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Applications · Time Series

Caiyi Yang, Chenglin Li, Hao Zhang, Weijia Lu, ZHIFEI YANG, Wenrui Dai, xiaodong Zhang, Xiaofeng Ma, Can Zhang, Junni Zou 等

Contrastive learning has advanced the representation learning across domains, yet its success relies on data augmentations that preserve semantic contents while providing the view diversities. Multivariate time series, however, are inherently noisy, non-stationary, and lack such intuitive semantic cues. Consequently, standard heuristic augmentations that ignore semantic parts may risk destroying critical temporal dependencies. Though some recent approaches attempt to isolate informative components, they typically rely on an implicit neural mechanism to infer semantics, thus limiting the interpretability and controllability. To address this, we propose ProSAR, an information-theoretic framework that leverages the explicit prototype alignment to guide semantic augmentations, and establish a feedback loop between the augmentation, contrastive learning, and prototype updates. Specifically, grounded in our proposed Prototype-Conditioned Information Bottleneck principle, we leverage the time-domain prototypes as explicit anchors to localize semantic segments, and develop a time–frequency augmentation strategy that retains prototype-consistent information while discarding noise. To promote semantically consistent prototypes for a reliable view generation, we design a dual-prototype loop where the augmented views are encoded into representations and then the learned representations are clustered to update latent prototypes, whose decoded feedback refines the time-domain prototypes for the next round of augmentation. Experiments on diverse time-series benchmarks demonstrate that ProSAR outperforms the other contrastive learning methods on downstream forecasting and classification tasks.

Applications · Time Series

Xin Qiu, Junlong Tong, Yirong Sun, Yunpu Ma, Xiaoyu Shen

Large-scale models are at the forefront of time series (TS) forecasting, dominated by two paradigms: fine-tuning text-based Large Language Models for TS (LLM4TS) and training Time Series Foundation Models (TSFMs) from scratch. Both approaches share a foundational assumption that scaling up model capacity and data volume leads to improved performance. However, we observe a scaling paradox in TS models, revealing a puzzling phenomenon that larger models do NOT always achieve better performance. Through extensive experiments on two model families across four scales (100M to 1.7B parameters) and diverse data (up to 6B observations), we rigorously confirm that the scaling paradox is a pervasive issue. We then diagnose its root cause by analyzing internal representations, identifying a phenomenon we call few-layer dominance: only a small subset of layers are functionally important, while the majority are redundant, under-utilized, and can even distract training. Based on this discovery, we propose a practical method to automatically identify and retain only these dominant layers. In our models, retaining only 21% of the parameters achieves up to a 12% accuracy improvement and a 2.7x inference speedup. We validate the universality of our method on 8 prominent SOTA models (LLM4TS and TSFMs, 90M to 6B), showing that retaining less than 30% layers achieves superior accuracy in over 95% tasks.

Theory · Everything Else

Alexander Munteanu, Matteo Russo, David Saulpic, Chris Schwiegelshohn

Terminal embeddings have emerged as a powerful tool for dimension reduction. Given a set of points $P\subset \mathbb{R}^d$, a terminal embedding is a mapping $f:\mathbb{R}^d\rightarrow \mathbb{R}^t$ that preserves the pairwise distance between any pair of points $p\in P$ and $q\in \mathbb{R}^d$ up to small distortion under this mapping. Terminal embeddings have been particularly fruitful for constructing $k$-means and $k$-median coresets, where the objective is to find a typically weighted subset $\Omega$ of $P$ such that for any candidate solution, the cost of the clustering objective on $\Omega$ approximates the cost of the clustering objective on $P$ up to small distortion. Unfortunately, these techniques have not been extended to more complicated structures such as clustering time-series data under common straight-line interpolation between measurements. The main issue is that terminal embeddings, arguably the central technique in this line of research, cannot be linear and are thus not immediately suitable to preserve linear structures. In this work, we develop a generalization of terminal embeddings to affine line-segments that overcomes this issue. We showcase their applicability by using our lines-preserving terminal embeddings to obtain the first dimension-free coresets for clustering time-series under the Fréchet distance. The underlying dimension reduction uses Johnson-Lindenstrauss embeddings, and our experiments indicate that they compare favorably against PCA for real-world time-series.

