approach. Extensive experiments show that GSD accelerates AR image models by an average of 3.7x while preserving image quality-all without requiring any additional training. The source code is available at https://github.com/junhyukso/GSD

This report presents PixelBytes, an approach for unified multimodal representation learning. Drawing inspiration from sequence models like Image Transformers, PixelCNN, and Mamba-Bytes, we explore integrating text, audio, action-state, and pixelated images (sprites) into a cohesive representation. We conducted experiments on a PixelBytes Pokemon dataset and an Optimal-Control dataset. Our investigation covered various model architectures, including Recurrent Neural Networks (RNNs), State Space Models (SSMs), and Attention-based models, with a focus on bidirectional processing and our PxBy embedding technique. We evaluated models based on data reduction strategies and autoregressive learning, specifically examining Long Short-Term Memory (LSTM) networks in predictive and autoregressive modes. Our results indicate that autoregressive models perform better than predictive models in this context. Additionally, we found that diffusion models can be applied to control problems and parallelized generation. PixelBytes aims to contribute to the development of foundation models for multimodal data processing and generation. The project's code, models, and datasets are available online.

Radiotherapy often involves a prolonged treatment period. During this time, patients may experience organ motion due to breathing and other physiological factors. Predicting and modeling this motion before treatment is crucial for ensuring precise radiation delivery. However, existing pre-treatment organ motion prediction methods primarily rely on deformation analysis using principal component analysis (PCA), which is highly dependent on registration quality and struggles to capture periodic temporal dynamics for motion modeling.In this paper, we observe that organ motion prediction closely resembles an autoregressive process, a technique widely used in natural language processing (NLP). Autoregressive models predict the next token based on previous inputs, naturally aligning with our objective of predicting future organ motion phases. Building on this insight, we reformulate organ motion prediction as an autoregressive process to better capture patient-specific motion patterns. Specifically, we acquire 4D CT scans for each patient before treatment, with each sequence comprising multiple 3D CT phases. These phases are fed into the autoregressive model to predict future phases based on prior phase motion patterns. We evaluate our method on a real-world test set of 4D CT scans from 50 patients who underwent radiotherapy at our institution and a public dataset containing 4D CT scans from 20 patients (some with multiple scans), totaling over 1,300 3D CT phases. The performance in predicting the motion of the lung and heart surpasses existing benchmarks, demonstrating its effectiveness in capturing motion dynamics from CT images. These results highlight the potential of our method to improve pre-treatment planning in radiotherapy, enabling more precise and adaptive radiation delivery.

Autoregressive models have emerged as a powerful approach for visual generation but suffer from slow inference speed due to their sequential token-by-token prediction process. In this paper, we propose a simple yet effective approach for parallelized autoregressive visual generation that improves generation efficiency while preserving the advantages of autoregressive modeling. Our key insight is that parallel generation depends on visual token dependencies-tokens with weak dependencies can be generated in parallel, while strongly dependent adjacent tokens are difficult to generate together, as their independent sampling may lead to inconsistencies. Based on this observation, we develop a parallel generation strategy that generates distant tokens with weak dependencies in parallel while maintaining sequential generation for strongly dependent local tokens. Our approach can be seamlessly integrated into standard autoregressive models without modifying the architecture or tokenizer. Experiments on ImageNet and UCF-101 demonstrate that our method achieves a 3.6x speedup with comparable quality and up to 9.5x speedup with minimal quality degradation across both image and video generation tasks. We hope this work will inspire future research in efficient visual generation and unified autoregressive modeling. Project page: https://epiphqny.github.io/PAR-project.

In the realm of time series forecasting (TSF), it is imperative for models to adeptly discern and distill hidden patterns within historical time series data to forecast future states. Transformer-based models exhibit formidable efficacy in TSF, primarily attributed to their advantage in apprehending these patterns. However, the quadratic complexity of the Transformer leads to low computational efficiency and high costs, which somewhat hinders the deployment of the TSF model in real-world scenarios. Recently, Mamba, a selective state space model, has gained traction due to its ability to process dependencies in sequences while maintaining near-linear complexity. For TSF tasks, these characteristics enable Mamba to comprehend hidden patterns as the Transformer and reduce computational overhead compared to the Transformer. Therefore, we propose a Mamba-based model named Simple-Mamba (S-Mamba) for TSF. Specifically, we tokenize the time points of each variate autonomously via a linear layer. A bidirectional Mamba layer is utilized to extract inter-variate correlations and a Feed-Forward Network is set to learn temporal dependencies. Finally, the generation of forecast outcomes through a linear mapping layer. Experiments on thirteen public datasets prove that S-Mamba maintains low computational overhead and achieves leading performance. Furthermore, we conduct extensive experiments to explore Mamba's potential in TSF tasks. Our code is available at https://github.com/wzhwzhwzh0921/S-D-Mamba.

Extending the forecasting time is a critical demand for real applications, such as extreme weather early warning and long-term energy consumption planning. This paper studies the long-term forecasting problem of time series. Prior Transformer-based models adopt various self-attention mechanisms to discover the long-range dependencies. However, intricate temporal patterns of the long-term future prohibit the model from finding reliable dependencies. Also, Transformers have to adopt the sparse versions of point-wise self-attentions for long series efficiency, resulting in the information utilization bottleneck. Going beyond Transformers, we design Autoformer as a novel decomposition architecture with an Auto-Correlation mechanism. We break with the pre-processing convention of series decomposition and renovate it as a basic inner block of deep models. This design empowers Autoformer with progressive decomposition capacities for complex time series. Further, inspired by the stochastic process theory, we design the Auto-Correlation mechanism based on the series periodicity, which conducts the dependencies discovery and representation aggregation at the sub-series level. Auto-Correlation outperforms self-attention in both efficiency and accuracy. In long-term forecasting, Autoformer yields state-of-the-art accuracy, with a 38% relative improvement on six benchmarks, covering five practical applications: energy, traffic, economics, weather and disease. Code is available at this repository: https://github.com/thuml/Autoformer.

In this paper we present a new framework for time-series modeling that combines the best of traditional statistical models and neural networks. We focus on time-series with long-range dependencies, needed for monitoring fine granularity data (e.g. minutes, seconds, milliseconds), prevalent in operational use-cases. Traditional models, such as auto-regression fitted with least squares (Classic-AR) can model time-series with a concise and interpretable model. When dealing with long-range dependencies, Classic-AR models can become intractably slow to fit for large data. Recently, sequence-to-sequence models, such as Recurrent Neural Networks, which were originally intended for natural language processing, have become popular for time-series. However, they can be overly complex for typical time-series data and lack interpretability. A scalable and interpretable model is needed to bridge the statistical and deep learning-based approaches. As a first step towards this goal, we propose modelling AR-process dynamics using a feed-forward neural network approach, termed AR-Net. We show that AR-Net is as interpretable as Classic-AR but also scales to long-range dependencies. Our results lead to three major conclusions: First, AR-Net learns identical AR-coefficients as Classic-AR, thus being equally interpretable. Second, the computational complexity with respect to the order of the AR process, is linear for AR-Net as compared to a quadratic for Classic-AR. This makes it possible to model long-range dependencies within fine granularity data. Third, by introducing regularization, AR-Net automatically selects and learns sparse AR-coefficients. This eliminates the need to know the exact order of the AR-process and allows to learn sparse weights for a model with long-range dependencies.

The recent boom of linear forecasting models questions the ongoing passion for architectural modifications of Transformer-based forecasters. These forecasters leverage Transformers to model the global dependencies over temporal tokens of time series, with each token formed by multiple variates of the same timestamp. However, Transformers are challenged in forecasting series with larger lookback windows due to performance degradation and computation explosion. Besides, the embedding for each temporal token fuses multiple variates that represent potential delayed events and distinct physical measurements, which may fail in learning variate-centric representations and result in meaningless attention maps. In this work, we reflect on the competent duties of Transformer components and repurpose the Transformer architecture without any modification to the basic components. We propose iTransformer that simply applies the attention and feed-forward network on the inverted dimensions. Specifically, the time points of individual series are embedded into variate tokens which are utilized by the attention mechanism to capture multivariate correlations; meanwhile, the feed-forward network is applied for each variate token to learn nonlinear representations. The iTransformer model achieves state-of-the-art on challenging real-world datasets, which further empowers the Transformer family with promoted performance, generalization ability across different variates, and better utilization of arbitrary lookback windows, making it a nice alternative as the fundamental backbone of time series forecasting. Code is available at this repository: https://github.com/thuml/iTransformer.

Time series modeling is a well-established problem, which often requires that methods (1) expressively represent complicated dependencies, (2) forecast long horizons, and (3) efficiently train over long sequences. State-space models (SSMs) are classical models for time series, and prior works combine SSMs with deep learning layers for efficient sequence modeling. However, we find fundamental limitations with these prior approaches, proving their SSM representations cannot express autoregressive time series processes. We thus introduce SpaceTime, a new state-space time series architecture that improves all three criteria. For expressivity, we propose a new SSM parameterization based on the companion matrix -- a canonical representation for discrete-time processes -- which enables SpaceTime's SSM layers to learn desirable autoregressive processes. For long horizon forecasting, we introduce a "closed-loop" variation of the companion SSM, which enables SpaceTime to predict many future time-steps by generating its own layer-wise inputs. For efficient training and inference, we introduce an algorithm that reduces the memory and compute of a forward pass with the companion matrix. With sequence length ell and state-space size d, we go from O(d ell) na\"ively to O(d + ell). In experiments, our contributions lead to state-of-the-art results on extensive and diverse benchmarks, with best or second-best AUROC on 6 / 7 ECG and speech time series classification, and best MSE on 14 / 16 Informer forecasting tasks. Furthermore, we find SpaceTime (1) fits AR(p) processes that prior deep SSMs fail on, (2) forecasts notably more accurately on longer horizons than prior state-of-the-art, and (3) speeds up training on real-world ETTh1 data by 73% and 80% relative wall-clock time over Transformers and LSTMs.

Analyzing both temporal and spatial patterns for an accurate forecasting model for financial time series forecasting is a challenge due to the complex nature of temporal-spatial dynamics: time series from different locations often have distinct patterns; and for the same time series, patterns may vary as time goes by. Inspired by the successful applications of deep learning, we propose a new model to resolve the issues of forecasting household leverage in China. Our solution consists of multiple RNN-based layers and an attention layer: each RNN-based layer automatically learns the temporal pattern of a specific series with multivariate exogenous series, and then the attention layer learns the spatial correlative weight and obtains the global representations simultaneously. The results show that the new approach can capture the temporal-spatial dynamics of household leverage well and get more accurate and solid predictive results. More, the simulation also studies show that clustering and choosing correlative series are necessary to obtain accurate forecasting results.

This paper proposes to model chaos in the ATM cash withdrawal time series of a big Indian bank and forecast the withdrawals using deep learning methods. It also considers the importance of day-of-the-week and includes it as a dummy exogenous variable. We first modelled the chaos present in the withdrawal time series by reconstructing the state space of each series using the lag, and embedding dimension found using an auto-correlation function and Cao's method. This process converts the uni-variate time series into multi variate time series. The "day-of-the-week" is converted into seven features with the help of one-hot encoding. Then these seven features are augmented to the multivariate time series. For forecasting the future cash withdrawals, using algorithms namely ARIMA, random forest (RF), support vector regressor (SVR), multi-layer perceptron (MLP), group method of data handling (GMDH), general regression neural network (GRNN), long short term memory neural network and 1-dimensional convolutional neural network. We considered a daily cash withdrawals data set from an Indian commercial bank. After modelling chaos and adding exogenous features to the data set, we observed improvements in the forecasting for all models. Even though the random forest (RF) yielded better Symmetric Mean Absolute Percentage Error (SMAPE) value, deep learning algorithms, namely LSTM and 1D CNN, showed similar performance compared to RF, based on t-test.

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 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.

We study a family of distributed stochastic optimization algorithms where gradients are sampled by a token traversing a network of agents in random-walk fashion. Typically, these random-walks are chosen to be Markov chains that asymptotically sample from a desired target distribution, and play a critical role in the convergence of the optimization iterates. In this paper, we take a novel approach by replacing the standard linear Markovian token by one which follows a nonlinear Markov chain - namely the Self-Repellent Radom Walk (SRRW). Defined for any given 'base' Markov chain, the SRRW, parameterized by a positive scalar {\alpha}, is less likely to transition to states that were highly visited in the past, thus the name. In the context of MCMC sampling on a graph, a recent breakthrough in Doshi et al. (2023) shows that the SRRW achieves O(1/{\alpha}) decrease in the asymptotic variance for sampling. We propose the use of a 'generalized' version of the SRRW to drive token algorithms for distributed stochastic optimization in the form of stochastic approximation, termed SA-SRRW. We prove that the optimization iterate errors of the resulting SA-SRRW converge to zero almost surely and prove a central limit theorem, deriving the explicit form of the resulting asymptotic covariance matrix corresponding to iterate errors. This asymptotic covariance is always smaller than that of an algorithm driven by the base Markov chain and decreases at rate O(1/{\alpha}^2) - the performance benefit of using SRRW thereby amplified in the stochastic optimization context. Empirical results support our theoretical findings.

Time-series forecasting is one of the most active research topics in artificial intelligence. Applications in real-world time series should consider two factors for achieving reliable predictions: modeling dynamic dependencies among multiple variables and adjusting the model's intrinsic hyperparameters. A still open gap in that literature is that statistical and ensemble learning approaches systematically present lower predictive performance than deep learning methods. They generally disregard the data sequence aspect entangled with multivariate data represented in more than one time series. Conversely, this work presents a novel neural network architecture for time-series forecasting that combines the power of graph evolution with deep recurrent learning on distinct data distributions; we named our method Recurrent Graph Evolution Neural Network (ReGENN). The idea is to infer multiple multivariate relationships between co-occurring time-series by assuming that the temporal data depends not only on inner variables and intra-temporal relationships (i.e., observations from itself) but also on outer variables and inter-temporal relationships (i.e., observations from other-selves). An extensive set of experiments was conducted comparing ReGENN with dozens of ensemble methods and classical statistical ones, showing sound improvement of up to 64.87% over the competing algorithms. Furthermore, we present an analysis of the intermediate weights arising from ReGENN, showing that by looking at inter and intra-temporal relationships simultaneously, time-series forecasting is majorly improved if paying attention to how multiple multivariate data synchronously evolve.

