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Time series forecasting has become a central problem in modern machine learning, with applications spanning science, engineering, health, and finance. Yet in many domains, accurate prediction is only the starting point. This talk explores a broader view of time series learning, moving from forecasting toward discovery. I will first discuss our work on efficient time series forecasting, focusing on methods that improve scalability and practicality without sacrificing predictive performance. I will then turn to structured learning for high-dimensional temporal data, showing how modeling dependencies across variables can lead to more reliable and expressive forecasting systems. Finally, I will ask whether machine learning can move beyond forecasting to discover symbolic structure from time series data. I will present our recent work on benchmarking symbolic reasoning over time series and on hybrid LLM-based methods for scientific discovery. These directions point toward time series models that support both prediction and discovery.
Recently, Large Language Models (LLMs) have introduced a novel paradigm in Time Series Analysis (TSA), leveraging strong language capabilities to support tasks such as forecasting and anomaly detection. However, these analysis tasks cannot adequately cover temporal language tasks, such as interpretation and captioning. A fundamental gap remains between TSA and LLMs: LLMs are pre-trained to optimize natural language relevance for question answering rather than objectives specialized for TSA. To bridge this gap, TSA is evolving toward Time Series Question Answering (TSQA), shifting from expert-driven and task-specific analysis to user-driven and task-unified question answering. TSQA depends on flexible exploration rather than predefined TSA pipelines. In this survey, we first propose a taxonomy that reflects the evolution from TSA to TSQA, driven by a shift from external to internal alignment. We then organize existing literature into three alignment paradigms: Injective Alignment, Bridging Alignment, and Internal Alignment, and provide practical guidance for flexible, economical, and generalizable selection of alignment paradigms. We finally analyze datasets across domains and characteristics, identify challenges, and highlight future research directions.
Multivariate Time Series Forecasting (MTSF) plays a crucial role across diverse fields, ranging from economics to energy to traffic. In recent years, deep learning has demonstrated outstanding performance in MTSF tasks. In MTSF, modeling the correlations among different channels is critical, as leveraging information from other related channels can significantly improve the prediction accuracy of a specific channel. This study systematically reviews the channel modeling strategies for time series and proposes a taxonomy organized into three hierarchical levels: the strategy perspective, the mechanism perspective, and the characteristic perspective. On this basis, we provide a structured analysis of these methods and conduct an in-depth examination of the advantages and limitations of different channel strategies. Finally, we summarize and discuss some future research directions to provide useful research guidance. Moreover, we maintain an up-to-date GitHub repository which includes all the papers discussed in the survey.
Deep learning has achieved strong results in modeling sequential data, including event sequences, temporal point processes, and irregular time series. Recently, transformers have largely replaced recurrent networks in these tasks. However, transformers often underperform recurrent networks in classification tasks that aim to predict future targets, such as churn, user reactions, or treatment response. The reason behind this performance gap remains largely underexplored. In this paper, we identify a key limitation of transformers: the lack of a single vector representation that compactly summarizes the evolving state of a sequence. We further show that commonly used contrastive embeddings are poorly suited to capturing the local context needed for accurate forward-looking prediction. To address these challenges, we introduce history tokens, a novel concept that enables the accumulation of historical information during next-token prediction pretraining. Our approach significantly improves transformer-based models, achieving impressive results in finance, e-commerce, and healthcare tasks. The code is publicly available: https://github.com/ivan-chai/pretpp.
Brain connectivity analysis is a fundamental tool for identifying biomarkers and understanding of neurological disorders. Most existing approaches employ graph transformers over undirected functional connectivity networks, which are typically estimated using correlation statistics. Although effective for capturing statistical associations, these models do not represent directed interactions between brain regions that arise from causal relationships. As a result, direction-specific disease mechanisms are not explicitly modeled, and interpretability is often limited. To address this gap, we present BrainCGT, a brain graph transformer designed to model causal connectivity inferred from fMRI time-series data. In this framework, brain networks are modeled as directed graphs with a modular organization, where nodes correspond to individual brain regions and directed edges reflect causal flow of information between them. Direction-aware node representations together with direction-biased attention mechanisms allow the model to capture asymmetric interactions across regions. Experimental results on three large-scale fMRI datasets demonstrate that BrainCGT achieves consistently better performance than existing graph-based methods for neurological disorder classification. In addition, examination of the learned attention structures shows correspondence with established neurobiological pathways, suggesting improved interpretability. These results highlight the importance of incorporating causal directionality into brain graph transformer architectures for robust and interpretable neuroimaging analysis.
