Time series anomaly detection (TSAD) is an evolving area of research motivated by its critical applications, such as detecting seismic activity, sensor failures in industrial plants, predicting crashes in the stock market, and so on. Across domains, anomalies occur significantly less frequently than normal data, making the F1-score the most commonly adopted metric for anomaly detection. However, in the case of time series, it is not straightforward to use standard F1-score because of the dissociation between ‘time points’ and ‘time events’. To accommodate this, anomaly predictions are adjusted, called as point adjustment (PA), before the F1-score evaluation. However, these adjustments are heuristics-based, and biased towards true positive detection, resulting in over-estimated detector performance. In this work, we propose an alternative adjustment protocol called "Balanced point adjustment" (BA). It addresses the limitations of existing point adjustment methods and provides guarantees of fairness backed by axiomatic definitions of TSAD evaluation. Code and implementation details: https://github.com/summukhe/balanced_f1score.

The efficiency of business processes relies on business key performance indicators (Biz-KPIs), that can be negatively impacted by IT failures. Business and IT Observability (BizITObs) data fuses both Biz-KPIs and IT event channels together as multivariate time series data. Forecasting Biz-KPIs in advance can enhance efficiency and revenue through proactive corrective measures. However, BizITObs data generally exhibit both useful and noisy inter-channel interactions between Biz-KPIs and IT events that need to be effectively decoupled. This leads to suboptimal forecasting performance when existing multivariate forecasting models are employed. To address this, we introduce AutoMixer, a time-series Foundation Model (FM) approach, grounded on the novel technique of channel-compressed pretrain and finetune workflows. AutoMixer leverages an AutoEncoder for channel-compressed pretraining and integrates it with the advanced TSMixer model for multivariate time series forecasting. This fusion greatly enhances the potency of TSMixer for accurate forecasts and also generalizes well across several downstream tasks. Through detailed experiments and dashboard analytics, we show AutoMixer's capability to consistently improve the Biz-KPI's forecasting accuracy (by 11-15%) which directly translates to actionable business insights.

Modern approaches for multiparty secure collaboration must strike the right balance between rich analytics and requisite data privacy guarantees, especially in the face of new regulations.While cryptographic technologies such as fully homomorphic encryption (FHE) and secure multiparty computation (MPC) provide strong, provable security guarantees as standalone tools, deploying them in practice throws up a myriad of challenges, including usability constraints and lack of precise specification of privacy guarantees.In this work, we propose a novel framework for real-world deployment of cryptographic privacy preserving techniques that achieves the twin goals of practical usability in real-world setting and provable privacy guarantees from users' perspective.To this end, we formalize the notion of a secure computation platform (SCP) for privacy preserving data collaboration, and introduce a model for precise specification of privacy guarantees for multiparty workflows.We then describe abstractions of a set of cryptoprimitives, that are usable by non-experts in cryptography.We present two demo workflows that empirically validate our claims, and serve as potential building blocks for the development of squeaky-clean data rooms with practical performance and privacy guarantees.

Large pre-trained models excel in zero/few-shot learning for language and vision tasks but face challenges in multivariate time series (TS) forecasting due to diverse data characteristics. Consequently, recent research efforts have focused on developing pre-trained TS forecasting models. These models, whether built from scratch or adapted from large language models (LLMs), excel in zero/few-shot forecasting tasks. However, they are limited by slow performance, high computational demands, and neglect of cross-channel and exogenous correlations. To address this, we introduce Tiny Time Mixers (TTM), a compact model (starting from 1M parameters) with effective transfer learning capabilities, trained exclusively on public TS datasets. TTM, based on the light-weight TSMixer architecture, incorporates innovations like adaptive patching, diverse resolution sampling, and resolution prefix tuning to handle pre-training on varied dataset resolutions with minimal model capacity. Additionally, it employs multi-level modeling to capture channel correlations and infuse exogenous signals during fine-tuning. TTM outperforms existing popular benchmarks in zero/few-shot forecasting by (4-40\%), while reducing computational requirements significantly. Moreover, TTMs are lightweight and can be executed even on CPU-only machines, enhancing usability and fostering wider adoption in resource-constrained environments. The model weights for reproducibility and research use are available at https://huggingface.co/ibm/ttm-research-r2/, while enterprise-use weights under the Apache license can be accessed as follows: the initial TTM-Q variant at https://huggingface.co/ibm-granite/granite-timeseries-ttm-r1, and the latest variants (TTM-B, TTM-E, TTM-A) weights are available at https://huggingface.co/ibm-granite/granite-timeseries-ttm-r2. The source code for the TTM model along with the usage scripts are available at https://github.com/ibm-granite/granite-tsfm/tree/main/tsfm_public/models/tinytimemixer