Applications · Time Series

Xiangfei Qiu, Kangjia Yan, Xvyuan Liu, Xingjian Wu, Jilin Hu

Irregular multivariate time series (IMTS) forecasting is challenging due to non-uniform sampling and variable asynchronicity. These irregularities violate the equidistant assumptions of standard models, hindering local temporal modeling and rendering classical frequency-domain methods ineffective for capturing global periodic structures. To address this challenge, we propose TFMixer, a joint time–frequency modeling framework for IMTS forecasting. Specifically, TFMixer incorporates a Global Frequency Module that employs a learnable Non-Uniform Discrete Fourier Transform (NUDFT) to directly extract spectral representations from irregular timestamps. In parallel, the Local Time Module introduces a query-based patch attention mechanism to adaptively aggregate informative temporal segments and alleviate information density imbalance. Finally, TFMixer fuses the time-domain and frequency-domain representations to generate forecasts and further leverages inverse NUDFT for explicit seasonal extrapolation. Extensive experiments on real-world IMTS benchmarks demonstrate the effectiveness and robustness of TFMixer under irregular sampling and missing data.

Applications · Time Series

Xiangfei Qiu, Yuhan Zhu, Zhengyu Li, Xingjian Wu, Bin Yang, Jilin Hu

Time series forecasting is essential in various domains. Compared to relying solely on endogenous variables (i.e., target variables), considering exogenous variables (i.e., covariates) provides additional predictive information and often leads to more accurate predictions. However, existing methods for time series forecasting with exogenous variables (TSF-X) have the following shortcomings: 1) they do not leverage future exogenous variables, 2) they fail to fully account for the correlation between endogenous and exogenous variables. In this study, to better leverage exogenous variables, especially future exogenous variables, we propose $\textbf{DAG}$, which $\textit{utilizes $\underline{D}$ual correl$\underline{A}$tion network along both the temporal and channel dimensions for time series forecasting with exo$\underline{G}$enous}$ variables. Specifically, we propose two core components: the Temporal Correlation Module and the Channel Correlation Module. Both modules consist of a correlation discovery submodule and a correlation injection submodule. The former is designed to capture the correlation effects of historical exogenous variables on future exogenous variables and on historical endogenous variables, respectively. The latter injects the discovered correlation relationships into the processes of forecasting future endogenous variables based on historical endogenous variables and future exogenous variables.

Applications · Time Series

Xiangfei Qiu, Xvyuan Liu, Tianen Shen, Xingjian Wu, Hanyin Cheng, Bin Yang, Jilin Hu

Time series forecasting is important in many fields that require accurate predictions for decision-making. Patching techniques, commonly used and effective in time series modeling, help capture temporal dependencies by dividing the data into patches. However, existing patch-based methods fail to dynamically select patches and typically use all patches during the prediction process. In real-world time series, there are often low-quality issues during data collection, such as missing values, distribution shifts, anomalies and white noise, which may cause some patches to contain low-quality information, negatively impacting the prediction results. To address this issue, this study proposes a robust time series forecasting framework called $\textbf{SEER}$. Firstly, we propose an $\textit{Augmented Embedding Module}$, which improves patch-wise representations using a Mixture-of-Experts~(MoE) architecture and obtains series-wise token representations through a channel-adaptive perception mechanism. Secondly, we introduce a $\textit{Learnable Patch Replacement Module}$, which enhances forecasting robustness and model accuracy through a two-stage process: 1) a dynamic filtering mechanism eliminates negative patch-wise tokens; 2) a replaced attention module substitutes the identified low-quality patches with global series-wise token, further refining their representations through a causal attention mechanism. Comprehensive experimental results demonstrate the SOTA performance of SEER.

