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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.

Applications · Time Series

Xiaoyu Tao, Mingyue Cheng, Ze Guo, Shuo Yu, Yaguo Liu, Qi Liu, Shijin Wang

Time series forecasting (TSF) plays a critical role in decision-making for many real-world applications. Recently, LLM-based forecasters have made promising advancements. Despite their effectiveness, existing methods often lack explicit experience accumulation and continual evolution. In this work, we propose MemCast, a learning-to-memory framework that reformulates TSF as an experience-conditioned reasoning task. Specifically, we learn experience from the training set and organize it into a hierarchical memory. This is achieved by summarizing prediction results into historical patterns, distilling inference trajectories into reasoning wisdom, and inducing extracted temporal features into general laws. Furthermore, during inference, we leverage historical patterns to guide the reasoning process and utilize reasoning wisdom to select better trajectories, while general laws serve as criteria for reflective iteration. Additionally, to enable continual evolution, we design a dynamic confidence adaptation strategy that updates the confidence of individual entries without leaking the test set distribution. Extensive experiments on multiple datasets demonstrate that MemCast consistently outperforms previous methods, validating the effectiveness of our approach. Our code is available at https://anonymous.4open.science/r/MemCast.

Deep Learning · Self-Supervised Learning

Prithviraj Tarale, Kiet Chu, Abhishek Varghese, Kai-Chun Liu, Maxwell A. Xu, Mohit Iyyer, Sunghoon Lee

Wearable accelerometers have enabled large-scale health and wellness monitoring, yet learning robust human-activity representations has been constrained by the scarcity of labeled data. While self-supervised learning offers a potential remedy, existing approaches treat sensor streams as unstructured time series, overlooking the underlying biological structure of human movement, a factor we argue is critical for effective Human Activity Recognition (HAR). We introduce a novel tokenization strategy grounded in the *submovement theory* of motor control, which posits that continuous wrist motion is composed of superposed elementary basis functions called submovements. We define our token as the *movement segment*, a unit of motion composed of a finite sequence of submovements that is readily extractable from wrist accelerometer signals. By treating these segments as tokens, we pretrain a Transformer encoder via masked movement-segment reconstruction to model the temporal dependencies of movement segments, shifting the learning focus beyond local waveform morphology. Pretrained on the NHANES corpus ($\approx$ 28k hours; $\approx$ 11k participants; $\approx$ 10M windows), our representations outperform strong wearable SSL baselines across six subject-disjoint HAR benchmarks. Furthermore, they demonstrate stronger data efficiency in data-scarce settings. Code and pretrained weights will be made publicly available.

Deep Learning · Large Language Models

Patrick Langer, Thomas Kaar, Max Rosenblattl, Maxwell A. Xu, Winnie Chow, Martin Maritsch, Robert Jakob, Ning Wang, Juncheng Liu, Aradhana Verma 等

Large Language Models (LLMs) have shown strong capability in interpreting multimodal data but remain limited in their ability to natively handle time-series data. Addressing this limitation could enable the translation of longitudinal and wearable sensing data into actionable insights and patient-facing digital health applications. We propose OpenTSLM, a family of Time Series Language Models that integrate time-series as a native modality into pretrained LLMs, enabling natural-language prompting and reasoning over multiple time-series. We implement two OpenTSLM variants based on soft prompting (OpenTSLM-SP) and cross-attention (OpenTSLM-Flamingo). To conduct comprehensive experiments on reasoning over medical text and time-series, we introduce three chain of thought (CoT) datasets: HAR-CoT (human activity recognition), Sleep-CoT (sleep staging), and ECG-QA-CoT (electrocardiogram question answering). Across tasks, OpenTSLM models consistently outperform baselines. OpenTSLMs with time-series encoders trained from scratch achieve 69.88% in sleep staging and 65.44% in HAR, while OpenTSLM combined with time series foundation models (TSFMs) achieve 68.33% and 67.64%, compared to 9.05% and 60.44% for fine-tuned text-only baselines. Additionally, we conduct expert evaluations with cardiologists, which show that OpenTSLMs exhibit strong reasoning capabilities and temporal understanding on raw sensor data for ECG-QA. We further show that OpenTSLM-Flamingo models scale better in memory as the number and length of time-series increase. To facilitate further research, we release all code, datasets, and models as open-source resources.

