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Applications · Time Series

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

Exogenous variables offer valuable supplementary information for predicting future endogenous variables. Forecasting with exogenous variables needs to consider both past-to-future dependencies (i.e., temporal correlations) and the influence of exogenous variables on endogenous variables (i.e., channel correlations). This is pivotal when future exogenous variables are available, because they may directly affect the future endogenous variables. Many methods have been proposed for time series forecasting with exogenous variables, focusing on modeling temporal and channel correlations. However, most of them use a two-step strategy, modeling temporal and channel correlations separately, which limits their ability to capture joint correlations across time and channels. Furthermore, in real-world scenarios, recorded time series are frequently affected by various forms of noises, underscoring the critical importance of robustness in such correlations modeling. To address these limitations, we propose GCGNet, a Graph-Consistent Generative Network for time series forecasting with exogenous variables. Specifically, GCGNet first employs a Variational Generator to produce coarse predictions. A Graph Structure Aligner then further guides it by evaluating the consistency between the generated and true correlations, where the correlations are represented as graphs, and are robust to noises. Finally, a Graph Refiner is proposed to refine the predictions to prevent degeneration and improve accuracy. Extensive experiments on 12 real-world datasets demonstrate that GCGNet outperforms state-of-the-art baselines.

Applications · Time Series

Yuanzhao Zhang, William Gilpin

Recent time-series foundation models exhibit strong abilities to predict physical systems. These abilities include zero-shot forecasting, in which a model forecasts future states of a system given only a short trajectory as context, without knowledge of the underlying physics. Here, we show that foundation models often forecast through a simple parroting strategy, and when they are not parroting they exhibit some shared failure modes such as converging to the mean. As a result, a naive context parroting model that copies directly from the context scores higher than leading time-series foundation models on predicting a diverse range of dynamical systems, including low-dimensional chaos, turbulence, coupled oscillators, and electrocardiograms, at a tiny fraction of the computational cost. We draw a parallel between context parroting and induction heads, which explains recent works showing that large language models can often be repurposed for time series forecasting. Our dynamical systems perspective also ties the scaling between forecast accuracy and context length to the fractal dimension of the underlying chaotic attractor, providing insight into previously observed in-context neural scaling laws. By revealing the performance gaps and failure modes of current time-series foundation models, context parroting can guide the design of future foundation models and help identify in-context learning strategies beyond parroting.

Applications · Time Series

Lu Han, Yu Liu, Lan Li, Qiwen Deng, Jian Jiang, Yinbo sun, Zhe Yu, Binfeng Wang, Xingyu Lu, Lintao Ma 等

Time Series Foundation Models (TSFMs) have achieved remarkable success through large-scale pretraining. However, their design primarily targets real-valued series, limiting their ability to handle general forecasting tasks involving diverse and often \emph{heterogeneous covariates}—such as categorical variables and multimodal data (e.g., images, text)—which are typically task-specific and difficult to leverage during pretraining. To address this gap, we propose Unified Covariate Adaptation (UniCA), a framework to bridge TSFMs with general covariate-aware forecasting. UniCA first performs covariate homogenization to transform heterogeneous covariates into high-level homogeneous series representations and then fuses them via a unified attention-based fusion mechanism. UniCA is compatible and universal for adaptation with both homogeneous and heterogeneous covariates, incorporating extra covariate information while preserving the generalization ability of TSFMs. Extensive experiments on multiple unimodal and multimodal covariate-aware forecasting benchmarks demonstrate the superiority of UniCA, highlighting the promise of covariate-aware TSFM adaptation in real-world forecasting scenarios. Code: https://github.com/hanlu-nju/UniCA.

