Large Language Models (LLMs) have attracted significant attention in recommender systems for their excellent world knowledge capabilities. However, existing methods that rely on Euclidean space struggle to capture the rich hierarchical information inherent in textual and semantic data, which is essential for capturing user preferences. The geometric properties of hyperbolic space offer a promising solution to address this issue. Nevertheless, integrating LLMs-based methods with hyperbolic space to effectively extract and incorporate diverse hierarchical information is non-trivial. To this end, we propose a model-agnostic framework, named HyperLLM, which extracts and integrates hierarchical information from both structural and semantic perspectives. Structurally, HyperLLM uses LLMs to generate multi-level classification tags with hierarchical parent-child relationships for each item. Then, tag-item and user-item interactions are jointly learned and aligned through contrastive learning, thereby providing the model with clear hierarchical information. Semantically, HyperLLM introduces a novel meta-optimized strategy to extract hierarchical information from semantic embeddings and bridge the gap between the semantic and collaborative spaces for seamless integration. Extensive experiments show that HyperLLM significantly outperforms recommender systems based on hyperbolic space and LLMs, achieving performance improvements of over 40%. Furthermore, HyperLLM not only improves recommender performance but also enhances training stability, highlighting the critical role of hierarchical information in recommender systems.

Errors are common in time series due to unreliable sensor measurements. Existing methods focus on univariate data but do not utilize the correlation between dimensions. Cleaning each dimension separately may lead to a less accurate result, as some errors can only be identified in the multivariate case. We also point out that the widely used minimum change principle is not always the best choice. Instead, we try to change the smallest number of data to avoid a significant change in the data distribution. In this paper, we propose MTCSC, the constraint-based method for cleaning multivariate time series. We formalize the repair problem, propose a linear-time method to employ online computing, and improve it by exploiting data trends. We also support adaptive speed constraint capturing. We analyze the properties of our proposals and compare them with SOTA methods in terms of effectiveness, efficiency versus error rates, data sizes, and applications such as classification. Experiments on real datasets show that MTCSC can have higher repair accuracy with less time consumption. Interestingly, it can be effective even when there are only weak or no correlations between the dimensions.