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General Machine Learning · Sequential, Network, and Time Series Modeling

Wanfeng Lu, He Ma, Wei Lin, Qunxi Zhu

Precise prediction of spatiotemporal dynamics over predictive horizons is constrained by the computational cost of high-fidelity solvers and the sparsity, noise, and irregularity of data. We introduce MERLIN, a Koopman-based framework that lifts dynamics to the evolution of learned *observation functionals* with near-linear progression, enabling full-field reconstruction at arbitrary resolutions. Theoretically, we develop a functional Koopman theory for PDEs and compensate for the loss of finite-dimensional linear invariance via the Mori–Zwanzig formalism, which augments the linear backbone with non-Markovian memory terms to improve predictive accuracy. Practically, MERLIN employs discretization-invariant *function encoders* that map partial, irregular observations to observables, and resolution-free *function decoders* that reconstruct states at arbitrary query points. Training under linear constraints yields an interpretable, low-dimensional model that captures principal modes, supports reduced-order modeling, and—augmented with memory correction—delivers stable long-horizon rollouts even in ultra-low-dimensional latent spaces.

Deep Learning · Sequential Models, Time series

Longlong Xu, Zeyan Li, Xiao He, Zhaoyang Yu, Changhua Pei, Zhe Xie, Zijun Dou, Tieying Zhang, Dan Pei

Time series forecasting plays a vital role in numerous domains. However, real-world time series are frequently contaminated by noise, missing values, and anomalies, posing significant challenges to reliable forecasting. In this work, we first systematically investigate a fundamental limitation prevalent in existing forecasting methods: an excessive reliance on the most recent observations---termed "recent-data bias". This bias renders forecasts highly vulnerable to perturbations in recent data, severely undermining prediction reliability. To address this issue, we propose TameR, a novel approach for robust time series forecasting that effectively mitigates recent-data bias via enhancing the utilization of global context. Specifically, it employs a basis-aligned randomized sampling strategy to reduce dependence on any specific recent data. Furthermore, TameR incorporates a learnable periodicity extraction module coupled with a two-stage learning protocol to robustly separate periodic patterns from the sampled residual components. Comprehensive experiments demonstrate that TameR significantly outperforms state-of-the-art methods in robustness against diverse perturbation scenarios, while achieving comparable accuracy on clean data.

Deep Learning · Sequential Models, Time series

Longlong Xu, Zeyan Li, Xiao He, Zhaoyang Yu, Dazhong Wen, Mingze Sun, Changhua Pei, Dan Pei

Time series foundation models (TSFMs) have demonstrated impressive generalization capabilities across diverse domains. However, they face significant challenges in long-term and ultra long-term forecasting. These challenges primarily arise from scalability limitations when TSFMs process extensive sequence lengths. To address this, we propose SPRINT, a training-free plug-and-play framework designed to empower TSFMs to see more, forecast better and faster during inference. The core idea is to perform forecasting in a downsampled-resolution space, enabling an extended look-back window with reduced computational costs. To avoid information loss and resolution mismatch caused by downsampling, SPRINT decomposes time series into trend and seasonal components, processing them separately. It predicts the low-frequency trend via a Resolution Interpolation workflow within the downsampled space, while preserving high-frequency details through a Pattern Replication mechanism for seasonality. Extensive experiments show that SPRINT achieves a significant improvement, increasing accuracy by 19\% while enhancing efficiency with a reduction of max memory usage by 6.4$\times$ and inference time by 16.9$\times$ compared to state-of-the-art TSFMs.

General Machine Learning · Sequential, Network, and Time Series Modeling

Wenqin Liu, Weizhi Quan, Aoqi Zuo, Erdun Gao, Vu Nguyen, Dino Sejdinovic, Howard Bondell, Mingming Gong

Data valuation quantifies the intrinsic quality of individual samples to enable principled data curation, quality control, and robust learning. For time series in critical domains such as healthcare, finance, and industrial monitoring, effective valuation methods are essential yet fundamentally lacking. Existing approaches are either model-dependent, limiting their generalizability, or designed for i.i.d. data and thus fail to capture temporal dependencies, multi-scale patterns, and non-stationary dynamics inherent to sequential data. We introduce TimeLAVA, a learning-agnostic framework that values temporal segments by their marginal contribution to minimizing distributional discrepancy between evaluated and reference data. At its core is a novel Selective Wavelet-based Wasserstein ($\mathcal{W}_\text{SW}$) discrepancy combining multi-scale wavelet transforms for temporal localization with unbalanced optimal transport for robustness to distributional shifts. Segment values are efficiently computed via sensitivity analysis without requiring model training and aggregated into point-wise scores. We provide theoretical guarantees linking valuation to model-agnostic generalization and prove bounded sensitivity to outlier contamination. Extensive experiments across anomaly detection, data pruning, and label noise detection demonstrate that TimeLAVA produces significantly more informative value scores than existing methods on diverse real-world datasets.