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.

Long-term time series forecasting (LTSF) is important for various domains but is confronted by challenges in handling the complex temporal-contextual relationships. As multivariate input models underperforming some recent univariate counterparts, we posit that the issue lies in the inefficiency of existing multivariate LTSF Transformers to model series-wise relationships: the characteristic differences between series are often captured incorrectly. To address this, we introduce ARM: a multivariate temporal-contextual adaptive learning method, which is an enhanced architecture specifically designed for multivariate LTSF modelling. ARM employs Adaptive Univariate Effect Learning (AUEL), Random Dropping (RD) training strategy, and Multi-kernel Local Smoothing (MKLS), to better handle individual series temporal patterns and correctly learn inter-series dependencies. ARM demonstrates superior performance on multiple benchmarks without significantly increasing computational costs compared to vanilla Transformer, thereby advancing the state-of-the-art in LTSF. ARM is also generally applicable to other LTSF architecture beyond vanilla Transformer.

We propose a multicountry quantile factor augmeneted vector autoregression (QFAVAR) to model heterogeneities both across countries and across characteristics of the distributions of macroeconomic time series. The presence of quantile factors allows for summarizing these two heterogeneities in a parsimonious way. We develop two algorithms for posterior inference that feature varying level of trade-off between estimation precision and computational speed. Using monthly data for the euro area, we establish the good empirical properties of the QFAVAR as a tool for assessing the effects of global shocks on country-level macroeconomic risks. In particular, QFAVAR short-run tail forecasts are more accurate compared to a FAVAR with symmetric Gaussian errors, as well as univariate quantile autoregressions that ignore comovements among quantiles of macroeconomic variables. We also illustrate how quantile impulse response functions and quantile connectedness measures, resulting from the new model, can be used to implement joint risk scenario analysis.

Modeling multivariate time series is a well-established problem with a wide range of applications from healthcare to financial markets. Traditional State Space Models (SSMs) are classical approaches for univariate time series modeling due to their simplicity and expressive power to represent linear dependencies. They, however, have fundamentally limited expressive power to capture non-linear dependencies, are slow in practice, and fail to model the inter-variate information flow. Despite recent attempts to improve the expressive power of SSMs by using deep structured SSMs, the existing methods are either limited to univariate time series, fail to model complex patterns (e.g., seasonal patterns), fail to dynamically model the dependencies of variate and time dimensions, and/or are input-independent. We present Chimera that uses two input-dependent 2-D SSM heads with different discretization processes to learn long-term progression and seasonal patterns. To improve the efficiency of complex 2D recurrence, we present a fast training using a new 2-dimensional parallel selective scan. We further present and discuss 2-dimensional Mamba and Mamba-2 as the spacial cases of our 2D SSM. Our experimental evaluation shows the superior performance of Chimera on extensive and diverse benchmarks, including ECG and speech time series classification, long-term and short-term time series forecasting, and time series anomaly detection.

We present Symphony, an E(3)-equivariant autoregressive generative model for 3D molecular geometries that iteratively builds a molecule from molecular fragments. Existing autoregressive models such as G-SchNet and G-SphereNet for molecules utilize rotationally invariant features to respect the 3D symmetries of molecules. In contrast, Symphony uses message-passing with higher-degree E(3)-equivariant features. This allows a novel representation of probability distributions via spherical harmonic signals to efficiently model the 3D geometry of molecules. We show that Symphony is able to accurately generate small molecules from the QM9 dataset, outperforming existing autoregressive models and approaching the performance of diffusion models.

Covariates provide valuable information on external factors that influence time series and are critical in many real-world time series forecasting tasks. For example, in retail, covariates may indicate promotions or peak dates such as holiday seasons that heavily influence demand forecasts. Recent advances in pretraining large language model architectures for time series forecasting have led to highly accurate forecasters. However, the majority of these models do not readily use covariates as they are often specific to a certain task or domain. This paper introduces a new method to incorporate covariates into pretrained time series forecasting models. Our proposed approach incorporates covariate information into pretrained forecasting models through modular blocks that inject past and future covariate information, without necessarily modifying the pretrained model in consideration. In order to evaluate our approach, we introduce a benchmark composed of 32 different synthetic datasets with varying dynamics to evaluate the effectivity of forecasting models with covariates. Extensive evaluations on both synthetic and real datasets show that our approach effectively incorporates covariate information into pretrained models, outperforming existing baselines.

Developing architectures suitable for modeling raw audio is a challenging problem due to the high sampling rates of audio waveforms. Standard sequence modeling approaches like RNNs and CNNs have previously been tailored to fit the demands of audio, but the resultant architectures make undesirable computational tradeoffs and struggle to model waveforms effectively. We propose SaShiMi, a new multi-scale architecture for waveform modeling built around the recently introduced S4 model for long sequence modeling. We identify that S4 can be unstable during autoregressive generation, and provide a simple improvement to its parameterization by drawing connections to Hurwitz matrices. SaShiMi yields state-of-the-art performance for unconditional waveform generation in the autoregressive setting. Additionally, SaShiMi improves non-autoregressive generation performance when used as the backbone architecture for a diffusion model. Compared to prior architectures in the autoregressive generation setting, SaShiMi generates piano and speech waveforms which humans find more musical and coherent respectively, e.g. 2x better mean opinion scores than WaveNet on an unconditional speech generation task. On a music generation task, SaShiMi outperforms WaveNet on density estimation and speed at both training and inference even when using 3x fewer parameters. Code can be found at https://github.com/HazyResearch/state-spaces and samples at https://hazyresearch.stanford.edu/sashimi-examples.

Autoregressive models for text sometimes generate repetitive and low-quality output because errors accumulate during the steps of generation. This issue is often attributed to exposure bias - the difference between how a model is trained, and how it is used during inference. Denoising diffusion models provide an alternative approach in which a model can revisit and revise its output. However, they can be computationally expensive and prior efforts on text have led to models that produce less fluent output compared to autoregressive models, especially for longer text and paragraphs. In this paper, we propose PLANNER, a model that combines latent semantic diffusion with autoregressive generation, to generate fluent text while exercising global control over paragraphs. The model achieves this by combining an autoregressive "decoding" module with a "planning" module that uses latent diffusion to generate semantic paragraph embeddings in a coarse-to-fine manner. The proposed method is evaluated on various conditional generation tasks, and results on semantic generation, text completion and summarization show its effectiveness in generating high-quality long-form text in an efficient manner.

Foundation models of time series have not been fully developed due to the limited availability of time series corpora and the underexploration of scalable pre-training. Based on the similar sequential formulation of time series and natural language, increasing research demonstrates the feasibility of leveraging large language models (LLM) for time series. Nevertheless, the inherent autoregressive property and decoder-only architecture of LLMs have not been fully considered, resulting in insufficient utilization of LLM abilities. To fully revitalize the general-purpose token transition and multi-step generation capability of large language models, we propose AutoTimes to repurpose LLMs as autoregressive time series forecasters, which projects time series into the embedding space of language tokens and autoregressively generates future predictions with arbitrary lengths. Compatible with any decoder-only LLMs, the consequent forecaster exhibits the flexibility of the lookback length and scalability with larger LLMs. Further, we formulate time series as prompts, extending the context for prediction beyond the lookback window, termed in-context forecasting. By introducing LLM-embedded textual timestamps, AutoTimes can utilize chronological information to align multivariate time series. Empirically, AutoTimes achieves state-of-the-art with 0.1% trainable parameters and over 5times training/inference speedup compared to advanced LLM-based forecasters. Code is available at this repository: https://github.com/thuml/AutoTimes.

Time series, characterized by a sequence of data points organized in a discrete-time order, are ubiquitous in real-world scenarios. Unlike other data modalities, time series present unique challenges due to their intricate and dynamic nature, including the entanglement of nonlinear patterns and time-variant trends. Analyzing such data is of great significance in practical applications and has been extensively studied for centuries. Recent years have witnessed remarkable breakthroughs in the time series community, with techniques shifting from traditional statistical methods to contemporary deep learning models. In this paper, we delve into the design of deep time series models across various analysis tasks and review the existing literature from two perspectives: basic modules and model architectures. Further, we develop and release Time Series Library (TSLib) as a fair benchmark of deep time series models for diverse analysis tasks. TSLib implements 30 prominent models, covers 30 datasets from different domains, and supports five prevalent analysis tasks. Based on TSLib, we thoroughly evaluate 13 advanced deep time series models across diverse tasks. Empirical results indicate that models with specific structures are well-suited for distinct analytical tasks, providing insights for research and adoption of deep time series models. Code and datasets are available at https://github.com/thuml/Time-Series-Library.

Designing video prediction models that account for the inherent uncertainty of the future is challenging. Most works in the literature are based on stochastic image-autoregressive recurrent networks, which raises several performance and applicability issues. An alternative is to use fully latent temporal models which untie frame synthesis and temporal dynamics. However, no such model for stochastic video prediction has been proposed in the literature yet, due to design and training difficulties. In this paper, we overcome these difficulties by introducing a novel stochastic temporal model whose dynamics are governed in a latent space by a residual update rule. This first-order scheme is motivated by discretization schemes of differential equations. It naturally models video dynamics as it allows our simpler, more interpretable, latent model to outperform prior state-of-the-art methods on challenging datasets.

Forecasting multiple future events within a given time horizon is essential for applications in finance, retail, social networks, and healthcare. Marked Temporal Point Processes (MTPP) provide a principled framework to model both the timing and labels of events. However, most existing research focuses on predicting only the next event, leaving long-horizon forecasting largely underexplored. To address this gap, we introduce HoTPP, the first benchmark specifically designed to rigorously evaluate long-horizon predictions. We identify shortcomings in widely used evaluation metrics, propose a theoretically grounded T-mAP metric, present strong statistical baselines, and offer efficient implementations of popular models. Our empirical results demonstrate that modern MTPP approaches often underperform simple statistical baselines. Furthermore, we analyze the diversity of predicted sequences and find that most methods exhibit mode collapse. Finally, we analyze the impact of autoregression and intensity-based losses on prediction quality, and outline promising directions for future research. The HoTPP source code, hyperparameters, and full evaluation results are available at GitHub.

Autoregressive models, despite their commendable performance in a myriad of generative tasks, face challenges stemming from their inherently sequential structure. Inference on these models, by design, harnesses a temporal dependency, where the current token's probability distribution is conditioned on preceding tokens. This inherent characteristic severely impedes computational efficiency during inference as a typical inference request can require more than thousands of tokens, where generating each token requires a load of entire model weights, making the inference more memory-bound. The large overhead becomes profound in real deployment where requests arrive randomly, necessitating various generation lengths. Existing solutions, such as dynamic batching and concurrent instances, introduce significant response delays and bandwidth contention, falling short of achieving optimal latency and throughput. To address these shortcomings, we propose Flover -- a temporal fusion framework for efficiently inferring multiple requests in parallel. We deconstruct the general generation pipeline into pre-processing and token generation, and equip the framework with a dedicated work scheduler for fusing the generation process temporally across all requests. By orchestrating the token-level parallelism, Flover exhibits optimal hardware efficiency and significantly spares the system resources. By further employing a fast buffer reordering algorithm that allows memory eviction of finished tasks, it brings over 11x inference speedup on GPT and 16x on LLAMA compared to the cutting-edge solutions provided by NVIDIA FasterTransformer. Crucially, by leveraging the advanced tensor parallel technique, Flover proves efficacious across diverse computational landscapes, from single-GPU setups to distributed scenarios, thereby offering robust performance optimization that adapts to variable use cases.

We introduce the concept of programmable feature engineering for time series modeling and propose a feature programming framework. This framework generates large amounts of predictive features for noisy multivariate time series while allowing users to incorporate their inductive bias with minimal effort. The key motivation of our framework is to view any multivariate time series as a cumulative sum of fine-grained trajectory increments, with each increment governed by a novel spin-gas dynamical Ising model. This fine-grained perspective motivates the development of a parsimonious set of operators that summarize multivariate time series in an abstract fashion, serving as the foundation for large-scale automated feature engineering. Numerically, we validate the efficacy of our method on several synthetic and real-world noisy time series datasets.

Diffusion and flow matching models have significantly advanced media generation, yet their design space is well-explored, somewhat limiting further improvements. Concurrently, autoregressive (AR) models, particularly those generating continuous tokens, have emerged as a promising direction for unifying text and media generation. This paper introduces Transition Matching (TM), a novel discrete-time, continuous-state generative paradigm that unifies and advances both diffusion/flow models and continuous AR generation. TM decomposes complex generation tasks into simpler Markov transitions, allowing for expressive non-deterministic probability transition kernels and arbitrary non-continuous supervision processes, thereby unlocking new flexible design avenues. We explore these choices through three TM variants: (i) Difference Transition Matching (DTM), which generalizes flow matching to discrete-time by directly learning transition probabilities, yielding state-of-the-art image quality and text adherence as well as improved sampling efficiency. (ii) Autoregressive Transition Matching (ARTM) and (iii) Full History Transition Matching (FHTM) are partially and fully causal models, respectively, that generalize continuous AR methods. They achieve continuous causal AR generation quality comparable to non-causal approaches and potentially enable seamless integration with existing AR text generation techniques. Notably, FHTM is the first fully causal model to match or surpass the performance of flow-based methods on text-to-image task in continuous domains. We demonstrate these contributions through a rigorous large-scale comparison of TM variants and relevant baselines, maintaining a fixed architecture, training data, and hyperparameters.

