Daily Papers

Clouds and haze often occlude optical satellite images, hindering continuous, dense monitoring of the Earth's surface. Although modern deep learning methods can implicitly learn to ignore such occlusions, explicit cloud removal as pre-processing enables manual interpretation and allows training models when only few annotations are available. Cloud removal is challenging due to the wide range of occlusion scenarios -- from scenes partially visible through haze, to completely opaque cloud coverage. Furthermore, integrating reconstructed images in downstream applications would greatly benefit from trustworthy quality assessment. In this paper, we introduce UnCRtainTS, a method for multi-temporal cloud removal combining a novel attention-based architecture, and a formulation for multivariate uncertainty prediction. These two components combined set a new state-of-the-art performance in terms of image reconstruction on two public cloud removal datasets. Additionally, we show how the well-calibrated predicted uncertainties enable a precise control of the reconstruction quality.

Multivariate time series data for real-world applications typically contain a significant amount of missing values. The dominant approach for classification with such missing values is to impute them heuristically with specific values (zero, mean, values of adjacent time-steps) or learnable parameters. However, these simple strategies do not take the data generative process into account, and more importantly, do not effectively capture the uncertainty in prediction due to the multiple possibilities for the missing values. In this paper, we propose a novel probabilistic framework for classification with multivariate time series data with missing values. Our model consists of two parts; a deep generative model for missing value imputation and a classifier. Extending the existing deep generative models to better capture structures of time-series data, our deep generative model part is trained to impute the missing values in multiple plausible ways, effectively modeling the uncertainty of the imputation. The classifier part takes the time series data along with the imputed missing values and classifies signals, and is trained to capture the predictive uncertainty due to the multiple possibilities of imputations. Importantly, we show that na\"ively combining the generative model and the classifier could result in trivial solutions where the generative model does not produce meaningful imputations. To resolve this, we present a novel regularization technique that can promote the model to produce useful imputation values that help classification. Through extensive experiments on real-world time series data with missing values, we demonstrate the effectiveness of our method.

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.

Recent studies have indicated that vision models pre-trained on images can serve as time series foundation models (TSFMs) by reformulating time series forecasting (TSF) as image reconstruction. However, effective cross-modal transfer from vision to time series remains challenging due to three discrepancies: (1) the data-modality gap between structured, bounded image data and unbounded, heterogeneous time series; (2) the multivariate-forecasting gap between fixed RGB-three-channel vision models and time series with arbitrary numbers of variates; and (3) the probabilistic-forecasting gap between the deterministic outputs of vision models and the requirement for uncertainty-aware probabilistic predictions. To bridge these gaps, we propose VisonTS++, a TSFM based on continual pre-training of a vision model on large-scale time series. Our approach introduces three key innovations: (1) vision-model-based filtering to identify high-quality sequences to stabilize pre-training and mitigate modality gap; (2) colorized multivariate conversion, encoding multivariate series as multi-subfigure RGB images to enhance cross-variate modeling; (3) multi-quantile forecasting, using parallel reconstruction heads to generate quantile forecasts without parametric assumptions. Experiments show that VisionTS++ achieves state-of-the-art performance in both in-distribution and out-of-distribution forecasting, outperforming specialized TSFMs by 6%-44% in MSE reduction and ranking first in GIFT-Eval benchmark which comprises 23 datasets across 7 domains. Our work demonstrates that with appropriate adaptation, vision models can effectively generalize to TSF, thus advancing the pursuit of universal TSFMs. Code is available at https://github.com/HALF111/VisionTSpp.

Accurate uncertainty measurement is a key step to building robust and reliable machine learning systems. Conformal prediction is a distribution-free uncertainty quantification algorithm popular for its ease of implementation, statistical coverage guarantees, and versatility for underlying forecasters. However, existing conformal prediction algorithms for time series are limited to single-step prediction without considering the temporal dependency. In this paper, we propose a Copula Conformal Prediction algorithm for multivariate, multi-step Time Series forecasting, CopulaCPTS. We prove that CopulaCPTS has finite sample validity guarantee. On several synthetic and real-world multivariate time series datasets, we show that CopulaCPTS produces more calibrated and sharp confidence intervals for multi-step prediction tasks than existing techniques.