General Machine Learning · Sequential, Network, and Time Series Modeling

Haoyi Zhou, Xin Xue, Tianyu Chen, lanhao li, Lijun SUN, Jianxin Li

The periodicity misalignment remains a challenge problem in generating time-series data across multiple domains. Existing methods model time-series interactions either at the granularity of individual points or fragmented segments. This limits their ability to capture and adapt to complex periodic patterns inherent in diverse domains. To address this, we introduce Winformer, a novel diffusion framework built on window-wise attention mechanism. We shift the fundamental processing unit in the attention mechanism from pairwise points similarity to continuous windows comparison of the entire horizon. Leveraging the adaptive window-alignment kernels derived from the frequency decomposition, Winformer brings semantically richer window representations, and effectively captures and transfers complex periodic patterns across domains. Extensive experiments on 12 real-world datasets demonstrate Winformer's effectiveness, achieving an average performance gain of 10.67% over SOTA baselines.

General Machine Learning · Sequential, Network, and Time Series Modeling

Sam Dauncey, Roger Wattenhofer

Tokenization is a hardcoded compression step which remains in the training pipeline of Large Language Models (LLMs), despite a general trend towards architectures becoming increasingly end-to-end. Prior work has shown promising results at scale in bringing this compression step inside the LLMs' architecture with heuristics to draw token boundaries, and also attempts to learn these token boundaries with straight-through estimates, which treat the problem of drawing discrete token boundaries as a continuous one. We show that these token boundaries can instead be learned using score function estimates, which have tighter theoretical guarantees due to directly optimizing the problem of drawing discrete token boundaries to minimize loss. We observe that techniques from reinforcement learning, such as time discounting, are necessary to reduce the variance of this score function sufficiently to make it practicable. We demonstrate that the resultant method outperforms prior proposed straight-through estimates, both qualitatively and quantitatively at the $100$ million parameter scale.

General Machine Learning · Sequential, Network, and Time Series Modeling

Chao Yang, Wenjie Shen, Shuang Li

We propose a non-autoregressive branching diffusion model for generating spatio-temporal point processes. Starting from a geometric principle---the Wasserstein-Fisher-Rao (WFR) gradient flow of a generalized KL divergence toward a simple reference intensity---we obtain a tractable forward noising mechanism with two interpretable components: (i) a Langevin-type \emph{drift-diffusion} step that perturbs event locations and times, and (ii) a \emph{birth-death branching} step that changes the event count via location-dependent thinning (deaths) and Poisson offspring replication (births). We learn the reverse-time dynamics using a permutation-equivariant denoiser that predicts a drift field and a net-growth field, and we train it using an entropic-regularized unbalanced optimal transport (UOT), which naturally handles count mismatch between noisy and clean samples. The resulting generator produces complete spatio-temporal event sets without autoregressive simulation or explicit intensity normalization.

General Machine Learning · Sequential, Network, and Time Series Modeling

Wencheng Zhang, Long Li, Huayi Qin, Zongjuan Wu, Jing Li, Wanghu Chen

Effective time series representation is critical for revealing temporal dynamics in many fields. However, existing approaches encounter fundamental limitations. Discrete-time representations struggle with irregular sampling and the tradeoff of fidelity and efficiency, while traditional implicit neural representations suffer from spectral bias and frequency entanglement. To address these challenges, we conceptualize time series as the superposition of continuous trends and discrete events from a continuous-time perspective and propose DualTimesField, a framework that utilizes dual implicit neural fields. Its Continuous Time Field captures smooth trends through bandwidth-limited parameterization, while a Discrete Geometric Field models transient events using learnable Gabor atoms, gated sparsity, and coarse-to-fine scale annealing. This explicit field separation effectively overcomes both limitations. Experiments on nine real-world benchmarks demonstrate substantial improvements in representation fidelity, achieving 51.2% average MSE reduction over discrete-time baselines and competitive interpolation on irregular data. Code is available at https://anonymous.4open.science/r/DualTimesField-AF32.

