Zhen Liu 0023

dblp:77/35-23 · DBLP profile ↗
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12ranked-venue papers
7as first author
12since 2021 · last 2026
0000-0002-8107-0929ORCID · verified

Domains — the database's venue-derived domains; a paper can count in several

Artificial intelligence and machine learning · 10 · 6 first-author · 10 since 2021Graphics, computer vision, multimedia, augmented reality and games · 4 · 3 first-author · 4 since 2021Databases, data management, data science and information retrieval · 2 · 1 first-author · 2 since 2021
YearPublicationVenuePosition
2026 A Unified Shape-Aware Foundation Model for Time Series Classification
abstract
Foundation models pre-trained on large-scale source datasets are reshaping the traditional training paradigm for time series classification. However, existing time series foundation models primarily focus on forecasting tasks and often overlook classification-specific challenges, such as modeling interpretable shapelets that capture class-discriminative temporal features. To bridge this gap, we propose UniShape, a unified shape-aware foundation model designed for time series classification. UniShape incorporates a shape-aware adapter that adaptively aggregates multiscale discriminative subsequences (shapes) into class tokens, effectively selecting the most relevant subsequence scales to enhance model interpretability. Meanwhile, a prototype-based pretraining module is introduced to jointly learn instance- and shape-level representations, enabling the capture of transferable shape patterns. Pre-trained on a large-scale multi-domain time series dataset comprising 1.89 million samples, UniShape exhibits superior generalization across diverse target domains. Experiments on 128 UCR datasets and 30 additional time series datasets demonstrate that UniShape achieves state-of-the-art classification performance, with interpretability and ablation analyses further validating its effectiveness.
Zhen Liu 0023, Yucheng Wang 0001, Junhao Zheng, Emadeldeen Eldele, Min Wu 0008, Qianli Ma 0001
AAAI1
2026 CompleMatch: Boosting Time-Series Semi-Supervised Classification With Temporal-Frequency Complementarity
abstract
Time series Semi-Supervised Classification (SSC) aims to improve model performance by utilizing abundant unlabeled data in scenarios where labeled samples are limited. Previous approaches mainly focus on exploiting temporal dependencies within the time domain for SSC. However, these temporal dependencies are susceptible to sampling noise and may not effectively capture the global periodicity of features across categories. To this end, we propose a time series SSC framework called CompleMatch, leveraging the complementary information from both temporal and frequency representations for unlabeled data learning. CompleMatch simultaneously trains two deep neural networks based on time-domain and frequency-domain views, with pseudo-labels generated via label propagation in the representation space guiding the training of the opposing view's classifier. In this co-training paradigm, we incorporate a constraint term to harness the complementary nature of temporal-frequency representations, thereby enhancing the model's robustness under limited labeled data. In addition, we design a temporal-frequency contrastive learning module that integrates supervised and self-supervised signals to enhance pseudo-label quality by learning more discriminative representations. Extensive experiments demonstrate that CompleMatch surpasses state-of-the-art methods. Furthermore, analyses of model behavior (i.e., ablation studies and visualization) underscore the effectiveness of our proposed approach.
Zhen Liu 0023, Qianli Ma 0001, James T. Kwok
IEEE Trans. Pattern Anal. Mach. Intell.1
2025 Learning Soft Sparse Shapes for Efficient Time-Series Classification
abstract
Shapelets are discriminative subsequences (or shapes) with high interpretability in time series classification. Due to the time-intensive nature of shapelet discovery, existing shapelet-based methods mainly focus on selecting discriminative shapes while discarding others to achieve candidate subsequence sparsification. However, this approach may exclude beneficial shapes and overlook the varying contributions of shapelets to classification performance. To this end, we propose a Soft sparse Shapes (SoftShape) model for efficient time series classification. Our approach mainly introduces soft shape sparsification and soft shape learning blocks. The former transforms shapes into soft representations based on classification contribution scores, merging lower-scored ones into a single shape to retain and differentiate all subsequence information. The latter facilitates intra- and inter-shape temporal pattern learning, improving model efficiency by using sparsified soft shapes as inputs. Specifically, we employ a learnable router to activate a subset of class-specific expert networks for intra-shape pattern learning. Meanwhile, a shared expert network learns inter-shape patterns by converting sparsified shapes into sequences. Extensive experiments show that SoftShape outperforms state-of-the-art methods and produces interpretable results.
Zhen Liu 0023, Yicheng Luo, Emadeldeen Eldele, Min Wu 0008, Qianli Ma 0001
ICML1
2025 HyperIMTS: Hypergraph Neural Network for Irregular Multivariate Time Series Forecasting
abstract
Irregular multivariate time series (IMTS) are characterized by irregular time intervals within variables and unaligned observations across variables, posing challenges in learning temporal and variable dependencies. Many existing IMTS models either require padded samples to learn separately from temporal and variable dimensions, or represent original samples via bipartite graphs or sets. However, the former approaches often need to handle extra padding values affecting efficiency and disrupting original sampling patterns, while the latter ones have limitations in capturing dependencies among unaligned observations. To represent and learn both dependencies from original observations in a unified form, we propose HyperIMTS, a Hypergraph neural network for Irregular Multivariate Time Series forecasting. Observed values are converted as nodes in the hypergraph, interconnected by temporal and variable hyperedges to enable message passing among all observations. Through irregularity-aware message passing, HyperIMTS captures variable dependencies in a time-adaptive way to achieve accurate forecasting. Experiments demonstrate HyperIMTS’s competitive performance among state-of-the-art models in IMTS forecasting with low computational cost. Our code is available at https://github.com/qianlima-lab/PyOmniTS.