Graph generation has been dominated by autoregressive models due to their simplicity and effectiveness, despite their sensitivity to ordering. Yet diffusion models have garnered increasing attention, as they offer comparable performance while being permutation-invariant. Current graph diffusion models generate graphs in a one-shot fashion, but they require extra features and thousands of denoising steps to achieve optimal performance. We introduce PARD, a Permutation-invariant Auto Regressive Diffusion model that integrates diffusion models with autoregressive methods. PARD harnesses the effectiveness and efficiency of the autoregressive model while maintaining permutation invariance without ordering sensitivity. Specifically, we show that contrary to sets, elements in a graph are not entirely unordered and there is a unique partial order for nodes and edges. With this partial order, PARD generates a graph in a block-by-block, autoregressive fashion, where each block's probability is conditionally modeled by a shared diffusion model with an equivariant network. To ensure efficiency while being expressive, we further propose a higher-order graph transformer, which integrates transformer with PPGN. Like GPT, we extend the higher-order graph transformer to support parallel training of all blocks. Without any extra features, PARD achieves state-of-the-art performance on molecular and non-molecular datasets, and scales to large datasets like MOSES containing 1.9M molecules.

Existing vector quantization (VQ) based autoregressive models follow a two-stage generation paradigm that first learns a codebook to encode images as discrete codes, and then completes generation based on the learned codebook. However, they encode fixed-size image regions into fixed-length codes and ignore their naturally different information densities, which results in insufficiency in important regions and redundancy in unimportant ones, and finally degrades the generation quality and speed. Moreover, the fixed-length coding leads to an unnatural raster-scan autoregressive generation. To address the problem, we propose a novel two-stage framework: (1) Dynamic-Quantization VAE (DQ-VAE) which encodes image regions into variable-length codes based on their information densities for an accurate and compact code representation. (2) DQ-Transformer which thereby generates images autoregressively from coarse-grained (smooth regions with fewer codes) to fine-grained (details regions with more codes) by modeling the position and content of codes in each granularity alternately, through a novel stacked-transformer architecture and shared-content, non-shared position input layers designs. Comprehensive experiments on various generation tasks validate our superiorities in both effectiveness and efficiency. Code will be released at https://github.com/CrossmodalGroup/DynamicVectorQuantization.

Forecasting on sparse multivariate time series (MTS) aims to model the predictors of future values of time series given their incomplete past, which is important for many emerging applications. However, most existing methods process MTS's individually, and do not leverage the dynamic distributions underlying the MTS's, leading to sub-optimal results when the sparsity is high. To address this challenge, we propose a novel generative model, which tracks the transition of latent clusters, instead of isolated feature representations, to achieve robust modeling. It is characterized by a newly designed dynamic Gaussian mixture distribution, which captures the dynamics of clustering structures, and is used for emitting timeseries. The generative model is parameterized by neural networks. A structured inference network is also designed for enabling inductive analysis. A gating mechanism is further introduced to dynamically tune the Gaussian mixture distributions. Extensive experimental results on a variety of real-life datasets demonstrate the effectiveness of our method.

Recent efforts have been dedicated to enhancing time series forecasting accuracy by introducing advanced network architectures and self-supervised pretraining strategies. Nevertheless, existing approaches still exhibit two critical drawbacks. Firstly, these methods often rely on a single dataset for training, limiting the model's generalizability due to the restricted scale of the training data. Secondly, the one-step generation schema is widely followed, which necessitates a customized forecasting head and overlooks the temporal dependencies in the output series, and also leads to increased training costs under different horizon length settings. To address these issues, we propose a novel generative pretrained hierarchical transformer architecture for forecasting, named GPHT. There are two aspects of key designs in GPHT. On the one hand, we advocate for constructing a mixed dataset for pretraining our model, comprising various datasets from diverse data scenarios. This approach significantly expands the scale of training data, allowing our model to uncover commonalities in time series data and facilitating improved transfer to specific datasets. On the other hand, GPHT employs an auto-regressive forecasting approach under the channel-independent assumption, effectively modeling temporal dependencies in the output series. Importantly, no customized forecasting head is required, enabling a single model to forecast at arbitrary horizon settings. We conduct sufficient experiments on eight datasets with mainstream self-supervised pretraining models and supervised models. The results demonstrated that GPHT surpasses the baseline models across various fine-tuning and zero/few-shot learning settings in the traditional long-term forecasting task, providing support for verifying the feasibility of pretrained time series large models.

Recently, Visual Autoregressive (VAR) Models introduced a groundbreaking advancement in the field of image generation, offering a scalable approach through a coarse-to-fine "next-scale prediction" paradigm. However, the state-of-the-art algorithm of VAR models in [Tian, Jiang, Yuan, Peng and Wang, NeurIPS 2024] takes O(n^4) time, which is computationally inefficient. In this work, we analyze the computational limits and efficiency criteria of VAR Models through a fine-grained complexity lens. Our key contribution is identifying the conditions under which VAR computations can achieve sub-quadratic time complexity. Specifically, we establish a critical threshold for the norm of input matrices used in VAR attention mechanisms. Above this threshold, assuming the Strong Exponential Time Hypothesis (SETH) from fine-grained complexity theory, a sub-quartic time algorithm for VAR models is impossible. To substantiate our theoretical findings, we present efficient constructions leveraging low-rank approximations that align with the derived criteria. This work initiates the study of the computational efficiency of the VAR model from a theoretical perspective. Our technique will shed light on advancing scalable and efficient image generation in VAR frameworks.

We present Probabilistic Structure Integration (PSI), a system for learning richly controllable and flexibly promptable world models from data. PSI consists of a three-step cycle. The first step, Probabilistic prediction, involves building a probabilistic graphical model Psi of the data, in the form of a random-access autoregressive sequence model. Psi supports a complete set of learned conditional distributions describing the dependence of any variables in the data on any other set of variables. In step 2, Structure extraction, we show how to extract underlying low-dimensional properties in the data, corresponding to a diverse set of meaningful "intermediate structures", in a zero-shot fashion via causal inference on Psi. Step 3, Integration, completes the cycle by converting these structures into new token types that are then continually mixed back into the training diet as conditioning signals and prediction targets. Each such cycle augments the capabilities of Psi, both allowing it to model the underlying data better, and creating new control handles -- akin to an LLM-like universal prompting language. We train an instance of Psi on 1.4 trillion tokens of internet video data; we use it to perform a variety of useful video prediction and understanding inferences; we extract state-of-the-art optical flow, self-supervised depth and object segmentation; and we use these structures to support a full cycle of predictive improvements.

Multivariate time series forecasting tasks are usually conducted in a channel-dependent (CD) way since it can incorporate more variable-relevant information. However, it may also involve a lot of irrelevant variables, and this even leads to worse performance than the channel-independent (CI) strategy. This paper combines the strengths of both strategies and proposes the Deep Graph Clustering Transformer (DGCformer) for multivariate time series forecasting. Specifically, it first groups these relevant variables by a graph convolutional network integrated with an autoencoder, and a former-latter masked self-attention mechanism is then considered with the CD strategy being applied to each group of variables while the CI one for different groups. Extensive experimental results on eight datasets demonstrate the superiority of our method against state-of-the-art models, and our code will be publicly available upon acceptance.

In this note we examine the autoregressive generalization of the FNet algorithm, in which self-attention layers from the standard Transformer architecture are substituted with a trivial sparse-uniformsampling procedure based on Fourier transforms. Using the Wikitext-103 benchmark, we demonstratethat FNetAR retains state-of-the-art performance (25.8 ppl) on the task of causal language modelingcompared to a Transformer-XL baseline (24.2 ppl) with only half the number self-attention layers,thus providing further evidence for the superfluity of deep neural networks with heavily compoundedattention mechanisms. The autoregressive Fourier transform could likely be used for parameterreduction on most Transformer-based time-series prediction models.

We empirically study autoregressive pre-training from videos. To perform our study, we construct a series of autoregressive video models, called Toto. We treat videos as sequences of visual tokens and train transformer models to autoregressively predict future tokens. Our models are pre-trained on a diverse dataset of videos and images comprising over 1 trillion visual tokens. We explore different architectural, training, and inference design choices. We evaluate the learned visual representations on a range of downstream tasks including image recognition, video classification, object tracking, and robotics. Our results demonstrate that, despite minimal inductive biases, autoregressive pre-training leads to competitive performance across all benchmarks. Finally, we find that scaling our video models results in similar scaling curves to those seen in language models, albeit with a different rate. More details at https://brjathu.github.io/toto/

Recent studies have shown that autoencoder-based models can achieve superior performance on anomaly detection tasks due to their excellent ability to fit complex data in an unsupervised manner. In this work, we propose a novel autoencoder-based model, named StackVAE-G that can significantly bring the efficiency and interpretability to multivariate time series anomaly detection. Specifically, we utilize the similarities across the time series channels by the stacking block-wise reconstruction with a weight-sharing scheme to reduce the size of learned models and also relieve the overfitting to unknown noises in the training data. We also leverage a graph learning module to learn a sparse adjacency matrix to explicitly capture the stable interrelation structure among multiple time series channels for the interpretable pattern reconstruction of interrelated channels. Combining these two modules, we introduce the stacking block-wise VAE (variational autoencoder) with GNN (graph neural network) model for multivariate time series anomaly detection. We conduct extensive experiments on three commonly used public datasets, showing that our model achieves comparable (even better) performance with the state-of-the-art modelsand meanwhile requires much less computation and memory cost. Furthermore, we demonstrate that the adjacency matrix learned by our model accurately captures the interrelation among multiple channels, and can provide valuable information for failure diagnosis applications.

We present significant extensions to diffusion-based sequence generation models, blurring the line with autoregressive language models. We introduce hyperschedules, which assign distinct noise schedules to individual token positions, generalizing both autoregressive models (e.g., GPT) and conventional diffusion models (e.g., SEDD, MDLM) as special cases. Second, we propose two hybrid token-wise noising processes that interpolate between absorbing and uniform processes, enabling the model to fix past mistakes, and we introduce a novel inference algorithm that leverages this new feature in a simplified context inspired from MDLM. To support efficient training and inference, we design attention masks compatible with KV-caching. Our methods achieve state-of-the-art perplexity and generate diverse, high-quality sequences across standard benchmarks, suggesting a promising path for autoregressive diffusion-based sequence generation.

Neural operators have proven to be a promising approach for modeling spatiotemporal systems in the physical sciences. However, training these models for large systems can be quite challenging as they incur significant computational and memory expense -- these systems are often forced to rely on autoregressive time-stepping of the neural network to predict future temporal states. While this is effective in managing costs, it can lead to uncontrolled error growth over time and eventual instability. We analyze the sources of this autoregressive error growth using prototypical neural operator models for physical systems and explore ways to mitigate it. We introduce architectural and application-specific improvements that allow for careful control of instability-inducing operations within these models without inflating the compute/memory expense. We present results on several scientific systems that include Navier-Stokes fluid flow, rotating shallow water, and a high-resolution global weather forecasting system. We demonstrate that applying our design principles to neural operators leads to significantly lower errors for long-term forecasts as well as longer time horizons without qualitative signs of divergence compared to the original models for these systems. We open-source our https://github.com/mikemccabe210/stabilizing_neural_operators{code} for reproducibility.

Human organs constantly undergo anatomical changes due to a complex mix of short-term (e.g., heartbeat) and long-term (e.g., aging) factors. Evidently, prior knowledge of these factors will be beneficial when modeling their future state, i.e., via image generation. However, most of the medical image generation tasks only rely on the input from a single image, thus ignoring the sequential dependency even when longitudinal data is available. Sequence-aware deep generative models, where model input is a sequence of ordered and timestamped images, are still underexplored in the medical imaging domain that is featured by several unique challenges: 1) Sequences with various lengths; 2) Missing data or frame, and 3) High dimensionality. To this end, we propose a sequence-aware diffusion model (SADM) for the generation of longitudinal medical images. Recently, diffusion models have shown promising results in high-fidelity image generation. Our method extends this new technique by introducing a sequence-aware transformer as the conditional module in a diffusion model. The novel design enables learning longitudinal dependency even with missing data during training and allows autoregressive generation of a sequence of images during inference. Our extensive experiments on 3D longitudinal medical images demonstrate the effectiveness of SADM compared with baselines and alternative methods. The code is available at https://github.com/ubc-tea/SADM-Longitudinal-Medical-Image-Generation.

Vaccine supply chain optimization can benefit from hierarchical time series forecasting, when grouping the vaccines by type or location. However, forecasts of different hierarchy levels become incoherent when higher levels do not match the sum of the lower levels forecasts, which can be addressed by reconciliation methods. In this paper, we tackle the vaccine sale forecasting problem by modeling sales data from GSK between 2010 and 2021 as a hierarchical time series. After forecasting future values with several ARIMA models, we systematically compare the performance of various reconciliation methods, using statistical tests. We also compare the performance of the forecast before and after COVID. The results highlight Minimum Trace and Weighted Least Squares with Structural scaling as the best performing methods, which provided a coherent forecast while reducing the forecast error of the baseline ARIMA.

Autoregressive Predictive Coding (APC), as a self-supervised objective, has enjoyed success in learning representations from large amounts of unlabeled data, and the learned representations are rich for many downstream tasks. However, the connection between low self-supervised loss and strong performance in downstream tasks remains unclear. In this work, we propose Vector-Quantized Autoregressive Predictive Coding (VQ-APC), a novel model that produces quantized representations, allowing us to explicitly control the amount of information encoded in the representations. By studying a sequence of increasingly limited models, we reveal the constituents of the learned representations. In particular, we confirm the presence of information with probing tasks, while showing the absence of information with mutual information, uncovering the model's preference in preserving speech information as its capacity becomes constrained. We find that there exists a point where phonetic and speaker information are amplified to maximize a self-supervised objective. As a byproduct, the learned codes for a particular model capacity correspond well to English phones.

In recent years, masked diffusion models (MDMs) have emerged as a promising alternative approach for generative modeling over discrete domains. Compared to autoregressive models (ARMs), MDMs trade off complexity at training time with flexibility at inference time. At training time, they must learn to solve an exponentially large number of infilling problems, but at inference time, they can decode tokens in essentially arbitrary order. In this work, we closely examine these two competing effects. On the training front, we theoretically and empirically demonstrate that MDMs indeed train on computationally intractable subproblems compared to their autoregressive counterparts. On the inference front, we show that a suitable strategy for adaptively choosing the token decoding order significantly enhances the capabilities of MDMs, allowing them to sidestep hard subproblems. On logic puzzles like Sudoku, we show that adaptive inference can boost solving accuracy in pretrained MDMs from <7% to approx 90%, even outperforming ARMs with 7times as many parameters and that were explicitly trained via teacher forcing to learn the right order of decoding.

