论文检索

Applications · Time Series

Shiyan Hu, Jianxin Jin, Yang Shu, Peng Chen, Bin Yang, Guo

Time series anomaly detection plays a critical role in many dynamic systems. Despite its importance, previous approaches have primarily relied on unimodal numerical data, overlooking the importance of complementary information from other modalities. In this paper, we propose a novel multimodal time series anomaly detection model (MindTS) that focuses on addressing two key challenges: (1) how to achieve semantically consistent alignment across heterogeneous multimodal data, and (2) how to filter out redundant modality information to enhance cross-modal interaction effectively. To address the first challenge, we propose Fine-grained Time-text Semantic Alignment. It integrates exogenous and endogenous text information through cross-view text fusion and a multimodal alignment mechanism, achieving semantically consistent alignment between time and text modalities. For the second challenge, we introduce Content Condenser Reconstruction, which filters redundant information within the aligned text modality and performs cross-modal reconstruction to enable interaction. Extensive experiments on six real-world multimodal datasets demonstrate that the proposed MindTS achieves competitive or superior results compared to existing methods. The code is available at: https://github.com/decisionintelligence/MindTS.

Applications · Time Series

Yifan Hu, Jie Yang, Tian Zhou, Peiyuan Liu, Yujin Tang, Rong Jin, Liang Sun

Although contrastive and other representation-learning methods have long been explored in vision and NLP, their adoption in modern time series forecasters remains limited. We believe they hold strong promise for this domain. To unlock this potential, we explicitly align past and future representations, thereby bridging the distributional gap between input histories and future targets. To this end, we introduce TimaAlign, a lightweight, plug-and-play framework that establishes a new representation paradigm, distinct from contrastive learning, by aligning auxiliary features via a simple reconstruction task and feeding them back into any base forecaster. Extensive experiments across eight benchmarks verify its superior performance. Further studies indicate that the gains arise primarily from correcting frequency mismatches between historical inputs and future outputs. Additionally, we provide two theoretical justifications for how reconstruction improves forecasting generalization and how alignment increases the mutual information between learned representations and predicted targets. Code is in available at https://github.com/TROUBADOUR000/TimeAlign.

Applications · Time Series

Wen Wu, Ziyang Zhang, Liwei Liu, Xuenan Xu, Jimin Zhuang, Ke Fan, Qitan Lv, Junlin Liu, Chen Zhang, Zheqi Yuan 等

The scientific reasoning ability of large language models (LLMs) has recently attracted significant attention. Time series, as a fundamental modality in scientific data, presents unique challenges that are often overlooked in current multimodal LLMs, which either encode numerical sequences as text or convert them into images. Such approaches may be insufficient for comprehensive scientific time series understanding and generation. Existing unified time series models typically specialise in either forecasting or analysis, and their effectiveness on non-periodic, heterogeneous scientific signals remains unclear. To address these gaps, we introduce SciTS, a benchmark spanning 12 scientific domains and 43 tasks, with over 50k+ instances, both univariate and multivariate signals ranging from $10^0$ to $10^7$ in length and up to 10~MHz in frequency. We benchmark 17 models, including text-only LLMs, multimodal LLMs, and unified time series models, and find that general-purpose LLMs exhibit stronger generalisability than specialised time series models, while representing time series as text or images limits their performance due to excessively long sequences and loss of numerical precision, respectively. We then introduce TimeOmni, a working example to explore insights into how LLMs can be extended to handle scientific time series while remaining compatible with general-purpose LLM training. This work fills a gap in both dedicated benchmarks and illustrative frameworks for scientific time series, paving the way for LLMs to understand and generate complex temporal scientific data.