Applications · Time Series

Zhongzheng Qiao, SHENG PAN, Anni Wang, Viktoriya Zhukova, Yong Liu, Xudong Jiang, Qingsong Wen, Mingsheng Long, Ming Jin, Chenghao Liu

Time series foundation models (TSFMs) are revolutionizing the forecasting landscape from specific dataset modeling to generalizable task evaluation. However, we contend that existing benchmarks exhibit common limitations in four dimensions: constrained data composition dominated by reused legacy sources, compromised data integrity lacking rigorous quality assurance, misaligned task formulations detached from real-world contexts, and rigid analysis perspectives that obscure generalizable insights. To bridge these gaps, we introduce **TIME**, a next-generation task-centric benchmark comprising 50 fresh datasets and 98 forecasting tasks, tailored for strict zero-shot TSFM evaluation free from data leakage. Integrating large language models and human expertise, we establish a rigorous human-in-the-loop benchmark construction pipeline to ensure high data integrity and redefine task formulation by aligning forecasting configurations with real-world operational requirements and variate predictability. Furthermore, we propose a novel pattern-level evaluation perspective that moves beyond traditional dataset-level evaluations based on static meta labels. By leveraging structural time series features to characterize intrinsic temporal properties, this approach offers generalizable insights into model capabilities across diverse patterns. We evaluate 12 representative TSFMs and establish a multi-granular leaderboard to facilitate in-depth analysis and visualized inspection.

Applications · Time Series

Zhao Tan, Yiji Zhao, Shiyu Wang, Chang Xu, Yuxuan Liang, Xiping Liu, Shirui Pan, Ming Jin

Natural Language Querying for Time Series Databases (NLQ4TSDB) aims to assist non-expert users retrieve meaningful events, intervals, and summaries from massive temporal records. However, existing Text-to-SQL methods are not designed for continuous morphological intents such as shapes or anomalies, while time series models struggle to handle ultra-long histories. To address these challenges, we propose Sonar-TS, a neuro-symbolic framework that tackles NLQ4TSDB via a "Search-Then-Verify" pipeline. Analogous to active sonar, it utilizes a feature index to "ping'' candidate windows via SQL, followed by generated Python programs to "lock on'' and verify candidates against raw signals. To enable effective evaluation, we introduce NLQTSBench, the first large-scale benchmark designed for NLQ over TSDB-scale histories. Our experiments highlight the unique challenges within this domain and demonstrate that Sonar-TS effectively navigates complex temporal queries where traditional methods fail. This work presents the first systematic study of NLQ4TSDB, offering a general framework and evaluation standard to facilitate future research.

Deep Learning · Sequential Models, Time series

Bohan Wang, Zewen Liu, Lu Lin, Hui Liu, Li Xiong, Ming Jin, Wei Jin

Interpretable time series deep learning systems are often assessed by checking temporal consistency on explanations, implicitly treating this as evidence of robustness. We show that this assumption can fail: Predictions and explanations can be adversarially decoupled, enabling targeted misclassification while the explanation remains plausible and consistent with a chosen reference rationale. We propose TSEF (Time Series Explanation Fooler), a dual-target attack that jointly manipulates the classifier and explainer outputs. In contrast to single-objective misclassification attacks that disrupt explanation structure and spread attribution mass broadly, TSEF achieves targeted prediction changes while keeping explanations consistent with the reference. Across multiple datasets and explainer backbones, our results consistently reveal that explanation stability is a misleading proxy for decision robustness and motivate coupling-aware robustness evaluations for trustworthy time series deployments.

Applications · Chemistry, Physics, and Earth Sciences

Natan Kaminsky, Daniel Freedman, Kira Radinsky

Physics-informed neural networks (PINNs) can be unreliable on PDEs with oscillatory, multiscale, stiff, or long-time solutions, and these difficulties worsen in high dimensions where collocation-based training yields large numerical integration error and high-variance gradients. We propose Low-Rank Fourier Sums (LoRFS), representing the solution as a low-rank sum of separable Fourier expansions (products of one-dimensional Fourier series across coordinates). This makes high-frequency structure explicit and enables closed-form evaluation of common physics-based objectives and their gradients (e.g., $L^2$ residual and variational losses), replacing sampling-based collocation estimates with analytic loss evaluation and eliminating sampling noise. We further provide theoretical results that clarify why LoRFS is particularly well suited to high-dimensional regimes. Across canonical PINN failure-mode benchmarks and their high-dimensional extensions, LoRFS consistently outperforms strong PINN baselines and remains stable in regimes where competing methods degrade.