Applications · Time Series

Jufang Duan, Shenglong Xiao, Yuren Zhang

Fine-grained time series data with high temporal resolution is critical for accurate analytics across a wide range of applications. However, the acquisition of such data is often limited by cost and feasibility. This problem can be tackled by reconstructing high-resolution signals from low-resolution inputs based on specific priors, known as super-resolution. While extensively studied in computer vision, directly transferring image super-resolution techniques to time series is not trivial. To address this challenge at a fundamental level, we propose **S**uper-**R**esolution for **T**ime series (SRT), a novel framework that reconstructs temporal patterns lost in low-resolution inputs via disentangled rectified flow. SRT decomposes the input into trend and seasonal components, aligns them to the target resolution using an implicit neural representation, and leverages a novel cross-resolution attention mechanism to guide the generation of high-resolution details. We further introduce SRT-large, a scaled-up version with extensive pretraining, which enables strong zero-shot super-resolution capability. Extensive experiments on nine public datasets demonstrate that SRT and SRT-large consistently outperform existing methods across multiple scale factors, showing both robust performance and the effectiveness of each component in our architecture.

Applications · Time Series

Boyuan Li, Zhen Liu, Yicheng Luo, Qianli Ma

Irregular Multivariate Time Series (IMTS) are characterized by uneven intervals between consecutive timestamps, which carry sampling pattern information valuable and informative for learning temporal and variable dependencies. In addition, IMTS often exhibit diverse dependencies across multiple time scales. However, many existing multi-scale IMTS methods use resampling to obtain the coarse series, which can alter the original timestamps and disrupt the sampling pattern information. To address the challenge, we propose ReIMTS, a **Re**cursive multi-scale modeling approach for **I**rregular **M**ultivariate **T**ime **S**eries forecasting. Instead of resampling, ReIMTS keeps timestamps unchanged and recursively splits each sample into subsamples with progressively shorter time periods. Based on the original sampling timestamps in these long-to-short subsamples, an irregularity-aware representation fusion mechanism is proposed to capture global-to-local dependencies for accurate forecasting. Extensive experiments demonstrate an average performance improvement of 27.1\% in the forecasting task across different models and real-world datasets. Our code is available at [https://github.com/Ladbaby/PyOmniTS](https://github.com/Ladbaby/PyOmniTS).

Applications · Time Series

Jichu Li, Yilun Zhong, Zhiting Li, Feng Zhou, Quyu Kong

Temporal point processes (TPPs) have emerged as powerful tools for modeling asynchronous event sequences. While recent advances have extended TPPs to handle textual information, existing approaches are limited in their ability to generate rich, multimodal content and reason about event dynamics. A key challenge is that incorporating multimodal data dramatically increases sequence length, hindering the ability of attention-based models to generate coherent, long-form textual descriptions that require long-range understanding. In this paper, we propose a novel framework that extends LLM-based TPPs to the visual modality, positioning text generation as a core capability alongside time and type prediction. Our approach addresses the long-context problem through an adaptive sequence compression mechanism based on temporal similarity, which reduces sequence length while preserving essential patterns. We employ a two-stage paradigm of pre-training on compressed sequences followed by supervised fine-tuning for downstream tasks. Extensive experiments, including on the challenging DanmakuTPP-QA benchmark, demonstrate that our method outperforms state-of-the-art baselines in both predictive accuracy and the quality of its generated textual analyses.

Applications · Time Series

Vijay Ekambaram, Subodh Kumar, Arindam Jati, Sumanta Mukherjee, Tomoya Sakai, Pankaj Dayama, Wesley Gifford, Jayant Kalagnanam

Time-series tasks often benefit from signals expressed across multiple representation spaces (e.g., time vs. frequency) and at varying abstraction levels (e.g., local patterns vs. global semantics). However, existing pre-trained time-series models entangle these heterogeneous signals into a single large embedding, limiting transferability and direct zero-shot usability. To address this, we propose TSPulse, family of ultra-light pre-trained models (1M parameters) with disentanglement properties, specialized for various time-series diagnostic tasks. TSPulse introduces a novel pre-training framework that augments masked reconstruction with explicit disentanglement across spaces and abstractions, learning three complementary embedding views (temporal, spectral, and semantic) to effectively enable zero-shot transfer. In-addition, we introduce various lightweight post-hoc fusers that selectively attend and fuse these disentangled views based on task type, enabling simple but effective task specializations. To further improve robustness and mitigate mask-induced bias prevalent in existing approaches, we propose a simple yet effective hybrid masking strategy that enhances missing diversity during pre-training. Despite its compact size, TSPulse achieves strong and consistent gains across four TS diagnostic tasks: +20\% on the TSB-AD anomaly detection leaderboard, +25\% on similarity search, +50\% on imputation, and +5–16\% on multivariate classification, outperforming models that are 10–100× larger on over 75 datasets. TSPulse delivers state-of-the-art zero-shot performance, efficient fine-tuning, and supports GPU-free deployment. Models and source code are publicly available at https://huggingface.co/ibm-granite/granite-timeseries-tspulse-r1.

