Multivariate time series (MTS) forecasting critically depends on modeling inter-variable dependencies, yet existing paradigms face a trade-off: channel-isolation strategies can suffer from information fragmentation in strongly coupled systems, whereas channel-interaction methods often introduce spurious interactions among irrelevant variables. To address this challenge, we propose Coherent Resonance Interaction with Spectral Priors (Crisp). Crisp adopts the principle that effective information exchange should occur only between variables with compatible oscillatory patterns. Concretely, we derive spectral priors in the frequency domain to construct dynamic resonance topologies. With a differentiable, adaptive, and strictly sparse blocking mechanism, Crisp forces attention weights for spectrally inconsistent neighbors to be exactly zero. In addition, we introduce a spectral-gated feature filtering module to refine variable representations using intrinsic spectral characteristics. Extensive experiments demonstrate that Crisp significantly outperforms 20+ baselines. Our code is available at Anonymous GitHub.
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General Machine Learning · Sequential, Network, and Time Series Modeling
How can we learn the laws underlying the dynamics of stochastic systems when their trajectories are sampled sparsely in time? Existing methods either require temporally resolved high-frequency observations, or rely on geometric arguments that apply only to conservative systems, limiting the range of dynamics they can recover. Here, we present a new framework that reconciles these two perspectives by reformulating inference as a stochastic control problem. Our method uses geometry-driven path augmentation, guided by structure in the system’s invariant density to reconstruct likely trajectories and infer the underlying dynamics without assuming specific parametric models. Applied to overdamped Langevin systems, our approach accurately recovers stochastic dynamics even from severely undersampled data, outperforming existing methods in synthetic benchmarks. This work demonstrates the effectiveness of incorporating geometric inductive biases into stochastic system identification methods, with broad applications across physics, biology, and control.
Applications · Time Series
We introduce TFRBench, the first benchmark designed to evaluate the reasoning capabilities of forecasting systems. Traditionally, time-series forecasting has been evaluated solely on numerical accuracy, treating foundation models as "black boxes." Unlike existing benchmarks, TFRBench provides a protocol for evaluating the reasoning generated by forecasting systems--specifically their analysis of cross-channel dependencies, trends, and external events. To enable this, we propose a systematic multi-agent framework that utilizes an iterative verification loop to synthesize numerically grounded reasoning traces. Spanning ten datasets across five domains, our evaluation confirms that this reasoning is causally effective; useful for evaluation; and prompting LLMs with our generated traces significantly improves forecasting accuracy compared to direct numerical prediction (e.g., avg. $\sim40.2$% $\rightarrow$ $\sim56.6$%), validating the quality of our reasoning. Conversely, benchmarking experiments reveal that off-the-shelf LLMs consistently struggle with both reasoning (lower LLM-as-a-Judge scores) and numerical forecasting, frequently failing to capture domain-specific dynamics. TFRBench thus establishes a new standard for interpretable, reasoning-based evaluation in time-series forecasting.
Applications · Neuroscience, Cognitive Science
Many fields collect large-scale temporal data through repeated measurements (`trials’), where each trial is labeled with a set of metadata variables spanning several categories. For example, a trial in a neuroscience study may be linked to a value from category (a): task difficulty, and category (b): animal choice. A critical challenge in time-series analysis is to understand how these labels are encoded within the multi-trial observations, and disentangle the distinct effect of each label entry across categories. Here, we present MILCCI, a novel data-driven method that i) identifies the interpretable components underlying the data, ii) captures cross-trial variability, and iii) integrates label information to understand each category's representation within the data. MILCCI extends a sparse per-trial decomposition that leverages label similarities within each category to enable subtle, label-driven cross-trial adjustments in component compositions and to distinguish the contribution of each category. MILCCI also learns each component’s corresponding temporal trace, which evolves over time within each trial and varies flexibly across trials. We demonstrate MILCCI’s performance through both synthetic and real-world examples, including voting patterns, online page view trends, and neuronal recordings.
We introduce *FlowOptimizer*, a deep unfolded, flow-based framework for learned iterative optimization. Motivated by the expressiveness of flow models, we represent each optimization iteration via a velocity field that operates on a population of candidate solutions, i.e., a set of parallel iterates, conditioned on contextual information including their objective values and gradients, as well as population-level statistics. The velocity field is initially trained in a simulation-free manner by matching displacements from source populations to improved target ones obtained through sampling the objective. Subsequently, we unfold this velocity field as the internal iteration of an optimization sequence, and fine-tune it in an end-to-end manner by directly optimizing objective values over a targeted class of problems. Notably, FlowOptimizer is a self-supervised framework whose training relies solely on objective evaluations without requiring knowledge of solutions. We evaluate our approach on a series of tasks from standard non-convex optimization benchmarks to real-world problems from supply chain, robotics and power grid applications. FlowOptimizer consistently outperforms well-established sampling-based/gradient-based traditional optimization and learning-to-optimize methods, often by orders of magnitude in terms of solution quality. We further highlight its ability to be trained on low-dimensional problems and successfully generalize to substantially higher-dimensional $(\times 10)$ ones.