Matteo Pegoraro

Persistence spheres are a new functional representation of persistence diagrams. In contrast to existing embeddings such as persistence images, landscapes, or kernel-based methods, persistence spheres define a bi-continuous mapping: they are Lipschitz continuous with respect to the 1-Wasserstein distance and admit a continuous inverse on their image. This provides both stability and geometric fidelity, placing persistence spheres among the few representations of persistence diagrams that offer an inverse-continuity guarantee. We derive explicit formulas for persistence spheres and show that they can be computed efficiently with minimal parallelization overhead. Empirically, we evaluate them on clustering, regression, and classification tasks involving functional data, time series, graphs, meshes, and point clouds. Across these benchmarks, persistence spheres are competitive with, and often improve upon, standard baselines including persistence images, persistence landscapes, persistence splines, and the sliced Wasserstein kernel. Additional simulations in the appendices further support the method and provide practical guidance for tuning its parameters.

Applications · Time Series

Aoyu Liu, Yaying Zhang

With the rapid growth of spatio-temporal data fueled by IoT deployments and urban infrastructure expansion, accurate and efficient continual forecasting has become a critical challenge. Most existing Spatio-Temporal Graph Neural Networks rely on static graph structures and offline training, rendering them inadequate for real-world streaming scenarios characterized by graph expansion and distribution shifts. Although Continual Spatio-Temporal Forecasting methods have been proposed to tackle these issues, they often adopt backbones with limited modeling capacity and lack effective mechanisms to balance stability and adaptability. To overcome these limitations, we propose STBP, a novel framework that integrates a general spatio-temporal backbone with a scalable contextual pattern bank. The backbone extracts stable representations in the frequency domain and captures dynamic spatial correlations through lightweight linear graph attention. To support continual adaptation and mitigate catastrophic forgetting, the contextual pattern bank is updated incrementally via parameter expansion, enabling the capture of evolving node-level heterogeneity and relevance. During incremental training, the backbone remains fixed to preserve general knowledge, while the pattern bank adapts to new scenarios and distributions. Extensive experiments demonstrate that STBP outperforms state-of-the-art baselines in both forecasting accuracy and scalability, validating its effectiveness for continual spatio-temporal forecasting. Code is available at https://github.com/Aoyu-Liu/STBP.

Applications · Time Series

Xiangqian Sun, Chaoqun Wang, Wei Zhang

Dynamic Time Warping (DTW) is a classical method for measuring similarity between time series, but its non-differentiability hinders integration into end-to-end learning frameworks. To address this, soft-DTW replaces the minimum operator with a smooth soft-min, enabling differentiability and efficient computation. Motivated by soft-DTW, we propose perturbed-DTW, a differentiable framework of DTW obtained by adding random perturbations to warping costs and taking the expected minimum. Under Gumbel noise, perturbed-DTW exactly recovers soft-DTW, providing a natural probabilistic interpretation of soft-DTW. We further generalize this framework by extending the Gumbel noise to the broader family of generalized extreme value (GEV) distributions, leading to a new class of soft-DTW variants. Building on this insight, we introduce nested-soft-DTW (ns-DTW), which integrates GEV perturbations into the dynamic programming formulation of perturbed-DTW. This extension induces alignments with tunable skewness, offering greater flexibility in modeling diverse alignment structures. We validate ns-DTW on barycenter computation, clustering, and classification, demonstrating its effectiveness over existing approaches.

Optimization · Non-Convex

Zhiyu Liu, Haobo Geng, XUDONG WANG, Yandong Tang, Zhi Han, Yao Wang

We study the problem of recovering a low-tubal-rank tensor $\mathcal{X}\_\star\in \mathbb{R}^{n \times n \times k}$ from noisy linear measurements under the t-product framework. A widely adopted strategy involves factorizing the optimization variable as $\mathcal{U} * \mathcal{U}^\top$, where $\mathcal{U} \in \mathbb{R}^{n \times R \times k}$, followed by applying factorized gradient descent (FGD) to solve the resulting optimization problem. Since the tubal-rank $r$ of the underlying tensor $\mathcal{X}_\star$ is typically unknown, this method often assumes $r < R \le n$, a regime known as over-parameterization. However, when the measurements are corrupted by some dense noise (e.g., sub-Gaussian noise), FGD with the commonly used spectral initialization yields a recovery error that grows linearly with the over-estimated tubal-rank $R$. To address this issue, we show that using a small initialization enables FGD to achieve a nearly minimax optimal recovery error, even when the tubal-rank $R$ is significantly overestimated. Using a four-stage analytic framework, we analyze this phenomenon and establish the sharpest known error bound to date, which is independent of the overestimated tubal-rank $R$. Furthermore, we provide a theoretical guarantee showing that an easy-to-use early stopping strategy can achieve the best known result in practice. All these theoretical findings are validated through a series of simulations and real-data experiments.