Applications · Time Series

Jeonghwan Im, Hyuk-Yoon Kwon

Deployed time-series forecasters suffer performance degradation under non-stationarity and distribution shifts. Test-time adaptation (TTA) for time-series forecasting differs from vision TTA because ground truth becomes observable shortly after prediction. Existing time-series TTA methods typically employ dual input/output adapters that indirectly modify data distributions, making their effect on the frozen model difficult to analyze. We introduce the Context-aware Output-Space Adapter (COSA), a minimal, plug-and-play adapter that directly corrects predictions of a frozen base model. COSA performs residual correction modulated by gating, utilizing the original prediction and a lightweight context vector that summarizes statistics from recently observed ground truth. At test time, only the adapter parameters (linear layer and gating) are updated under a leakage-free protocol, using observed ground truth with an adaptive learning rate schedule for faster adaptation. Across diverse scenarios, COSA demonstrates substantial performance gains versus baselines without TTA (13.91$\sim$17.03\%) and SOTA TTA methods (10.48$\sim$13.05\%), with particularly large improvements at long horizons, while adding a reasonable level of parameters and negligible computational overhead. The simplicity of COSA makes it architecture-agnostic and deployment-friendly. Source code: https://github.com/bigbases/COSA_ICLR2026

Applications · Time Series

Xuechun Li, Shan Gao, Susu Xu

Complex causal systems with interdependent variables require inference from heterogeneous observations that vary in spatial resolution, temporal frequency, and noise characteristics due to data acquisition constraints. Existing multi-modal fusion approaches assume uniform data quality or complete observability -- assumptions often violated in real-world applications. Current methods face three limitations: they treat causally-related variables independently, failing to exploit causal relationships; they cannot integrate multi-resolution observations effectively; and they lack theoretical frameworks for cascaded approximation errors. We introduce the Score-based Variational Graphical Diffusion Model (SVGDM), which integrates score-based diffusion within causal graphical structures for inference under heterogeneous incomplete observations. SVGDM introduces causal score decomposition enabling information propagation across causally-connected variables while preserving original observation characteristics. Diffusion provides a natural way to model scale-dependent sensing noise, which is common in remote-sensing, climate, and physical measurement systems, while the causal graph encodes well-established mechanistic dependencies between latent processes. We provide theoretical analysis and demonstrate superior performance on both synthetic and real-world datasets compared to relevant baselines.

Applications · Time Series

Dongbin Kim, Youngjoo Park, Woojin Jeong, Jaewook Lee

Transformers have demonstrated strong performance in time series forecasting, yet they often fail to capture the intrinsic structure of temporal data, making them susceptible to real-world noise and anomalies. Unlike in vision or language, the local geometry of temporal patterns is a critical feature in time series forecasting, but it is frequently disrupted by corruptions. In this work, we address this gap with two key contributions. First, we propose Local Geometry Attention (LGA), a novel attention mechanism theoretically grounded in local Gaussian process theory. LGA adapts to the intrinsic data geometry by learning query-specific distance metrics, enabling it to model complex temporal dependencies and enhance resilience to noise. Second, we introduce TSRBench, the first comprehensive benchmark for evaluating forecasting robustness under realistic, statistically-grounded corruptions. Experiments on TSRBench show that LGA significantly reduces performance degradation, consistently outperforming both Transformer and linear model. These results establish a foundation for developing robust time series models that can be deployed in real-world applications where data quality is not guaranteed. Our code is available at: https://github.com/dongbeank/LGA.