Social Aspects · Fairness
As large language models (LLMs) are adopted into frameworks that grant them the capacity to make real decisions, it is increasingly important to ensure that they are unbiased. In this paper, we argue that the predominant approach of simply removing existing biases from models is not enough. Using a paradigm from the psychology literature, we demonstrate that LLMs can spontaneously develop novel social biases about artificial demographic groups even when no inherent differences exist. These biases result in highly stratified task allocations, which are less fair than assignments by human participants and are exacerbated by newer and larger models. In social science, emergent biases like these have been shown to result from exploration-exploitation trade-offs, where the decision-maker explores too little, allowing early observations to strongly influence impressions about entire demographic groups. To alleviate this effect, we examine a series of interventions targeting model inputs, problem structure, and explicit steering. We find that explicitly incentivizing exploration most robustly reduces stratification, highlighting the need for better multifaceted objectives to mitigate bias. These results reveal that LLMs are not merely passive mirrors of human social biases, but can actively create new ones from experience, raising urgent questions about how these systems will shape societies over time.
Deep Learning · Self-Supervised Learning
Self-supervised learning for time-series representation aims to reduce reliance on labeled data while maintaining strong downstream performance, yet many existing approaches incur high computational costs or rely on assumptions that do not hold across diverse temporal dynamics. In this work, we introduce Divide and Contrast (Di-COT), an unsupervised framework that avoids data augmentation and multiple encoder passes by contrasting informative substructures within a window rather than individual timesteps. Di-COT stochastically partitions each window into a small number of overlapping sub-blocks per iteration, enabling efficient and meaningful contrast while mitigating false positives during temporal transitions. To further improve scalability, we adopt a contrastive objective whose computation depends on the batch size and the number of sub-blocks, making loss computation independent of sequence length. Extensive experiments on six large-scale real-world datasets, as well as the UCR and UEA benchmarks, demonstrate that Di-COT learns transferable representations while achieving state-of-the-art performance with substantially reduced training time.
Applications · Time Series
Expert-annotated time series datasets often suffer from low agreement, especially in medical applications where decisions rely on subjective criteria and inconsistent thresholds. Such variability degrades annotation quality and thus limits the reliability of supervised classification models. To address this, we propose to rely on a pairwise comparison-based approach, which provides a more robust alternative to individual annotation, since relative judgments are typically easier and yield higher consistency. The problem is thus transformed into a ranking problem and we introduce an ideal point model adapted to time series data using elastic similarity measures such as Dynamic Time Warping (DTW) and Time Warp Edit Distance (TWED). We prove Lipschitz continuity of these distances and demonstrate several convergence guarantees for this model. To facilitate gradient-based optimization, we also introduce a differentiable version of the TWED. Finally, we show through multiple experiments that our approach produces accurate and robust rankings under noisy annotation conditions.
Applications · Time Series
Time series prototype learning is fundamentally challenged by observational ambiguity. Discrete architectures fail to resolve this, as they lack the capacity to decouple stochastic noise from continuous dynamics. Furthermore, rigid closed-set assumptions fail to capture unseen diversity. To address these limitations, we propose a hierarchical ordinary differential equation clustering network, which utilizes neural ordinary differential equation to model latent state evolution as a continuous integral curve. This formulation enforces temporal continuity to effectively disentangle smooth feature trends from stochastic noise, while our adaptive hierarchical mechanism autonomously identifies the optimal number of prototypes without rigid prior constraints. Validated on the early link failure detection task with irregularly sampled time series, the proposed method effectively extracts underlying physical prototypes, thereby enabling robust failure detection.
General Machine Learning · Causality
Exploring causal relationships in stochastic time series is a challenging yet crucial task with a vast range of applications, including finance, economics, neuroscience, and climate science. Many algorithms for Causal Discovery (CD) have been proposed; however, they often exhibit a high sensitivity to noise, resulting in spurious causal inferences on real data. In this paper, we observe that the frequency spectra of many real-world time series follow a power-law distribution, notably due to an inherent self-organizing behavior. Leveraging this insight, we build a robust CD method based on the extraction of power‑law spectral features that amplify genuine causal signals. Our method consistently outperforms state-of-the-art alternatives on both synthetic benchmarks and real-world datasets with known causal structures, demonstrating its robustness and practical relevance.