General Machine Learning · Transfer, Multitask and Meta-learning

Nilushika Udayangani Hewa Dehigahawattage, Nandakishor Desai, Marimuthu Palaniswami

While traditional time-series classifiers assume full sequences at inference, practical constraints (latency and cost) often limit inputs to partial prefixes. The absence of class-discriminative patterns in partial data can significantly hinder a classifier’s ability to generalize. This work uses knowledge distillation (KD) to equip partial time series classifiers with the generalization ability of their full-sequence counterparts. In KD, high-capacity teacher transfers supervision to aid student learning on the target task. Matching with teacher features has shown promise in closing the generalization gap due to limited parameter capacity. However, when the generalization gap arises from training-data differences (full versus partial), the teacher’s full-context features can be an overwhelming target signal for the student’s short-context features. To provide progressive, diverse, and collective teacher supervision, we propose Generative Diffusion Prior Distillation (GDPD), a novel KD framework that treats short-context student features as degraded observations of the target full-context features. Inspired by the iterative restoration capability of diffusion models, we learn a diffusion-based generative prior over teacher features. Leveraging this prior, we posterior-sample target teacher representations that could best explain the missing long-range information in the student features and optimize the student features to be minimally degraded relative to these targets. GDPD provides each student feature with a distribution of task-relevant long-context knowledge, which benefits learning on the partial classification task. Extensive experiments across earliness settings, datasets, and architectures demonstrate GDPD’s effectiveness for full-to-partial distillation.

General Machine Learning · Probabilistic Methods

Aayush Mishra, Daniel Habermann, Marvin Schmitt, Stefan Radev, Paul-Christian Bürkner

Amortized Bayesian inference (ABI) with neural networks can solve probabilistic inverse problems orders of magnitude faster than classical methods. However, ABI is not yet sufficiently robust for widespread and safe application. When performing inference on observations outside the scope of the simulated training data, posterior approximations are likely to become highly biased, which cannot be corrected by additional simulations due to the bad pre-asymptotic behavior of current neural posterior estimators. In this paper, we propose a semi-supervised approach that enables training not only on labeled simulated data generated from the model, but also on unlabeled data originating from any source, including real data. To achieve this, we leverage Bayesian self-consistency properties that can be transformed into strictly proper losses that do not require knowledge of ground-truth parameters. We test our approach on several real-world case studies, including applications to high-dimensional time-series and image data. Our results show that semi-supervised learning with unlabeled data drastically improves the robustness of ABI in the out-of-simulation regime. Notably, inference remains accurate even when evaluated on observations far away from the labeled and unlabeled data seen during training.

Applications · Time Series

Yunzhong Qiu, Zhiyao Cen, Zhongyi Pei, Chen Wang, Jianmin Wang

Large time series models (LTMs) have emerged as powerful tools for universal forecasting, yet they often struggle with the inherent diversity and nonstationarity of real-world time series data, leading to an unsatisfactory trade-off between forecasting accuracy and generalization. Rather than continually finetuning new LTM instances for each domain, we propose a data-centric framework, time-series adaptive transformation optimization (TATO), that enables a single frozen pre-trained LTM to adapt to diverse downstream domains through an optimally configured transformation pipeline. Specifically, TATO constructs three representative types of transformations, including context slicing, scale normalization, and outlier correction, to help LTMs better align with target domain characteristics. To ensure robustness, we incorporate carefully selected time series augmentations and a two-stage ranking mechanism that filters out pipelines underperforming on specific metrics. Extensive experiments on state-of-the-art LTMs and widely used datasets demonstrate that TATO consistently and significantly improves domain-adaptive forecasting performance, achieving a maximum reduction in MSE of 65.4\% and an average reduction of 13.6\%. Moreover, TATO is highly efficient, typically completing optimization in under 2 minutes, making it practical for real-world deployment. The source code is available at https://github.com/thulab/TATO.

