Unsupervised feature selection (UFS) has recently gained attention for its effectiveness in processing unlabeled high-dimensional data. However, existing methods overlook the intrinsic causal mechanisms within the data, resulting in the selection of irrelevant features and poor interpretability. Additionally, previous graph-based methods fail to account for the differing impacts of non-causal and causal features in constructing the similarity graph, which leads to false links in the generated graph. To address these issues, a novel UFS method, called Causally-Aware UnSupErvised Feature Selection learning (CAUSE-FS), is proposed. CAUSE-FS introduces a novel causal regularizer that reweights samples to balance the confounding distribution of each treatment feature. This regularizer is subsequently integrated into a generalized unsupervised spectral regression model to mitigate spurious associations between features and clustering labels, thus achieving causal feature selection. Furthermore, CAUSE-FS employs causality-guided hierarchical clustering to partition features with varying causal contributions into multiple granularities. By integrating similarity graphs learned adaptively at different granularities, CAUSE-FS increases the importance of causal features when constructing the fused similarity graph to capture the reliable local structure of data. Extensive experimental results demonstrate the superiority of CAUSE-FS over state-of-the-art methods, with its interpretability further validated through feature visualization.

Deep learning-based approaches have demonstrated significant advancements in time series forecasting. Despite these ongoing developments, the complex dynamics of time series make it challenging to establish the rule of thumb for designing the golden model architecture. In this study, we argue that refining existing advanced models through a universal calibrating strategy can deliver substantial benefits with minimal resource costs, as opposed to elaborating and training a new model from scratch. We first identify a multi-target learning conflict in the calibrating process, which arises when optimizing variables across time steps, leading to the underutilization of the model's learning capabilities. To address this issue, we propose an innovative calibrating strategy called Socket+Plug (SoP). This approach retains an exclusive optimizer and early-stopping monitor for each predicted target within each Plug while keeping the fully trained Socket backbone frozen. The model-agnostic nature of SoP allows it to directly calibrate the performance of any trained deep forecasting models, regardless of their specific architectures. Extensive experiments on various time series benchmarks and a spatio-temporal meteorological ERA5 dataset demonstrate the effectiveness of SoP, achieving up to a 22% improvement even when employing a simple MLP as the Plug (highlighted in Figure 1).

Multivariate Time Series Forecasting (MTSF) has long been a key research focus. Traditionally, these studies assume a fixed number of variables, but in real-world applications, Cyber-Physical Systems often expand as new sensors are deployed, increasing variables in MTSF. In light of this, we introduce a novel task, Expanding-variate Time Series Forecasting (EVTSF). This task presents unique challenges, specifically (1) handling inconsistent data shapes caused by adding new variables, and (2) addressing imbalanced spatio-temporal learning, where expanding variables have limited observed data due to the necessity for timely operation. To address these challenges, we propose STEV, a flexible spatio-temporal forecasting framework. STEV includes a new Flat Scheme to tackle the inconsistent data shape issue, which extends the graph-based spatio-temporal modeling architecture into 1D space by flattening the 2D samples along the variable dimension, making the model variable-scale-agnostic while still preserving dynamic spatial correlations through a holistic graph. Additionally, we introduce a novel Spatio-temporal Focal Learning strategy that incorporates a negative filter to resolve potential conflicts between contrastive learning and graph representation, and a focal contrastive loss as its core to guide the framework to focus on optimizing the expanding variables. To evaluate the effectiveness of STEV, we benchmark EVTSF performance on three real-world datasets from various domains and compare it against three potential solutions employing state-of-the-art (SOTA) MTSF models tailored for EVSTF. Experimental results show that STEV significantly outperforms its competitors, especially in handling expanding variables. Notably, STEV, with only 5% of observations during the expanding period, is on par with SOTA MTSF models trained with complete data. Further exploration of various expanding scenarios underscores the generalizability of STEV in real-world applications.

Long-term time series forecasting (LTSF) is a critical task across diverse domains. Despite significant advancements in LTSF research, we identify a performance bottleneck in existing LTSF methods caused by the inadequate modeling of Temporal Dependencies within the Target (TDT). To address this issue, we propose a novel and generic temporal modeling framework, Temporal Dependency Alignment (TDAlign), that equips existing LTSF methods with TDT learning capabilities. TDAlign introduces two key innovations: 1) a loss function that aligns the change values between adjacent time steps in the predictions with those in the target, ensuring consistency with variation patterns, and 2) an adaptive loss balancing strategy that seamlessly integrates the new loss function with existing LTSF methods without introducing additional learnable parameters. As a plug-and-play framework, TDAlign enhances existing methods with minimal computational overhead, featuring only linear time complexity and constant space complexity relative to the prediction length. Extensive experiments on six strong LTSF baselines across seven real-world datasets demonstrate the effectiveness and flexibility of TDAlign. On average, TDAlign reduces baseline prediction errors by1.47%to9.19%and change value errors by4.57%to15.78%, highlighting its substantial performance improvements.

Spatio-temporal forecasting of future values of spatially correlated time series is important across many cyber-physical systems (CPS). Recent studies offer evidence that the use of graph neural networks to capture latent correlations between time series holds a potential for enhanced forecasting. However, most existing methods rely on predefined or self-learning graphs, which are either static or unintentionally dynamic, and thus cannot model the time-varying correlations that exhibit trends and periodicities caused by the regularity of the underlying processes in CPS. To tackle such limitation, we propose Time-aware Graph Structure Learning (TagSL), which extracts time-aware correlations among time series by measuring the interaction of node and time representations in high-dimensional spaces. Notably, we introduce time discrepancy learning that utilizes contrastive learning with distance-based regularization terms to constrain learned spatial correlations to a trend sequence. Additionally, we propose a periodic discriminant function to enable the capture of periodic changes from the state of nodes. Next, we present a Graph Convolution-based Gated Recurrent Unit (GCGRU) that jointly captures spatial and temporal dependencies while learning time-aware and node-specific patterns. Finally, we introduce a unified framework named Time-aware Graph Convolutional Recurrent Network (TGCRN), combining TagSL, and GCGRU in an encoder-decoder architecture for multi-step spatiotemporal forecasting. We report on experiments with TGCRN and popular existing approaches on five real-world datasets, thus providing evidence that TGCRN is capable of advancing the state-of-the-art. We also cover a detailed ablation study and visualization analysis, offering detailed insight into the effectiveness of time-aware structure learning.

Urban metro flow prediction is of great value for metro operation scheduling, passenger flow management and personal travel planning. However, the problem is challenging. First, different metro stations, e.g. transfer stations and non-transfer stations have unique traffic patterns. Second, it is difficult to model complex spatio-temporal dynamic relation of metro stations. To address these challenges, we develop a spatio-temporal dynamic graph relational learning model (STDGRL) to predict urban metro station flow. First, we propose a spatio-temporal node embedding representation module to capture the traffic patterns of different stations. Second, we employ a dynamic graph relationship learning module to learn dynamic spatial relationships between metro stations without a predefined graph adjacency matrix. Finally, we provide a transformer-based long-term relationship prediction module for long-term metro flow prediction. Extensive experiments are conducted based on metro data in four cities, China, with experimental results demonstrating the advantages of our method compared over 14 baselines for urban metro flow prediction.