General Machine Learning · Representation Learning
The Platonic Representation Hypothesis posits that learned representations from models trained on different modalities converge to a shared latent structure of the world. However, this hypothesis has largely been examined in vision and language, and it remains unclear whether time series participate in such convergence. We first examine this in a trimodal setting and find that independently pretrained time series, vision, and language encoders exhibit near-orthogonal geometry in the absence of explicit coupling. We then apply post-hoc alignment by training projection heads over frozen encoders using contrastive learning, and analyze the resulting representations with respect to geometry, scaling behavior, and dependence on information density and input modality characteristics. Our investigation reveals that overall alignment in contrastive representation spaces improves with model size, but this alignment is asymmetric: time series align more strongly with visual representations than with text, and images can act as effective intermediaries between time series and language. We further see that richer textual descriptions improve alignment only up to a threshold; training on denser captions does not lead to further improvement. Analogous effects are observed for visual representations. Our findings shed light on considerations for building multimodal systems involving non-conventional data modalities beyond vision and language.
Deep Learning · Foundation Models
Time Series Foundation Models (TSFMs) leverage extensive pretraining to accurately predict unseen time series during inference, without the need for task-specific fine-tuning. Through large-scale evaluations on standard benchmarks, we find that leading transformer-based TSFMs exhibit redundant components in their intermediate layers. We introduce a set of tools for mechanistic interpretability of TSFMs, including ablations of specific components and direct logit attribution on the residual stream. Our findings are consistent across several leading TSFMs with diverse architectures, and across a diverse set of real-world and synthetic time-series datasets. We discover that all models in our study are robust to ablations of entire layers. Furthermore, we develop a theoretical framework framing transformers as kernel regressors, motivating a purely intrinsic strategy for ablating heads based on the stable rank of the per-head projection matrices. Using this approach, we uncover the specific heads responsible for degenerate phenomena widely observed in TSFMs, such as parroting of motifs from the context and seasonality bias. Our study sheds light on the universal properties of this emerging class of architectures for continuous-time sequence modeling.
Applications · Everything Else
Transcendental functions, such as the exponential, are central to scientific computing, yet they cannot be natively calculated by digital hardware. Instead, computers must approximate these functions by combining basic operations, such as $\{+, -, \times, \div\}$, using methods like Taylor series. These methods were developed over centuries by mathematicians, who focused on approaches that could attain arbitrary accuracy. However, computers can handle most applications by using only finite-precision types, like \emph{float32}, where any accuracy beyond the type's precision is effectively discarded. We explore, therefore, whether forgoing arbitrary accuracy can lead to the discovery of more efficient approximations. The evolutionary method of symbolic regression is particularly suitable, as it can search for arbitrary operation combinations and can optimize non-differentiable objectives, such as the number of operations used. Our results show that evolution can discover computer programs that outperform established methods in this setting, despite having no prior mathematical knowledge beyond the calculation of the basic operations. Starting from empty code, symbolic regression constructs programs representing novel mathematical expressions. In particular, we discovered a 10-operation program that approximates the exponential function to 14 significant figures, exceeding the accuracy of previously known approximations of this size by more than 6 orders of magnitude.
Applications · Time Series
Deep time series models are vulnerable to noisy data ubiquitous in real-world applications. Existing robustness strategies either prune data or rely on costly prior quantification, failing to balance effectiveness and efficiency. In this paper, we introduce DropoutTS, a model-agnostic plugin that shifts the paradigm from "what" to learn to "how much" to learn. DropoutTS employs a Sample-Adaptive Dropout mechanism: leveraging spectral sparsity to efficiently quantify instance-level noise via reconstruction residuals, it dynamically calibrates model learning capacity by mapping noise to adaptive dropout rates—selectively suppressing spurious fluctuations while preserving fine-grained fidelity. Extensive experiments across diverse noise regimes and open benchmarks show DropoutTS consistently boosts superior backbones’ performance, delivering advanced robustness with negligible parameter overhead and no architectural modifications. Our code is available at https://anonymous.4open.science/r/DropoutTS/.
Applications · Time Series
Time series generation (TSG) is widely used across domains, yet most existing methods assume regular sampling and fixed output resolutions. These assumptions are often violated in practice, where observations are irregular and sparse, while downstream applications require continuous and high-resolution TS. Although Neural Controlled Differential Equation (NCDE) is promising for modeling irregular TS, it is constrained by a single dynamics function, tightly coupled optimization, and limited ability to adapt learned dynamics to newly generated samples from the generative model. We propose MN-Diff, a continuous TSG framework that enhances NCDE with a Mixture-of-Experts (MoE) dynamics function and a decoupled architectural design for dynamics-focused training. To further enable NCDE to generalize to newly generated samples, MN-Diff employs a diffusion model to parameterize the NCDE temporal dynamics parameters (MoE weights), i.e., jointly learn the distribution of TS data and MoE weights. This design allows sample-specific NCDE parameters to be generated for continuous TS generation. Experiments on ten public and synthetic datasets demonstrate that MN-Diff consistently outperforms strong baselines on both irregular-to-regular and irregular-to-continuous TSG tasks. The code is available at the link https://anonymous.4open.science/r/MN-Diff-2688.
