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Project Website

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3 main challenges in current time series benchmarks

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Multimodal data w/ asynchronous timestamps

Regular Unimodal

Multivariate Time Series

Irregular Multimodal Multivariate Time Series

Irregular timestamps in TS

What’s the cause?

Regular timestamps in TS

Unimodal data

  • Regular-only assumptions → unrealistic in practice

  • Multimodal integration with synchronous timestamps �→ ignores asynchrony

  • No understanding of irregularity causes → limits interpretability

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Time-IMM solves the absence of realistic, cause-driven irregular multimodal time series benchmarks

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  • 9 multimodal (numerical + text) real datasets capturing distinct causes of irregularity

  • A unified multimodal forecasting library (IMM-TSF)

  • Modular fusion strategies for asynchronous numerical–text data

  • Empirical proof that modeling multimodality under irregularity yields robust forecasting gains.

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Time-IMM: Dataset for Irregular Multimodal Multivariate Time Series

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  • Real-world irregularities arise from three fundamental causes, each with unique modeling challenges.

    • Trigger-Based: Observations occur only when external events or internal triggers happen.

    • Constraint-Based: Sampling limited by operational schedules, resource availability, or human timing.

    • Artifact-Based: Irregularity caused by system faults, delays, or multi-source asynchrony.

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Dataset Construction Pipeline�

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  1. Numerical Data
    • Real-world time series for each irregularity type
    • Preserve native timestamps (no resampling)
  2. Textual Data
    • Collect relevant reports, logs, or notes linked to each dataset
    • Filter & summarize using GPT-4.1 Nano
    • Retain original timestamps for text entries
  3. Multimodal Integration
    • Combine numerical and textual data while preserving asynchronous timestamps

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Problem Formulation: Irregular Multimodal Multivariate Time Series Forecasting

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  • Predict future time series values using irregularly sampled numerical data and asynchronous textual context.

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IMM-TSF: A Benchmark Library for Irregular Multimodal Multivariate Time Series Forecasting

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  • Timestamp-to-Text Fusion (TTF)
    • RecAvg: recency-weighted aggregation of past text embeddings
    • T2V-XAttn: Time2Vec-augmented cross-attention for temporal relevance
  • Multimodality Fusion (MMF)
    • GR-Add: GRU-gated residual addition for adaptive text influence
    • XAttn-Add: cross-attention addition between numerical and textual features

plug-and-play

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Effectiveness of Multimodality�

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  • Across all nine Time-IMM datasets, incorporating textual information consistently improves forecasting accuracy compared to unimodal (numerical-only) models.

    • Average MSE reduction: 6.7%

    • Maximum improvement: 38.4% in datasets with highly informative text

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Multimodal Forecasting Analysis�

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  1. Gains Across Datasets
    • Multimodal models outperform unimodal baselines on all datasets, with larger gains when text provides strong contextual signals (e.g., ClusterTrace).

  • Fusion Strategies
    • GR-Add gives the most stable and accurate results; both RecAvg and T2V-XAttn perform similarly.

  • Frozen LLM Backbones
    • Text encoder choice has limited effect — forecasting depends more on temporal alignment than on large-scale language understanding.

a)

b)

c)

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Open Source�

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Project Website

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Thank You!

chingchang0730@ucla.edu

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Project Website