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Applications · Time Series

Antanas Žilinskas, Robert Shorten, Jakub Marecek

Forecasting rare events in multivariate time-series data is a central challenge in machine learning, complicated by severe class imbalance, long-range dependencies, and distributional uncertainty. We introduce EVEREST, a transformer-based architecture for probabilistic rare-event forecasting that delivers calibrated predictions and tail-aware risk estimation, with auxiliary interpretability through attention-based signal attribution. EVEREST integrates four key components: (i) a learnable attention bottleneck for soft aggregation of temporal dynamics; (ii) an evidential head for estimating aleatoric and epistemic uncertainty via a Normal–Inverse–Gamma distribution; (iii) an extreme-value head that models tail risk using a Generalized Pareto Distribution; and (iv) a lightweight precursor head for early-event detection. These modules are jointly optimised with a composite loss combining focal loss, evidential negative log-likelihood, and a tail-sensitive EVT penalty, and act only at training time; deployment uses a single classification head with no inference overhead. We evaluate EVEREST on a real-world benchmark spanning a decade of space-weather data and demonstrate state-of-the-art performance, including True Skill Statistic (TSS) scores of 0.973, 0.970, and 0.966 at 24, 48, and 72-hour horizons for C-class flares. The model is compact (≈0.81M parameters), efficient to train on commodity hardware, and applicable to other high-stakes domains such as industrial monitoring, weather, and satellite diagnostics. Limitations include reliance on fixed-length inputs and exclusion of image-based modalities, motivating future extensions to streaming and multimodal forecasting.

Applications · Physics

Wilson Gregory, Josué Tonelli-Cueto, Nicholas Marshall, Andrew S Lee, Soledad Villar

Tensors are a fundamental data structure for many scientific contexts, such as time series analysis, materials science, and physics, among many others. Improving our ability to produce and handle tensors is essential to efficiently address problems in these domains. In this paper, we show how to exploit the underlying symmetries of functions that map tensors to tensors. More concretely, we develop universally expressive equivariant machine learning architectures on tensors that exploit that, in many cases, these tensor functions are equivariant with respect to the diagonal action of the orthogonal, Lorentz, and/or symplectic groups. We showcase our results on three problems coming from material science, theoretical computer science, and time series analysis. For time series, we combine our method with the increasingly popular path signatures approach, which is also invariant with respect to reparameterizations. Our numerical experiments show that our equivariant models perform better than corresponding non-equivariant baselines.

Applications · Time Series

Changhun Kim, Yechan Mun, Hyeongwon Jang, Eunseo Lee, Sangchul Hahn, Eunho Yang

Explaining online time series monitoring models is crucial across sensitive domains such as healthcare and finance, where temporal and contextual prediction dynamics underpin critical decisions. While recent XAI methods have improved the explainability of time series models, they mostly analyze each time step independently, overlooking temporal dependencies. This results in further challenges: explaining prediction changes is non-trivial, methods fail to leverage online dynamics, and evaluation remains difficult. To address these challenges, we propose Delta-XAI, which adapts 14 existing XAI methods through a wrapper function and introduces a principled evaluation suite for the online setting, assessing diverse aspects, such as faithfulness, sufficiency, and coherence. Experiments reveal that classical gradient-based methods, such as Integrated Gradients (IG), can outperform recent approaches when adapted for temporal analysis. Building on this, we propose Shifted Window Integrated Gradients (SWING), which incorporates past observations in the integration path to systematically capture temporal dependencies and mitigate out-of-distribution effects. Extensive experiments consistently demonstrate the effectiveness of SWING across diverse settings with respect to diverse metrics. Our code is publicly available at https://github.com/AITRICS/Delta-XAI.

Applications · Time Series

Daojun Liang, Qi Li, Yinglong Wang, Jing Chen, Hu Zhang, Xiaoxiao Cui, Qizheng Wang, Shuo Li

Time series forecasting has long been dominated by advances in model architecture, with recent progress driven by deep learning and hybrid statistical techniques. However, as forecasting models approach diminishing returns in accuracy, a critical yet underexplored opportunity emerges: the strategic use of post-processing. In this paper, we address the last-mile gap in time-series forecasting, which is to improve accuracy and uncertainty without retraining or modifying a deployed backbone. We propose $\delta$-Adapter, a lightweight, architecture-agnostic way to boost deployed time series forecasters without retraining. $\delta$-Adapter learns tiny, bounded modules at two interfaces: input nudging (soft edits to covariates) and output residual correction. We provide local descent guarantees, $O(\delta)$ drift bounds, and compositional stability for combined adapters. Meanwhile, it can act as a feature selector by learning a sparse, horizon-aware mask over inputs to select important features, thereby improving interpretability. In addition, it can also be used as a distribution calibrator to measure uncertainty. Thus, we introduce a Quantile Calibrator and a Conformal Corrector that together deliver calibrated, personalized intervals with finite-sample coverage. Our experiments across diverse backbones and datasets show that $\delta$-Adapter improves accuracy and calibration with negligible compute and no interface changes.