Generating time series data using Generative Adversarial Networks (GANs) presents several prevalent challenges, such as slow convergence, information loss in embedding spaces, instability, and performance variability depending on the series length. To tackle these obstacles, we introduce a robust framework aimed at addressing and mitigating these issues effectively. This advanced framework integrates the benefits of an Autoencoder-generated embedding space with the adversarial training dynamics of GANs. This framework benefits from a time series-based loss function and oversight from a supervisory network, both of which capture the stepwise conditional distributions of the data effectively. The generator functions within the latent space, while the discriminator offers essential feedback based on the feature space. Moreover, we introduce an early generation algorithm and an improved neural network architecture to enhance stability and ensure effective generalization across both short and long time series. Through joint training, our framework consistently outperforms existing benchmarks, generating high-quality time series data across a range of real and synthetic datasets with diverse characteristics.

Time series forecasting has been a widely explored task of great importance in many applications. However, it is common that real-world time series data are recorded in a short time period, which results in a big gap between the deep model and the limited and noisy time series. In this work, we propose to address the time series forecasting problem with generative modeling and propose a bidirectional variational auto-encoder (BVAE) equipped with diffusion, denoise, and disentanglement, namely D3VAE. Specifically, a coupled diffusion probabilistic model is proposed to augment the time series data without increasing the aleatoric uncertainty and implement a more tractable inference process with BVAE. To ensure the generated series move toward the true target, we further propose to adapt and integrate the multiscale denoising score matching into the diffusion process for time series forecasting. In addition, to enhance the interpretability and stability of the prediction, we treat the latent variable in a multivariate manner and disentangle them on top of minimizing total correlation. Extensive experiments on synthetic and real-world data show that D3VAE outperforms competitive algorithms with remarkable margins. Our implementation is available at https://github.com/PaddlePaddle/PaddleSpatial/tree/main/research/D3VAE.

We propose SDAR, a Synergistic Diffusion-Autoregression paradigm that unifies the training efficiency of autoregressive models with the parallel inference capability of diffusion. Instead of costly end-to-end diffusion training, SDAR performs a lightweight paradigm conversion that transforms a well-trained autoregressive (AR) model into a blockwise diffusion model through brief, data-efficient adaptation. During inference, SDAR generates sequences autoregressively across blocks for global coherence while decoding all tokens within each block in parallel via a discrete diffusion process. Extensive experiments show that AR models remain substantially more compute-efficient than masked diffusion models, providing a strong foundation for adaptation. Building on this insight, SDAR achieves efficient AR-to-diffusion conversion with minimal cost, preserving AR-level performance while enabling parallel generation. Scaling studies across dense and Mixture-of-Experts architectures confirm that SDAR scales without compromise: larger models exhibit stronger robustness to block size and decoding thresholds, yielding greater speedups without accuracy loss. Beyond efficiency, SDAR demonstrates enhanced reasoning and domain adaptability. Our 30B MoE model surpasses its AR counterpart on challenging scientific reasoning benchmarks such as GPQA and ChemBench, and gains further improvements under test-time scaling methods like majority voting and pass@k. Together, these results establish SDAR as a practical paradigm that combines the strengths of autoregression and diffusion for scalable, high-throughput reasoning.

Missing values are common in real-world time series, and multivariate time series forecasting with missing values (MTSF-M) has become a crucial area of research for ensuring reliable predictions. To address the challenge of missing data, current approaches have developed an imputation-then-prediction framework that uses imputation modules to fill in missing values, followed by forecasting on the imputed data. However, this framework overlooks a critical issue: there is no ground truth for the missing values, making the imputation process susceptible to errors that can degrade prediction accuracy. In this paper, we conduct a systematic empirical study and reveal that imputation without direct supervision can corrupt the underlying data distribution and actively degrade prediction accuracy. To address this, we propose a paradigm shift that moves away from imputation and directly predicts from the partially observed time series. We introduce Consistency-Regularized Information Bottleneck (CRIB), a novel framework built on the Information Bottleneck principle. CRIB combines a unified-variate attention mechanism with a consistency regularization scheme to learn robust representations that filter out noise introduced by missing values while preserving essential predictive signals. Comprehensive experiments on four real-world datasets demonstrate the effectiveness of CRIB, which predicts accurately even under high missing rates. Our code is available in https://github.com/Muyiiiii/CRIB.

In this paper, we present a new approach to time series forecasting. Time series data are prevalent in many scientific and engineering disciplines. Time series forecasting is a crucial task in modeling time series data, and is an important area of machine learning. In this work we developed a novel method that employs Transformer-based machine learning models to forecast time series data. This approach works by leveraging self-attention mechanisms to learn complex patterns and dynamics from time series data. Moreover, it is a generic framework and can be applied to univariate and multivariate time series data, as well as time series embeddings. Using influenza-like illness (ILI) forecasting as a case study, we show that the forecasting results produced by our approach are favorably comparable to the state-of-the-art.

Modularization is a cornerstone of computer science, abstracting complex functions into atomic building blocks. In this paper, we introduce a new level of modularization by abstracting generative models into atomic generative modules. Analogous to fractals in mathematics, our method constructs a new type of generative model by recursively invoking atomic generative modules, resulting in self-similar fractal architectures that we call fractal generative models. As a running example, we instantiate our fractal framework using autoregressive models as the atomic generative modules and examine it on the challenging task of pixel-by-pixel image generation, demonstrating strong performance in both likelihood estimation and generation quality. We hope this work could open a new paradigm in generative modeling and provide a fertile ground for future research. Code is available at https://github.com/LTH14/fractalgen.

Language models have recently been shown capable of performing regression tasks wherein numeric predictions are represented as decoded strings. In this work, we provide theoretical grounds for this capability and furthermore investigate the utility of causal auto-regressive sequence models when they are applied to any feature representation. We find that, despite being trained in the usual way - for next-token prediction via cross-entropy loss - decoding-based regression is as performant as traditional approaches for tabular regression tasks, while being flexible enough to capture arbitrary distributions, such as in the task of density estimation.

Quantum many-body physics simulation has important impacts on understanding fundamental science and has applications to quantum materials design and quantum technology. However, due to the exponentially growing size of the Hilbert space with respect to the particle number, a direct simulation is intractable. While representing quantum states with tensor networks and neural networks are the two state-of-the-art methods for approximate simulations, each has its own limitations in terms of expressivity and inductive bias. To address these challenges, we develop a novel architecture, Autoregressive Neural TensorNet (ANTN), which bridges tensor networks and autoregressive neural networks. We show that Autoregressive Neural TensorNet parameterizes normalized wavefunctions, allows for exact sampling, generalizes the expressivity of tensor networks and autoregressive neural networks, and inherits a variety of symmetries from autoregressive neural networks. We demonstrate our approach on quantum state learning as well as finding the ground state of the challenging 2D J_1-J_2 Heisenberg model with different systems sizes and coupling parameters, outperforming both tensor networks and autoregressive neural networks. Our work opens up new opportunities for scientific simulations of quantum many-body physics and quantum technology.

Although autoregressive models have dominated language modeling in recent years, there has been a growing interest in exploring alternative paradigms to the conventional next-token prediction framework. Diffusion-based language models have emerged as a compelling alternative due to their powerful parallel generation capabilities and inherent editability. However, these models are often constrained by fixed-length generation. A promising direction is to combine the strengths of both paradigms, segmenting sequences into blocks, modeling autoregressive dependencies across blocks while leveraging discrete diffusion to estimate the conditional distribution within each block given the preceding context. Nevertheless, their practical application is often hindered by two key limitations: rigid fixed-length outputs and a lack of flexible control mechanisms. In this work, we address the critical limitations of fixed granularity and weak controllability in current large diffusion language models. We propose CtrlDiff, a dynamic and controllable semi-autoregressive framework that adaptively determines the size of each generation block based on local semantics using reinforcement learning. Furthermore, we introduce a classifier-guided control mechanism tailored to discrete diffusion, which significantly reduces computational overhead while facilitating efficient post-hoc conditioning without retraining. Extensive experiments demonstrate that CtrlDiff sets a new standard among hybrid diffusion models, narrows the performance gap to state-of-the-art autoregressive approaches, and enables effective conditional text generation across diverse tasks.

We introduce AutoGluon-TimeSeries - an open-source AutoML library for probabilistic time series forecasting. Focused on ease of use and robustness, AutoGluon-TimeSeries enables users to generate accurate point and quantile forecasts with just 3 lines of Python code. Built on the design philosophy of AutoGluon, AutoGluon-TimeSeries leverages ensembles of diverse forecasting models to deliver high accuracy within a short training time. AutoGluon-TimeSeries combines both conventional statistical models, machine-learning based forecasting approaches, and ensembling techniques. In our evaluation on 29 benchmark datasets, AutoGluon-TimeSeries demonstrates strong empirical performance, outperforming a range of forecasting methods in terms of both point and quantile forecast accuracy, and often even improving upon the best-in-hindsight combination of prior methods.

Attention-based models such as Transformers and recurrent models like state space models (SSMs) have emerged as successful methods for autoregressive sequence modeling. Although both enable parallel training, none enable parallel generation due to their autoregressiveness. We propose the variational SSM (VSSM), a variational autoencoder (VAE) where both the encoder and decoder are SSMs. Since sampling the latent variables and decoding them with the SSM can be parallelized, both training and generation can be conducted in parallel. Moreover, the decoder recurrence allows generation to be resumed without reprocessing the whole sequence. Finally, we propose the autoregressive VSSM that can be conditioned on a partial realization of the sequence, as is common in language generation tasks. Interestingly, the autoregressive VSSM still enables parallel generation. We highlight on toy problems (MNIST, CIFAR) the empirical gains in speed-up and show that it competes with traditional models in terms of generation quality (Transformer, Mamba SSM).

Among adversarial attacks against sequential recommender systems, model extraction attacks represent a method to attack sequential recommendation models without prior knowledge. Existing research has primarily concentrated on the adversary's execution of black-box attacks through data-free model extraction. However, a significant gap remains in the literature concerning the development of surrogate models by adversaries with access to few-shot raw data (10\% even less). That is, the challenge of how to construct a surrogate model with high functional similarity within the context of few-shot data scenarios remains an issue that requires resolution.This study addresses this gap by introducing a novel few-shot model extraction framework against sequential recommenders, which is designed to construct a superior surrogate model with the utilization of few-shot data. The proposed few-shot model extraction framework is comprised of two components: an autoregressive augmentation generation strategy and a bidirectional repair loss-facilitated model distillation procedure. Specifically, to generate synthetic data that closely approximate the distribution of raw data, autoregressive augmentation generation strategy integrates a probabilistic interaction sampler to extract inherent dependencies and a synthesis determinant signal module to characterize user behavioral patterns. Subsequently, bidirectional repair loss, which target the discrepancies between the recommendation lists, is designed as auxiliary loss to rectify erroneous predictions from surrogate models, transferring knowledge from the victim model to the surrogate model effectively. Experiments on three datasets show that the proposed few-shot model extraction framework yields superior surrogate models.

To the naked eye, stock prices are considered chaotic, dynamic, and unpredictable. Indeed, it is one of the most difficult forecasting tasks that hundreds of millions of retail traders and professional traders around the world try to do every second even before the market opens. With recent advances in the development of machine learning and the amount of data the market generated over years, applying machine learning techniques such as deep learning neural networks is unavoidable. In this work, we modeled the task as a multivariate forecasting problem, instead of a naive autoregression problem. The multivariate analysis is done using the attention mechanism via applying a mutated version of the Transformer, "Stockformer", which we created.

State-space models (SSMs) offer a powerful framework for dynamical system analysis, wherein the temporal dynamics of the system are assumed to be captured through the evolution of the latent states, which govern the values of the observations. This paper provides a selective review of recent advancements in deep neural network-based approaches for SSMs, and presents a unified perspective for discrete time deep state space models and continuous time ones such as latent neural Ordinary Differential and Stochastic Differential Equations. It starts with an overview of the classical maximum likelihood based approach for learning SSMs, reviews variational autoencoder as a general learning pipeline for neural network-based approaches in the presence of latent variables, and discusses in detail representative deep learning models that fall under the SSM framework. Very recent developments, where SSMs are used as standalone architectural modules for improving efficiency in sequence modeling, are also examined. Finally, examples involving mixed frequency and irregularly-spaced time series data are presented to demonstrate the advantage of SSMs in these settings.

The paper studies the linear model for Bitcoin price which includes regression features based on Bitcoin currency statistics, mining processes, Google search trends, Wikipedia pages visits. The pattern of deviation of regression model prediction from real prices is simpler comparing to price time series. It is assumed that this pattern can be predicted by an experienced expert. In such a way, using the combination of the regression model and expert correction, one can receive better results than with either regression model or expert opinion only. It is shown that Bayesian approach makes it possible to utilize the probabilistic approach using distributions with fat tails and take into account the outliers in Bitcoin price time series.

Recently, deep learning has driven significant advancements in multivariate time series forecasting (MTSF) tasks. However, much of the current research in MTSF tends to evaluate models from a holistic perspective, which obscures the individual contributions and leaves critical issues unaddressed. Adhering to the current modeling paradigms, this work bridges these gaps by systematically decomposing deep MTSF methods into their core, fine-grained components like series-patching tokenization, channel-independent strategy, attention modules, or even Large Language Models and Time-series Foundation Models. Through extensive experiments and component-level analysis, our work offers more profound insights than previous benchmarks that typically discuss models as a whole. Furthermore, we propose a novel automated solution called TSGym for MTSF tasks. Unlike traditional hyperparameter tuning, neural architecture searching or fixed model selection, TSGym performs fine-grained component selection and automated model construction, which enables the creation of more effective solutions tailored to diverse time series data, therefore enhancing model transferability across different data sources and robustness against distribution shifts. Extensive experiments indicate that TSGym significantly outperforms existing state-of-the-art MTSF and AutoML methods. All code is publicly available on https://github.com/SUFE-AILAB/TSGym.