Venous thromboembolism (VTE) is a common and life-threatening complication in cancer patients after treatment. Early risk assessment and detection of VTE primarily rely on clinical indicators, such as blood test results. However, existing studies are limited to static or snapshot-based models, failing to capture the evolving dynamics of disease progression, as deep time-series modeling is hindered by the lack of longitudinal clinical data. To address this gap, we introduce CliTsVTE, a large-scale clinical time-series dataset curated for VTE modeling, comprising 501,063 samples from 26,022 patients over seven years across nine cancer types. The dataset contains continuous time gaps between consecutive time points. Unlike many benchmarks, CliTsVTE reflects real-world clinical settings and presents unique challenges in continuous irregular time-series modeling with long-term irregularity and varying data granularity, which makes missingness significantly consequential. To tackle this, we propose a deep learning framework integrating multiple sequential backbones with an adversarially regularized autoencoder (ARAE) that learns latent representations to eliminate missingness. Experiments on CliTsVTE show that our best model achieves 88.7% accuracy and an AUC of 0.952, significantly outperforming traditional time-point models and regular time-series benchmarks. These results establish a strong benchmark for deep modeling of continuous irregularity in clinical time-series data and highlight the potential of AI-driven large-scale clinical datasets in solving real-world medical research challenges.
Spatio-temporal traffic forecasting is a core component of intelligent transportation systems, supporting various downstream tasks such as signal control and network-level traffic management. In real-world deployments, forecasting models must operate under structural and observational uncertainties, conditions that are rarely considered in model design. Recent approaches achieve strong short-term predictive performance by tightly coupling spatial and temporal modeling, often at the cost of increased complexity and limited modularity. In contrast, efficient time-series models capture long-range temporal dependencies without relying on explicit network structure. We propose UniST-Pred, a unified spatio-temporal forecasting framework that first decouples temporal modeling from spatial representation learning, then integrates both through adaptive representation-level fusion. To assess robustness of the proposed approach, we construct a dataset based on an agent-based, microscopic traffic simulator (MATSim) and evaluate UniST-Pred under severe network disconnection scenarios. Additionally, we benchmark UniST-Pred on standard traffic prediction datasets, demonstrating its competitive performance against existing well-established models despite a lightweight design. The results illustrate that UniST-Pred maintains strong predictive performance across both real-world and simulated datasets, while also yielding interpretable spatio-temporal representations under infrastructure disruptions. The source code and the generated dataset are available at https://anonymous.4open.science/r/UniST-Pred-EF27.
Monitoring forest functional diversity is essential to understand ecosystem resilience in the face of rapid environmental change. While existing remote sensing approaches primarily track structural attributes such as canopy density and tree height, functional traits like leaf phenology (evergreen vs. deciduous) and leaf type (broadleaf vs. needleleaf) reveal more direct information about adaptive strategies of tree species. This study presents a scalable machine learning framework for mapping these traits across India at 10 m resolution using Google AlphaEarth Foundations (AEF) embeddings, which capture the complete annual spectral reflectance and radar signatures of the land surface. A key contribution we make is to curate an ML-ready training dataset by combining tree traits information with tree species occurrence data, and to obtain a diverse sample from this data based on spectral time-series to ensure the dataset captures a wide range of phenological dynamics. We then build cross-validation folds to specifically test for spatial generalizability across different eco-regions in India and temporal generalizability across different years, for classifiers learned from the data. Multiple classifiers are evaluated: Random Forest models trained on AEF embedding features achieved the best performance for both classification tasks, outperforming models trained on conventional Sentinel-1 and Sentinel-2 time series while offering seamless deployment in Google Earth Engine. Compared to publicly available land-cover products that encode leaf phenology and leaf type, our model yields significantly higher accuracy while providing outputs at substantially finer spatial resolution. We then observe the outputs of our model over several protected forest areas in India to understand their dynamics over the last 8 years. Our contribution is an analysis-ready open dataset to learn tree traits from remote sensed spectral data, a trained model that is spatially and temporally generalizable, and a demonstration of the insights the model can provide to understand the dynamics of protected forest areas, all of which can be replicated in other areas.
Drought prediction is crucial for disaster mitigation, yet it remains challenging because regional droughts reflect nonlinear interactions among precipitation supply, evaporative demand, and slowly varying land atmosphere states. Although time series foundation models (TSFMs) have shown strong zero shot performance in general forecasting tasks, they can exhibit systematic sensitivity mismatch in the prediction of regional precipitation and temperature anomalies in the Standardized Precipitation Evapotranspiration Index (SPEI). We introduce PhyTTA, a physics informed test time adaptation framework that keeps the TSFM backbone frozen and corrects the predictable part of its one step residual through three components: a dynamic forcing correction, a static tracker of slowly varying background bias, and a conditional confidence gate that applies the correction only in supported regimes. Our analysis shows that, when frozen model residuals contain a component predictable from local forcing changes or slowly varying background bias, correcting this component reduces expected squared error in the population setting. PhyTTA implements this principle through a conservative online ridge EMA correction with regime support gating. Across four foundation backbones on three South Australian locations and TimesFM on three cross regional regions, PhyTTA reduces MSE by up to 19.78%. With the TimesFM backbone it gives consistent 12.3% to 15.1% MSE reductions across the three South Australian locations.