Applications · Time Series

Yu Guoqi, Juncheng Wang, Chen Yang, Jing Qin, Angelica Aviles-Rivero, Shujun Wang

Accurate analysis of Medical time series (MedTS) data, such as Electroencephalography (EEG) and Electrocardiography (ECG), plays a pivotal role in healthcare applications, including the diagnosis of brain and heart diseases. MedTS data typically exhibits two critical patterns: **temporal dependencies** within individual channels and **channel dependencies** across multiple channels. While recent advances in deep learning have leveraged Transformer-based models to effectively capture temporal dependencies, they often struggle to model channel dependencies. This limitation stems from a structural mismatch: ***MedTS signals are inherently centralized, whereas the Transformer's attention is decentralized***, making it less effective at capturing global synchronization and unified waveform patterns. To bridge this gap, we propose **CoTAR** (Core Token Aggregation-Redistribution), a centralized MLP-based module tailored to replace the decentralized attention. Instead of allowing all tokens to interact directly, as in attention, CoTAR introduces a global core token that acts as a proxy to facilitate the inter-token interaction, thereby enforcing a centralized aggregation and redistribution strategy. This design not only better aligns with the centralized nature of MedTS signals but also reduces computational complexity from quadratic to linear. Experiments on five benchmarks validate the superiority of our method in both effectiveness and efficiency, achieving up to a **12.13%** improvement on the APAVA dataset, with merely 33% memory usage and 20% inference time compared to the previous state-of-the-art. Code and all training scripts are available in this [**Link**](https://github.com/Levi-Ackman/TeCh).

Applications · Time Series

SheoYon Jhin, Noseong Park

Anomaly detection in time series is essential for applications from industrial monitoring to financial risk management. Recent methods --- including forecasting error models, representation learning, augmentation, and weak-label learning --- have achieved strong results for specific anomaly types such as sudden point or gradual collective anomalies. While many prior works report window-level metrics that may mask errors, several recent methods evaluate at the point level as well. Our goal is to use a stricter point-wise protocol to make masking effects explicit. We introduce FOLD (Point-wise Anomaly Detection via fold-bifurcation), a framework that reframes detection as tracking a system’s proximity to a critical transition. FOLD extracts stress signals from a forecasting model and integrates them with a fold-bifurcation inspired ODE to produce the risk state, flagging anomalies once it crosses a threshold calibrated on normal data. This requires no anomaly labels and no additional detector training, enabling a parameter-free and efficient detection process. By modeling anomalies as stress accumulation toward a tipping point, FOLD naturally aligns with point-wise detection, providing a unifying and interpretable perspective that complements type-specific methods. Experiments on 40 benchmarks against 34 state-of-the-art baselines show that FOLD achieves competitive or superior performance, with particular strength under strict point-wise evaluation.

Applications · Time Series

Yu Guoqi, Juncheng Wang, Chen Yang, Jing Qin, Angelica Aviles-Rivero, Shujun Wang

Accurate analysis of Medical time series (MedTS) data, such as Electroencephalography (EEG) and Electrocardiography (ECG), plays a pivotal role in healthcare applications, including the diagnosis of brain and heart diseases. MedTS data typically exhibits two critical patterns: **temporal dependencies** within individual channels and **channel dependencies** across multiple channels. While recent advances in deep learning have leveraged Transformer-based models to effectively capture temporal dependencies, they often struggle to model channel dependencies. This limitation stems from a structural mismatch: ***MedTS signals are inherently centralized, whereas the Transformer's attention is decentralized***, making it less effective at capturing global synchronization and unified waveform patterns. To bridge this gap, we propose **CoTAR** (Core Token Aggregation-Redistribution), a centralized MLP-based module tailored to replace the decentralized attention. Instead of allowing all tokens to interact directly, as in attention, CoTAR introduces a global core token that acts as a proxy to facilitate the inter-token interaction, thereby enforcing a centralized aggregation and redistribution strategy. This design not only better aligns with the centralized nature of MedTS signals but also reduces computational complexity from quadratic to linear. Experiments on five benchmarks validate the superiority of our method in both effectiveness and efficiency, achieving up to a **12.13%** improvement on the APAVA dataset, with merely 33% memory usage and 20% inference time compared to the previous state-of-the-art. Code and all training scripts are available in this [**Link**](https://github.com/Levi-Ackman/TeCh).

