VLDB 2024 | 时间序列（Time Series）论文总结

VLDB 2024于2024年8月26号-8月30号在中国广州举行。

本文总结了VLDB 2024有关时间序列（time series data）的相关论文，共22篇，主要包含如有疏漏，欢迎大家补充。

时间序列Topic：预测，分类，异常检测，插补，生成，数据管理等

1. DecLog: Decentralized Logging in Non-Volatile Memory for Time Series Database Systems
2. TSGBench: Time Series Generation Benchmark
3. ImDiffusion: Imputed Diffusion Models for Multivariate Time Series Anomaly Detection
4. A Shapelet-based Framework for Unsupervised Multivariate Time Series Representation Learning
5. An Experimental Evaluation of Anomaly Detection in Time Series
6. Weakly Guided Adaptation for Robust Time Series Forecasting
7. Multiple Time Series Forecasting with Dynamic Graph Modeling
8. A Multi-Scale Decomposition MLP-Mixer for Time Series Analysis
9. Raising the ClaSS of Streaming Time Series Segmentation
10. Visualization-aware Time Series Min-Max Caching with Error Bound Guarantees
11. CIVET: Exploring Compact Index for Variable-Length Subsequence Matching on Time Series
12. TFB: Towards Comprehensive and Fair Benchmarking of Time Series Forecasting Methods
13. AutoTSAD: Unsupervised Holistic Anomaly Detection for Time Series Data
14. DARKER: Efficient Transformer with Data-driven Attention Mechanism for Time Series
15. Apache TsFile: An IoT-native Time Series File Format
16. TimeCSL: Unsupervised Contrastive Learning of General Shapelets for Explorable Time Series Analysis
17. [Demo] TSGAssist: An Interactive Assistant Harnessing LLMs and RAG for Time Series Generation Recommendations and Benchmarking
18. [Demo] ImputeVIS: An Interactive Evaluator to Benchmark Imputation Techniques for Time Series Data
19. [Demo] A Demonstration of TENDS: Time Series Management System based on Model Selection
20. [Demo] SEER: An End-to-End Toolkit for Benchmarking Time Series Database Systems in Monitoring Applications
21. [Demo] DeepSketch: A Query Sketching Interface for Deep Time Series Similarity Search
22. [Demo] Clean4TSDB: A Data Cleaning Tool for Time Series Databases

1. DecLog: Decentralized Logging in Non-Volatile Memory for Time Series Database Systems

链接：https://www.vldb.org/pvldb/vol17/p1-zheng.pdf

代码：https://github.com/Chriszblong/DecLog

作者：Bolong Zheng, Yongyong Gao, Jingyi Wan, Lingsen Yan, Long Hu, Bo Liu, Yunjun Gao, Xiaofang Zhou, Christian S. Jensen

关键词：时间序列数据库管理系统 (TSDBMS)

2. TSGBench: Time Series Generation Benchmark

链接：https://www.vldb.org/pvldb/vol17/p305-huang.pdf

代码：https://github.com/YihaoAng/TSGBench/

作者：Yihao Ang, Qiang Huang, Yifan Bao, Anthony K. H. Tung, Zhiyong Huang

关键词：Time Series Generation (TSG), Benchmark

时间序列生成方法（GAN,VAE，流）

3. ImDiffusion: Imputed Diffusion Models for Multivariate Time Series Anomaly Detection

链接：https://www.vldb.org/pvldb/vol17/p359-zhang.pdf

代码：https://github.com/17000cyh/IMDiffusion

作者：Yuhang Chen, Chaoyun Zhang, Minghua Ma, Yudong Liu, Ruomeng Ding, Bowen Li, Shilin He, Saravan Rajmohan, Qingwei Lin, Dongmei Zhang

