论文检索

Deep Learning · Sequential Models, Time series

Junhuang Huang, Linshan Hou, Jianting Ning, Yanjun Zhang, Zhongyun Hua, Leo Yu Zhang

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

Yanbo Li, Richard Cornelius Suwandi, Feng Yin, Yiyong SUN, Wei Huang, Wenqiang Pu

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.

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

Enver Menadjiev, Jihyeon Seong, Jisu Yeo, Jaesik Choi

Sequential conformal prediction (CP) provides valid uncertainty quantification under the assumption of residual exchangeability. However, this assumption is often violated in real-world time series due to temporal dependencies and distributional shifts. While recent methods attempt to approximate exchangeability through reweighting, identifying optimal weights remains an open challenge. To address this limitation, we propose [DistMatch](https://anonymous.4open.science/r/distmatch/), a binning-based method that recursively partitions residuals within a binary tree using the Kolmogorov–Smirnov (KS) statistic. We theoretically show that this partitioning induces approximately exchangeable leaves, thereby avoiding the need for reweighting. By applying quantile regression with online updates within each leaf, DistMatch enables locally adaptive inference and improves robustness to distributional shifts. Extensive experiments demonstrate that DistMatch outperforms existing sequential CP methods.

Deep Learning · Sequential Models, Time series

Matteo Pinna, Giacomo Lagomarsini, Andrea Ceni, Claudio Gallicchio

Reservoir Computing (RC) has established itself as an efficient paradigm for temporal processing. However, its scalability remains severely constrained by (i) the necessity of processing temporal data sequentially and (ii) the prohibitive memory footprint of high-dimensional reservoirs. In this work, we revisit RC through the lens of structured operators and state space modeling to address these limitations, introducing Parallel Echo State Network (ParalESN). ParalESN enables the construction of high-dimensional and efficient reservoirs based on diagonal linear recurrence in the complex space, enabling parallel processing of temporal data. We provide a theoretical analysis demonstrating that ParalESN preserves the Echo State Property and the universality guarantees of traditional Echo State Networks while admitting an equivalent representation of arbitrary linear reservoirs in the complex diagonal form. Empirically, ParalESN matches the predictive accuracy of traditional RC on time series benchmarks, while delivering substantial computational savings. On 1-D pixel-level classification tasks, ParalESN achieves competitive accuracy with fully trainable neural networks while reducing computational costs and energy consumption by orders of magnitude. Overall, ParalESN offers a promising, scalable, and principled pathway for integrating RC within the deep learning landscape.

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

Xiaokai Luo, Haotian Xu, Carlos Misael Madrid Padilla, OSCAR HERNAN MADRID PADILLA

We study online change point detection for multivariate inhomogeneous Poisson point process time series. This setting arises commonly in applications such as earthquake seismology, climate monitoring, and epidemic surveillance, yet remains underexplored in the machine learning and statistics literature. We propose a method that uses low-rank matrices to represent the multivariate Poisson intensity functions, resulting in an adaptive nonparametric detection procedure. Our algorithm is single-pass and requires only constant computational cost per new observation, independent of the elapsed length of the time series. We provide theoretical guarantees to control the overall false alarm probability and characterize the detection delay under temporal dependence. We also develop a new Matrix Bernstein inequality for temporally dependent Poisson point process time series, which may be of independent interest. Numerical experiments demonstrate that our method is both statistically robust and computationally efficient.

Deep Learning · Sequential Models, Time series

Tomoyoshi Kimura, Denizhan Kara, Jinyang Li, Hongjue Zhao, Yigong Hu, Yizhuo Chen, Xiaomin OUYANG, Shengzhong Liu, Tarek Abdelzaher

Internet of Things (IoT) systems continuously collect heterogeneous sensing signals from ubiquitous sensors to support intelligent applications such as human activity analysis, emotion monitoring, and environmental perception. These signals are inherently non-stationary and multi-scale, posing unique challenges for standard tokenization techniques. This paper proposes Dywave, a dynamic tokenization framework for IoT sensing signals that constructs compact input representations aligned with intrinsic temporal structures and underlying physical events. Dywave leverages wavelet-based hierarchical decomposition, identifies meaningful temporal boundaries corresponding to underlying semantic events, and adaptively compresses redundant intervals while preserving temporal coherence. Extensive evaluations on five real-world IoT sensing datasets across activity recognition, stress assessment, and nearby object detection demonstrate that Dywave outperforms state-of-the-art methods by up to 12\% in accuracy, while improving computational efficiency by reducing input token lengths by up to 75\% across mainstream sequence models. Moreover, Dywave exhibits improved robustness to domain shifts and varying sequence lengths.

Deep Learning · Sequential Models, Time series

Lehui Li, Yuyao Wang, Jisheng Yan, Wei Zhang, Jinliang Deng, Haoliang Sun, Zhongyi Han, Yongshun Gong

Incorporating textual information into time-series forecasting holds promise for addressing event-driven non-stationarity; however, a fundamental modality gap hinders effective fusion: textual descriptions express temporal impacts implicitly and qualitatively, whereas forecasting models rely on explicit and quantitative signals. Through controlled semi-synthetic experiments, we show that existing methods over-attend to redundant tokens and struggle to reliably translate textual semantics into usable numerical cues. To bridge this gap, we propose \method{}, which introduces a Temporal Evolution Semantic Space as an intermediate bottleneck between modalities. This space consists of interpretable, numerically grounded temporal primitives—mean shift, volatility, shape, and lag—extracted from text by an LLM via structured prompting and filtered through confidence-aware gating. Experiments on four real-world datasets demonstrate up to a 29\% reduction in forecasting error compared to state-of-the-art uni-modal and multimodal baselines. The code is available at https://anonymous.4open.science/r/MMTSF.