Applications · Time Series

Natalia Martinez Gil, Fearghal O'Donncha, Wesley Gifford, Nianjun Zhou, Dhaval Patel, Roman Vaculin

We propose a post-hoc adaptive conformal anomaly detection method for monitoring time series that leverages predictions from pre-trained foundation models without requiring additional fine-tuning. Our method yields an interpretable anomaly score directly interpretable as a false alarm rate (p-value), facilitating transparent and actionable decision-making. It employs weighted quantile conformal prediction bounds and adaptively learns optimal weighting parameters from past predictions, enabling calibration under distribution shifts and stable false alarm control, while preserving out-of-sample guarantees. As a model-agnostic solution, it integrates seamlessly with foundation models and supports rapid deployment in resource-constrained environments. This approach addresses key industrial challenges such as limited data availability, lack of training expertise, and the need for immediate inference, while taking advantage of the growing accessibility of time series foundation models. Experiments on both synthetic and real-world datasets show that the proposed approach delivers strong performance, combining simplicity, interpretability, robustness, and adaptivity.

Applications · Time Series

Ruirui Wang, Yanke Li, Manuel Günther, Diego Paez-Granados

Healthcare data, such as Intensive Care Unit (ICU) records, comprise heterogeneous multivariate time series sampled at irregular intervals with pervasive missingness. However, clinical applications demand predictive models that are both accurate and interpretable. We present our Graph Attention-based Relational Learning for Intensive Care (GARLIC) model, a novel neural network architecture that imputes missing data through a learnable exponential-decay encoder, captures inter-sensor dependencies via time-lagged summary graphs, and fuses global patterns with cross-dimensional sequential attention. All attention weights and graph edges are learned end-to-end to serve as built-in observation-, signal-, and edge-level explanations. To reconcile auxiliary reconstruction and primary classification objectives, we developed an alternating decoupled optimization scheme that stabilizes training. On three ICU benchmarks (PhysioNet 2012 \& 2019, MIMIC-III), GARLIC sets the new state of the art in outcome prediction, significantly improving AUROC and AUPRC over best-performing baselines at comparable computational cost. Ablation studies confirm the contribution of each module, and feature-removal trials validate the fidelity of importance attribution through a monotonic performance drop (full > top 50\% > random 50\% > bottom 50\%). Real-time case studies demonstrate actionable risk warnings with transparent explanations, marking a significant advance toward accurate, explainable deep learning for irregularly sampled ICU time series data. Moreover, we demonstrated GARLIC's superiority in data imputation and classification on various time-series datasets beyond the ICU domain, showing its generalizability and applicability to broader tasks.

Applications · Everything Else

Robin Zbinden, Wesley Monteith-Finas, Gencer Sumbul, Nina van Tiel, Chiara Vanalli, Devis Tuia

Multimodal learning is crucial for ecological applications, which rely on heterogeneous data sources (e.g., satellite imagery, environmental time series, tabular predictors, bioacoustics) but often suffer from incomplete data across and within modalities (e.g., unavailable satellite image due to cloud cover, missing records in a time series). While data masking strategies have been used to improve robustness to missing data by exposing models to varying input subsets during training, existing approaches typically rely on static masking and inadequately explore the space of input combinations. As a result, they fail to address modality imbalance, a critical challenge in multimodal learning where dominant modalities hinder the optimization of others. To fill this gap, we introduce Modality Imbalance-Aware Masking (MIAM), a dynamic masking strategy that: (i) explores the full space of input combinations; (ii) prioritizes informative or challenging subsets; and (iii) adaptively increases the masking probability of dominant modalities based on their relative performance and learning dynamics. We evaluate MIAM on two key ecological datasets, GeoPlant and TaxaBench, with diverse modality configurations, and show that MIAM significantly improves robustness and predictive performance over previous masking strategies. In addition, MIAM supports fine-grained contribution analysis across and within modalities, revealing which variables, time segments, or image regions most strongly drive performance.