Applications · Time Series

Nico Disch, Saikat Roy, Constantin Ulrich, Yannick Kirchhoff, Maximilian Rokuss, Robin Peretzke, David Zimmerer, Klaus Maier-Hein

Forecasting how 3D medical scans evolve along time is important for disease progression, treatment planning, and developmental assessment. Yet existing models either rely on a single prior scan, fixed grid times, or target global labels, which limits voxel-level forecasting under irregular sampling. We present CRONOS, a unified framework for many-to-one prediction from multiple past scans that supports both discrete (grid-based) and continuous (real-valued) timestamps in one model, to the best of our knowledge the first to achieve continuous sequence-to-image forecasting for 3D medical data. CRONOS learns a spatio-temporal velocity field that transports context volumes toward a target volume at an arbitrary time, while operating directly in 3D voxel space. Across three public datasets spanning Cine-MRI, perfusion CT, and longitudinal MRI, CRONOS outperforms other baselines, while remaining computationally competitive. We will release code and evaluation protocols to enable reproducible, multi-dataset benchmarking of multi-context, continuous-time forecasting.

General Machine Learning · Causality

Gideon Stein, Niklas Penzel, Tristan Piater, Joachim Denzler

Causal Discovery (CD) is a powerful framework for scientific inquiry. Yet, its practical adoption is hindered by a reliance on strong, often unverifiable assumptions and a lack of robust performance assessment. To address these limitations and advance empirical CD evaluation, we present **TCD-Arena**, a modularized, highly customizable, and extendable testing kit to assess the robustness of time series CD algorithms against stepwise more severe assumption violations. For demonstration, we conduct an extensive empirical study comprising around 30 million individual CD attempts and reveal nuanced robustness profiles for 33 distinct assumption violations. Further, we investigate CD ensembles and find that they have the potential to improve general robustness, which has implications for real-world applications. With this, we strive to ultimately facilitate the development of CD methods that are reliable for a diverse range of synthetic and potentially real-world data conditions.

Applications · Health

Zongliang Ji, Yifei Sun, Andre Amaral, Anna Goldenberg, Rahul G. Krishnan

Deploying clinical ML is slow and brittle: models that work at one hospital often degrade under distribution shifts at the next. In this work, we study a simple question -- can large language models (LLMs) create portable patient embeddings i.e. representations of patients enable a downstream predictor built on one hospital to be used elsewhere with minimal-to-no retraining and fine-tuning. To do so, we map from irregular ICU time series onto concise natural language summaries using a frozen LLM, then embed each summary with a frozen text embedding model to obtain a fixed length vector capable of serving as input to a variety of downstream predictors. Across three cohorts (MIMIC-IV, HIRID, PPICU), on multiple clinically grounded forecasting and classification tasks, we find that our approach is simple, easy to use and competitive with in-distribution with grid imputation, self-supervised representation learning, and time series foundation models, while exhibiting smaller relative performance drops when transferring to new hospitals. We study the variation in performance across prompt design, with structured prompts being crucial to reducing the variance of the predictive models without altering mean accuracy. We find that using these portable representations improves few-shot learning and does not increase demographic recoverability of age or sex relative to baselines, suggesting little additional privacy risk. Our work points to the potential that LLMs hold as tools to enable the scalable deployment of production grade predictive models by reducing the engineering overhead.