Yicheng Luo, Zhen Liu 0023, Junhao Zheng, Jianming Lv, Qianli Ma 0001
ICML3
2025 Hi-Patch: Hierarchical Patch GNN for Irregular Multivariate Time Series
abstract
Multi-scale information is crucial for multivariate time series modeling. However, most existing time series multi-scale analysis methods treat all variables in the same manner, making them unsuitable for Irregular Multivariate Time Series (IMTS), where variables have distinct origin scales/sampling rates. To fill this gap, we propose Hi-Patch, a hierarchical patch graph network. Hi-Patch encodes each observation as a node, represents and captures local temporal and inter-variable dependencies of densely sampled variables through an intra-patch graph layer, and obtains patch-level nodes through aggregation. These nodes are then updated and re-aggregated through a stack of inter-patch graph layers, where several scale-specific graph networks progressively extract more global temporal and inter-variable features of both sparsely and densely sampled variables under specific scales. The output of the last layer is fed into task-specific decoders to adapt to different downstream tasks. Experiments on 8 datasets demonstrate that Hi-Patch outperforms state-of-the-art models in IMTS forecasting and classification tasks.
Yicheng Luo, Zhen Liu 0023, Qianli Ma 0001
ICML3
2024 Diffusion Language-Shapelets for Semi-supervised Time-Series Classification
abstract
Semi-supervised time-series classification could effectively alleviate the issue of lacking labeled data. However, existing approaches usually ignore model interpretability, making it difficult for humans to understand the principles behind the predictions of a model. Shapelets are a set of discriminative subsequences that show high interpretability in time series classification tasks. Shapelet learning-based methods have demonstrated promising classification performance. Unfortunately, without enough labeled data, the shapelets learned by existing methods are often poorly discriminative, and even dissimilar to any subsequence of the original time series. To address this issue, we propose the Diffusion Language-Shapelets model (DiffShape) for semi-supervised time series classification. In DiffShape, a self-supervised diffusion learning mechanism is designed, which uses real subsequences as a condition. This helps to increase the similarity between the learned shapelets and real subsequences by using a large amount of unlabeled data. Furthermore, we introduce a contrastive language-shapelets learning strategy that improves the discriminability of the learned shapelets by incorporating the natural language descriptions of the time series. Experiments have been conducted on the UCR time series archive, and the results reveal that the proposed DiffShape method achieves state-of-the-art performance and exhibits superior interpretability over baselines.
Zhen Liu 0023, Wenbin Pei, Disen Lan, Qianli Ma 0001
AAAI1
2024 Knowledge-Empowered Dynamic Graph Network for Irregularly Sampled Medical Time Series
abstract
Irregularly Sampled Medical Time Series (ISMTS) are commonly found in the healthcare domain, where different variables exhibit unique temporal patterns while interrelated. However, many existing methods fail to efficiently consider the differences and correlations among medical variables together, leading to inadequate capture of fine-grained features at the variable level in ISMTS. We propose Knowledge-Empowered Dynamic Graph Network (KEDGN), a graph neural network empowered by variables' textual medical knowledge, aiming to model variable-specific temporal dependencies and inter-variable dependencies in ISMTS. Specifically, we leverage a pre-trained language model to extract semantic representations for each variable from their textual descriptions of medical properties, forming an overall semantic view among variables from a medical perspective. Based on this, we allocate variable-specific parameter spaces to capture variable-specific temporal patterns and generate a complete variable graph to measure medical correlations among variables. Additionally, we employ a density-aware mechanism to dynamically adjust the variable graph at different timestamps, adapting to the time-varying correlations among variables in ISMTS. The variable-specific parameter spaces and dynamic graphs are injected into the graph convolutional recurrent network to capture intra-variable and inter-variable dependencies in ISMTS together. Experiment results on four healthcare datasets demonstrate that KEDGN significantly outperforms existing methods.