We incorporate discrete and continuous time Markov processes as building blocks into probabilistic graphical models with latent and observed variables. We introduce the automatic Backward Filtering Forward Guiding (BFFG) paradigm (Mider et al., 2021) for programmable inference on latent states and model parameters. Our starting point is a generative model, a forward description of the probabilistic process dynamics. We backpropagate the information provided by observations through the model to transform the generative (forward) model into a pre-conditional model guided by the data. It approximates the actual conditional model with known likelihood-ratio between the two. The backward filter and the forward change of measure are suitable to be incorporated into a probabilistic programming context because they can be formulated as a set of transformation rules. The guided generative model can be incorporated in different approaches to efficiently sample latent states and parameters conditional on observations. We show applicability in a variety of settings, including Markov chains with discrete state space, interacting particle systems, state space models, branching diffusions and Gamma processes.

There has been a recent surge of interest in time series modeling using the Transformer architecture. However, forecasting multivariate time series with Transformer presents a unique challenge as it requires modeling both temporal (cross-time) and variate (cross-variate) dependencies. While Transformer-based models have gained popularity for their flexibility in capturing both sequential and cross-variate relationships, it is unclear how to best integrate these two sources of information in the context of the Transformer architecture while optimizing for both performance and efficiency. We re-purpose the Transformer architecture to effectively model both cross-time and cross-variate dependencies. Our approach begins by embedding each variate independently into a variate-wise representation that captures its cross-time dynamics, and then models cross-variate dependencies through attention mechanisms on these learned embeddings. Gating operations in both cross-time and cross-variate modeling phases regulate information flow, allowing the model to focus on the most relevant features for accurate predictions. Our method achieves state-of-the-art performance across 13 real-world datasets and can be seamlessly integrated into other Transformer-based and LLM-based forecasters, delivering performance improvements up to 20.7\% over original models. Code is available at this repository: https://github.com/nyuolab/Gateformer.

We revisit the structure learning problem for dynamic Bayesian networks and propose a method that simultaneously estimates contemporaneous (intra-slice) and time-lagged (inter-slice) relationships between variables in a time-series. Our approach is score-based, and revolves around minimizing a penalized loss subject to an acyclicity constraint. To solve this problem, we leverage a recent algebraic result characterizing the acyclicity constraint as a smooth equality constraint. The resulting algorithm, which we call DYNOTEARS, outperforms other methods on simulated data, especially in high-dimensions as the number of variables increases. We also apply this algorithm on real datasets from two different domains, finance and molecular biology, and analyze the resulting output. Compared to state-of-the-art methods for learning dynamic Bayesian networks, our method is both scalable and accurate on real data. The simple formulation and competitive performance of our method make it suitable for a variety of problems where one seeks to learn connections between variables across time.

Discovering the underlying relationships among variables from temporal observations has been a longstanding challenge in numerous scientific disciplines, including biology, finance, and climate science. The dynamics of such systems are often best described using continuous-time stochastic processes. Unfortunately, most existing structure learning approaches assume that the underlying process evolves in discrete-time and/or observations occur at regular time intervals. These mismatched assumptions can often lead to incorrect learned structures and models. In this work, we introduce a novel structure learning method, SCOTCH, which combines neural stochastic differential equations (SDE) with variational inference to infer a posterior distribution over possible structures. This continuous-time approach can naturally handle both learning from and predicting observations at arbitrary time points. Theoretically, we establish sufficient conditions for an SDE and SCOTCH to be structurally identifiable, and prove its consistency under infinite data limits. Empirically, we demonstrate that our approach leads to improved structure learning performance on both synthetic and real-world datasets compared to relevant baselines under regular and irregular sampling intervals.

We introduce a novel machine learning model for credit risk by combining tree-boosting with a latent spatio-temporal Gaussian process model accounting for frailty correlation. This allows for modeling non-linearities and interactions among predictor variables in a flexible data-driven manner and for accounting for spatio-temporal variation that is not explained by observable predictor variables. We also show how estimation and prediction can be done in a computationally efficient manner. In an application to a large U.S. mortgage credit risk data set, we find that both predictive default probabilities for individual loans and predictive loan portfolio loss distributions obtained with our novel approach are more accurate compared to conventional independent linear hazard models and also linear spatio-temporal models. Using interpretability tools for machine learning models, we find that the likely reasons for this outperformance are strong interaction and non-linear effects in the predictor variables and the presence of large spatio-temporal frailty effects.

We introduce a theoretical framework for sampling from unnormalized densities based on a smoothing scheme that uses an isotropic Gaussian kernel with a single fixed noise scale. We prove one can decompose sampling from a density (minimal assumptions made on the density) into a sequence of sampling from log-concave conditional densities via accumulation of noisy measurements with equal noise levels. Our construction is unique in that it keeps track of a history of samples, making it non-Markovian as a whole, but it is lightweight algorithmically as the history only shows up in the form of a running empirical mean of samples. Our sampling algorithm generalizes walk-jump sampling (Saremi & Hyv\"arinen, 2019). The "walk" phase becomes a (non-Markovian) chain of (log-concave) Markov chains. The "jump" from the accumulated measurements is obtained by empirical Bayes. We study our sampling algorithm quantitatively using the 2-Wasserstein metric and compare it with various Langevin MCMC algorithms. We also report a remarkable capacity of our algorithm to "tunnel" between modes of a distribution.

Recently, diffusion models have emerged as a new paradigm for generative models. Despite the success in domains using continuous signals such as vision and audio, adapting diffusion models to natural language is under-explored due to the discrete nature of texts, especially for conditional generation. We tackle this challenge by proposing DiffuSeq: a diffusion model designed for sequence-to-sequence (Seq2Seq) text generation tasks. Upon extensive evaluation over a wide range of Seq2Seq tasks, we find DiffuSeq achieving comparable or even better performance than six established baselines, including a state-of-the-art model that is based on pre-trained language models. Apart from quality, an intriguing property of DiffuSeq is its high diversity during generation, which is desired in many Seq2Seq tasks. We further include a theoretical analysis revealing the connection between DiffuSeq and autoregressive/non-autoregressive models. Bringing together theoretical analysis and empirical evidence, we demonstrate the great potential of diffusion models in complex conditional language generation tasks. Code is available at https://github.com/Shark-NLP/DiffuSeq

This paper presents OLinear, a linear-based multivariate time series forecasting model that operates in an orthogonally transformed domain. Recent forecasting models typically adopt the temporal forecast (TF) paradigm, which directly encode and decode time series in the time domain. However, the entangled step-wise dependencies in series data can hinder the performance of TF. To address this, some forecasters conduct encoding and decoding in the transformed domain using fixed, dataset-independent bases (e.g., sine and cosine signals in the Fourier transform). In contrast, we utilize OrthoTrans, a data-adaptive transformation based on an orthogonal matrix that diagonalizes the series' temporal Pearson correlation matrix. This approach enables more effective encoding and decoding in the decorrelated feature domain and can serve as a plug-in module to enhance existing forecasters. To enhance the representation learning for multivariate time series, we introduce a customized linear layer, NormLin, which employs a normalized weight matrix to capture multivariate dependencies. Empirically, the NormLin module shows a surprising performance advantage over multi-head self-attention, while requiring nearly half the FLOPs. Extensive experiments on 24 benchmarks and 140 forecasting tasks demonstrate that OLinear consistently achieves state-of-the-art performance with high efficiency. Notably, as a plug-in replacement for self-attention, the NormLin module consistently enhances Transformer-based forecasters. The code and datasets are available at https://anonymous.4open.science/r/OLinear

In recent years, microservices have gained widespread adoption in IT operations due to their scalability, maintenance, and flexibility. However, it becomes challenging for site reliability engineers (SREs) to pinpoint the root cause due to the complex relationships in microservices when facing system malfunctions. Previous research employed structured learning methods (e.g., PC-algorithm) to establish causal relationships and derive root causes from causal graphs. Nevertheless, they ignored the temporal order of time series data and failed to leverage the rich information inherent in the temporal relationships. For instance, in cases where there is a sudden spike in CPU utilization, it can lead to an increase in latency for other microservices. However, in this scenario, the anomaly in CPU utilization occurs before the latency increase, rather than simultaneously. As a result, the PC-algorithm fails to capture such characteristics. To address these challenges, we propose RUN, a novel approach for root cause analysis using neural Granger causal discovery with contrastive learning. RUN enhances the backbone encoder by integrating contextual information from time series, and leverages a time series forecasting model to conduct neural Granger causal discovery. In addition, RUN incorporates Pagerank with a personalization vector to efficiently recommend the top-k root causes. Extensive experiments conducted on the synthetic and real-world microservice-based datasets demonstrate that RUN noticeably outperforms the state-of-the-art root cause analysis methods. Moreover, we provide an analysis scenario for the sock-shop case to showcase the practicality and efficacy of RUN in microservice-based applications. Our code is publicly available at https://github.com/zmlin1998/RUN.

Introduction: The paper addresses the challenging problem of predicting the short-term realized volatility of the Bitcoin price using order flow information. The inherent stochastic nature and anti-persistence of price pose difficulties in accurate prediction. Methods: To address this, we propose a method that transforms order flow data over a fixed time interval (snapshots) into images. The order flow includes trade sizes, trade directions, and limit order book, and is mapped into image colour channels. These images are then used to train both a simple 3-layer Convolutional Neural Network (CNN) and more advanced ResNet-18 and ConvMixer, with additionally supplementing them with hand-crafted features. The models are evaluated against classical GARCH, Multilayer Perceptron trained on raw data, and a naive guess method that considers current volatility as a prediction. Results: The experiments are conducted using price data from January 2021 and evaluate model performance in terms of root mean square error (RMSPE). The results show that our order flow representation with a CNN as a predictive model achieves the best performance, with an RMSPE of 0.85+/-1.1 for the model with aggregated features and 1.0+/-1.4 for the model without feature supplementation. ConvMixer with feature supplementation follows closely. In comparison, the RMSPE for the naive guess method was 1.4+/-3.0.

Learning causal graphs from multivariate time series is a ubiquitous challenge in all application domains dealing with time-dependent systems, such as in Earth sciences, biology, or engineering, to name a few. Recent developments for this causal discovery learning task have shown considerable skill, notably the specific time-series adaptations of the popular conditional independence-based learning framework. However, uncertainty estimation is challenging for conditional independence-based methods. Here, we introduce a novel bootstrap approach designed for time series causal discovery that preserves the temporal dependencies and lag structure. It can be combined with a range of time series causal discovery methods and provides a measure of confidence for the links of the time series graphs. Furthermore, next to confidence estimation, an aggregation, also called bagging, of the bootstrapped graphs by majority voting results in bagged causal discovery methods. In this work, we combine this approach with the state-of-the-art conditional-independence-based algorithm PCMCI+. With extensive numerical experiments we empirically demonstrate that, in addition to providing confidence measures for links, Bagged-PCMCI+ improves in precision and recall as compared to its base algorithm PCMCI+, at the cost of higher computational demands. These statistical performance improvements are especially pronounced in the more challenging settings (short time sample size, large number of variables, high autocorrelation). Our bootstrap approach can also be combined with other time series causal discovery algorithms and can be of considerable use in many real-world applications.

Real-world data can be multimodal distributed, e.g., data describing the opinion divergence in a community, the interspike interval distribution of neurons, and the oscillators natural frequencies. Generating multimodal distributed real-world data has become a challenge to existing generative adversarial networks (GANs). For example, neural stochastic differential equations (Neural SDEs), treated as infinite-dimensional GANs, have demonstrated successful performance mainly in generating unimodal time series data. In this paper, we propose a novel time series generator, named directed chain GANs (DC-GANs), which inserts a time series dataset (called a neighborhood process of the directed chain or input) into the drift and diffusion coefficients of the directed chain SDEs with distributional constraints. DC-GANs can generate new time series of the same distribution as the neighborhood process, and the neighborhood process will provide the key step in learning and generating multimodal distributed time series. The proposed DC-GANs are examined on four datasets, including two stochastic models from social sciences and computational neuroscience, and two real-world datasets on stock prices and energy consumption. To our best knowledge, DC-GANs are the first work that can generate multimodal time series data and consistently outperforms state-of-the-art benchmarks with respect to measures of distribution, data similarity, and predictive ability.

Multivariate time series is prevalent in many scientific and industrial domains. Modeling multivariate signals is challenging due to their long-range temporal dependencies and intricate interactions--both direct and indirect. To confront these complexities, we introduce a method of representing multivariate signals as nodes in a graph with edges indicating interdependency between them. Specifically, we leverage graph neural networks (GNN) and attention mechanisms to efficiently learn the underlying relationships within the time series data. Moreover, we suggest employing hierarchical signal decompositions running over the graphs to capture multiple spatial dependencies. The effectiveness of our proposed model is evaluated across various real-world benchmark datasets designed for long-term forecasting tasks. The results consistently showcase the superiority of our model, achieving an average 23\% reduction in mean squared error (MSE) compared to existing models.

Generating novel molecules with higher properties than the training space, namely the out-of-distribution generation, is important for {de~novo} drug design. However, it is not easy for distribution learning-based models, for example diffusion models, to solve this challenge as these methods are designed to fit the distribution of training data as close as possible. In this paper, we show that Bayesian flow network is capable of effortlessly generating high quality out-of-distribution samples that meet several scenarios. We introduce a semi-autoregressive training/sampling method that helps to enhance the model performance and surpass the state-of-the-art models.

We propose PROSE-FD, a zero-shot multimodal PDE foundational model for simultaneous prediction of heterogeneous two-dimensional physical systems related to distinct fluid dynamics settings. These systems include shallow water equations and the Navier-Stokes equations with incompressible and compressible flow, regular and complex geometries, and different buoyancy settings. This work presents a new transformer-based multi-operator learning approach that fuses symbolic information to perform operator-based data prediction, i.e. non-autoregressive. By incorporating multiple modalities in the inputs, the PDE foundation model builds in a pathway for including mathematical descriptions of the physical behavior. We pre-train our foundation model on 6 parametric families of equations collected from 13 datasets, including over 60K trajectories. Our model outperforms popular operator learning, computer vision, and multi-physics models, in benchmark forward prediction tasks. We test our architecture choices with ablation studies.