Deep Learning · Self-Supervised Learning

Yenho Chen, Maxwell A. Xu, James Rehg, Christopher Rozell

Self-supervised learning for physiological time-series aims to captures the identity of the underlying dynamical process while filtering irrelevant noise. However, existing approaches may obscure the clinical semantics important for downstream transferability. Weakly constrained pretext tasks (i.e. contrastive learning, MAE) may incorrectly ignore the underlying dynamical structure, while structurally constrained models (i.e. SVAEs) are unable to selectively filter sample-specific noise. To bridge this gap, we propose ${\bf PULSE}$, a novel pretraining objective that simultaneously preserves dynamical relationships important to physiological time-series while selectively removing irrelevant noise. We achieve this by formulating a dynamical systems model to identify transferable and non-transferable information between time-series windows, and target the former through a novel cross-reconstruction objective. We establish theory that provides conditions for when transferrable information is recovered, and empirically validate it through synthetic experiments. On several real-world datasets, PULSE effectively distinguishes clinical semantic classes, increases label efficiency, and improves transfer learning performance.

Deep Learning · Sequential Models, Time series

Yaguo Liu, Mingyue Cheng, Daoyu Wang, Xiaoyu Tao, Qi Liu

Time series forecasting can be viewed as a generative problem that requires both semantic understanding over contextual conditions and stochastic modeling of continuous temporal dynamics. Existing approaches typically rely on either autoregressive large language models (LLMs) for semantic context modeling or diffusion-like models for continuous probabilistic generation. However, neither method alone can adequately model both aspects simultaneously. In this work, we propose CoGenCast, a hybrid generative framework that couples pre-trained LLMs with flow-matching mechanism for effective time series forecasting. Specifically, we reconfigure pre-trained decoder-only LLMs into a native forecasting encoder–decoder backbone by modifying only the attention topology, enabling bidirectional context encoding and causal representation generation. Building on this, a flow-matching mechanism is further integrated to model temporal evolution, capturing continuous stochastic dynamics conditioned on the autoregressively generated representation. Notably, CoGenCast naturally supports multimodal forecasting and cross-domain unified training. Extensive experiments on multiple benchmarks show that CoGenCast consistently outperforms previous compared baselines. Code is available.

Applications · Time Series

Da Zhang, bingyu li, Zhiyuan Zhao, Hongyuan Zhang, Junyu Gao, Xuelong Li

Medical time series are central to healthcare, enabling continuous monitoring and supporting timely clinical decisions. Despite recent progress, existing methods struggle to jointly model local-global dynamics and handle nonstationarities like baseline drift, while often failing to capture latent channel interactions. To address these challenges, we propose **MedMamba**, an end-to-end architecture that integrates state space models with domain-specific inductive biases. Specifically, MedMamba first employs multi-scale convolutional embeddings to capture discriminative local morphology. Second, to mitigate nonstationarity, we introduce a tri-branch differential state space encoder that processes raw, temporal-difference, and frequency-domain views, fusing them to emphasize informative patterns while suppressing drift. Furthermore, to uncover latent channel correlations, we design a spatial graph Mamba module that learns a directed dependency structure regularized toward sparsity and acyclicity, which obviates the need for predefined graphs. Extensive experiments on five real-world datasets demonstrate that MedMamba achieves state-of-the-art performance while maintaining linear computational complexity, and ablation studies validate each component's contribution. Anonymous code is available at https://anonymous.4open.science/r/MedMamba-30DB.

Deep Learning · Sequential Models, Time series

Jinglin Li, Jun Tan, QI Fang, Ning Gui

Effectively modeling non-stationary dynamics in probabilistic multivariate time series(MTS) forecasting requires balancing expressiveness with robustness. Existing parametric approaches benefit from strong inductive biases but lack flexibility, whereas deep generative models struggle to capture complex temporal dependencies without extensive data and compute. We introduce Parametric Prior Mapping (PPM), a framework that injects parametric structural priors into a generative modeling process. Specifically, PPM utilizes a parametric estimator to derive a dynamic, adaptive prior, which guides the learning of a complex predictive distribution via a learnable mapping. This design allows the model to retain the efficiency of parametric methods while exploiting the expressive power of generative models. Trained with a hybrid objective, PPM yields precise forecasts with well-calibrated uncertainty estimates. Empirical results show that PPM outperforms existing baselines in handling non-stationary data, offering a superior trade-off between accuracy and computational efficiency.

Applications · Time Series

Zihao Yao, Qi Zheng, Jiankai Zuo, YAYING ZHANG

Synthesizing realistic time series with generative models has wide-ranging applications in real-world scenarios. Despite recent progress, most existing methods are trained under the assumption of abundant training data, which substantially limits their effectiveness in data-scarce settings. In this paper, we propose TimeMoDE, a novel framework that integrates Diffusion Transformers with Mixture-of-Experts to exploit both domain adaptability and diffusion-stage awareness for time series generation under data scarcity. It is pre-trained on a large-scale collection of multi-domain datasets to extract domain-agnostic temporal representations and domain-specific information benefiting generalization during fine-tuning. We propose Domain Prompts to condition expert assignment for indistinguishable noised tokens, mitigating the limitations of capturing inter-dataset relationships. Moreover, we incorporate diffusion timestep signals to equip the experts with awareness of time series degradation variations, facilitating adaptive calibrate to stage-dependent denoising requirements. Extensive experiments demonstrate that TimeMoDE outperforms existing methods under diverse low-data settings. It establishes an innovative paradigm for advanced time series few-shot generation.