Applications · Time Series

Jinju Park, Seokho Kang

Although recent studies on time-series anomaly detection have increasingly adopted ever-larger neural network architectures such as transformers and foundation models, they incur high computational costs and memory usage, making them impractical for real-time and resource-constrained scenarios. Moreover, they often fail to demonstrate significant performance gains over simpler methods under rigorous evaluation protocols. In this study, we propose Patch-based representation learning for time-series Anomaly detection (PaAno), a lightweight yet effective method for fast and efficient time-series anomaly detection. PaAno extracts short temporal patches from time-series training data and uses a 1D convolutional neural network to embed each patch into a vector representation. The model is trained using a combination of triplet loss and pretext loss to ensure the embeddings capture informative temporal patterns from input patches. During inference, the anomaly score at each time step is computed by comparing the embeddings of its surrounding patches to those of normal patches extracted from the training time-series. Evaluated on the TSB-AD benchmark, PaAno achieved state-of-the-art performance, significantly outperforming existing methods, including those based on heavy architectures, on both univariate and multivariate time-series anomaly detection across various range-wise and point-wise performance measures.

Applications · Language, Speech and Dialog

Chenxu Yang, Qingyi Si, Yongjie Duan, Zheliang Zhu, Chenyu Zhu, Qiaowei Li, Minghui Chen, Zheng Lin, Weipinng Wang

Recent advances in large reasoning language models (LRMs) rely on test-time scaling, which extends long chain-of-thought (CoT) generation to solve complex tasks. However, overthinking in long CoT not only slows down the efficiency of problem solving, but also risks accuracy loss due to the extremely detailed or redundant reasoning steps. We propose a simple yet effective method that allows LLMs to self-truncate CoT sequences by early exit during generation. Instead of relying on fixed heuristics, the proposed method monitors model behavior at potential reasoning transition points and dynamically terminates the next reasoning chain's generation when the model exhibits high confidence in a trial answer. Our method requires no additional training and can be seamlessly integrated into existing o1-like reasoning LLMs. Experiments on 10 reasoning benchmarks (e.g., GSM8K, MATH-500, AMC, GPQA, AIME and LiveCodeBench) show that the proposed method is consistently effective on 11 cutting-edge reasoning LLMs of varying series and sizes, reducing the length of CoT sequences by an average of 19.1% to 80.1% while improving accuracy by 0.3% to 5.0%.

Applications · Time Series

Wenhui Cui, Christopher M. Sandino, Hadi Pouransari, Ran Liu, Juri Minxha, Ellen Zippi, Erdrin Azemi, Behrooz Mahasseni

Hand gesture classification using high-quality structured data such as videos, images, and hand skeletons is a well-explored problem in computer vision. Alternatively, leveraging low-power, cost-effective bio-signals, e.g. surface electromyography (sEMG), allows for continuous gesture prediction on wearable devices. In this work, we aim to enhance EMG representation quality by aligning it with embeddings obtained from structured, high-quality modalities that provide richer semantic guidance, ultimately enabling zero-shot gesture generalization. Specifically, we propose EMBridge, a cross-modal representation learning framework that bridges the modality gap between EMG and pose. EMBridge learns high-quality EMG representations by introducing a Querying Transformer (Q-Former), a masked pose reconstruction loss, and a community-aware soft contrastive learning objective that aligns the relative geometry of the embedding spaces. We evaluate EMBridge on both in-distribution and unseen gesture classification tasks and demonstrate consistent performance gains over all baselines. To the best of our knowledge, EMBridge is the first cross-modal representation learning framework to achieve zero-shot gesture classification from wearable EMG signals, showing potential toward real-world gesture recognition on wearable devices.

Applications · Time Series

Cheng HE, Xu Huang, Gangwei Jiang, Zhaoyi Li, Defu Lian, Hong Xie, Enhong Chen, xijie liang, Zhengzengrong, Patrick P. C. Lee

Despite recent progress in time-series foundation models, challenges persist in improving representation learning and adapting to diverse downstream tasks. We introduce a General Time-series Model (GTM), which advances representation learning via a novel frequency-domain attention mechanism that captures time-granularity-aware features, an aspect underexplored in prior research. We further propose a novel pre-training strategy that unifies reconstruction and autoregressive objectives through a hybrid masking mechanism. Our pre-training strategy, combined with 2D positional encoding and span shuffling, enhances the robustness and generalization of representations. GTM is established as the first generative-task-agnostic model for time-series analysis, enabling seamless adaptation to various generative tasks without any task-specific modifications. Extensive experiments demonstrate that GTM consistently outperforms SOTA models on various generative tasks and achieves strong classification results with minimal adaptation. Furthermore, GTM exhibits clear scaling behavior, with accuracy improving as model size and pre-training data increase.

