Fei Wang 王飞

Artificial intelligence (AI) coupled with promising machine learning (ML) techniques well known from computer science is broadly affecting many aspects of various fields including science and technology, industry, and even our day-to-day life. The ML techniques have been developed to analyze high-throughput data with a view to obtaining useful insights, categorizing, predicting, and making evidence-based decisions in novel ways, which will promote the growth of novel applications and fuel the sustainable booming of AI. This paper undertakes a comprehensive survey on the development and application of AI in different aspects of fundamental sciences, including information science, mathematics, medical science, materials science, geoscience, life science, physics, and chemistry. The challenges that each discipline of science meets, and the potentials of AI techniques to handle these challenges, are discussed in detail. Moreover, we shed light on new research trends entailing the integration of AI into each scientific discipline. The aim of this paper is to provide a broad research guideline on fundamental sciences with potential infusion of AI, to help motivate researchers to deeply understand the state-of-the-art applications of AI-based fundamental sciences, and thereby to help promote the continuous development of these fundamental sciences.

We all depend on mobility, and vehicular transportation affects the daily lives of most of us. Thus, the ability to forecast the state of traffic in a road network is an important functionality and a challenging task. Traffic data is often obtained from sensors deployed in a road network. Recent proposals on spatial-temporal graph neural networks have achieved great progress at modeling complex spatial-temporal correlations in traffic data, by modeling traffic data as a diffusion process. However, intuitively, traffic data encompasses two different kinds of hidden time series signals, namely the diffusion signals and inherent signals. Unfortunately, nearly all previous works coarsely consider traffic signals entirely as the outcome of the diffusion, while neglecting the inherent signals, which impacts model performance negatively. To improve modeling performance, we propose a novel Decoupled Spatial-Temporal Framework (DSTF) that separates the diffusion and inherent traffic information in a data-driven manner, which encompasses a unique estimation gate and a residual decomposition mechanism. The separated signals can be handled subsequently by the diffusion and inherent modules separately. Further, we propose an instantiation of DSTF, Decoupled Dynamic Spatial-Temporal Graph Neural Network (D2STGNN), that captures spatial-temporal correlations and also features a dynamic graph learning module that targets the learning of the dynamic characteristics of traffic networks. Extensive experiments with four real-world traffic datasets demonstrate that the framework is capable of advancing the state-of-the-art.

Multivariate Time Series (MTS) forecasting plays a vital role in a wide range of applications. Recently, Spatial-Temporal Graph Neural Networks (STGNNs) have become increasingly popular MTS forecasting methods. STGNNs jointly model the spatial and temporal patterns of MTS through graph neural networks and sequential models, significantly improving the prediction accuracy. But limited by model complexity, most STGNNs only consider short-term historical MTS data, such as data over the past one hour. However, the patterns of time series and the dependencies between them (i.e., the temporal and spatial patterns) need to be analyzed based on long-term historical MTS data. To address this issue, we propose a novel framework, in which STGNN is Enhanced by a scalable time series Pre-training model (STEP). Specifically, we design a pre-training model to efficiently learn temporal patterns from very long-term history time series (e.g., the past two weeks) and generate segment-level representations. These representations provide contextual information for short-term time series input to STGNNs and facilitate modeling dependencies between time series. Experiments on three public real-world datasets demonstrate that our framework is capable of significantly enhancing downstream STGNNs, and our pre-training model aptly captures temporal patterns.

Multivariate Time Series (MTS) forecasting plays a vital role in a wide range of applications. Recently, Spatial-Temporal Graph Neural Networks (STGNNs) have become increasingly popular MTS forecasting methods due to their state-of-the-art performance. However, recent works are becoming more sophisticated with limited performance improvements. This phenomenon motivates us to explore the critical factors of MTS forecasting and design a model that is as powerful as STGNNs, but more concise and efficient. In this paper, we identify the indistinguishability of samples in both spatial and temporal dimensions as a key bottleneck, and propose a simple yet effective baseline for MTS forecasting by attaching Spatial and Temporal IDentity information (STID), which achieves the best performance and efficiency simultaneously based on simple Multi-Layer Perceptrons (MLPs). These results suggest that we can design efficient and effective models as long as they solve the indistinguishability of samples, without being limited to STGNNs.

