Test-time adaptation aims to adapt pre-trained deep neural networks using solely online unlabelled test data during inference. Although TTA has shown promise in visual applications, its potential in time series contexts remains largely unexplored. Existing TTA methods, originally designed for visual tasks, may not effectively handle the complex temporal dynamics of real-world time series data, resulting in suboptimal adaptation performance. To address this gap, we propose Augmented Contrastive Clustering with Uncertainty-aware Prototyping (ACCUP), a straightforward yet effective TTA method for time series data. Initially, our approach employs augmentation ensemble on the time series data to capture diverse temporal information and variations, incorporating uncertainty-aware prototypes to distill essential characteristics. Additionally, we introduce an entropy comparison scheme to selectively acquire more confident predictions, enhancing the reliability of pseudo labels. Furthermore, we utilize augmented contrastive clustering to enhance feature discriminability and mitigate error accumulation from noisy pseudo labels, promoting cohesive clustering within the same class while facilitating clear separation between different classes. Extensive experiments conducted on three real-world time series datasets demonstrate the effectiveness and generalization potential of the proposed method, advancing the underexplored realm of TTA for time series data. Our code is available at https://github.com/Tokenmw/ACCUP-main.
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Due to the non-stationarity of time series, the distribution shift problem largely hinders the performance of time series forecasting. Existing solutions either rely on using certain statistics to specify the shift, or developing specific mechanisms for certain network architectures. However, the former would fail for the unknown shift beyond simple statistics, while the latter has limited compatibility on different forecasting models. To overcome these problems, we first propose a decoupled formulation for time series forecasting, with no reliance on fixed statistics and no restriction on forecasting architectures. This formulation regards the removing-shift procedure as a special transformation between a raw distribution and a desired target distribution and separates it from the forecasting. Such a formulation is further formalized into a bi-level optimization problem, to enable the joint learning of the transformation (outer loop) and forecasting (inner loop). Moreover, the special requirements of expressiveness and bi-direction for the transformation motivate us to propose instance normalization flow (IN-Flow), a novel invertible network for time series transformation. Different from the classic ''normalizing flow'' models, IN-Flow does not aim for normalizing input to the prior distribution (e.g., Gaussian distribution) for generation, but creatively transforms time series distribution by stacking normalization layers and flow-based invertible networks, which is thus named ''normalization'' flow. Finally, we have conducted extensive experiments on both synthetic data and real-world data, which demonstrate the superiority of our method.
Leveraging graph structures for time-series forecasting has garnered significant attention due to their effective relationship modeling between nodes and their associated time-series. However, in scenarios entities communicate in a broadcasting manner, graph models fall short of pairwise modeling. Hypergraph models address this by capturing beyond-pairwise interactions among node time-series. Nevertheless, most hypergraph models overlook the dynamics between nodes and their incident hyperedges, assuming constant node-hyperedge connections. In this paper, we introduce a novel model, Probabilistic Hypergraph Recurrent Neural Networks (PHRNN), which leverages node-hyperedge dynamics for accurate time-series forecasting. PHRNN associates each time-series with a node and models node interactions on a hypergraph, capturing beyond-pairwise interactions. Moreover, PHRNN learns a probabilistic hypergraph in which node-hyperedge relations are modeled as probabilistic distributions instead of fixed values, capturing dynamic node-hyperedge relations. PHRNN further integrates a prior knowledge KNN hypergraph as regularization when learning the probabilistic hypergraph structure. To the best of our knowledge, PHRNN is the first time-series forecasting model that incorporates hypergraph modeling and probabilistic relationship modeling. Forecasting results from extensive experiments show that PHRNN outperforms state-of-the-art graph and hypergraph baselines on real-world datasets.
While current time series research focuses on developing new models, crucial questions of selecting an optimal approach for training such models are underexplored. Tsururu, a Python library introduced in this paper, bridges SoTA research and industry by enabling flexible combinations of global and multivariate approaches and multi-step-ahead forecasting strategies. It also enables seamless integration with various forecasting models. Available at https://github.com/sb-ai-lab/tsururu.