Deep Learning · Algorithms

Fanpu Cao, Lu Dai, Jindong Han, Hui Xiong

Multivariate time series forecasting (MTSF) plays a vital role in numerous real-world applications, yet existing models remain constrained by their reliance on a limited historical context. This limitation prevents them from effectively capturing global periodic patterns that often span cycles significantly longer than the input horizon—despite such patterns carrying strong predictive signals. Naïve solutions, such as extending the historical window, lead to severe drawbacks, including overfitting, prohibitive computational costs, and redundant information processing. To address these challenges, we introduce the Global Temporal Retriever (GTR), a lightweight and plug-and-play module designed to extend any forecasting model’s temporal awareness beyond the immediate historical context. GTR maintains an adaptive global temporal embedding of the entire cycle and dynamically retrieves and aligns relevant global segments with the input sequence. By jointly modeling local and global dependencies through a 2D convolution and residual fusion, GTR effectively bridges short-term observations with long-term periodicity without altering the host model architecture. Extensive experiments on six real-world datasets demonstrate that GTR consistently delivers state-of-the-art performance across both short-term and long-term forecasting scenarios, while incurring minimal parameter and computational overhead. These results highlight GTR as an efficient and general solution for enhancing global periodicity modeling in MTSF tasks. Code is available at this repository: https://github.com/macovaseas/GTR.

Applications · Time Series

Aitian Ma, Dongsheng Luo, Mo Sha

Recently, there has been a growing interest in Long-term Time Series Forecasting (LTSF), which involves predicting long-term future values by analyzing a large amount of historical time-series data to identify patterns and trends. Significant challenges exist in LTSF due to its complex temporal dependencies and high computational demands. Although Transformer-based models offer high forecasting accuracy, they are often too compute-intensive to be deployed on devices with hardware constraints. In this paper, we propose MixLinear, which synergistically combines orthogonal segment-based trend extraction in the time domain with adaptive low-rank spectral filtering in the frequency domain. Our approach exploits the complementary structural sparsity of time series: local temporal patterns are efficiently captured through mathematically linear transformations that separate intra-segment and inter-segment correlations, while global trends are compressed into an ultra-low-dimensional frequency latent space through learnable rank-constrained filters. By reducing the parameter scale of a downsampled $n$-length input/output one-layer linear model from $O(n^2)$ to $O(n)$, MixLinear achieves efficient computation without sacrificing accuracy. Extensive evaluations show that MixLinear achieves forecasting performance comparable to, or surpasses, state-of-the-art models with significantly fewer parameters ($0.1K$), which makes it well suited for deployment on devices with limited computational capacity.

Applications · Time Series

Xilin Dai, Zhijian Xu, Wanxu Caii, Qiang Xu

Most state-of-the-art probabilistic time series forecasting models rely on sampling to represent future uncertainty. However, this paradigm suffers from inherent limitations, such as lacking explicit probabilities, inadequate coverage, and high computational costs. In this work, we introduce **Probabilistic Scenarios**, an alternative paradigm designed to address the limitations of sampling. It operates by directly producing a finite set of {Scenario, Probability} pairs, thus avoiding Monte Carlo-like approximation. To validate this paradigm, we propose **TimePrism**, a simple model composed of only three parallel linear layers. Surprisingly, TimePrism achieves 9 out of 10 state-of-the-art results across five benchmark datasets on two metrics. The effectiveness of our paradigm comes from a fundamental reframing of the learning objective. Instead of modeling an entire continuous probability space, the model learns to represent a set of plausible scenarios and corresponding probabilities. Our work demonstrates the potential of the Probabilistic Scenarios paradigm, opening a promising research direction in forecasting beyond sampling.