关键词：异常检测，扩散，插补

ImTransformer

4. A Shapelet-based Framework for Unsupervised Multivariate Time Series Representation Learning

链接：https://www.vldb.org/pvldb/vol17/p386-wang.pdf

代码：https://github.com/real2fish/CSL

作者：Zhiyu Liang, Jianfeng Zhang, Chen Liang, Hongzhi Wang, Zheng Liang, Lujia Pan

关键词：时间序列表示学习，无监督

image-20241206200740380

5. An Experimental Evaluation of Anomaly Detection in Time Series

链接：https://www.vldb.org/pvldb/vol17/p483-zhang.pdf

代码：https://github.com/zaqthss/experiment-tsad

作者：Aoqian Zhang, Shuqing Deng, Dongping Cui, Ye Yuan, Guoren Wang

关键词：异常检测，评估

6. Weakly Guided Adaptation for Robust Time Series Forecasting

链接：https://www.vldb.org/pvldb/vol17/p766-cheng.pdf

代码：https://github.com/YunyaoCheng/DARF

作者：Yunyao Cheng, Peng Chen, Chenjuan Guo, Kai Zhao, Qingsong Wen, Bin Yang, Christian S. Jensen

关键词：稳健时间序列预测，弱监督

DI DaSE ECNU: PVLDB2024 | 弱监督域适应的鲁棒时间序列预测

CORF

7. Multiple Time Series Forecasting with Dynamic Graph Modeling

链接：https://www.vldb.org/pvldb/vol17/p753-zhao.pdf

代码：https://github.com/zhkai/MTSF-DG

作者：Kai Zhao, Chenjuan Guo, Yunyao Cheng, Peng Han, Miao Zhang, Bin Yang

关键词：时间序列预测，动态图

8. A Multi-Scale Decomposition MLP-Mixer for Time Series Analysis

链接：https://www.vldb.org/pvldb/vol17/p1723-zhong.pdf

代码：https://github.com/zshhans/MSD-Mixer

作者：Shuhan Zhong, Sizhe Song, Weipeng Zhuo, Guanyao Li, Yang Liu, S.-H. Gary Chan

关键词：时间序列分析，MLP

9. Raising the ClaSS of Streaming Time Series Segmentation

链接：https://www.vldb.org/pvldb/vol17/p1953-ermshaus.pdf

代码：https://github.com/ermshaua/classification-score-stream

作者：Arik Ermshaus, Patrick Schäfer, Ulf Leser

关键词：streaming time series segmentation (STSS)

10. Visualization-aware Time Series Min-Max Caching with Error Bound Guarantees

链接：https://www.vldb.org/pvldb/vol17/p2091-maroulis.pdf

代码：https://github.com/athenarc/MinMaxCache

作者：Stavros Maroulis, Vassilis Stamatopoulos, George Papastefanatos, Manolis Terrovitis

关键词： 时间序列可视化

11. CIVET: Exploring Compact Index for Variable-Length Subsequence Matching on Time Series

链接：https://www.vldb.org/pvldb/vol17/p2123-he.pdf

代码：https://github.com/CIVET-TS/CIVET

作者：Haoran Xiong, Hang Zhang, Zeyu Wang, Zhenying He, Peng Wang, X. Sean Wang

关键词：时间序列子序列匹配

CIVET

12. TFB: Towards Comprehensive and Fair Benchmarking of Time Series Forecasting Methods

链接：https://www.vldb.org/pvldb/vol17/p2363-hu.pdf

代码：https://github.com/decisionintelligence/TFB

作者：Xiangfei Qiu, Jilin Hu, Lekui Zhou, Xingjian Wu, Junyang Linn Du, Buang Zhang, Chenjuan Guo, Aoying Zhou, Christian S. Jensen, Zhenli Sheng, Bin Yang