Yicheng Luo, Zhen Liu 0023, Linghao Wang, Binquan Wu, Junhao Zheng, Qianli Ma 0001
NeurIPS2
2024 A Survey on Time-Series Pre-Trained Models
abstract
Time-Series Mining (TSM) is an important research area since it shows great potential in practical applications. Deep learning models that rely on massive labeled data have been utilized for TSM successfully. However, constructing a large-scale well-labeled dataset is difficult due to data annotation costs. Recently, pre-trained models have gradually attracted attention in the time series domain due to their remarkable performance in computer vision and natural language processing. In this survey, we provide a comprehensive review of Time-Series Pre-Trained Models (TS-PTMs), aiming to guide the understanding, applying, and studying TS-PTMs. Specifically, we first briefly introduce the typical deep learning models employed in TSM. Then, we give an overview of TS-PTMs according to the pre-training techniques. The main categories we explore include supervised, unsupervised, and self-supervised TS-PTMs. Further, extensive experiments involving 27 methods, 434 datasets, and 679 transfer learning scenarios are conducted to analyze the advantages and disadvantages of transfer learning strategies, Transformer-based models, and representative TS-PTMs. Finally, we point out some potential directions of TS-PTMs for future work.
Qianli Ma 0001, Zhen Liu 0023, Zhenjing Zheng, Zhongzhong Yu, James T. Kwok
IEEE Trans. Knowl. Data Eng.2
2023 Temporal-Frequency Co-training for Time Series Semi-supervised Learning
abstract
Semi-supervised learning (SSL) has been actively studied due to its ability to alleviate the reliance of deep learning models on labeled data. Although existing SSL methods based on pseudo-labeling strategies have made great progress, they rarely consider time-series data's intrinsic properties (e.g., temporal dependence). Learning representations by mining the inherent properties of time series has recently gained much attention. Nonetheless, how to utilize feature representations to design SSL paradigms for time series has not been explored. To this end, we propose a Time Series SSL framework via Temporal-Frequency Co-training (TS-TFC), leveraging the complementary information from two distinct views for unlabeled data learning. In particular, TS-TFC employs time-domain and frequency-domain views to train two deep neural networks simultaneously, and each view's pseudo-labels generated by label propagation in the representation space are adopted to guide the training of the other view's classifier. To enhance the discriminative of representations between categories, we propose a temporal-frequency supervised contrastive learning module, which integrates the learning difficulty of categories to improve the quality of pseudo-labels. Through co-training the pseudo-labels obtained from temporal-frequency representations, the complementary information in the two distinct views is exploited to enable the model to better learn the distribution of categories. Extensive experiments on 106 UCR datasets show that TS-TFC outperforms state-of-the-art methods, demonstrating the effectiveness and robustness of our proposed model.
Zhen Liu 0023, Qianli Ma 0001, Peitian Ma, Linghao Wang
AAAI1
2023 CTW: Confident Time-Warping for Time-Series Label-Noise Learning
abstract
Noisy labels seriously degrade the generalization ability of Deep Neural Networks (DNNs) in various classification tasks. Existing studies on label-noise learning mainly focus on computer vision, while time series also suffer from the same issue. Directly applying the methods from computer vision to time series may reduce the temporal dependency due to different data characteristics. How to make use of the properties of time series to enable DNNs to learn robust representations in the presence of noisy labels has not been fully explored. To this end, this paper proposes a method that expands the distribution of Confident instances by Time-Warping (CTW) to learn robust representations of time series. Specifically, since applying the augmentation method to all data may introduce extra mislabeled data, we select confident instances to implement Time-Warping. In addition, we normalize the distribution of the training loss of each class to eliminate the model's selection preference for instances of different classes, alleviating the class imbalance caused by sample selection. Extensive experimental results show that CTW achieves state-of-the-art performance on the UCR datasets when dealing with different types of noise. Besides, the t-SNE visualization of our method verifies that augmenting confident data improves the generalization ability. Our code is available at https://github.com/qianlima-lab/CTW.
Peitian Ma, Zhen Liu 0023, Junhao Zheng, Linghao Wang, Qianli Ma 0001
IJCAI2
2023 Scale-teaching: Robust Multi-scale Training for Time Series Classification with Noisy Labels
abstract
Deep Neural Networks (DNNs) have been criticized because they easily overfit noisy (incorrect) labels. To improve the robustness of DNNs, existing methods for image data regard samples with small training losses as correctly labeled data (small-loss criterion). Nevertheless, time series' discriminative patterns are easily distorted by external noises (i.e., frequency perturbations) during the recording process. This results in training losses of some time series samples that do not meet the small-loss criterion. Therefore, this paper proposes a deep learning paradigm called Scale-teaching to cope with time series noisy labels. Specifically, we design a fine-to-coarse cross-scale fusion mechanism for learning discriminative patterns by utilizing time series at different scales to train multiple DNNs simultaneously. Meanwhile, each network is trained in a cross-teaching manner by using complementary information from different scales to select small-loss samples as clean labels. For unselected large-loss samples, we introduce multi-scale embedding graph learning via label propagation to correct their labels by using selected clean samples. Experiments on multiple benchmark time series datasets demonstrate the superiority of the proposed Scale-teaching paradigm over state-of-the-art methods in terms of effectiveness and robustness.
Zhen Liu 0023, Peitian Ma, Wenbin Pei, Qianli Ma 0001
NeurIPS1
2023 Category-aware optimal transport for incomplete data classification
Zhen Liu 0023, Chuxin Chen, Qianli Ma 0001
Inf. Sci.1