Applications · Time Series

Shunyu Wu, Dan Li, Wenjie Feng, Haozheng Ye, Jian Lou, See-Kiong Ng

High-quality time series (TS) data are essential for ensuring TS model performance, rendering research on rating TS data quality indispensable. Existing methods have shown promising rating accuracy within individual domains, primarily by extending data quality rating techniques such as influence functions and Shapley values to account for temporal characteristics. However, they neglect the fact that real-world TS data can span vastly different domains and exhibit distinct properties, hampering the accurate and efficient rating of diverse TS data. In this paper, we propose TSRating, a novel and unified framework for rating the quality of time series data crawled from diverse domains. TSRating leverages LLMs' inherent ample knowledge, acquired during their extensive pretraining, to comprehend and discern quality differences in diverse TS data. We verify this by devising a series of prompts to elicit quality comparisons from LLMs for pairs of TS samples. We then fit a dedicated rating model, termed TSRater, to convert the LLMs' judgments into efficient quality predictions by inferring future TS samples through TSRater's inference. To ensure cross-domain adaptability, we develop a meta-learning scheme to train TSRater on quality comparisons collected from nine distinct domains. To improve training efficiency, we employ signSGD for inner-loop updates, thus circumventing the demanding computation of hypergradients. Extensive experimental results on eleven benchmark datasets across three time series tasks, each using both conventional TS models and TS foundation models, demonstrate that TSRating outperforms baselines in terms of estimation accuracy, efficiency, and domain adaptability.

Reinforcement Learning · Deep RL

Min Wang, Xin Li, Ye He, Yao-Hui Li, Hasnaa Bennis, Riashat Islam, Mingzhong Wang

The real world is inherently non-stationary, with ever-changing factors, such as weather conditions and traffic flows, making it challenging for agents to adapt to varying environmental dynamics. Non-Stationary Reinforcement Learning (NSRL) addresses this challenge by training agents to adapt rapidly to sequences of distinct Markov Decision Processes (MDPs). However, existing NSRL approaches often focus on tasks with regularly evolving patterns, leading to limited adaptability in highly dynamic settings. Inspired by the success of Wavelet analysis in time series modeling, specifically its ability to capture signal trends at multiple scales, we propose WISDOM to leverage wavelet-domain predictive task representations to enhance NSRL. WISDOM captures these multi-scale features in evolving MDP sequences by transforming task representation sequences into the wavelet domain, where wavelet coefficients represent both global trends and fine-grained variations of non-stationary changes. In addition to the auto-regressive modeling commonly employed in time series forecasting, we devise a wavelet temporal difference (TD) update operator to enhance tracking and prediction of MDP evolution. We theoretically prove the convergence of this operator and demonstrate policy improvement with wavelet task representations. Experiments on diverse benchmarks show that WISDOM significantly outperforms existing baselines in both sample efficiency and asymptotic performance, demonstrating its remarkable adaptability in complex environments characterized by non-stationary and stochastically evolving tasks.

Deep Learning · Generative Models and Autoencoders

Yangming Li, Yixin Cheng, Mihaela van der Schaar

Latent diffusion has achieved remarkable success in image generation, with high sampling efficiency. However, this framework might suffer from posterior collapse when applied to time series. In this work, we first show that latent diffusion with a collapsed posterior degenerates into a much weaker generative model: variational autoencoder (VAE). This finding highlights the significance of addressing the problem. We then introduce a principled method: dependency measures, which quantify the sensitivity of a recurrent decoder to input variables. Through this method, we confirm that posterior collapse seriously affects latent time-series diffusion on real time series. For example, the latent variable has an exponentially decreasing impact on the decoder over time. Building on our theoretical and empirical studies, we finally introduce a new framework: posterior-stable latent diffusion, which interprets the diffusion process as a type of variational inference. In this way, it eliminates the use of risky KL regularization and penalizes decoder insensitivity. Extensive experiments on multiple real time-series datasets show that our new framework is with a highly stable posterior and notably outperforms previous baselines in time series synthesis.