The rapid advancement in sensing technologies and computational power have led to an unprecedented growth of data, especially temporal data, or what is also commonly known as time series data. They are ubiquitous and are now seen in almost all applications including remote sensing, medicine, finance, engineering, smart cities and many more. Temporal analytics is an important field that has been studied extensively for the last decade, with hundreds to thousands of papers being published each year in various domains. Despite the advancement of new approaches and superiority of state-of-the-art algorithms, modern time series data continue to pose significant challenges to existing approaches. Some of these challenges include the high dimensionality of the data (in terms of number of variables and timesteps), noisiness and irregularity of the data. Additionally, most existing algorithms are not explainable, do not scale and require high-quantity of labelled data, which we do not always have access to. The importance of scalability becomes more prominent as the number of data increases. Therefore, designing new approaches and solutions that are able to tackle these challenges is critical.
The objective of this workshop is to bring researchers in this area to discuss new and existing challenges in temporal analytics, which covers a wide range of tasks including classification, regression, clustering, anomaly detection, retrieval, feature extraction and learning representations. The solutions can be algorithmic, theoretical or systems-based in nature.
This workshop will discuss a wide variety of topics including but are not limited to:
Paper submission deadline: February 13, 2024
Paper acceptance notification: February 28, 2024
Paper camera-ready deadline: March 8, 2024
Workshop day: May 7, 2024
*All deadlines are 23:59 Pacific Standard Time (PST)
Paper submission must be in English. All papers will be double-blind reviewed by the Program Committee based on technical quality, relevance to data mining, originality, significance, and clarity. All paper submissions will be handled electronically. Papers that do not comply with the Submission Policy will be rejected without review.
Each submitted paper must include an abstract up to 200 words and be between 6-12 single-spaced pages with 10pt font size (including references, appendices, etc.). Authors must use Springer LNCS/LNAI manuscript submission guidelines for their submissions. All papers must be submitted electronically through the CMT paper submission system in PDF format only. Supplementary material may be submitted as a separate PDF file, but reviewers are not obligated to consider this, and your manuscript should, therefore, stand on its own merits without any supplementary material. Supplementary material will not be published in the proceedings. Each accepted paper will be invited to propose a camera ready version of their article taking into account the reviewers recommendations. The accepted submissions will be published in the Lecture Notes in Artificial Intelligence (Springer LNAI) proceedings (past PAKDD workshops, example1, example2).
The submitted papers must not be previously published anywhere but may be under consideration by any other conference or journal during the workshop review process. Submitting a paper to the conference means that if the paper was accepted, at least one author will complete the regular registration and attend the workshop to present the paper.
https://cmt3.research.microsoft.com/IWTA2024/
We would like to thank you sincerely for your valuable contribution to our International Workshop on Temporal Analytics at PAKDD 2024. The accepted submissions will be published in Springer Workshop Proceedings (example1, example2).
Please read and follow carefully the following instructions for preparing the camera-ready version.
Author’s guide provided by Springer.
Files:
For example, as shown in the following figure, if your paper ID is 1234, you should have a folder named source-1234 containing all the source files and another PAPER-1234.pdf which is the final version of your paper. Additionally, a signed LTP-1234.pdf by the corresponding author should be attached as well. Finally, please zip the above folder and two pdf files as paper-1234.zip (paper-PaperID.zip) and upload using the submission system by March 8 2024. In case of technical difficulties, please send the zip file to the workshop chair, chang.tan [AT] monash.edu.
Finally, please register for the PAKDD conference or workshop, the early-bird deadline is March 10 2024
Authors are required to register before March 13. Detailed information about registration is available at https://pakdd2024.org/registration/.
For those needing Visa application to enter Taiwan, PAKDD 2024 has provided guidelines at https://pakdd2024.org/visa-information/. Provided any questions, please contact the Conference Secretariat at secretariat.reg@pakdd2024.org
This workshop will be held in conjunction with the 28th Pacific-Asia Conference on Knowledge Discovery and Data Mining (PAKDD 2024) on the 7th May 2024. It will be held in person.
The proceedings of IWTA workshop are now published in the Lecture Notes in Artificial Intelligence (Springer LNAI) series with open access for the next four weeks from 7th May 2024. Please click on the following link to access the proceedings: https://link.springer.com/book/10.1007/978-981-97-2650-9
*All times are given in CST (GMT+8, Taipei time).
0930-0940:
0940-1000:
1000-1020:
1020-1040:
1040-1100:
1100-1105: coffee break
1105-1155:
1155-1200:
Time series forecasting has been widely applied across various domains such as healthcare, traffic control, energy management, and finance. Recently, there has been increasing demand to integrate the knowledge of various forms into deep forecasting models. In this talk, we will delve into the integration of knowledge in the form of structures or pre-trained word token embeddings to bridge the gap between data-driven time series predictions and domain-centric understanding. Specifically, I will first introduce a novel Structural Knowledge Informed Continual Learning (SKI-CL) framework to perform multivariate time series forecasting within a continual learning paradigm, which leverages structural knowledge to steer the forecasting model toward identifying and adapting to different regimes. Next, I will introduce a Semantic Space Informed Prompt learning with a Large Language Model to align the pre-trained word token embeddings with time series embeddings and perform time series forecasting based on learned prompts over the joint space. Finally, I will conclude the talk by highlighting challenges and future directions.
Dongjin Song has been an assistant professor in the School of Computing at the University of Connecticut since Fall 2020. He was previously a research staff member at NEC Labs America in Princeton, NJ. He received his Ph.D. degree in the ECE Department from the University of California San Diego (UCSD) in 2016. His research interests include machine learning, data science, deep learning, and related applications for time series data analysis and graph representation learning. Papers describing his research have been published at top-tier data science and artificial intelligence conferences, such as NeurIPS, ICML, KDD, ICDM, SDM, AAAI, IJCAI, ICLR, CVPR, ICCV, etc. He has served as Associate Editors for Pattern Recognition, Neurocomputing, and Senior PC for AAAI, IJCAI, and CIKM. He received the prestigious NSF CAREER award in 2024 and the UConn Research Excellence Research (REP) Award in 2021. He has co-organized the AI for Time Series (AI4TS) Workshop at IJCAI, AAAI, ICDM, SDM, and MiLeTS workshops at KDD.
The workshop chairs thank the program committee members who contribute to the quality of the workshop.