We consider a multi-retailer system where the sellers are connected with each other via a transportation network and the transactions with the consumers happen on a platform. Each consumer is serviced by only one retailer. Since the demands to the sellers (i.e., the retailers on the platform) are stochastic in nature, supplies can be either in excess or in deficit. Transshipping these items laterally among the retailers benefits both, the platform and the retailers. For retailers, excess supply leads to wastage and deficit to a loss of revenue, while via transshipment, they get a better outcome. The platform can also earn some revenue in facilitating this process. However, only the sellers know their excess (which can be salvaged at a price or transshipped to another seller) or the deficit (which can be directly procured from a supplier or transshipped from another seller), both of which have multiple information that is private. We propose a model that allows lateral transshipment at a price and design mechanisms such that the sellers are incentivized to voluntarily participate and be truthful. Experimenting on different types of network topologies, we find that the sellers at more central locations in the network get an unfair advantage in the classical mechanism that aims for economic efficiency. We, therefore, propose a modified mechanism with tunable parameters which can ensure that the mechanism is more equitable for non-central retailers. Our synthetic data experiments show that such mechanisms do not compromise too much on efficiency, and also reduce budget imbalance.

Invoice factoring is an invoice financing process where business organizations sell their invoices to banks or financial institutions at a discount to gain faster access to the invoice amount. Carrier organizations, in global trade, exercise invoice factoring to gain quick access to the money they get paid for the shipment of consignments by shippers. Carriers initiate invoice factoring once the invoices are available after the goods delivery. We propose accelerating invoice factoring by predicting the invoice amount at different milestone events as the freight transport progresses from supplier to shipper using smart contracts on a blockchain network operated by the global trade logistics participants. Accurate prediction of the invoice value for ongoing shipment enables the carrier organization to initiate invoice factoring on the trade finance network before the completion of goods delivery to the shipper. Further, based on the past accuracy of prediction models, the financial institutions may choose to release the invoice amount in installments at different freight transportation milestone events.

Abstract Traditional zero-knowledge protocols have been studied and optimized for the setting where a single prover holds the complete witness and tries to convince a verifier about a predicate on the witness, without revealing any additional information to the verifier. In this work, we study the notion of distributed-prover zero knowledge (DPZK) for arbitrary predicates where the witness is shared among multiple mutually distrusting provers and they want to convince a verifier that their shares together satisfy the predicate. We make the following contributions to the notion of distributed proof generation: (i) we propose a new MPC-style security definition to capture the adversarial settings possible for different collusion models between the provers and the verifier, (ii) we discuss new efficiency parameters for distributed proof generation such as the number of rounds of interaction and the amount of communication among the provers, and (iii) we propose a compiler that realizes distributed proof generation from the zero-knowledge protocols in the Interactive Oracle Proofs (IOP) paradigm. Our compiler can be used to obtain DPZK from arbitrary IOP protocols, but the concrete efficiency overheads are substantial in general. To this end, we contribute (iv) a new zero-knowledge IOP Graphene which can be compiled into an efficient DPZK protocol. The (D + 1)-DPZK protocol D-Graphene, with D provers and one verifier, admitsO(N1/c) proof size with a communication complexity ofO(D2·(N1−2/c+Ns)), whereNis the number of gates in the arithmetic circuit representing the predicate andNsis the number of wires that depends on inputs from two or more parties. Significantly, only the distributed proof generation in D-Graphene requires interaction among the provers. D-Graphene compares favourably with the DPZK protocols obtained from the state-of-art zero-knowledge protocols, even those not modelled as IOPs.