Deep Learning · Sequential Models, Time series

Zinuo You, Jin Zheng, John Cartlidge

Irregular multivariate time series pose a fundamental trade-off for long-horizon forecasting: discrete methods can distort temporal structure via re-gridding, while continuous-time models often rely on sequential numerical solvers that are prone to drift. To bridge this gap, we present the Latent Laplace Diffusion (LLapDiff), a generative framework that models the target as a low-dimensional latent trajectory, enabling horizon-wide generation without step-by-step integration over physical time. We guide the reverse process using a stable modal parameterization motivated by stochastic port-Hamiltonian dynamics, and parameterize its mean evolution in the Laplace domain via learnable complex-conjugate poles, allowing for direct evaluation over irregular timestamps. Moreover, we link continuous dynamics to irregular observations through renewal-averaging analysis, which maps sampling gaps to effective event-domain poles and theoretically motivates a gap-aware history summarizer for conditioning. Extensive experiments demonstrate that LLapDiff consistently outperforms baselines in long-horizon forecasting, and its continuous-time generative nature also supports missing-value imputation by querying the same model at historical timestamps.

Applications · Time Series

Ji-Eun Choi, Jae-Hong Lee, Joon Hyuk Chang

Multivariate time-series forecasting (MTSF) learns from high-dimensional covariates with strong temporal dependence, periodic structure, and cross-variable correlations. While modern pipelines often mitigate non-stationarity through instance-wise normalization and decomposition, these interventions operate at the data level and do not directly control dependence that can emerge among the parameters during training. We study MTSF optimization from a parameter-decorrelation viewpoint. Modeling stochastic optimization as a Markov chain in parameter space and leveraging its stochastic differential equation interpretation, we use the per-step transition-variance induced by gradient noise as a tractable signal for optimization-induced dependence and update uncertainty. This signal can empirically inflate during training; we theoretically show that such inflation can degrade generalization diagnostics. Motivated by this mechanism, we propose transition-variance alignment (TVA), an architecture-agnostic procedure that regulates transition-variance by smoothly gating the step size based on the mismatch between an estimated noise scale and a chosen target. TVA maintains effective transition-variance near a prescribed scale without architectural changes, incurs negligible overhead, and integrates seamlessly with diverse methods. Across real-world multivariate benchmarks, TVA consistently improves forecasting accuracy.

Deep Learning · Sequential Models, Time series

Thai Khanh Nguyen, Ngoc Bich Uyen Vo, Thieu Vo, Tan Nguyen, Cuong Pham

State-space models (SSMs) have emerged as efficient linear-time alternatives to attention for long-sequence modeling. However, existing SSMs often suffer from instability and memory degradation over extended horizons due to poorly conditioned first-order updates and uncontrolled spectral geometry. We introduce MuonSSM, a general framework that stabilizes SSM training by explicitly conditioning the geometry of memory updates rather than the recurrent transition matrix. MuonSSM augments standard SSMs with a momentum-based pathway and lightweight Newton–Schulz iterations on low-rank input injections, yielding approximately norm-preserving and spectrally balanced updates while preserving parallel scan complexity. Theoretical analysis demonstrates substantial improvements in gradient propagation and mitigation of vanishing gradients over long horizons. Extensive experiments across language, vision, and time-series benchmarks show consistent gains in accuracy, robustness, and long-context performance when integrated into diverse SSM backbones. These results establish geometric conditioning of updates as a principled pathway to stable, scalable sequence modeling.

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.

Applications · Time Series

Linxiao Yang, Xue Jiang, Gezheng Xu, Tian Zhou, Min Yang, Zhaoyang Zhu, Linyuan Geng, Zhipeng Zeng, Qiming Chen, Xinyue Gu 等

Transformers enable in-context learning (ICL) for rapid, gradient-free adaptation in time series forecasting, yet most ICL-style approaches rely on tabularized, hand-crafted features, while end-to-end sequence models lack inference-time adaptation. We bridge this gap with a unified framework, Baguan-TS, which integrates the raw-sequence representation learning with ICL, instantiated by a 3D Transformer that attends jointly over temporal, variable, and context axes. To make this high-capacity model practical, we tackle two key hurdles: (i) calibration and training stability, improved with a feature-agnostic, target-space retrieval-based local calibration; and (ii) output oversmoothing, mitigated via context-overfitting strategy. On public benchmark with covariates, Baguan-TS consistently outperforms established baselines, achieving the highest win rate and significant reductions in both point and probabilistic forecasting metrics. Further evaluations across diverse real-world energy datasets demonstrate its robustness, yielding substantial improvements.