关键词：时间序列预测，benchmark

VLDB2024 ｜TFB: 全面且公平的时间序列预测方法评测基准

DI DaSE ECNU：VLDB2024 ｜TFB: 全面且公平的时间序列预测方法评测基准

TFB

13. AutoTSAD: Unsupervised Holistic Anomaly Detection for Time Series Data

链接：https://www.vldb.org/pvldb/vol17/p2987-schmidl.pdf

代码：https://hpi.de/naumann/s/autotsad

作者：Sebastian Schmidl, Felix Naumann, Thorsten Papenbrock

关键词：无监督，异常检测

AutoTSAD

14. DARKER: Efficient Transformer with Data-driven Attention Mechanism for Time Series

链接：https://www.vldb.org/pvldb/vol17/p3229-zuo.pdf

代码：https://github.com/rdzuo/darker

作者：Rundong Zuo, Guozhong Li, Rui Cao, Byron Choi, Jianliang Xu, Sourav S Bhowmick

关键词：时间序列分类，Transformer，高效

DARKER

15. Apache TsFile: An IoT-native Time Series File Format

链接：https://www.vldb.org/pvldb/vol17/p4064-song.pdf

代码：https://github.com/apache/tsfile/

作者：Xin Zhao, Jialin Qiao, Xiangdong Huang, Chen Wang, Shaoxu Song, Jianmin Wang

关键词：物联网, Apache TsFile（物联网时序数据文件）

TsFile

16. TimeCSL: Unsupervised Contrastive Learning of General Shapelets for Explorable Time Series Analysis

链接：https://www.vldb.org/pvldb/vol17/p4489-wang.pdf

代码：https://github.com/real2fish/CSL

作者：Zhiyu Liang, Chen Liang, Zheng Liang, Hongzhi Wang, Bo Zheng

关键词：Contrastive Shapelet Learning, Analysis

TimeCSL

17. [Demo] TSGAssist: An Interactive Assistant Harnessing LLMs and RAG for Time Series Generation Recommendations and Benchmarking

链接：https://www.vldb.org/pvldb/vol17/p4309-huang.pdf

代码：https://github.com/YihaoAng/TSGAssist/

作者：Yihao Ang, Yifan Bao, Qiang Huang, Anthony K. H. Tung, Zhiyong Huang

关键词：时间序列生成，LLM，RAG

TSGAssist

18. [Demo] ImputeVIS: An Interactive Evaluator to Benchmark Imputation Techniques for Time Series Data

链接：https://www.vldb.org/pvldb/vol17/p4329-khayati.pdf

代码：https://github.com/eXascaleInfolab/ImputeVIS

作者：Mourad Khayati, Quentin Nater, Jacques Pasquier

关键词：插补，benchmark

19. [Demo] A Demonstration of TENDS: Time Series Management System based on Model Selection

链接：https://www.vldb.org/pvldb/vol17/p4357-chen.pdf

代码：https://github.com/yoyo185644/TENDS

作者：Yuanyuan Yao, Shenjia Dai, Yilin Li, Lu Chen, Dimeng Li, Yunjun Gao, Tianyi Li

关键词：时间序列管理系统，模型选择

TENDS

20. [Demo] SEER: An End-to-End Toolkit for Benchmarking Time Series Database Systems in Monitoring Applications

链接：https://www.vldb.org/pvldb/vol17/p4361-khayati.pdf

代码：https://github.com/eXascaleInfolab/seer

作者：Luca Althaus, Mourad Khayati, Abdelouahab Khelifati, Anton Dignös, Djellel Difallah, Philippe Cudre-Mauroux

关键词：时间序列数据库系统

SEER

21. [Demo] DeepSketch: A Query Sketching Interface for Deep Time Series Similarity Search

链接：https://www.vldb.org/pvldb/vol17/p4369-crotty.pdf

代码：https://github.com/andrewcrotty/dts3

作者：Zheng Zhang, Zhuhan Shao, Andrew Crotty

关键词：时间序列相似性检索

22. [Demo] Clean4TSDB: A Data Cleaning Tool for Time Series Databases

链接：https://www.vldb.org/pvldb/vol17/p4377-wang.pdf

作者：Xiaoou Ding, Song Yichen, Hongzhi Wang, Donghua Yang, Chen Wang, Jianmin Wang

关键词：数据清洗，时间序列数据库

Clean4TSDB

相关链接

VLDB 2024 Accepted Paper：https://vldb.org/pvldb/volumes/17/