General Machine Learning · Causality
Extracting causally meaningful features from time-series data is fundamental for robust machine learning under distribution shifts. In process monitoring, existing methods struggle to maintain detection performance when operating conditions change. Current approaches capture either temporal causal relationships or cross-environment invariance, but not both simultaneously. We propose Causal Feature Learning (CFL), a unified framework that jointly optimizes for temporal relevance and environment mean invariance. CFL formulates feature extraction as a generalized Rayleigh-quotient problem, maximizing correlation with target variables while penalizing sensitivity to environment-dependent mean shifts. Theoretical analysis establishes conditions under which CFL identifies a mean-invariant predictive subspace. Experiments on the Tennessee Eastman Process demonstrate that CFL achieves 93.69\% average fault detection rate, outperforming 15 baseline methods and validating the benefit of jointly capturing both aspects of causality.
Applications · Time Series
Selective State Space Models (SSMs) such as Mamba have emerged as efficient alternatives to Transformers, achieving linear complexity through input-dependent parameterization. However, this selectivity transforms the system from linear time-invariant (LTI) to linear parameter-varying (LPV), where individually stable matrices can produce unbounded trajectories under switching. Existing work focuses on empirical performance, leaving global stability, robustness bounds, and practical certification unresolved. This paper develops a control-theoretic framework providing the first comprehensive stability and robustness analysis for selective SSMs. We prove BIBO stability by viewing selective scans as continuous-time LTI sampling and establish two-term robustness bounds with linear growth in sequence length. For general LPV systems, we provide common quadratic Lyapunov function conditions and develop algorithms to extract certificate constants directly from trained weights. These results bridge control theory and SSM architectures, enabling formal guarantees for safety-critical deployment.
Deep Learning · Graph Neural Networks
Graph anomaly detection methods aim to distinguish anomalous nodes. While prior methods characterize anomalies through increased variation in the spectral energy distributions, they overlook those that result in decreased variation, i.e., camouflaged anomalies that appear normal. We show that this type of anomaly persists across multiple datasets and remains undetectable by existing spectral approaches. To address this limitation, we propose a node-level spectral energy formulation that is fully compatible with message passing and enables the detection of camouflaged anomalies. Building on this formulation, we introduce an energy-aware graph learning framework that models spectral shifts through energy-driven message passing in both static and time-series graphs. Besides, our unified architecture extends to temporal settings without introducing specialized sequence modules, enabling efficient learning under long sliding windows. Extensive experiments on large-scale benchmarks demonstrate the effectiveness and scalability of our approach.
Deep Learning · Sequential Models, Time series
Continual Learning (CL) continually performs parameter updates, posing a significant challenge to backdoor persistence. In this paper, we reveal that the most advanced attack relies on an implicit assumption that task-critical neurons remain stable across task learning; however, it does not hold in class-incremental learning (CIL). This exposes a critical research gap: the backdoor persistence in CIL is still an open question. Inspired by the function stability despite neuron instability, we discover that the CIL models preserve task knowledge in shallow, structurally invariant subspaces. Motivated by the findings, we propose PBTO, the first persistent and targeted backdoor attack in CIL. PBTO trains a surrogate model on proxy tasks to obtain the parameter trajectory. Then, it optimizes a universal trigger that ensures misclassification to the target label across all model states and anchors trigger embeddings in shallow layers. Experimental results verify that PBTO maintains effectiveness even after learning multiple tasks, while existing methods degrade to below 10\%.
Deep Learning · Sequential Models, Time series
The state space duality (SSD) framework, central to modern state-space models (SSMs) such as Mamba, has established an efficient attention-like mechanism by leveraging the commutative property of linear recurrences. However, existing formulations are limited to single-input single-output (SISO) systems that enforce commutativity with a restrictive scalar-identity constraint, which prevents cross-dimensional interactions within the state dynamics. In this work, we generalize SSD to the multi-input multi-output (MIMO) setting by introducing a matrix polynomial parameterization. This approach not only provides a principled way to ensure commutativity for generalized duality but also induces a shared algebraic structure across state transitions, thereby significantly reducing parameter redundancy. Building on this foundation, we present \textbf{MIMOMamba}, a multi-head SSM architecture that captures rich cross-dimensional dynamics while retaining linear-time training. Empirical results on a sequence modeling benchmark show that MIMOMamba matches or exceeds the performance of standard Transformers with only approximately one-third the parameters of the baseline.