Healthcare facility visit prediction is essential for optimizing healthcare resource allocation and informing public health policy. Despite advanced machine learning methods being employed for better prediction performance, existing works usually formulate this task as a time-series forecasting problem without considering the intrinsic spatial dependencies of different types of healthcare facilities, and they also fail to provide reliable predictions under abnormal situations such as public emergencies. To advance existing research, we propose HealthMamba, an uncertainty-aware spatiotemporal framework for accurate and reliable healthcare facility visit prediction. HealthMamba comprises three key components: (i) a Unified Spatiotemporal Context Encoder that fuses heterogeneous static and dynamic information, (ii) a novel Graph State Space Model called GraphMamba for hierarchical spatiotemporal modeling, and (iii) a comprehensive uncertainty quantification module integrating three uncertainty quantification mechanisms for reliable prediction. We evaluate HealthMamba on four large-scale real-world datasets from California, New York, Texas, and Florida. Results show HealthMamba achieves around 6.0% improvement in prediction accuracy and 3.5% improvement in uncertainty quantification over state-of-the-art baselines.
This research addresses the problem of adaptive modeling in time-series data streams with clear input-output relationships. This problem is challenging because rapid system changes (regime shifts) caused by environmental factors or input delay changes degrade model performance, and the trade-off among accuracy, robustness, and memory usage arises when using multiple small models for each time-series pattern. To address these issues, this paper presents an online framework/method that treats streaming time series as dynamic mixtures of time-delay systems. This framework maintains robustness of model tracking and reduces memory usage by summarizing past regimes using a fixed-length representation that captures both the system dynamics and input-output delays. Concretely, this approach constructs a summary system tensor using the system's Markov parameter series, capturing both dynamic behavior and delay characteristics. If necessary, a tensor decomposition algorithm extracts relevant past models from the tensor and helps select the system that best fits the current regime. This method enables rapid adaptation to environmental changes and is computationally efficient. Tests on real datasets show that DelayMix consistently outperforms other methods, achieving superior forecast accuracy and faster adaptation to delays, especially for highly non-stationary data.
Physiological signals such as EEG, ECG, and PPG are widely used in clinical monitoring. Recent self-supervised learning (SSL) methods offer an attractive way to leverage unlabeled recordings, yet they still fall short in practice. In particular, current SSL methods struggle across heterogeneous datasets, often distorting clinically meaningful structures or learning shortcuts from temporal and cross-channel redundancy. Consequently, existing SSL methods often deliver limited performance under linear probing, a lightweight adaptation setting that better matches real-world medical scenarios. Moreover, most Transformer-based SSL models encode a flattened spatiotemporal token sequence, incurring high computation and memory cost, and are typically developed within a single modality. To address these limitations, we present SPOTR (Spatio-temporal Pooling One-Token Reconstruction), a compress-reconstruct pretraining framework that introduces a single-token global bottleneck for physiological signals. SPOTR compresses each waveform into a single-token representation and reconstructs the signal conditioned only on this representation. Meanwhile, SPOTR introduces an efficient spatio-temporal compaction module to reduce computation and memory cost. Pretrained on 20 datasets spanning EEG, iEEG, ECG, and PPG, SPOTR consistently outperforms the strongest baseline under linear probing, improving average AUC by 18.49%, 21.71%, 17.86%, and 4.64%, respectively. Compared with a representative general-purpose time-series foundation model, SPOTR achieves around 78% lower latency and 52% lower peak GPU memory on average. The code and supplementary material can be found at https://github.com/5GYYYYY/SPOTR.
Time series anomaly detection faces a critical challenge that different anomaly types require different detection mechanisms, yet single methods are inherently limited by their design biases. We propose FlowFuse, a multi-view ensemble framework with coupling flow-based score fusion for time series anomaly detection. FlowFuse combines four complementary detection modules spanning temporal and frequency domains, as well as clustering and reconstruction paradigms, to extract multi-perspective anomaly scores. Rather than simple averaging, an ensemble of coupling flows models the joint distribution of these multi-view scores, learning complex inter-view dependencies through invertible transformations with alternating updates between temporal and frequency scores. The ensemble naturally quantifies detection uncertainty through prediction disagreement, which can optionally guide selective supervision when labels are available. Extensive experiments across 18 diverse benchmarks show that FlowFuse achieves state-of-the-art performance, demonstrating effectiveness across multiple anomaly types.
Time series forecasting plays a vital role in supporting decision-making across a wide range of critical applications, including energy, healthcare, and finance. Despite recent advances, forecasting accuracy remains limited due to the challenge of integrating historical numerical sequences with contextual features, which often comprise unstructured textual data. To address this challenge, we propose TokenCast, a large language model (LLM) driven framework that leverages language-based symbolic representations as a unified intermediary for context-aware time series forecasting. Specifically, TokenCast employs a discrete tokenizer to transform continuous numerical sequences into temporal tokens, enabling structural alignment with language-based inputs. To effectively bridge the semantic gap between modalities, both temporal and contextual tokens are embedded into a shared representation space via a pre-trained LLM, further optimized with generative objectives. Building upon this unified semantic space, the aligned LLM is subsequently fine-tuned in a supervised manner to predict future temporal tokens, which are then decoded back into the original numerical space. Extensive experiments on real-world datasets demonstrate the effectiveness of our framework and highlight its potential as a generative framework for context-aware time series forecasting. The code is available at https://github.com/Xiaoyu-Tao/TokenCast.