Prediction of future movement of stock prices has always been a challenging task for the researchers. While the advocates of the efficient market hypothesis (EMH) believe that it is impossible to design any predictive framework that can accurately predict the movement of stock prices, there are seminal work in the literature that have clearly demonstrated that the seemingly random movement patterns in the time series of a stock price can be predicted with a high level of accuracy. Design of such predictive models requires choice of appropriate variables, right transformation methods of the variables, and tuning of the parameters of the models. In this work, we present a very robust and accurate framework of stock price prediction that consists of an agglomeration of statistical, machine learning and deep learning models. We use the daily stock price data, collected at five minutes interval of time, of a very well known company that is listed in the National Stock Exchange (NSE) of India. The granular data is aggregated into three slots in a day, and the aggregated data is used for building and training the forecasting models. We contend that the agglomerative approach of model building that uses a combination of statistical, machine learning, and deep learning approaches, can very effectively learn from the volatile and random movement patterns in a stock price data. We build eight classification and eight regression models based on statistical and machine learning approaches. In addition to these models, a deep learning regression model using a long-and-short-term memory (LSTM) network is also built. Extensive results have been presented on the performance of these models, and the results are critically analyzed.

Time series are the primary data type used to record dynamic system measurements and generated in great volume by both physical sensors and online processes (virtual sensors). Time series analytics is therefore crucial to unlocking the wealth of information implicit in available data. With the recent advancements in graph neural networks (GNNs), there has been a surge in GNN-based approaches for time series analysis. These approaches can explicitly model inter-temporal and inter-variable relationships, which traditional and other deep neural network-based methods struggle to do. In this survey, we provide a comprehensive review of graph neural networks for time series analysis (GNN4TS), encompassing four fundamental dimensions: forecasting, classification, anomaly detection, and imputation. Our aim is to guide designers and practitioners to understand, build applications, and advance research of GNN4TS. At first, we provide a comprehensive task-oriented taxonomy of GNN4TS. Then, we present and discuss representative research works and introduce mainstream applications of GNN4TS. A comprehensive discussion of potential future research directions completes the survey. This survey, for the first time, brings together a vast array of knowledge on GNN-based time series research, highlighting foundations, practical applications, and opportunities of graph neural networks for time series analysis.

Analysis and prediction of stock market time series data has attracted considerable interest from the research community over the last decade. Rapid development and evolution of sophisticated algorithms for statistical analysis of time series data, and availability of high-performance hardware has made it possible to process and analyze high volume stock market time series data effectively, in real-time. Among many other important characteristics and behavior of such data, forecasting is an area which has witnessed considerable focus. In this work, we have used time series of the index values of the Auto sector in India during January 2010 to December 2015 for a deeper understanding of the behavior of its three constituent components, e.g., the trend, the seasonal component, and the random component. Based on this structural analysis, we have also designed five approaches for forecasting and also computed their accuracy in prediction using suitably chosen training and test data sets. Extensive results are presented to demonstrate the effectiveness of our proposed decomposition approaches of time series and the efficiency of our forecasting techniques, even in presence of a random component and a sharply changing trend component in the time-series.

With the advance of diffusion models, today's video generation has achieved impressive quality. To extend the generation length and facilitate real-world applications, a majority of video diffusion models (VDMs) generate videos in an autoregressive manner, i.e., generating subsequent clips conditioned on the last frame(s) of the previous clip. However, existing autoregressive VDMs are highly inefficient and redundant: The model must re-compute all the conditional frames that are overlapped between adjacent clips. This issue is exacerbated when the conditional frames are extended autoregressively to provide the model with long-term context. In such cases, the computational demands increase significantly (i.e., with a quadratic complexity w.r.t. the autoregression step). In this paper, we propose Ca2-VDM, an efficient autoregressive VDM with Causal generation and Cache sharing. For causal generation, it introduces unidirectional feature computation, which ensures that the cache of conditional frames can be precomputed in previous autoregression steps and reused in every subsequent step, eliminating redundant computations. For cache sharing, it shares the cache across all denoising steps to avoid the huge cache storage cost. Extensive experiments demonstrated that our Ca2-VDM achieves state-of-the-art quantitative and qualitative video generation results and significantly improves the generation speed. Code is available at https://github.com/Dawn-LX/CausalCache-VDM

Transformer-based foundation models have emerged as a dominant paradigm in time series analysis, offering unprecedented capabilities in tasks such as forecasting, anomaly detection, classification, trend analysis and many more time series analytical tasks. This survey provides a comprehensive overview of the current state of the art pre-trained foundation models, introducing a novel taxonomy to categorize them across several dimensions. Specifically, we classify models by their architecture design, distinguishing between those leveraging patch-based representations and those operating directly on raw sequences. The taxonomy further includes whether the models provide probabilistic or deterministic predictions, and whether they are designed to work with univariate time series or can handle multivariate time series out of the box. Additionally, the taxonomy encompasses model scale and complexity, highlighting differences between lightweight architectures and large-scale foundation models. A unique aspect of this survey is its categorization by the type of objective function employed during training phase. By synthesizing these perspectives, this survey serves as a resource for researchers and practitioners, providing insights into current trends and identifying promising directions for future research in transformer-based time series modeling.

Long-context autoregressive modeling has significantly advanced language generation, but video generation still struggles to fully utilize extended temporal contexts. To investigate long-context video modeling, we introduce Frame AutoRegressive (FAR), a strong baseline for video autoregressive modeling. Just as language models learn causal dependencies between tokens (i.e., Token AR), FAR models temporal causal dependencies between continuous frames, achieving better convergence than Token AR and video diffusion transformers. Building on FAR, we observe that long-context vision modeling faces challenges due to visual redundancy. Existing RoPE lacks effective temporal decay for remote context and fails to extrapolate well to long video sequences. Additionally, training on long videos is computationally expensive, as vision tokens grow much faster than language tokens. To tackle these issues, we propose balancing locality and long-range dependency. We introduce FlexRoPE, an test-time technique that adds flexible temporal decay to RoPE, enabling extrapolation to 16x longer vision contexts. Furthermore, we propose long short-term context modeling, where a high-resolution short-term context window ensures fine-grained temporal consistency, while an unlimited long-term context window encodes long-range information using fewer tokens. With this approach, we can train on long video sequences with a manageable token context length. We demonstrate that FAR achieves state-of-the-art performance in both short- and long-video generation, providing a simple yet effective baseline for video autoregressive modeling.

Counterfactual medical image generation enables clinicians to explore clinical hypotheses, such as predicting disease progression, facilitating their decision-making. While existing methods can generate visually plausible images from disease progression prompts, they produce silent predictions that lack interpretation to verify how the generation reflects the hypothesized progression -- a critical gap for medical applications that require traceable reasoning. In this paper, we propose Interpretable Counterfactual Generation (ICG), a novel task requiring the joint generation of counterfactual images that reflect the clinical hypothesis and interpretation texts that outline the visual changes induced by the hypothesis. To enable ICG, we present ICG-CXR, the first dataset pairing longitudinal medical images with hypothetical progression prompts and textual interpretations. We further introduce ProgEmu, an autoregressive model that unifies the generation of counterfactual images and textual interpretations. We demonstrate the superiority of ProgEmu in generating progression-aligned counterfactuals and interpretations, showing significant potential in enhancing clinical decision support and medical education. Project page: https://progemu.github.io.

Time series forecasting has attracted significant attention in recent decades. Previous studies have demonstrated that the Channel-Independent (CI) strategy improves forecasting performance by treating different channels individually, while it leads to poor generalization on unseen instances and ignores potentially necessary interactions between channels. Conversely, the Channel-Dependent (CD) strategy mixes all channels with even irrelevant and indiscriminate information, which, however, results in oversmoothing issues and limits forecasting accuracy. There is a lack of channel strategy that effectively balances individual channel treatment for improved forecasting performance without overlooking essential interactions between channels. Motivated by our observation of a correlation between the time series model's performance boost against channel mixing and the intrinsic similarity on a pair of channels, we developed a novel and adaptable Channel Clustering Module (CCM). CCM dynamically groups channels characterized by intrinsic similarities and leverages cluster information instead of individual channel identities, combining the best of CD and CI worlds. Extensive experiments on real-world datasets demonstrate that CCM can (1) boost the performance of CI and CD models by an average margin of 2.4% and 7.2% on long-term and short-term forecasting, respectively; (2) enable zero-shot forecasting with mainstream time series forecasting models; (3) uncover intrinsic time series patterns among channels and improve interpretability of complex time series models.

A normalizing flow models a complex probability density as an invertible transformation of a simple base density. Flows based on either coupling or autoregressive transforms both offer exact density evaluation and sampling, but rely on the parameterization of an easily invertible elementwise transformation, whose choice determines the flexibility of these models. Building upon recent work, we propose a fully-differentiable module based on monotonic rational-quadratic splines, which enhances the flexibility of both coupling and autoregressive transforms while retaining analytic invertibility. We demonstrate that neural spline flows improve density estimation, variational inference, and generative modeling of images.

In this study, we propose Feature-aligned N-BEATS as a domain generalization model for univariate time series forecasting problems. The proposed model is an extension of the doubly residual stacking architecture of N-BEATS (Oreshkin et al. [34]) into a representation learning framework. The model is a new structure that involves marginal feature probability measures (i.e., pushforward measures of multiple source domains) induced by the intricate composition of residual operators of N-BEATS in each stack and aligns them stack-wise via an entropic regularized Wasserstein distance referred to as the Sinkhorn divergence (Genevay et al. [14]). The loss function consists of a typical forecasting loss for multiple source domains and an alignment loss calculated with the Sinkhorn divergence, which allows the model to learn invariant features stack-wise across multiple source data sequences while retaining N-BEATS's interpretable design. We conduct a comprehensive experimental evaluation of the proposed approach and the results demonstrate the model's forecasting and generalization capabilities in comparison with methods based on the original N-BEATS.

Volatility clustering is an important characteristic that has a significant effect on the behavior of stock markets. However, designing robust models for accurate prediction of future volatilities of stock prices is a very challenging research problem. We present several volatility models based on generalized autoregressive conditional heteroscedasticity (GARCH) framework for modeling the volatility of ten stocks listed in the national stock exchange (NSE) of India. The stocks are selected from the auto sector and the banking sector of the Indian economy, and they have a significant impact on the sectoral index of their respective sectors in the NSE. The historical stock price records from Jan 1, 2010, to Apr 30, 2021, are scraped from the Yahoo Finance website using the DataReader API of the Pandas module in the Python programming language. The GARCH modules are built and fine-tuned on the training data and then tested on the out-of-sample data to evaluate the performance of the models. The analysis of the results shows that asymmetric GARCH models yield more accurate forecasts on the future volatility of stocks.

In this work we propose for the first time a transformer-based framework for unsupervised representation learning of multivariate time series. Pre-trained models can be potentially used for downstream tasks such as regression and classification, forecasting and missing value imputation. By evaluating our models on several benchmark datasets for multivariate time series regression and classification, we show that not only does our modeling approach represent the most successful method employing unsupervised learning of multivariate time series presented to date, but also that it exceeds the current state-of-the-art performance of supervised methods; it does so even when the number of training samples is very limited, while offering computational efficiency. Finally, we demonstrate that unsupervised pre-training of our transformer models offers a substantial performance benefit over fully supervised learning, even without leveraging additional unlabeled data, i.e., by reusing the same data samples through the unsupervised objective.

Self-supervised learning (SSL) has recently achieved impressive performance on various time series tasks. The most prominent advantage of SSL is that it reduces the dependence on labeled data. Based on the pre-training and fine-tuning strategy, even a small amount of labeled data can achieve high performance. Compared with many published self-supervised surveys on computer vision and natural language processing, a comprehensive survey for time series SSL is still missing. To fill this gap, we review current state-of-the-art SSL methods for time series data in this article. To this end, we first comprehensively review existing surveys related to SSL and time series, and then provide a new taxonomy of existing time series SSL methods by summarizing them from three perspectives: generative-based, contrastive-based, and adversarial-based. These methods are further divided into ten subcategories with detailed reviews and discussions about their key intuitions, main frameworks, advantages and disadvantages. To facilitate the experiments and validation of time series SSL methods, we also summarize datasets commonly used in time series forecasting, classification, anomaly detection, and clustering tasks. Finally, we present the future directions of SSL for time series analysis.

Volatility clustering is a crucial property that has a substantial impact on stock market patterns. Nonetheless, developing robust models for accurately predicting future stock price volatility is a difficult research topic. For predicting the volatility of three equities listed on India's national stock market (NSE), we propose multiple volatility models depending on the generalized autoregressive conditional heteroscedasticity (GARCH), Glosten-Jagannathan-GARCH (GJR-GARCH), Exponential general autoregressive conditional heteroskedastic (EGARCH), and LSTM framework. Sector-wise stocks have been chosen in our study. The sectors which have been considered are banking, information technology (IT), and pharma. yahoo finance has been used to obtain stock price data from Jan 2017 to Dec 2021. Among the pulled-out records, the data from Jan 2017 to Dec 2020 have been taken for training, and data from 2021 have been chosen for testing our models. The performance of predicting the volatility of stocks of three sectors has been evaluated by implementing three different types of GARCH models as well as by the LSTM model are compared. It has been observed the LSTM performed better in predicting volatility in pharma over banking and IT sectors. In tandem, it was also observed that E-GARCH performed better in the case of the banking sector and for IT and pharma, GJR-GARCH performed better.