Deep Learning · Sequential Models, Time series

Hao Miao, Ni Zhang, Zefei Ning, Li Wang

Battery lifetime early prediction is crucial for safety assessment and decision planning. However, early-stage degradation signals are extremely weak and difficult to distinguish from noise. Existing methods primarily rely on denoising or signal decomposition, which risks losing critical degradation cues. In nature, most organisms exhibit binaural effect, exploiting differences between left and right auditory inputs to enhance perceptual reliability. Inspired by this, we propose DITING, a weak degradation listener for battery lifetime early prediction. DITING first employs optimal-transport-based selective matching to extract a robust health template from initial cycles for degradation representation. To manifest degradation signals from noise, we further design a tri-coupled degradation manifestation mechanism. By exploiting the randomness of noise, matched responses under symmetric coupling suppress stochastic fluctuations. Conversely, cumulative deviations driven by degradation propagate through the coupling to form stable bilateral discrepancies. This design effectively amplifies weak cues in the early stage for lifetime prediction. Experiments on multiple datasets demonstrate that DITING achieves state-of-the-art performance and provides more reliable early support for full-lifecycle battery management. The code is available at https://anonymous.4open.science/r/Batt_DITING.

Applications · Time Series

Weijian Li, Hong-Yu Chen, Nabeel Rehemtulla, Ved Shah, Dongho Kim, Dennis Wu, Qinjie Lin, Adam Miller, Han Liu

Time series foundation models (TSFMs) are increasingly adopted as general-purpose time series learners. Although their training corpora are vast, they exclude peta-scale astronomical time series that exhibit unique challenges (e.g., irregular sampling, multiple variates, and heteroskedasticity) and exist in immense quantities. We introduce $\texttt{StarEmbed}$, the first public benchmark for stellar time series observations ("light curves") on three downstream tasks: unsupervised clustering, supervised classification, and out-of-distribution (OOD) source detection. $\texttt{StarEmbed}$ integrates a catalog of expert-vetted light curves, totaling $\sim$40,000 labeled examples across seven astrophysical classes. We evaluate the zero-shot capabilities of three families of TSFMs ($\texttt{Moirai}$, $\texttt{Chronos}$, and $\texttt{Time-MoE}$) and a domain-specific transformer ($\texttt{Astromer}$). Our results demonstrate that the $\texttt{Chronos}$ family, despite being pre-trained on regularly sampled data, outperforms domain-specific baselines and yields state-of-the-art performance in clustering and OOD source detection. While they do not yet strictly surpass hand-crafted features in classification, TSFM models like the Chronos models demonstrate excellent generalization performance, marking a promising step toward universal foundation models in astronomy.

Deep Learning · Sequential Models, Time series

Dai Shi, Lequan Lin, Andi Han, Luke Thompson, Jose Miguel Hernandez-Lobato, Zhiyong Wang, Junbin Gao

Stochastic differential equations (SDEs) and stochastic partial differential equations (SPDEs) are fundamental for modeling stochastic dynamics across the natural sciences and modern machine learning. Learning their solution operators with deep learning models promises fast solvers and new perspectives on classical learning tasks. In this work, we build on Wiener–chaos expansions (WCE) to design neural operator (NO) architectures for SDEs and SPDEs: we project driving noise paths onto orthonormal Wick–Hermite features and use NOs to parameterize the resulting chaos coefficients, enabling reconstruction of full trajectories from noise in a single forward pass. We also make the underlying WCE structure explicit for multi-dimensional SDEs and semilinear SPDEs by showing the coupled deterministic ODE/PDE systems governing these coefficients. Empirically, we achieve competitive accuracy across several tasks, including standard SPDE benchmarks and SDE-based diffusion one-step image sampling, topological graph interpolation, financial extrapolation, parameter estimation, and manifold SDE flood forecasting. These results suggest WCE-based neural operators are a practical and scalable approach to learning SDE/SPDE solution operators across domains.