General Machine Learning · Sequential, Network, and Time Series Modeling

Haruka Ezoe, Hiroki Matsumoto, Ryohei Hisano

Dynamic relational data arise in many machine learning applications, yet their evolving structure poses challenges for learning representations that remain consistent and interpretable over time. A common approach is to learn time varying node embeddings, whose usefulness depends on well defined stability properties across nodes and across time. We introduce Unfolded Laplacian Spectral Embedding (ULSE), a principled extension of unfolded adjacency spectral embedding to normalized Laplacian operators, a setting where stability guarantees have remained out of reach. We prove that ULSE satisfies both cross-sectional and longitudinal stability under a dynamic stochastic block model. Moreover, the Laplacian formulation yields a dynamic Cheeger-type inequality linking the spectrum of the unfolded normalized Laplacian to worst case conductance over time, providing structural insight into the embeddings. Empirical results on synthetic and real world dynamic networks validate the theory.

General Machine Learning · Sequential, Network, and Time Series Modeling

Jingtian Ma, Jingyuan Wang, Leong Hou U

Learning unified road representations across diverse cities is a pivotal challenge in urban computing. However, existing approaches predominantly focus on single-city modeling, failing to handle the distribution shifts caused by heterogeneous urban layouts. We identify *spectral misalignment*, manifested as the significant divergence of spectral distributions across different cities, as the primary barrier preventing standard Graph Neural Networks from capturing universal patterns. To bridge this gap, we propose **CoSpec**, a framework that disentangles road networks into shareable low-frequency commonalities and city-specific high-frequency specificities. CoSpec employs a hierarchical dual-path architecture where the low-frequency path aligns global functional semantics via adaptive prototypes, while the high-frequency path modulates local geometric residuals to fit specific urban textures. Theoretical analysis shows CoSpec bounds the Wasserstein distance between city distributions, and extensive experiments demonstrate its superior generalization over state-of-the-art baselines.

General Machine Learning · Sequential, Network, and Time Series Modeling

Lele Cao

Game world modeling (GWM) and reinforcement learning (RL) are often confounded because research papers rarely quantify how difficult the underlying transition prediction problem is at the declared interface (pixels/tokens/latents with finite history). We propose the Transition Complexity Profile (TCP): a small, reproducible set of metrics that characterizes an environment's (or gameplay dataset's) induced transition kernel by (i) intrinsic one-step branching, (ii) interaction-induced uncertainty and opponent influence when observable, and (iii) temporal/spatial dependency span via standardized probe curves. TCP is reported with an explicit reference distribution, protocol stochasticity, and a versioned measurement budget (sampling/resampling and fixed probe compute), enabling comparable numbers across benchmarks. We outline how common game families and modern "neural game engine" domains populate this landscape and call for TCP to become standard benchmark metadata and a required statistic in GWM and RL papers.

General Machine Learning · Sequential, Network, and Time Series Modeling

Wenlong Shang, Shihao Tian, Xutong Wan, Peng Chang

Reconstruction-based methods are a dominant paradigm in time series anomaly detection (TSAD), however, their near-universal reliance on Mean Squared Error (MSE) loss results in statistically flawed reconstruction residuals. This fundamental weakness leads to noisy, unstable anomaly scores, hindering reliable detection. To address this, we propose Constrained Gaussian-Noise Optimization and Smoothing (COGNOS), a universal, model-agnostic enhancement framework that tackles this issue at its source. COGNOS introduces a novel Gaussian-White Noise Regularization strategy during training, which directly constrains the model's output residuals to conform to a Gaussian white noise distribution. This engineered statistical property creates the ideal precondition for our second contribution: Adaptive Residual Kalman Smoother that provably operates as a statistically robust estimator to denoise the raw anomaly scores. Extensive experiments on multiple benchmarks demonstrate that COGNOS consistently enhances the performance of state-of-the-art backbones significantly, validating the efficacy of coupling statistical regularization with adaptive filtering.

General Machine Learning · Sequential, Network, and Time Series Modeling

Cheonwoo Lee, Dooho Lee, Doyun Choi, Jaemin Yoo

Multi-scale modeling has emerged as an effective design principle for time-series forecasting by capturing temporal dynamics at multiple resolutions. As no principled foundation has been established in the literature, we unify existing scaling methods into a scaling operator family, revealing a fundamental limitation of existing approaches: reliance on fixed and discrete scaling. To address this limitation, we propose SiGMA (Single Generalized Multi-scale Architecture), which enables position-wise scaling via the learnable discrete Gaussian (LDG) kernel grounded in scale-space theory. We evaluate SiGMA comprehensively on long- and short-term forecasting benchmarks against state-of-the-art multi-scale baselines. SiGMA outperforms all competitors on both tasks, especially achieving the best performance in 13 out of 16 long-term evaluation settings. Beyond accuracy, SiGMA significantly improves training speed by up to 5.3 times and reduces memory consumption by up to 3.8 times over the strongest competitors.