Multivariate time series long-term prediction, which aims to predict the change of data in a long time, can provide references for decision-making. Although transformer-based models have made progress in this field, they usually do not make full use of three features of multivariate time series: global information, local information, and variables correlation. To effectively mine the above three features and establish a high-precision prediction model, we propose a double sampling transformer (DSformer), which consists of the double sampling (DS) block and the temporal variable attention (TVA) block. Firstly, the DS block employs down sampling and piecewise sampling to transform the original series into feature vectors that focus on global information and local information respectively. Then, TVA block uses temporal attention and variable attention to mine these feature vectors from different dimensions and extract key information. Finally, based on a parallel structure, DSformer uses multiple TVA blocks to mine and integrate different features obtained from DS blocks respectively. The integrated feature information is passed to the generative decoder based on a multi-layer perceptron to realize multivariate time series long-term prediction. Experimental results on nine real-world datasets show that DSformer can outperform eight existing baselines.

Multivariate time series forecasting (MTSF) is crucial for decision-making to precisely forecast the future values/trends, based on the complex relationships identified from historical observations of multiple sequences. Recently, Spatial-Temporal Graph Neural Networks (STGNNs) have gradually become the theme of MTSF model as their powerful capability in mining spatial-temporal dependencies, but almost of them heavily rely on the assumption of historical data integrity. In reality, due to factors such as data collector failures and time-consuming repairment, it is extremely challenging to collect the whole historical observations without missing any variable. In this case, STGNNs can only utilize a subset of normal variables and easily suffer from the incorrect spatial-temporal dependency modeling issue, resulting in the degradation of their forecasting performance. To address the problem, in this paper, we propose a novel Graph Interpolation Attention Recursive Network (named GinAR) to precisely model the spatial-temporal dependencies over the limited collected data for forecasting. In GinAR, it consists of two key components, that is, interpolation attention and adaptive graph convolution to take place of the fully connected layer of simple recursive units, and thus are capable of recovering all missing variables and reconstructing the correct spatial-temporal dependencies for recursively modeling of multivariate time series data, respectively. Extensive experiments conducted on five real-world datasets demonstrate that GinAR outperforms 11 SOTA baselines, and even when 90% of variables are missing, it can still accurately predict the future values of all variables.

This paper explores the evolution of geoscientific inquiry, tracing the progression from traditional physics-based models to modern data-driven approaches facilitated by significant advancements in artificial intelligence (AI) and data collection techniques. Traditional models, which are grounded in physical and numerical frameworks, provide robust explanations by explicitly reconstructing underlying physical processes. However, their limitations in comprehensively capturing Earth’s complexities and uncertainties pose challenges in optimization and real-world applicability. In contrast, contemporary data-driven models, particularly those utilizing machine learning (ML) and deep learning (DL), leverage extensive geoscience data to glean insights without requiring exhaustive theoretical knowledge. ML techniques have shown promise in addressing Earth science-related questions. Nevertheless, challenges such as data scarcity, computational demands, data privacy concerns, and the “black-box” nature of AI models hinder their seamless integration into geoscience. The integration of physics-based and data-driven methodologies into hybrid models presents an alternative paradigm. These models, which incorporate domain knowledge to guide AI methodologies, demonstrate enhanced efficiency and performance with reduced training data requirements. This review provides a comprehensive overview of geoscientific research paradigms, emphasizing untapped opportunities at the intersection of advanced AI techniques and geoscience. It examines major methodologies, showcases advances in large-scale models, and discusses the challenges and prospects that will shape the future landscape of AI in geoscience. The paper outlines a dynamic field ripe with possibilities, poised to unlock new understandings of Earth’s complexities and further advance geoscience exploration.