Recent advancements in deep learning models for time series forecasting have been significant. These models often leverage fundamental time series properties such as seasonality and non-stationarity, which may suggest an intrinsic link between model performance and data properties. However, existing benchmark datasets fail to offer diverse and well-defined temporal patterns, restricting the systematic evaluation of such connections. Additionally, there is no effective model recommendation approach, leading to high time and cost expenditures when testing different architectures across different downstream applications. For those reasons, we propose ARIES, a framework for assessing relation between time series properties and modeling strategies, and for recommending deep forcasting models for realistic time series. First, we construct a synthetic dataset with multiple distinct patterns, and design a comprehensive system to compute the properties of time series. Next, we conduct an extensive benchmarking of over 50 forecasting models, and establish the relationship between time series properties and modeling strategies. Our experimental results reveal a clear correlation. Based on these findings, we propose the first deep forecasting model recommender, capable of providing interpretable suggestions for real-world time series. In summary, ARIES is the first study to establish the relations between the properties of time series data and modeling strategies, while also implementing a model recommendation system. The code is available at: https://github.com/blisky-li/ARIES.

Deep learning has contributed remarkably to the advancement of time series analysis. Still, deep models can encounter performance bottlenecks in real-world small-sample scenarios, which can be concealed due to the performance saturation with small models on current benchmarks. Meanwhile, large models have demonstrated great powers in these scenarios through large-scale pre-training. Continuous progresses have been achieved as the emergence of large language models, exhibiting unprecedented ability in few-shot generalization, scalability, and task generality, which is however absent in time series models. To change the current practices of training small models on specific datasets from scratch, this paper aims at an early development of large time series models (LTSM). During pre-training, we curate large-scale datasets with up to 1 billion time points, unify heterogeneous time series into single-series sequence (S3) format, and develop the GPT-style architecture toward LTSMs. To meet diverse application needs, we convert forecasting, imputation, and anomaly detection of time series into a unified generative task. The outcome of this study is a Time Series Transformer (Timer), that is pre-trained by autoregressive next token prediction on large multi-domain datasets, and is fine-tuned to downstream scenarios with promising abilities as an LTSM.

Pre-trained foundation models (FMs) have shown exceptional performance in univariate time series forecasting tasks. However, several practical challenges persist, including managing intricate dependencies among features and quantifying uncertainty in predictions. This study aims to tackle these critical limitations by introducing adapters; feature-space transformations that facilitate the effective use of pre-trained univariate time series FMs for multivariate tasks. Adapters operate by projecting multivariate inputs into a suitable latent space and applying the FM independently to each dimension. Inspired by the literature on representation learning and partially stochastic Bayesian neural networks, we present a range of adapters and optimization/inference strategies. Experiments conducted on both synthetic and real-world datasets confirm the efficacy of adapters, demonstrating substantial enhancements in forecasting accuracy and uncertainty quantification compared to baseline methods. Our framework, AdaPTS, positions adapters as a modular, scalable, and effective solution for leveraging time series FMs in multivariate contexts, thereby promoting their wider adoption in real-world applications. We release the code at https://github.com/abenechehab/AdaPTS.

Time series analysis and forecasting of stock market prices has been a very active area of research over the last two decades. Availability of extremely fast and parallel architecture of computing and sophisticated algorithms has made it possible to extract, store, process and analyze high volume stock market time series data very efficiently. In this paper, we have used time series data of the two sectors of the Indian economy: Information Technology and Capital Goods for the period January 2009 till April 2016 and have studied the relationships of these two time series with the time series of DJIA index, NIFTY index and the US Dollar to Indian Rupee exchange rate. We establish by graphical and statistical tests that while the IT sector of India has a strong association with DJIA index and the Dollar to Rupee exchange rate, the Indian CG sector exhibits a strong association with the NIFTY index. We contend that these observations corroborate our hypotheses that the Indian IT sector is strongly coupled with the world economy whereas the CG sector of India reflects internal economic growth of India. We also present several models of regression between the time series which exhibit strong association among them. The effectiveness of these models have been demonstrated by very low values of their forecasting errors.

We address the problem of learning the dynamics of an unknown non-parametric system linking a target and a feature time series. The feature time series is measured on a sparse and irregular grid, while we have access to only a few points of the target time series. Once learned, we can use these dynamics to predict values of the target from the previous values of the feature time series. We frame this task as learning the solution map of a controlled differential equation (CDE). By leveraging the rich theory of signatures, we are able to cast this non-linear problem as a high-dimensional linear regression. We provide an oracle bound on the prediction error which exhibits explicit dependencies on the individual-specific sampling schemes. Our theoretical results are illustrated by simulations which show that our method outperforms existing algorithms for recovering the full time series while being computationally cheap. We conclude by demonstrating its potential on real-world epidemiological data.

Generative modeling of time series is a central challenge in time series analysis, particularly under data-scarce conditions. Despite recent advances in generative modeling, a comprehensive understanding of how state-of-the-art generative models perform under limited supervision remains lacking. In this work, we conduct the first large-scale study evaluating leading generative models in data-scarce settings, revealing a substantial performance gap between full-data and data-scarce regimes. To close this gap, we propose a unified diffusion-based generative framework that can synthesize high-fidelity time series across diverse domains using just a few examples. Our model is pre-trained on a large, heterogeneous collection of time series datasets, enabling it to learn generalizable temporal representations. It further incorporates architectural innovations such as dynamic convolutional layers for flexible channel adaptation and dataset token conditioning for domain-aware generation. Without requiring abundant supervision, our unified model achieves state-of-the-art performance in few-shot settings-outperforming domain-specific baselines across a wide range of subset sizes. Remarkably, it also surpasses all baselines even when tested on full datasets benchmarks, highlighting the strength of pre-training and cross-domain generalization. We hope this work encourages the community to revisit few-shot generative modeling as a key problem in time series research and pursue unified solutions that scale efficiently across domains. Code is available at https://github.com/azencot-group/ImagenFew.

Given time series data, how can we answer questions like "what will happen in the future?" and "how did we get here?" These sorts of probabilistic inference questions are challenging when observations are high-dimensional. In this paper, we show how these questions can have compact, closed form solutions in terms of learned representations. The key idea is to apply a variant of contrastive learning to time series data. Prior work already shows that the representations learned by contrastive learning encode a probability ratio. By extending prior work to show that the marginal distribution over representations is Gaussian, we can then prove that joint distribution of representations is also Gaussian. Taken together, these results show that representations learned via temporal contrastive learning follow a Gauss-Markov chain, a graphical model where inference (e.g., prediction, planning) over representations corresponds to inverting a low-dimensional matrix. In one special case, inferring intermediate representations will be equivalent to interpolating between the learned representations. We validate our theory using numerical simulations on tasks up to 46-dimensions.

Most real-world graphs exhibit a hierarchical structure, which is often overlooked by existing graph generation methods. To address this limitation, we propose a novel graph generative network that captures the hierarchical nature of graphs and successively generates the graph sub-structures in a coarse-to-fine fashion. At each level of hierarchy, this model generates communities in parallel, followed by the prediction of cross-edges between communities using separate neural networks. This modular approach enables scalable graph generation for large and complex graphs. Moreover, we model the output distribution of edges in the hierarchical graph with a multinomial distribution and derive a recursive factorization for this distribution. This enables us to generate community graphs with integer-valued edge weights in an autoregressive manner. Empirical studies demonstrate the effectiveness and scalability of our proposed generative model, achieving state-of-the-art performance in terms of graph quality across various benchmark datasets. The code is available at https://github.com/Karami-m/HiGen_main.

Time series forecasting is an important and forefront task in many real-world applications. However, most of time series forecasting techniques assume that the training data is clean without anomalies. This assumption is unrealistic since the collected time series data can be contaminated in practice. The forecasting model will be inferior if it is directly trained by time series with anomalies. Thus it is essential to develop methods to automatically learn a robust forecasting model from the contaminated data. In this paper, we first statistically define three types of anomalies, then theoretically and experimentally analyze the loss robustness and sample robustness when these anomalies exist. Based on our analyses, we propose a simple and efficient algorithm to learn a robust forecasting model. Extensive experiments show that our method is highly robust and outperforms all existing approaches. The code is available at https://github.com/haochenglouis/RobustTSF.

The Game of Life (Life), a well known algorithm within the broader class of cellular automata (CA), exhibits complex emergent dynamics, with extreme sensitivity to initial conditions. Modeling and predicting such intricate behavior without explicit knowledge of the system's underlying topology presents a significant challenge, motivating the development of algorithms that can generalize across various grid configurations and boundary conditions. We develop a decoder-only generative pretrained transformer model to solve this problem, showing that our model can simulate Life on a toroidal grid with no prior knowledge on the size of the grid, or its periodic boundary conditions (LifeGPT). LifeGPT is topology-agnostic with respect to its training data and our results show that a GPT model is capable of capturing the deterministic rules of a Turing-complete system with near-perfect accuracy, given sufficiently diverse training data. We also introduce the idea of an `autoregressive autoregressor' to recursively implement Life using LifeGPT. Our results pave the path towards true universal computation within a large language model (LLM) framework, synthesizing of mathematical analysis with natural language processing, and probing AI systems for situational awareness about the evolution of such algorithms without ever having to compute them. Similar GPTs could potentially solve inverse problems in multicellular self-assembly by extracting CA-compatible rulesets from real-world biological systems to create new predictive models, which would have significant consequences for the fields of bioinspired materials, tissue engineering, and architected materials design.

Autoregressively trained transformers have brought a profound revolution to the world, especially with their in-context learning (ICL) ability to address downstream tasks. Recently, several studies suggest that transformers learn a mesa-optimizer during autoregressive (AR) pretraining to implement ICL. Namely, the forward pass of the trained transformer is equivalent to optimizing an inner objective function in-context. However, whether the practical non-convex training dynamics will converge to the ideal mesa-optimizer is still unclear. Towards filling this gap, we investigate the non-convex dynamics of a one-layer linear causal self-attention model autoregressively trained by gradient flow, where the sequences are generated by an AR process x_{t+1} = W x_t. First, under a certain condition of data distribution, we prove that an autoregressively trained transformer learns W by implementing one step of gradient descent to minimize an ordinary least squares (OLS) problem in-context. It then applies the learned W for next-token prediction, thereby verifying the mesa-optimization hypothesis. Next, under the same data conditions, we explore the capability limitations of the obtained mesa-optimizer. We show that a stronger assumption related to the moments of data is the sufficient and necessary condition that the learned mesa-optimizer recovers the distribution. Besides, we conduct exploratory analyses beyond the first data condition and prove that generally, the trained transformer will not perform vanilla gradient descent for the OLS problem. Finally, our simulation results verify the theoretical results.

Time series clustering promises to uncover hidden structural patterns in data with applications across healthcare, finance, industrial systems, and other critical domains. However, without validated ground truth information, researchers cannot objectively assess clustering quality or determine whether poor results stem from absent structures in the data, algorithmic limitations, or inappropriate validation methods, raising the question whether clustering is "more art than science" (Guyon et al., 2009). To address these challenges, we introduce CSTS (Correlation Structures in Time Series), a synthetic benchmark for evaluating the discovery of correlation structures in multivariate time series data. CSTS provides a clean benchmark that enables researchers to isolate and identify specific causes of clustering failures by differentiating between correlation structure deterioration and limitations of clustering algorithms and validation methods. Our contributions are: (1) a comprehensive benchmark for correlation structure discovery with distinct correlation structures, systematically varied data conditions, established performance thresholds, and recommended evaluation protocols; (2) empirical validation of correlation structure preservation showing moderate distortion from downsampling and minimal effects from distribution shifts and sparsification; and (3) an extensible data generation framework enabling structure-first clustering evaluation. A case study demonstrates CSTS's practical utility by identifying an algorithm's previously undocumented sensitivity to non-normal distributions, illustrating how the benchmark enables precise diagnosis of methodological limitations. CSTS advances rigorous evaluation standards for correlation-based time series clustering.

Machine learning development critically depends on access to high-quality data. However, increasing restrictions due to privacy, proprietary interests, and ethical concerns have created significant barriers to data accessibility. Synthetic data offers a viable solution by enabling safe, broad data usage without compromising sensitive information. This paper presents the MOSTLY AI Synthetic Data Software Development Kit (SDK), an open-source toolkit designed specifically for synthesizing high-quality tabular data. The SDK integrates robust features such as differential privacy guarantees, fairness-aware data generation, and automated quality assurance into a flexible and accessible Python interface. Leveraging the TabularARGN autoregressive framework, the SDK supports diverse data types and complex multi-table and sequential datasets, delivering competitive performance with notable improvements in speed and usability. Currently deployed both as a cloud service and locally installable software, the SDK has seen rapid adoption, highlighting its practicality in addressing real-world data bottlenecks and promoting widespread data democratization.

Temperature scaling is a popular technique for tuning the sharpness of a model distribution. It is used extensively for sampling likely generations and calibrating model uncertainty, and even features as a controllable parameter to many large language models in deployment. However, autoregressive models rely on myopic temperature scaling that greedily optimizes the next token. To address this, we propose Long Horizon Temperature Scaling (LHTS), a novel approach for sampling from temperature-scaled joint distributions. LHTS is compatible with all likelihood-based models, and optimizes for the long-horizon likelihood of samples. We derive a temperature-dependent LHTS objective, and show that fine-tuning a model on a range of temperatures produces a single model capable of generation with a controllable long-horizon temperature parameter. We experiment with LHTS on image diffusion models and character/language autoregressive models, demonstrating advantages over myopic temperature scaling in likelihood and sample quality, and showing improvements in accuracy on a multiple choice analogy task by 10%.

Graph-based deep learning methods have become popular tools to process collections of correlated time series. Differently from traditional multivariate forecasting methods, neural graph-based predictors take advantage of pairwise relationships by conditioning forecasts on a (possibly dynamic) graph spanning the time series collection. The conditioning can take the form of an architectural inductive bias on the neural forecasting architecture, resulting in a family of deep learning models called spatiotemporal graph neural networks. Such relational inductive biases enable the training of global forecasting models on large time-series collections, while at the same time localizing predictions w.r.t. each element in the set (i.e., graph nodes) by accounting for local correlations among them (i.e., graph edges). Indeed, recent theoretical and practical advances in graph neural networks and deep learning for time series forecasting make the adoption of such processing frameworks appealing and timely. However, most of the studies in the literature focus on proposing variations of existing neural architectures by taking advantage of modern deep learning practices, while foundational and methodological aspects have not been subject to systematic investigation. To fill the gap, this paper aims to introduce a comprehensive methodological framework that formalizes the forecasting problem and provides design principles for graph-based predictive models and methods to assess their performance. At the same time, together with an overview of the field, we provide design guidelines, recommendations, and best practices, as well as an in-depth discussion of open challenges and future research directions.