Applications · Time Series

Tong Guan, Zijie Meng, Dianqi Li, Shiyu Wang, Chao-Han Huck Yang, Qingsong Wen, Zuozhu Liu, Sabato Siniscalchi, Ming Jin, Shirui Pan

Recent advances in multimodal time series learning underscore a paradigm shift from analytics centered on basic patterns toward advanced time series understanding and reasoning. However, existing multimodal time series datasets mostly remain at the level of surface alignment and question answering, without reaching the depth of genuine reasoning. The absence of well-defined tasks that genuinely require time series reasoning, along with the scarcity of high-quality data, has limited progress in building practical time series reasoning models (TSRMs). To this end, we introduce Time Series Reasoning Suite (TSR-Suite), which formalizes four atomic tasks that span three fundamental capabilities for reasoning with time series: (1) perception, acquired through scenario understanding and causality discovery; (2) extrapolation, realized via event-aware forecasting; and (3) decision-making, developed through deliberation over perception and extrapolation. TSR-Suite is the first comprehensive time series reasoning suite that supports not only thorough evaluation but also the data pipeline and training of TSRMs. It contains more than 23K samples, of which 2.3K are carefully curated through a human-guided hierarchical annotation process. Building on this foundation, we introduce TimeOmni-1, the first unified reasoning model designed to address diverse real-world problems demanding time series reasoning. The model is trained in multiple stages, integrating a mixture of task scenarios, novel reward functions, and tailored optimizations. Experiments show that TimeOmni-1 delivers strong out-of-distribution generalization across all tasks and achieves a high rate of valid responses. It significantly improves causality discovery accuracy (64.0% vs. 35.9% with GPT-4.1) and raises the valid response rate by over 6% compared to GPT-4.1 on the event-aware forecasting task.

Applications · Time Series

Nan Huang, Haishuai Wang, Zihuai He, Marinka Zitnik, Xiang Zhang

Medical time series (MedTS) classification suffers from poor generalizability in real-world deployment due to inter- and intra-dataset heterogeneity, such as varying numbers of channels, signal lengths, task definitions, and patient characteristics. % implicit patient characteristics, variable channel configurations, time series lengths, and diagnostic tasks. To address this, we propose FORMED, a novel framework for repurposing a backbone foundation model, pre-trained on generic time series, to enable highly generalizable MedTS classification on unseen datasets. FORMED combines the backbone with a novel classifier comprising two components: (1) task-specific channel embeddings and label queries, dynamically sized to match any number of channels and target classes, and (2) a shared decoding attention layer, jointly trained across datasets to capture medical domain knowledge through task-agnostic feature-query interactions. After repurposing, FORMED achieves seamless adaptation to unseen MedTS datasets through lightweight label query training (0.1\% of parameters), eliminating the need for full fine-tuning or architectural redesign. We evaluate FORMED on 5 diverse MedTS datasets, benchmarking against 11 Task-Specific Models (TSM) and 4 Task-Specific Adaptation (TSA) methods. Our results demonstrate FORMED's dominant performance, achieving up to 35\% absolute improvement in F1-score (on ADFTD dataset) over specialized baselines. By decoupling domain-invariant representation learning from task-specific adaptation, FORMED establishes a scalable and resource-efficient paradigm for foundation model repurposing in healthcare. This approach prioritizes clinical adaptability over rigid task-centric design, offering a practical pathway for real-world implementation.

Applications · Time Series

Xiaokun Zhu, Louis Carpentier, Mathias Verbeke

Recent efforts have extended the foundation model paradigm from natural language to time series, raising expectations that pre-trained time-series foundation models generalize well across downstream tasks. In this work, we focus on time-series anomaly detection, in which time-series foundation models detect anomalies based on the reconstruction or forecasting error. Specifically, we critically examine the performance of five popular families of time-series foundation models: MOMENT, Chronos, TimesFM, Time-MoE, and TSPulse. We find that for each model family using varying model sizes and context window lengths, anomaly detection performance does not significantly differ to simple one-liner baselines: moving-window variance and squared-difference. These findings suggest that the key assumptions underlying reconstruction-based and forecasting-based methodologies for time-series anomaly detection are not satisfied for time-series foundation models: anomalies are not consistently harder to reconstruct or forecast. The results suggest that current approaches for leveraging foundation models in anomaly detection are insufficient. Building upon our insights, we propose alternative directions to effectively detect anomalies using foundation models, thereby unlocking their full potential for time-series anomaly detection.