Applications · Time Series

Zhongbin Guo, Yuhao Wang, Ping Jian, Chengzhi Li, Xinyue Chen, Zhen Yang, Ertai E

Temporal Change Description (TCD) and Future Satellite Image Forecasting (FSIF) are critical, yet historically disjointed tasks in Satellite Image Time Series (SITS) analysis. Both are fundamentally limited by the common challenge of modeling long-range temporal dynamics. To explore how to improve the performance of methods on both tasks simultaneously by enhancing long-range temporal understanding capabilities, we introduce **TAMMs**, the first unified framework designed to jointly perform TCD and FSIF within a single MLLM-diffusion architecture. TAMMs introduces two key innovations: Temporal Adaptation Modules (**TAM**) enhance frozen MLLM's ability to comprehend long-range dynamics, and Semantic-Fused Control Injection (**SFCI**) mechanism translates this change understanding into fine-grained generative control. This synergistic design makes the understanding from the TCD task to directly inform and improve the consistency of the FSIF task. Extensive experiments demonstrate TAMMs significantly outperforms state-of-the-art specialist baselines on both tasks. Our dataset can be found at https://huggingface.co/datasets/IceInPot/TAMMs .

Applications · Time Series

Dongik Park, Hyunwoo Ryu, Suahn Bae, Keondo Park, Hyung-Sin Kim

Imputing missing values in multivariate time series remains challenging, especially under diverse missing patterns and heavy missingness. Existing methods suffer from suboptimal performance as corrupted temporal features hinder effective cross-variable information transfer, amplifying reconstruction errors. Robust imputation requires both extracting temporal patterns from sparse observations within each variable and selectively transferring information across variables—yet current approaches excel at one while compromising the other. We introduce T1 (Time series imputation with 1-to-1 channel-head binding), a CNN-Transformer hybrid architecture that achieves robust imputation through Channel-Head Binding—a mechanism creating one-to-one correspondence between CNN channels and attention heads. This design enables selective information transfer: when missingness corrupts certain temporal patterns, their corresponding attention pathways adaptively down-weight based on remaining observable patterns while preserving reliable cross-variable connections through unaffected channels. Experiments on 11 benchmark datasets demonstrate that T1 achieves state-of-the-art performance, reducing MSE by 46% on average compared to the second-best baseline, with particularly strong gains under extreme sparsity (70% missing ratio). The model generalizes to unseen missing patterns without retraining and uses a consistent hyperparameter configuration across all datasets. The code is available at https://github.com/Oppenheimerdinger/T1.

Applications · Time Series

Jahoon Jeong, Hyunsoo Yoon

Multivariate time-series anomaly detection (MTSAD) faces a critical trade-off between detection performance and model transparency. We propose PGRF-Net, a novel architecture designed to achieve competitive performance while providing structured evidence to support diagnostic insights. At its core, PGRF-Net uses a Multi-Faceted Evidence Extractor that combines prototype learning with the discovery of dynamic relational structures between variables. This extractor generates four distinct types of anomaly evidence: predictive deviation, structural changes in learned variable dependencies, contextual deviation from normal-behavior prototypes, and the magnitude of localized spike events. This evidence is then processed by a Gated Evidence Fusion Network, which learns to weigh each source via data-driven gating. PGRF-Net is trained via a two-stage unsupervised strategy for robust extractor learning and subsequent fusion tuning. Extensive experiments on five public MTSAD benchmarks demonstrate its competitive or superior detection performance. Importantly, by decomposing the final anomaly score into these four evidence types, our model facilitates diagnostic analysis, offering a practical step towards more interpretable, evidence-based MTSAD.

Applications · Time Series

Yoo-Min Jung, Leekyung Kim

Despite recent advances in state space models (SSMs) such as Mamba across various sequence domains, research on their standalone capacity for time series classification (TSC) has remained limited. We propose MambaSL, a framework that minimally redesigns the selective SSM and projection layers of a single-layer Mamba, guided by four TSC-specific hypotheses. To address benchmarking limitations—restricted configurations, partial University of East Anglia (UEA) dataset coverage, and insufficiently reproducible setups—we re-evaluate 20 strong baselines across all 30 UEA datasets under a unified protocol. As a result, MambaSL achieves state-of-the-art performance with statistically significant average improvements, while ensuring reproducibility via public checkpoints for all evaluated models. Together with visualizations, these results demonstrate the potential of Mamba-based architectures as a TSC backbone.