Deep Learning · Sequential Models, Time series

Luke Thompson, Dai Shi, Lequan Lin, Junbin Gao, Andi Han

Neural rough differential equations (NRDEs) learn continuous-time dynamics from irregularly sampled sequences by encoding the input path with signature features, providing robustness to discretisation and sampling irregularity. However, existing NRDEs implicitly rely on algebraic identities that can fail in two important settings: *stochastic dynamics* interpreted in the Itô sense, and *dynamics evolving on manifolds* where curvature renders the effect of repeated derivatives order-dependent. In this work, we propose Branched Neural Rough Differential Equations (B-NRDEs), a unified framework that replaces geometric signature features with tree-based (branched) rough-path lifts, yielding models that remain well-defined under Itô noise and on manifolds. Building on these branched lifts, an Itô-consistent training objective is introduced via the branched signature kernel. We provide an efficient, autodifferentiable package *Stochastax* for computing branched (log-)signatures and solving (manifold) RDEs. Across various applications, including rough Bergomi volatility modelling, sim-to-real $\mathrm{SO}(3)$ dynamics forecasting, and SPD covariance dynamics, B-NRDE shows consistently strong results.

Applications · Time Series

ShaoChen He, Zirui Zhuang, Haifeng Sun, Xiaoyuan Fu, Qi Qi, Lei Zhang, Jianxin Liao, Jingyu Wang

Existing machine learning models for network simulation excel at predicting average performance but, due to their reliance on mean squared error, systematically fail to capture the critical tail-latency and jitter that define modern network stability. This 'tail-blindness' renders them unreliable for latency-sensitive systems. We bridge this gap by introducing Accurate Neural Architecture Search (ANAS), a paradigm that automates the discovery of architectures for high-precision, distribution-aware network simulation. ANAS corrects the evaluation inaccuracies of weight-sharing NAS via a similarity-constrained search, employs a hybrid search space to model complex traffic, and uses a Wasserstein loss to optimize for the entire delay distribution, not just its mean. Empirically, the ANAS-discovered architecture is holistically superior: it reduces overall validation loss by 25.8\% compared to DeepQueueNet, demonstrating strong average-case performance, while simultaneously excelling at tail-sensitive metrics by lowering the normalized Wasserstein distance ($W_n$) by up to 69.8\%. This confirms its ability to faithfully model a comprehensive performance spectrum, encompassing both average and critical tail behaviors. The ANAS framework provides a practical methodology for automatically creating high-fidelity model of network devices, enabling more reliable validation of next-generation network protocols and algorithms.

Social Aspects · Safety

Janis Keuper, Margret Keuper

The wide availability and low usability barrier of modern image generation models has triggered the reasonable fear of criminal misconduct and negative social implications. The machine learning community has been engaging this problem with an extensive series of publications proposing algorithmic solutions for the detection of "fake'', e.g. entirely generated or partially manipulated images. While there is undoubtedly some progress towards technical solutions of the problem, we argue that current and prior work is focusing too much on generative algorithms and "fake'' data-samples, neglecting a clear definition and data collection of "real'' images. The fundamental question *"what is a real image?''* might appear to be quite philosophical, but our analysis shows that the development and evaluation of basically all current "fake''-detection methods is relying on only a few, quite old low-resolution datasets of "real'' images like *ImageNet*. However, the technology for the acquisition of "real'' images, aka taking photos, has drastically evolved over the last decade: Today, over 90% of all photographs are produced by smartphones which typically use algorithms to compute an image from multiple inputs (over time) from multiple sensors. Based on the fact that these image formation algorithms are typically neural network architectures which are closely related to "fake''-image generators, we state the position that today, **we need to re-think the concept of "real'' images**. The purpose of this position paper is to raise the awareness of the current shortcomings in this active field of research and to trigger an open discussion whether the detection of ``fake'' images is a sound objective at all. At the very least, we need a clear technical definition of "real'' images and new benchmark datasets.