We introduce Heptapod, an image autoregressive model that adheres to the foundational principles of language modeling. Heptapod employs causal attention, eliminates reliance on CFG, and eschews the trend of semantic tokenizers. Our key innovation is next 2D distribution prediction: a causal Transformer with reconstruction-focused visual tokenizer, learns to predict the distribution over the entire 2D spatial grid of images at each timestep. This learning objective unifies the sequential modeling of autoregressive framework with the holistic self-supervised learning of masked autoencoding, enabling the model to capture comprehensive image semantics via generative training. On the ImageNet generation benchmark, Heptapod achieves an FID of 2.70, significantly outperforming previous causal autoregressive approaches. We hope our work inspires a principled rethinking of language modeling on visual signals and beyond.

In this paper, we introduce TimeGPT, the first foundation model for time series, capable of generating accurate predictions for diverse datasets not seen during training. We evaluate our pre-trained model against established statistical, machine learning, and deep learning methods, demonstrating that TimeGPT zero-shot inference excels in performance, efficiency, and simplicity. Our study provides compelling evidence that insights from other domains of artificial intelligence can be effectively applied to time series analysis. We conclude that large-scale time series models offer an exciting opportunity to democratize access to precise predictions and reduce uncertainty by leveraging the capabilities of contemporary advancements in deep learning.

Multivariate time-series data in numerous real-world applications (e.g., healthcare and industry) are informative but challenging due to the lack of labels and high dimensionality. Recent studies in self-supervised learning have shown their potential in learning rich representations without relying on labels, yet they fall short in learning disentangled embeddings and addressing issues of inductive bias (e.g., transformation-invariance). To tackle these challenges, we propose TimeDRL, a generic multivariate time-series representation learning framework with disentangled dual-level embeddings. TimeDRL is characterized by three novel features: (i) disentangled derivation of timestamp-level and instance-level embeddings from patched time-series data using a [CLS] token strategy; (ii) utilization of timestamp-predictive and instance-contrastive tasks for disentangled representation learning, with the former optimizing timestamp-level embeddings with predictive loss, and the latter optimizing instance-level embeddings with contrastive loss; and (iii) avoidance of augmentation methods to eliminate inductive biases, such as transformation-invariance from cropping and masking. Comprehensive experiments on 6 time-series forecasting datasets and 5 time-series classification datasets have shown that TimeDRL consistently surpasses existing representation learning approaches, achieving an average improvement of forecasting by 58.02% in MSE and classification by 1.48% in accuracy. Furthermore, extensive ablation studies confirmed the relative contribution of each component in TimeDRL's architecture, and semi-supervised learning evaluations demonstrated its effectiveness in real-world scenarios, even with limited labeled data. The code is available at https://github.com/blacksnail789521/TimeDRL.

Using a large-scale Deep Learning approach applied to a high-frequency database containing billions of electronic market quotes and transactions for US equities, we uncover nonparametric evidence for the existence of a universal and stationary price formation mechanism relating the dynamics of supply and demand for a stock, as revealed through the order book, to subsequent variations in its market price. We assess the model by testing its out-of-sample predictions for the direction of price moves given the history of price and order flow, across a wide range of stocks and time periods. The universal price formation model is shown to exhibit a remarkably stable out-of-sample prediction accuracy across time, for a wide range of stocks from different sectors. Interestingly, these results also hold for stocks which are not part of the training sample, showing that the relations captured by the model are universal and not asset-specific. The universal model --- trained on data from all stocks --- outperforms, in terms of out-of-sample prediction accuracy, asset-specific linear and nonlinear models trained on time series of any given stock, showing that the universal nature of price formation weighs in favour of pooling together financial data from various stocks, rather than designing asset- or sector-specific models as commonly done. Standard data normalizations based on volatility, price level or average spread, or partitioning the training data into sectors or categories such as large/small tick stocks, do not improve training results. On the other hand, inclusion of price and order flow history over many past observations is shown to improve forecasting performance, showing evidence of path-dependence in price dynamics.

Safety-critical applications such as autonomous vehicles and social robots require fast computation and accurate probability density estimation on trajectory prediction. To address both requirements, this paper presents a new normalizing flow-based trajectory prediction model named FlowChain. FlowChain is a stack of conditional continuously-indexed flows (CIFs) that are expressive and allow analytical probability density computation. This analytical computation is faster than the generative models that need additional approximations such as kernel density estimation. Moreover, FlowChain is more accurate than the Gaussian mixture-based models due to fewer assumptions on the estimated density. FlowChain also allows a rapid update of estimated probability densities. This update is achieved by adopting the newest observed position and reusing the flow transformations and its log-det-jacobians that represent the motion trend. This update is completed in less than one millisecond because this reuse greatly omits the computational cost. Experimental results showed our FlowChain achieved state-of-the-art trajectory prediction accuracy compared to previous methods. Furthermore, our FlowChain demonstrated superiority in the accuracy and speed of density estimation. Our code is available at https://github.com/meaten/FlowChain-ICCV2023

Temporal data such as time series can be viewed as discretized measurements of the underlying function. To build a generative model for such data we have to model the stochastic process that governs it. We propose a solution by defining the denoising diffusion model in the function space which also allows us to naturally handle irregularly-sampled observations. The forward process gradually adds noise to functions, preserving their continuity, while the learned reverse process removes the noise and returns functions as new samples. To this end, we define suitable noise sources and introduce novel denoising and score-matching models. We show how our method can be used for multivariate probabilistic forecasting and imputation, and how our model can be interpreted as a neural process.

Stochastic gradient Markov Chain Monte Carlo (SGMCMC) is considered the gold standard for Bayesian inference in large-scale models, such as Bayesian neural networks. Since practitioners face speed versus accuracy tradeoffs in these models, variational inference (VI) is often the preferable option. Unfortunately, VI makes strong assumptions on both the factorization and functional form of the posterior. In this work, we propose a new non-parametric variational approximation that makes no assumptions about the approximate posterior's functional form and allows practitioners to specify the exact dependencies the algorithm should respect or break. The approach relies on a new Langevin-type algorithm that operates on a modified energy function, where parts of the latent variables are averaged over samples from earlier iterations of the Markov chain. This way, statistical dependencies can be broken in a controlled way, allowing the chain to mix faster. This scheme can be further modified in a "dropout" manner, leading to even more scalability. We test our scheme for ResNet-20 on CIFAR-10, SVHN, and FMNIST. In all cases, we find improvements in convergence speed and/or final accuracy compared to SG-MCMC and VI.

Energy markets exhibit complex causal relationships between weather patterns, generation technologies, and price formation, with regime changes occurring continuously rather than at discrete break points. Current approaches model electricity prices without explicit causal interpretation or counterfactual reasoning capabilities. We introduce Augmented Time Series Causal Models (ATSCM) for energy markets, extending counterfactual reasoning frameworks to multivariate temporal data with learned causal structure. Our approach models energy systems through interpretable factors (weather, generation mix, demand patterns), rich grid dynamics, and observable market variables. We integrate neural causal discovery to learn time-varying causal graphs without requiring ground truth DAGs. Applied to real-world electricity price data, ATSCM enables novel counterfactual queries such as "What would prices be under different renewable generation scenarios?".

Deep models have demonstrated remarkable performance in time series forecasting. However, due to the partially-observed nature of real-world applications, solely focusing on the target of interest, so-called endogenous variables, is usually insufficient to guarantee accurate forecasting. Notably, a system is often recorded into multiple variables, where the exogenous variables can provide valuable external information for endogenous variables. Thus, unlike well-established multivariate or univariate forecasting paradigms that either treat all the variables equally or ignore exogenous information, this paper focuses on a more practical setting: time series forecasting with exogenous variables. We propose a novel approach, TimeXer, to ingest external information to enhance the forecasting of endogenous variables. With deftly designed embedding layers, TimeXer empowers the canonical Transformer with the ability to reconcile endogenous and exogenous information, where patch-wise self-attention and variate-wise cross-attention are used simultaneously. Moreover, global endogenous tokens are learned to effectively bridge the causal information underlying exogenous series into endogenous temporal patches. Experimentally, TimeXer achieves consistent state-of-the-art performance on twelve real-world forecasting benchmarks and exhibits notable generality and scalability. Code is available at this repository: https://github.com/thuml/TimeXer.

The autoregressive world model exhibits robust generalization capabilities in vectorized scene understanding but encounters difficulties in deriving actions due to insufficient uncertainty modeling and self-delusion. In this paper, we explore the feasibility of deriving decisions from an autoregressive world model by addressing these challenges through the formulation of multiple probabilistic hypotheses. We propose LatentDriver, a framework models the environment's next states and the ego vehicle's possible actions as a mixture distribution, from which a deterministic control signal is then derived. By incorporating mixture modeling, the stochastic nature of decisionmaking is captured. Additionally, the self-delusion problem is mitigated by providing intermediate actions sampled from a distribution to the world model. Experimental results on the recently released close-loop benchmark Waymax demonstrate that LatentDriver surpasses state-of-the-art reinforcement learning and imitation learning methods, achieving expert-level performance. The code and models will be made available at https://github.com/Sephirex-X/LatentDriver.

In recent years, transformer-based models have gained prominence in multivariate long-term time series forecasting (LTSF), demonstrating significant advancements despite facing challenges such as high computational demands, difficulty in capturing temporal dynamics, and managing long-term dependencies. The emergence of LTSF-Linear, with its straightforward linear architecture, has notably outperformed transformer-based counterparts, prompting a reevaluation of the transformer's utility in time series forecasting. In response, this paper presents an adaptation of a recent architecture termed extended LSTM (xLSTM) for LTSF. xLSTM incorporates exponential gating and a revised memory structure with higher capacity that has good potential for LTSF. Our adopted architecture for LTSF termed as xLSTMTime surpasses current approaches. We compare xLSTMTime's performance against various state-of-the-art models across multiple real-world da-tasets, demonstrating superior forecasting capabilities. Our findings suggest that refined recurrent architectures can offer competitive alternatives to transformer-based models in LTSF tasks, po-tentially redefining the landscape of time series forecasting.

In trajectory forecasting tasks for traffic, future output trajectories can be computed by advancing the ego vehicle's state with predicted actions according to a kinematics model. By unrolling predicted trajectories via time integration and models of kinematic dynamics, predicted trajectories should not only be kinematically feasible but also relate uncertainty from one timestep to the next. While current works in probabilistic prediction do incorporate kinematic priors for mean trajectory prediction, variance is often left as a learnable parameter, despite uncertainty in one time step being inextricably tied to uncertainty in the previous time step. In this paper, we show simple and differentiable analytical approximations describing the relationship between variance at one timestep and that at the next with the kinematic bicycle model. These approximations can be easily incorporated with negligible additional overhead into any existing trajectory forecasting framework utilizing probabilistic predictions, whether it is autoregressive or one-shot prediction. In our results, we find that encoding the relationship between variance across timesteps works especially well in unoptimal settings, such as with small or noisy datasets. We observe up to a 50% performance boost in partial dataset settings and up to an 8% performance boost in large-scale learning compared to previous kinematic prediction methods on SOTA trajectory forecasting architectures out-of-the-box, with no fine-tuning. In this paper, we show four analytical formulations of probabilistic kinematic priors which can be used for any Gaussian Mixture Model (GMM)-based deep learning models, quantify the error bound on linear approximations applied during trajectory unrolling, and show results to evaluate each formulation in trajectory forecasting.

We introduce ARPG, a novel visual autoregressive model that enables randomized parallel generation, addressing the inherent limitations of conventional raster-order approaches, which hinder inference efficiency and zero-shot generalization due to their sequential, predefined token generation order. Our key insight is that effective random-order modeling necessitates explicit guidance for determining the position of the next predicted token. To this end, we propose a novel guided decoding framework that decouples positional guidance from content representation, encoding them separately as queries and key-value pairs. By directly incorporating this guidance into the causal attention mechanism, our approach enables fully random-order training and generation, eliminating the need for bidirectional attention. Consequently, ARPG readily generalizes to zero-shot tasks such as image inpainting, outpainting, and resolution expansion. Furthermore, it supports parallel inference by concurrently processing multiple queries using a shared KV cache. On the ImageNet-1K 256 benchmark, our approach attains an FID of 1.94 with only 64 sampling steps, achieving over a 20-fold increase in throughput while reducing memory consumption by over 75% compared to representative recent autoregressive models at a similar scale.

The stable periodic patterns present in time series data serve as the foundation for conducting long-horizon forecasts. In this paper, we pioneer the exploration of explicitly modeling this periodicity to enhance the performance of models in long-term time series forecasting (LTSF) tasks. Specifically, we introduce the Residual Cycle Forecasting (RCF) technique, which utilizes learnable recurrent cycles to model the inherent periodic patterns within sequences, and then performs predictions on the residual components of the modeled cycles. Combining RCF with a Linear layer or a shallow MLP forms the simple yet powerful method proposed in this paper, called CycleNet. CycleNet achieves state-of-the-art prediction accuracy in multiple domains including electricity, weather, and energy, while offering significant efficiency advantages by reducing over 90% of the required parameter quantity. Furthermore, as a novel plug-and-play technique, the RCF can also significantly improve the prediction accuracy of existing models, including PatchTST and iTransformer. The source code is available at: https://github.com/ACAT-SCUT/CycleNet.

Time series classification (TSC) on multivariate time series is a critical problem. We propose a novel multi-view approach integrating frequency-domain and time-domain features to provide complementary contexts for TSC. Our method fuses continuous wavelet transform spectral features with temporal convolutional or multilayer perceptron features. We leverage the Mamba state space model for efficient and scalable sequence modeling. We also introduce a novel tango scanning scheme to better model sequence relationships. Experiments on 10 standard benchmark datasets demonstrate our approach achieves an average 6.45% accuracy improvement over state-of-the-art TSC models.