We study the complexity of equilibrium computation in discrete preference games. These games were introduced by Chierichetti, Kleinberg, and Oren (EC '13, JCSS '18) to model decision-making by agents in a social network that choose a strategy from a finite, discrete set, balancing between their intrinsic preferences for the strategies and their desire to choose a strategy that is `similar' to their neighbours. There are thus two components: a social network with the agents as vertices, and a metric space of strategies. These games are potential games, and hence pure Nash equilibria exist. Since their introduction, a number of papers have studied various aspects of this model, including the social cost at equilibria, and arrival at a consensus. We show that in general, equilibrium computation in discrete preference games is PLS-complete, even in the simple case where each agent has a constant number of neighbours. If the edges in the social network are weighted, then the problem is PLS-complete even if each agent has a constant number of neighbours, the metric space has constant size, and every pair of strategies is at distance 1 or 2. Further, if the social network is directed, modelling asymmetric influence, an equilibrium may not even exist. On the positive side, we show that if the metric space is a tree metric, or is the product of path metrics, then the equilibrium can be computed in polynomial time.

In recent times, crowdsourcing over social networks has emerged as an active tool for complex task execution. In this paper, we address the problem faced by a planner to incentivize agents in the network to execute a task and also help in recruiting other agents for this purpose. We study this mechanism design problem under two natural resource optimization settings: (1) cost critical tasks, where the planner's goal is to minimize the total cost, and (2) time critical tasks, where the goal is to minimize the total time elapsed before the task is executed. We define a set of fairness properties that should be ideally satisfied by a crowdsourcing mechanism. We prove that no mechanism can satisfy all these properties simultaneously. We relax some of these properties and define their approximate counterparts. Under appropriate approximate fairness criteria, we obtain a non-trivial family of payment mechanisms. Moreover, we provide precise characterizations of cost critical and time critical mechanisms.

Auction-based mechanisms are extremely relevant in modern day electronic procurement systems since they enable a promising way of automating negotiations with suppliers and achieve the ideal goals of procurement efficiency and cost minimization. This paper surveys recent research and current art in the area of auction-based mechanisms for e-procurement. The survey delineates different representative scenarios in e-procurement where auctions can be deployed and describes the conceptual and mathematical aspects of different categories of procurement auctions. We discuss three broad categories: 1) single-item auctions: auctions for procuring a single unit or multiple units of a single homogeneous type of item; 2) multi-item auctions: auctions for procuring a single unit or multiple units of multiple items; and 3) multiattribute auctions where the procurement decisions are based not only on costs but also on attributes, such as lead times, maintenance contracts, quality, etc. In our review, we present the mathematical formulations under each of the above categories, bring out the game theoretic and computational issues involved in solving the problems, and summarize the current art. We also present a significant case study of auction based e-procurement at General Motors.

In this paper, we exploit the idea of decomposition to match buyers and sellers in an electronic exchange for trading large volumes of homogeneous goods, where the buyers and sellers specify marginal-decreasing piecewise constant price curves to capture volume discounts. Such exchanges are relevant for automated trading in many e-business applications. The problem of determining winners and Vickrey prices in such exchanges is known to have a worst-case complexity equal to that of as many as (1+m+n) NP-hard problems, where m is the number of buyers and n is the number of sellers. Our method proposes the overall exchange problem to be solved as two separate and simpler problems: 1) forward auction and 2) reverse auction, which turns out to be generalized knapsack problems. In the proposed approach, we first determine the quantity of units to be traded between the sellers and the buyers using fast heuristics developed by us. Next, we solve a forward auction and a reverse auction using fully polynomial time approximation schemes available in the literature. The proposed approach has worst-case polynomial time complexity and our experimentation shows that the approach produces good quality solutions to the problem. Note to Practitioners- In recent times, electronic marketplaces have provided an efficient way for businesses and consumers to trade goods and services. The use of innovative mechanisms and algorithms has made it possible to improve the efficiency of electronic marketplaces by enabling optimization of revenues for the marketplace and of utilities for the buyers and sellers. In this paper, we look at single-item, multiunit electronic exchanges. These are electronic marketplaces where buyers submit bids and sellers ask for multiple units of a single item. We allow buyers and sellers to specify volume discounts using suitable functions. Such exchanges are relevant for high-volume business-to-business trading of standard products, such as silicon wafers, very large-scale integrated chips, desktops, telecommunications equipment, commoditized goods, etc. The problem of determining winners and prices in such exchanges is known to involve solving many NP-hard problems. Our paper exploits the familiar idea of decomposition, uses certain algorithms from the literature, and develops two fast heuristics to solve the problem in a near optimal way in worst-case polynomial time