Applications · Time Series

Md Asif Bin Syed, Md Younus Ahamed, Azmine Toushik Wasi

Time series foundation models (TSFMs) have demonstrated strong performance on established benchmarks such as GIFT-Eval, Monash, and TSFM-Bench. However, these benchmarks pool datasets from many domains with uneven representation, which can obscure performance within specific application areas such as healthcare, finance, nature, retail, and transport. The necessity for domain-specific evaluation arises from the inherent structural diversity of time series data: clinical records often feature irregular sampling and informative missingness; financial sequences are characterized by high noise and stochastic trajectories; and environmental data, such as energy and weather, are governed by deterministic physical laws and strong seasonal hierarchies. Motivated by this heterogeneity, **we argue that TSFMs require explicit domain-specific benchmarks** so practitioners can reliably assess a model's utility within their own application area. This is because cross-domain differences in data generation, sampling irregularity, and nonstationarity under concept drift fundamentally shape forecasting difficulty and failure modes. As a result, strong performance on aggregated leaderboards may not translate to reliable deployment within a specific domain. To test this, we evaluated seven TSFMs across 72 datasets from six domains (healthcare, finance, energy, nature, transport, and retail) and found substantial cross-domain variability. These findings confirm that global benchmark scores can be misleading and that domain-aware evaluations are essential for trustworthy TSFM selection.

Applications · Time Series

Vasilii Feofanov, Songkang Wen, Shifeng Xie, Simon Roschmann, Marius Alonso, Hongbo Guo, Romain Ilbert, Malik TIOMOKO, Quentin Bouniot, Zeynep Akata 等

While foundation models have revolutionized various domains, their application to time series classification remains rather under-explored, with existing literature predominantly focused on forecasting. To bridge this gap, we introduce \textbf{Mantis}, a transformer-based foundation model pre-trained exclusively on synthetic data via self-supervised contrastive learning. We demonstrate that effective tokenization is critical to unlocking the full potential of transformers, proposing a novel token generator unit. Furthermore, we introduce an enhanced test-time methodology that bridges the performance gap between Mantis and strong specialized approaches by leveraging intermediate-layer representations, self-ensembling, and cross-model embedding fusion. Extensive experiments demonstrate that Mantis establishes a new state-of-the-art, outperforming existing foundation models across four diverse dataset collections covering various application domains.

Deep Learning · Sequential Models, Time series

Md Mahmuddun Nabi Murad, Yasin Yilmaz

Early and accurate detection of anomalies in time-series data is critical due to the substantial risks associated with false or missed detections. While MLP-based mixer models have shown promise in time-series analysis, they do not maintain temporal causality during data processing. Moreover, real-world multivariate time series often contain numerous channels with diverse inter-channel correlations. Spurious correlations in the reconstructed time series lead to noisy representations, resulting in inaccurate anomaly detection. In addition, anomaly scoring methods that ignore temporal continuity can mislead sequential detection. To address these challenges, we propose a cluster-aware causal mixer for multivariate time-series anomaly detection. Channels are grouped into clusters based on their correlations, and each cluster is embedded through a dedicated embedding layer. A causal mixer is introduced to integrate information while maintaining temporal causality. We further develop a sequential anomaly-scoring method that accumulates evidence over time and refines anomaly boundaries. Our proposed model operates in an online fashion, making it suitable for real-time time-series anomaly detection. Experimental evaluations across six public benchmark datasets demonstrate that the proposed approach consistently achieves superior performance.

Social Aspects · Accountability, Transparency, and Interpretability

Khalid Oublal, Quentin Bouniot, Qi Gan, Stephan Clemencon, Zeynep Akata

As black box models and pretrained models gain traction in time series applications, understanding and explaining their predictions becomes increasingly vital, especially in high-stakes domains where interpretability and trust are essential. However, most of the existing methods involve only in-distribution explanation, and do not generalize outside the training support, which requires the learning capability of generalization. In this work, we aim to provide a framework to explain black-box models for time series data through the dual lenses of Sparse Autoencoders (SAEs) and causality. We show that many current explanation methods are sensitive to distributional shifts, limiting their effectiveness in real-world scenarios. Building on the concept of Sparse Autoencoder, we introduce TimeSAE, a framework for black-box model explanation. We conduct extensive evaluations of TimeSAE on both synthetic and real-world time series datasets, comparing it to leading baselines. The results, supported by both quantitative metrics and qualitative insights, show that TimeSAE provides more faithful and robust explanations. Our code is available in an easy-to-use library TimeSAE-Lib: https://anonymous.4open.science/w/TimeSAE-571D/