Deep Learning · Robustness

Aryo Pradipta Gema, Ethan Perez

We construct evaluation tasks where extending the reasoning length of Large Reasoning Models (LRMs) deteriorates performance, exhibiting an inverse scaling relationship between test-time compute and accuracy. Our evaluation tasks span four categories: simple counting tasks with distractors, regression tasks with spurious features, deduction tasks with constraint tracking, and advanced AI risks. We identify five distinct failure modes when models reason for longer: 1) Claude models become increasingly distracted by irrelevant information; 2) OpenAI o-series models resist distractors but overfit to problem framings; 3) models shift from reasonable priors to spurious correlations; 4) all models show difficulties in maintaining focus on complex deductive tasks; and 5) extended reasoning may amplify concerning behaviors, with Claude Sonnet 4 showing increased expressions of self-preservation. These findings suggest that while test-time compute scaling remains promising for improving model capabilities, it may inadvertently reinforce problematic reasoning patterns. Our results demonstrate the importance of evaluating models across diverse reasoning lengths to identify and address these failure modes in LRMs.

Applications · Time Series

Xu Zhang, Peng Wang, Wei Wang

Recently, large time series models (LTSMs) have gained increasing attention due to their similarities to large language models, including flexible context length, scalability, and task generality, outperforming advanced task-specific models. However, prior studies indicate that pre-trained LTSMs may exhibit a poorly conditioned non-convex loss landscape, leading to limited trainability. As a result, direct fine-tuning tends to cause overfitting and suboptimal performance, sometimes even worse than training from scratch, substantially diminishing the benefits of pre-training. To overcome this limitation, we propose Smoothed Full Fine-tuning (SFF), a novel fine-tuning technology. Specifically, we construct an auxiliary LTSM via random initialization to obtain a smoother loss landscape, and then linearly interpolate its weights with those of the pre-trained model to smooth the original landscape. This process improves trainability while preserving pre-trained knowledge, thereby enabling more effective downstream fine-tuning. From an optimization perspective, SFF perturbs sharp minima without significantly harming flat regions, facilitating escape from poor local basins toward smoother and more generalizable solutions. Extensive experiments on benchmark datasets demonstrate consistent improvements across eight representative LTSMs, including Timer, TimesFM, MOMENT, UniTS, MOIRAI, Chronos, TTMs, and Sundial, on diverse downstream tasks. The code is available at the link: \url{https://github.com/Meteor-Stars/SFF}.

Applications · Time Series

Hanyin Cheng, Xingjian Wu, Yang Shu, Zhongwen Rao, Lujia Pan, Bin Yang, Guo

Most existing Time Series Foundation Models (TSFMs) use channel independent modeling and focus on capturing and generalizing temporal dependencies, while neglecting the correlations among channels or overlook the different aspects of correlations. However, these correlations play a vital role in Multivariate time series forecasting. To address this, we propose a Correlation-aware Adapter (**CoRA**), a lightweight plug-and-play method that requires only fine-tuning with TSFMs and is able to capture different types of correlations, so as to improve forecast performance. Specifically, to reduce complexity, we innovatively decompose the correlation matrix into low-rank Time-Varying and Time-Invariant components. For the Time-Varying component, we further design learnable polynomials to learn dynamic correlations by capturing trends or periodic patterns. To learn positive and negative correlations that appear only among some variables, we introduce a novel dual contrastive learning method that identifies correlations through projection layers, regulated by a Heterogeneous-Partial contrastive loss during training, without introducing additional complexity in the inference stage. Extensive experiments on 10 real-world datasets demonstrate that CoRA improves the state-of-the-art TSFMs in average forecast performance.

Applications · Time Series

Qihe Huang, Zhengyang Zhou, Yangze Li, Jiaming Ma, Kuo Yang, Binwu Wang, Xu Wang, Yang Wang

Accurate weather forecasting is crucial for climate research, disaster mitigation, and societal planning. Despite recent progress with deep learning, global atmospheric data remain uniquely challenging since weather dynamics evolve across heterogeneous spatial and temporal scales ranging from planetary circulations to localized phenomena. Capturing such cross-scale interactions within a unified framework remains an open problem. To address this gap, we propose \textbf{STORM}, a spatio-temporal model that disentangles atmospheric variations into multiple scales to uncover scale-specific dependencies. In addition, it enables coherent forecasting across multiple resolutions, maintaining consistent temporal evolution. Experiments on benchmark datasets demonstrate that STORM consistently delivers superior performance across both global and regional settings, as well as for short- and long-term forecasts.