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

Wei Shao, Ziquan Fang, Zheqi Lu, Yongfeng Su, Yuzhu Wang, Yunjun Gao

Time-series analysis is critical in real-world applications, yet the explosion of time-series data imposes severe burdens on storage and computational resources. Recently, dataset condensation has emerged as a promising data-centric solution by synthesizing compact yet informative datasets to replace large-scale raw data. However, existing methods are largely vision-centric, failing to capture unique temporal properties of time series, or task-specific, tightly coupling the condensed data to a particular downstream objective. As a result, these approaches suffer from feature mismatch and fail to generalize across diverse time-series tasks. To bridge this gap, we propose UniTSC, the first unified dataset condensation framework for general time-series analysis. UniTSC employs a multi-view hybrid encoder to capture task-invariant representations across temporal, spectral, and topological perspectives. Building upon this representation, we design a tri-space alignment paradigm that jointly aligns optimization trajectories, power spectral densities, and multivariate dependency structures, enabling comprehensive information preservation under extreme compression. Extensive experiments show that UniTSC retains up to 97.9\% of downstream performance using as little as 0.01\% of the original training data, revealing that a single batch-equivalent budget ($\textless$ 128 samples) is sufficient to capture the essential dynamics of complex time-series data.

Deep Learning · Sequential Models, Time series

Xiaohui Zhou, Yijie Wang, Hongzuo Xu, Weixuan Liang, Xiaoli Li, Guansong Pang

Open-set anomaly detection (OSAD) is an emerging paradigm designed to utilize limited labeled data from anomaly classes seen in training to identify both seen and unseen anomalies during testing. Current approaches rely on simple augmentation methods to generate pseudo anomalies that replicate unseen anomalies. Despite being promising in image data, these methods are found to be ineffective in time series data due to the failure to preserve its sequential nature, resulting in trivial or unrealistic anomaly patterns. They are further plagued when the training data is contaminated with unlabeled anomalies. This work introduces $\textbf{IMPACT}$, a novel framework that leverages $\underline{\textbf{i}}$nfluence $\underline{\textbf{m}}$odeling for o$\underline{\textbf{p}}$en-set time series $\underline{\textbf{a}}$nomaly dete$\underline{\textbf{ct}}$ion, to tackle these challenges. The key insight is to $\textbf{i)}$ learn an influence function that can accurately estimate the impact of individual training samples on the modeling, and then $\textbf{ii)}$ leverage these influence scores to generate semantically divergent yet realistic unseen anomalies for time series while repurposing high-influential samples as supervised anomalies for anomaly decontamination. Extensive experiments show that IMPACT significantly outperforms existing state-of-the-art methods, showing superior accuracy under varying OSAD settings and contamination rates.

Deep Learning · Sequential Models, Time series

Alexis-Raja Brachet, Pierre-Yves Richard, Céline Hudelot

While deep learning is facing an homogenization across modalities led by Transformers, they are still challenged by shallow linear models in the time-series forecasting task. Our hypothesis is that models should learn a direct link from past to future data points, which we identify as a learning dynamics capability. We develop an original $\texttt{PRO-DYN}$ nomenclature to analyze existing models through the lens of dynamics. Two observations thus emerge: **1.** under-performing architectures learn dynamics at most partially, **2.** the location of the dynamics block at the model end is of prime importance. Our systemic and empirical studies both confirm our observations on a set of performance-varying models with diverse backbones. We propose a simple plug-and-play methodology guiding model designs and improvements.

Deep Learning · Sequential Models, Time series

Ruichao Guo, Xingyao Han, Wenshui Luo, Zhe Liu, Chen Gong, Hesheng Wang

Point forecasting for graph-structured multivariate time series is a fundamental problem, but rigorous uncertainty quantification for such predictions is still underexplored. Conformal prediction (CP) offers uncertainty estimation with a solid coverage guarantee under the exchangeability assumption, which requires the joint data distribution to be unchanged under permutation. However, in graph-structured time series, inherent cross-node coupling can violate the exchangeability condition, making direct application of CP unreliable. Inspired by the spectral graph theory, such coupling resides in global trends and can be characterized by the low-frequency components, while high-frequency components are nearly exchangeable. Therefore, we propose a novel concept named **S**pectral **G**raph **C**onditional **E**xchangeability (SGCE), which conditions exchangeable high-frequency components on low-frequency ones to preserve global trends and enable effective CP in the spectral domain. Based on SGCE, we further propose **S**pectral **C**onformal prediction via w**A**ve**LE**t transform (SCALE). SCALE uses graph wavelets to decompose low/high-frequency components and conformalizes high-frequency residuals via adaptive gating over a low-frequency embedding. Experimental results on real-world traffic datasets show that SCALE not only achieves valid coverage but also consistently improves the coverage-efficiency trade-off over the state-of-the-art CP methods.

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.

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.

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.