Applications · Time Series

Yunhao Zhang, Wenyao Hu, Jiale Zheng, Lujia Pan, Junchi Yan

Despite the flourishing in time series (TS) forecasting backbones, the training mostly relies on regression losses like Mean Square Error (MSE). However, MSE assumes a one-mode Gaussian distribution, which struggles to capture complex patterns, especially for real-world scenarios where multiple diverse outcomes are possible. We propose the Multi-Mode Patch Diffusion (MMPD) loss, which can be applied to any patch-based backbone that outputs latent tokens for the future. Models trained with MMPD loss generate diverse predictions (modes) with the corresponding probabilities. Technically, MMPD loss models the future distribution with a diffusion model conditioned on latent tokens from the backbone. A lightweight Patch Consistent MLP is introduced as the denoising network to ensure consistency across denoised patches. Multi-mode predictions are generated by a multi-mode inference algorithm that fits an evolving variational Gaussian Mixture Model (GMM) during diffusion. Experiments on eight datasets show its superiority in diverse forecasting. Its deterministic and probabilistic capabilities also match the strong competitor losses, MSE and Student-T, respectively. The source code is publicly available at: https://github.com/Thinklab-SJTU/MMPD.

Applications · Time Series

Vijaya Krishna Yalavarthi, Randolf Scholz, Christian Klötergens, Kiran Madhusudhanan, Stefan Born, Lars Schmidt-Thieme

Probabilistic forecasting of joint distributions for irregular time series with missing values is an underexplored area in machine learning. Existing models, such as Gaussian Process Regression and ProFITi, are limited: while ProFITi is highly expressive due to its use of normalizing flows, it often produces unrealistic predictions because it lacks marginalization consistency—marginal distributions of subsets of variables may not match those predicted directly, leading to inaccurate marginal forecasts when trained on joints. We propose MOSES (Mixtures of Separable Flows), a novel model that parametrizes a stochastic process via a mixture of normalizing flows, where each component combines a latent multivariate Gaussian with separable univariate transformations. This design allows MOSES to be analytically marginalized, enabling accurate and reliable predictions for various probabilistic queries. Thanks to its inherent marginalization consistency, MOSES significantly outperforms all baselines—including ProFITi—on marginal predictions. For joint predictions, it beats all other consistent models and performs close to or slightly worse than ProFITi. Implementation details:~\url{https://github.com/yalavarthivk/separable_flows}

Applications · Time Series

Dewei Feng, Wei Dai, Carol Li, Alistair Pernigo, Paul Liang

The ability of AI to sense and identify various substances based on their smell alone can have profound impacts on allergen detection (e.g. detecting peanut contamination or allergens in food), monitoring the manufacturing process, and sensing hormones that indicate emotional states, stress levels, and diseases. Despite these broad impacts, there are few standardized datasets, and therefore little progress, for training and evaluating AI systems' ability to "smell" in the real-world. In this paper, we use small gas and chemical sensors to create SmellNet, a comparatively large dataset for sensor-based machine olfaction that digitizes a diverse range of smells in the natural world. SmellNet contains about 828,000 time-series data points across 50 substances, spanning nuts, spices, herbs, fruits, and vegetables, and 43 mixtures among them with fixed ingredient volumetric ratios, with 68 hours of data collected. Using SmellNet, we developed ScentFormer, a Transformer-based architecture combining temporal differencing and sliding-window augmentation for smell data. For the SmellNet-Base classification tasks, ScentFormer achieves 63.3% Top-1 accuracy with GC-MS supervision, and for the SmellNet-Mixture distribution prediction tasks, ScentFormer achieves 50.2% Top-1@0.1 on the test-seen split. ScentFormer's ability to generalize across conditions and capture transient chemical dynamics demonstrates the promise of temporal modeling in sensor-based olfactory AI. SmellNet and ScentFormer lay the groundwork for sensor-based olfactory applications across healthcare, food and beverage, environmental monitoring, manufacturing, and entertainment.