Applications · Time Series

Yaoqi Liu, Jin Wang, HUI WANG, Chuan Shi

Wireless Signal Recognition (WSR) aims to identify the property of received signals using Artificial Intelligence (AI) without any prior knowledge, which has been widely used in civil and military radios. The current AI trend of pre-training and fine-tuning has shown great performance, and the existing pre-trained WSR models also achieve impressive results. However, they either apply the ``mask-reconstruction" pre-training strategy, which may disrupt intricate local dependencies of signals, or overlook latent spectral characteristics. Therefore, in this paper, we follow the diffusion models and propose a pre-training framework for WSR, named the Temporal-Spectral Denoising Diffusion AutoEncoder (TS-DDAE), which learns signal representations by corrupting signals with temporal and spectral noise, and then reconstructing the original data with a learned neural network. Moreover, we design a novel neural architecture, named TS-Net, which couples self-attention for temporal encoder with channel attention for spectral encoder. Extensive experiments on several datasets and WSR tasks show that TS-DDAE achieves superior performance compared to state-of-the-art (SOTA) baselines, which demonstrate the potential to be a foundation model for WSR. Code is available at https://github.com/BUPT-GAMMA/FoundWSR.

Applications · Time Series

Xingjian Wu, Jianxin Jin, Wanghui Qiu, Peng Chen, Yang Shu, Bin Yang, Guo

Cross-domain generalization is very important in Time Series Forecasting because similar historical information may lead to distinct future trends due to the domain-specific characteristics. Recent works focus on building unimodal time series foundation models and end-to-end multimodal supervised models. Since domain-specific knowledge is often contained in modalities like texts, the former lacks the explicit utilization of them, thus hindering the performance. The latter is tailored for end-to-end scenarios and does not support zero-shot inference for cross-domain scenarios. In this work, we introduce Aurora, the first Multimodal Time Series Foundation Model, which supports multimodal inputs and zero-shot inference. Pretrained on Cross-domain Multimodal Time Series Corpus, Aurora can adaptively extract and focus on key domain knowledge contained in corresponding text or image modalities, thus possessing strong cross-domain generalization capability. Through tokenization, encoding, and distillation, Aurora can extract multimodal domain knowledge as guidance and then utilizes a Modality-Guided Multi-head Self-Attention to inject them into the modeling of temporal representations. In the decoding phase, the multimodal representations are used to generate the conditions and prototypes of future tokens, contributing to a novel Prototype-Guided Flow Matching for generative probabilistic forecasting. Comprehensive experiments on 5 well-recognized benchmarks, including TimeMMD, TSFM-Bench, ProbTS, TFB, and EPF, demonstrate the consistent state-of-the-art performance of Aurora on both unimodal and multimodal scenarios.

Applications · Time Series

YEJUN SOUN, Hosung Lee, Suyoung Park, U Kang

In dynamic financial market characterized by shifting regimes, how can we make effective investment decisions under the changing 1) market regimes and 2) their impact? Among many research fields in financial AI, portfolio allocation stands out as one of the most practically significant areas. Consequently, numerous researchers and financial institutions continually seek approaches that improve the risk–reward trade-off and strive to apply them in real-world investment scenarios. However, achieving robust risk-adjusted performance is extremely challenging, because each asset's return and volatility fluctuate according to the shifting market regime. In response, modern portfolio theory (MPT) addresses this issue by solving for asset weights that maximize a risk–reward objective, using estimates of the return mean and covariance from historical returns. Reinforcement learning (RL) frameworks have been introduced to directly decide portfolio allocations by optimizing risk‑adjusted objectives using asset prices and macroeconomic indices. In this work, we propose STABLE (Shift-Tolerant Allocation with Black-Litterman Using Conditional Diffusion Estimates), which combines a diffusion-based generative model that captures regime shifts with an estimation-based portfolio allocation module that maximizes expected risk-adjusted return. STABLE takes macroeconomic context and asset-specific signals as inputs and generates per-stock return trajectories that reflect the prevailing macro regime while preserving firm-specific dynamics. This yields regime-aware predictive return distributions at the single-stock level together with a coherent covariance structure, which are then incorporated as investor views within a Black-Litterman allocation module to obtain risk-diversified portfolio weights. Empirically, STABLE delivers superior portfolio outcomes, achieving up to 122.9% higher Sharpe ratios with reduced drawdowns across major equity markets. It also attains state‑of‑the‑art time‑series estimation, lowering MSE by up to 15.7% compared with generative baselines.