Deep Learning · Large Language Models

Shvat Messica, Jiawen Zhang, Kevin Li, Theodoros Tsiligkaridis, Marinka Zitnik

Time series reasoning tasks increasingly start from a natural language question and require targeted analysis of time series. Relevant evidence may be global or confined to a few short segments, so the model must decide what to inspect. Most existing methods compress the full series into a fixed representation before inference, preventing question-adaptive analysis. We introduce ARTIST, an approach that formulates time-series reasoning as a sequential decision problem and trains models to interleave reasoning with adaptive temporal segment selection. ARTIST uses a controller-reasoner architecture and reinforcement learning to optimize segment selection based on answer correctness, allowing the model to actively acquire task-relevant information during inference. We evaluate ARTIST on six time-series reasoning benchmarks against large language models, vision-language models, and prior time series reasoning systems. ARTIST improves average accuracy by 6.46 percentage points over the strongest model, with the largest gains on rare event localization and multi-segment evidence accumulation. Supervised fine-tuning improves performance, and reinforcement learning yields further gains by optimizing question-adaptive segment selection. Across datasets, ARTIST achieves higher accuracy while using a smaller fraction of the input time series, highlighting the importance of learned, selective data utilization for time series reasoning.

Applications · Neuroscience, Cognitive Science

Kartikay Agrawal, Vaishnavi N, Abhijeet Vikram, Vedant Sharma, Ayon Borthakur

Spiking neural networks have attracted increasing attention for their energy efficiency, multiplication-free computation, and sparse event-based processing. In parallel, state space models have emerged as a scalable alternative to transformers for long-range sequence modelling by avoiding quadratic dependence on sequence length. We propose here a spiking heterogeneous harmonic resonate-and-fire state space model (S$H^2$RFSSM), a second-order spiking SSM for classification and regression on ultra-long sequences. S$H^2$RFSSM outperforms transformers and first-order SSMs on average while eliminating matrix multiplications, making it highly suitable for resource-constrained applications. Furthermore, we introduce a kernel-based spiking regressor that enables accurate modelling of dependencies in sequences of up to 50k steps. We also observe a reduction in spiking operations and improved performance with heterogeneity and discretisation in harmonic resonate-and-fire neuronal layers. Overall, we evaluate Harmonic Resonate-and Fire layers across 17 diverse datasets, spanning sensors, time series, and classification to long-term forecasting. Our results demonstrate that S$H^2$RFSSM achieves superior long-range modelling capability with energy efficiency, positioning it as a strong candidate for signal processing on resource-constrained devices for human activity recognition, time series classification, and regression.

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.

Applications · Time Series

Maolin Yang, Zhoufan Zhu, Yuanhe Tian, Kun Gao, MUYI LI

Identifying temporal causal structure is fundamental to understanding complex systems. Neural Granger causality has emerged as a powerful paradigm for this task, leveraging the expressiveness of neural networks to model intricate nonlinear dynamics. Although complex architectures excel at predictive modeling, existing methods typically rely on simple local measures for causal discovery, which extract only partial information from the learned model and may miss global dependencies. To address this issue, we reformulate Granger causality as a feature attribution problem and propose the Information-Theoretic Shapley value (Info-Shap) to measure global feature importance. We first establish the theoretical equivalence between zero Info-Shap and Granger non-causality. On top of this, we construct two novel regularizers to suppress spurious relationships and mitigate overfitting. These regularizers are model-agnostic and can be seamlessly integrated into the training of any differentiable neural network. Through extensive experiments on synthetic and realistic datasets, we demonstrate that our method robustly recovers the underlying causal relationships, providing a flexible tool for causal discovery in high-dimensional nonlinear time series.

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.

Deep Learning · Sequential Models, Time series

Quan Cheng, Hao Yu, Da-Wei Zhou, Lijun Zhang

Recently, vision-language models (e.g., CLIP) are increasingly adopted for continual learning to mitigate catastrophic forgetting. However, existing CLIP-based methods typically freeze the backbone to preserve pre-trained knowledge, which limits the model's ability to learn discriminative features for downstream tasks. In this paper, we introduce HypCL, a parameter-efficient framework that continually adapts CLIP in hyperbolic space for continual learning. Our key insight is that the exponentially expanding capacity of hyperbolic geometry naturally accommodates the growing class space and promotes stronger inter-class separation. Specifically, HypCL learns task-specific hyperbolic transformations and employs a lightweight task-weighting mechanism to aggregate transformations across tasks. To fully exploit the enhanced feature separability afforded by hyperbolic geometry, HypCL maintains class prototypes computed from the adapted features, which serve as stable anchors for calibrating predictions during inference. Extensive experiments on standard class-incremental benchmarks demonstrate that HypCL consistently outperforms existing CLIP-based continual learning methods.