General Machine Learning · Sequential, Network, and Time Series Modeling

SATOSHI NOGUCHI, Yoshinobu Kawahara

We present Mesh Field Theory (MeshFT) and its neural realization, MeshFT-Net: a structure-preserving framework for mesh-based continuum physics that cleanly separates the physics’ topological structure from its metric structure. Imposing minimal physical principles (locality, permutation equivariance, orientation covariance, and energy balance/dissipation inequality), we prove a reduction theorem for mesh-based physics. Under these conditions, the physical dynamics admit a local factorization into a port–Hamiltonian form: the conservative interconnection is fixed uniquely by mesh topology, whereas metric effects enter only through constitutive relations and dissipation. This reduction clarifies what must be fixed and what should be learned, directly informing MeshFT-Net’s design. Across evaluations on analytic and realistic datasets, physics-consistency tests, and out-of-distribution validation, MeshFT-Net achieves near-zero energy drift and strong physical fidelity (correct dispersion and momentum conservation) along with robust extrapolation and high data efficiency. By eliminating non-physical degrees of freedom and learning only metric-dependent structure, MeshFT provides a principled inductive bias for stable, faithful, and data-efficient learning-based physical simulation.

General Machine Learning · Sequential, Network, and Time Series Modeling

Shiqi Zhang, Pan Mu, HantingYan, Yuchao Zhu, jinglin zhang, Cong Bai

Multi-modal spatio-temporal forecasting underpins many real-world applications but remains challenging due to the complex and evolving interactions across modalities and time steps. Moreover, the lack of interpretability in existing models limits their reliability in safety-critical scenarios. In this paper, we present CausalX, a unified and causally interpretable plug-and-play model for multi-modal spatio-temporal forecasting. CausalX achieves interpretability by learning a dynamic causal graph across modalities and time, whose edge weights quantify causal attribution strength, and are further refined by a diffusion-based generative process guided by structural priors. To overcome the absence of ground-truth causal structures, CausalX aggregates multi-source constraints from causal analysis techniques and a variational autoencoder, spanning predictive, temporal, interventional, and generative aspects to jointly learn a more comprehensive causal graph. Extensive experiments on real-world forecasting tasks, including pedestrian trajectory prediction and tropical cyclone forecasting, demonstrate that CausalX achieves superior accuracy while producing interpretable causal graphs. CausalX is modular, architecture-agnostic, and generalizable, offering a new perspective on bridging causal inference and spatio-temporal forecasting.

Applications · Time Series

Ruirui Wang, Yanke Li, Manuel Günther, Diego Paez-Granados

Healthcare data, such as Intensive Care Unit (ICU) records, comprise heterogeneous multivariate time series sampled at irregular intervals with pervasive missingness. However, clinical applications demand predictive models that are both accurate and interpretable. We present our Graph Attention-based Relational Learning for Intensive Care (GARLIC) model, a novel neural network architecture that imputes missing data through a learnable exponential-decay encoder, captures inter-sensor dependencies via time-lagged summary graphs, and fuses global patterns with cross-dimensional sequential attention. All attention weights and graph edges are learned end-to-end to serve as built-in observation-, signal-, and edge-level explanations. To reconcile auxiliary reconstruction and primary classification objectives, we developed an alternating decoupled optimization scheme that stabilizes training. On three ICU benchmarks (PhysioNet 2012 \& 2019, MIMIC-III), GARLIC sets the new state of the art in outcome prediction, significantly improving AUROC and AUPRC over best-performing baselines at comparable computational cost. Ablation studies confirm the contribution of each module, and feature-removal trials validate the fidelity of importance attribution through a monotonic performance drop (full > top 50\% > random 50\% > bottom 50\%). Real-time case studies demonstrate actionable risk warnings with transparent explanations, marking a significant advance toward accurate, explainable deep learning for irregularly sampled ICU time series data. Moreover, we demonstrated GARLIC's superiority in data imputation and classification on various time-series datasets beyond the ICU domain, showing its generalizability and applicability to broader tasks.