Intelligent decision-making (IDM) is a cornerstone of artificial intelligence (AI) designed to automate or augment decision processes. Modern IDM paradigms integrate advanced frameworks to enable intelligent agents to make effective and adaptive choices and decompose complex tasks into manageable steps, such as AI agents and high-level reinforcement learning. Recent advances in multimodal foundation-based approaches unify diverse input modalities—such as vision, language, and sensory data—into a cohesive decision-making process. Foundation models (FMs) have become pivotal in science and industry, transforming decision-making and research capabilities. Their large-scale, multimodal data-processing abilities foster adaptability and interdisciplinary breakthroughs across fields such as healthcare, life sciences, and education. This survey examines IDM’s evolution, advanced paradigms with FMs and their transformative impact on decision-making across diverse scientific and industrial domains, highlighting the challenges and opportunities in building efficient, adaptive, and ethical decision systems.

The advent of universal time series forecasting models has revolutionized zero-shot forecasting across diverse domains, yet the critical role of data diversity in training these models remains underexplored. Existing large-scale time series datasets often suffer from inherent biases and imbalanced distributions, leading to suboptimal model performance and generalization. To address this gap, we introduce BLAST, a novel pre-training corpus designed to enhance data diversity through a balanced sampling strategy. First, BLAST incorporates 321 billion observations from publicly available datasets and employs a comprehensive suite of statistical metrics to characterize time series patterns. Then, to facilitate pattern-oriented sampling, the data is implicitly clustered using grid-based partitioning. Furthermore, by integrating grid sampling and grid mixup techniques, BLAST ensures a balanced and representative coverage of diverse patterns. Experimental results demonstrate that models pre-trained on BLAST achieve state-of-the-art performance with a fraction of the computational resources and training tokens required by existing methods. Our findings highlight the pivotal role of data diversity in improving both training efficiency and model performance for the universal forecasting task.

Traffic forecasting, which aims to predict traffic conditions based on historical observations, has been an enduring research topic and is widely recognized as an essential component of intelligent transportation. Recent proposals on Spatial-Temporal Graph Neural Networks (STGNNs) have made significant progress by combining sequential models with graph convolution networks. However, due to high complexity issues, STGNNs only focus on short-term traffic forecasting (e.g., 1-h ahead), while ignoring more practical long-term forecasting. In this paper, we make the first attempt to explore long-term traffic forecasting (e.g., 1-day ahead). To this end, we first reveal its unique challenges in exploiting multi-scale representations. Then, we propose a novel Hierarchical U-net TransFormer (HUTFormer) to address the issues of long-term traffic forecasting. HUTFormer consists of a hierarchical encoder and decoder to jointly generate and utilize multi-scale representations of traffic data. Specifically, for the encoder, we propose window self-attention and segment merging to extract multi-scale representations from long-term traffic data. For the decoder, we design a cross-scale attention mechanism to effectively incorporate multi-scale representations. In addition, HUTFormer employs an efficient input embedding strategy to address the complexity issues. Extensive experiments on four traffic datasets show that the proposed HUTFormer significantly outperforms state-of-the-art traffic forecasting and long time series forecasting baselines.

Benefiting from high capacity for capturing complex temporal patterns, deep learning (DL) has significantly advanced time series forecasting (TSF). However, deep models tend to suffer from severe overfitting due to the inherent vulnerability of time series to noise and anomalies. The prevailing DL paradigm uniformly optimizes all timesteps through the MSE loss and learns those uncertain and anomalous timesteps without difference, ultimately resulting in overfitting. To address this, we propose a novel selective learning strategy for deep TSF. Specifically, selective learning screens a subset of the whole timesteps to calculate the MSE loss in optimization, guiding the model to focus on generalizable timesteps while disregarding non-generalizable ones. Our framework introduces a dual-mask mechanism to target timesteps: (1) an uncertainty mask leveraging residual entropy to filter uncertain timesteps, and (2) an anomaly mask employing residual lower bound estimation to exclude anomalous timesteps. Extensive experiments across eight real-world datasets demonstrate that selective learning can significantly improve the predictive performance for typical state-of-the-art deep models, including 37.4% MSE reduction for Informer, 8.4% for TimesNet, and 6.5% for iTransformer.