Applications · Time Series

Roussel Nzoyem, Nawid Keshtmand, Enrique Crespo Fernandez, Idriss TSAYEM, Raul Santos-Rodriguez, David Barton, Tom Deakin

We introduce WARP (**W**eight-space **A**daptive **R**ecurrent **P**rediction), a simple yet powerful model that unifies weight-space learning with linear recurrence to redefine sequence modeling. Unlike conventional recurrent neural networks (RNNs) which collapse temporal dynamics into fixed-dimensional hidden states, WARP explicitly parametrizes its hidden state as the weights and biases of a distinct auxiliary neural network, and uses input differences to drive its recurrence. This brain-inspired formulation enables efficient gradient-free adaptation of the auxiliary network at test-time, in-context learning abilities, and seamless integration of domain-specific physical priors. Empirical validation shows that WARP matches or surpasses state-of-the-art baselines on diverse classification tasks, featuring in the top three in 4 out of 6 real-world challenging datasets. Furthermore, extensive experiments across sequential image completion, multivariate time series forecasting, and dynamical system reconstruction demonstrate its expressiveness and generalization capabilities. Remarkably, a physics-informed variant of our model outperforms the next best model by more than 10x. Ablation studies confirm the architectural necessity of key components, solidifying weight-space linear RNNs as a transformative paradigm for adaptive machine intelligence.

General Machine Learning · Representation Learning

Hedi Zisling, Ilan Naiman, Nimrod Berman, Supasorn Suwajanakorn, Omri Azencot

Unsupervised representation learning, particularly sequential disentanglement, aims to separate static and dynamic factors of variation in data without relying on labels. This remains a challenging problem, as existing approaches based on variational autoencoders and generative adversarial networks often rely on multiple loss terms, complicating the optimization process. Furthermore, sequential disentanglement methods face challenges when applied to real-world data, and there is currently no established evaluation protocol for assessing their performance in such settings. Recently, diffusion models have emerged as state-of-the-art generative models, but no theoretical formalization exists for their application to sequential disentanglement. In this work, we introduce the Diffusion Sequential Disentanglement Autoencoder (DiffSDA), a novel, modal-agnostic framework effective across diverse real-world data modalities, including time series, video, and audio. DiffSDA leverages a new probabilistic modeling, latent diffusion, and efficient samplers, while incorporating a challenging evaluation protocol for rigorous testing. Our experiments on diverse real-world benchmarks demonstrate that DiffSDA outperforms recent state-of-the-art methods in sequential disentanglement.

Xin Wang, Shengfei Lyu, Kangyang Luo, Lishan Yang, Huanhuan Chen, Chunyan Miao

In the medical field, treatment sequences significantly influence future outcomes through complex temporal interactions. Therefore, highlighting the role of temporal treatments within the model is crucial for accurate counterfactual estimation, which is often overlooked in current methods. To address this, we employ Koopman theory, known for its capability to model complex dynamic systems, and introduce a novel model named the Counterfactual Temporal Dynamics Network via Neural Koopman Operators (CTD-NKO). This model utilizes Koopman operators to encapsulate sequential treatment data, aiming to capture the causal dynamics within the system induced by temporal interactions between treatments. Moreover, CTD-NKO implements a weighting strategy that aligns joint and marginal distributions of the system state and the current treatment to mitigate time-varying confounding bias. This deviates from the balanced representation strategy employed by existing methods, as we demonstrate that such a strategy may suffer from the potential information loss of historical treatments. These designs allow CTD-NKO to exploit treatment information more thoroughly and effectively, resulting in superior performance on both synthetic and real-world datasets.

Fan Lu, Xiaolong Xu, Haolong Xiang, Lianyong Qi, Xiaokang Zhou, Fei Dai, Wanchun Dou

Sequential recommendation generates embedding representations from historical user-item interactions to recommend the next potential interaction item. Due to the complexity and variability of historical user-item interactions, extracting effective user features is quite challenging. Recent studies have employed sequential networks such as time series networks and Transformers to capture the intricate dependencies and temporal patterns in historical user-item interactions, extracting more effective user features. However, limited by the scarcity and suboptimal quality of data, these methods struggle to capture subtle differences in user sequences, which results in diminished recommendation accuracy. To address the above issue, we propose a contrastive learning framework with LLMs-based view augmentation (CLLMRec), which effectively mines differences in behavioral sequences through sample generation. Specifically, CLLMRec utilizes LLMs (Large Language Models) to augment views and expand user behavior sequence representations, providing high-quality positive and negative samples. Subsequently, CLLMRec employs the augmented views for effective contrastive learning, capturing subtle differences in behavioral sequences to suppress interference from irrelevant noise. Experimental results on three public datasets demonstrate that the proposed method outperforms state-of-the-art baseline models, and significantly enhances recommendation performance.