In the world of audio narration and video production, maintaining clear and accurate dialogue is crucial. However, most work done in dubbing mistakes is done in post-production which is often not applicable to live broadcasts. This project aims to develop a real-time voice correction system that automatically detects and corrects speech errors in near real-time while integrating the adjusted audio into ongoing conversations without disrupting the natural flow. This paper utilizes various AI tools like the Nous Hermes 2-Mistral 7B DPO large language model to first generate the reference script for Coqui's XTTS-V2 zero-shot text-to-speech voice cloning model. After the correction is generated, it goes through a series of filters to replace the mistake and seamlessly integrates it. The experiment's user survey demonstrates that the corrected audio is of high quality.
Time series modeling is essential in finance, healthcare, and environmental science, yet nonlinear patterns, noise, and concept drift pose challenges. Although deep learning models, such as Transformer-based and recent pre-trained models, have achieved good performance across various time series tasks, they often lack interpretability, especially in co-evolving time series. This work introduces a kernel representation learning (KRL) perspective, rethinking time series modeling through kernel-induced self-representation to effectively capture temporal structures and dynamic transitions. Additionally, we establish theoretical connections between KRL and advanced deep-network models, demonstrating how kernel methods provide a principled approach to capturing complex time series behaviors.
Missing values are ubiquitous in multivariate time series (MTS) data, posing significant challenges for accurate analysis and downstream applications. In recent years, deep learning-based methods have successfully handled missing data by leveraging complex temporal dependencies and learned data distributions. In this survey, we provide a comprehensive summary of deep learning approaches for multivariate time series imputation (MTSI) tasks. We propose a novel taxonomy that categorizes existing methods based on two key perspectives: imputation uncertainty and neural network architecture. Furthermore, we summarize existing MTSI toolkits with a particular emphasis on the PyPOTS Ecosystem, which provides an integrated and standardized foundation for MTSI research. Finally, we discuss key challenges and future research directions, which give insight for further MTSI research. This survey aims to serve as a valuable resource for researchers and practitioners in the field of time series analysis and missing data imputation tasks. A well-maintained MTSI paper and tool list is available at https://github.com/WenjieDu/Awesome_Imputation.
Time series modeling and analysis have become critical in various domains. Conventional methods such as RNNs and Transformers, while effective for discrete-time and regularly sampled data, face significant challenges in capturing the continuous dynamics and irregular sampling patterns inherent in real-world scenarios. Neural Differential Equations (NDEs) represent a paradigm shift by combining the flexibility of neural networks with the mathematical rigor of differential equations. This paper presents a comprehensive review of NDE-based methods for time series analysis, including neural ordinary differential equations, neural controlled differential equations, and neural stochastic differential equations. We provide a detailed discussion of their mathematical formulations, numerical methods, and applications, highlighting their ability to model continuous-time dynamics. Furthermore, we address key challenges and future research directions. This survey serves as a foundation for researchers and practitioners seeking to leverage NDEs for advanced time series analysis.
Time series analysis has evolved from traditional autoregressive models to deep learning, Transformers, and Large Language Models (LLMs). While vision models have also been explored along the way, their contributions are less recognized due to the predominance of sequence modeling. However, challenges such as the mismatch between continuous time series and LLMs’ discrete token space, and the difficulty in capturing multivariate correlations, have led to growing interest in Large Vision Models (LVMs) and Vision-Language Models (VLMs). This survey highlights the advantages of vision models over LLMs in time series analysis, offering a comprehensive dual-view taxonomy that answers key research questions like how to encode time series as images and how to model imaged time series. Additionally, we address pre- and post-processing challenges in this framework and outline future directions for advancing the field.
The proliferation of edge devices has generated an unprecedented volume of time series data across different domains, motivating a variety of well-customized methods. Recently, Large Language Models (LLMs) have emerged as a new paradigm for time series analytics by leveraging the shared sequential nature of textual data and time series. However, a fundamental cross-modality gap between time series and LLMs exists, as LLMs are pre-trained on textual corpora and are not inherently optimized for time series. Many recent proposals are designed to address this issue. In this survey, we provide an up-to-date overview of LLMs-based cross-modality modeling for time series analytics. We first introduce a taxonomy that classifies existing approaches into four groups based on the type of textual data employed for time series modeling. We then summarize key cross-modality strategies, e.g., alignment and fusion, and discuss their applications across a range of downstream tasks. Furthermore, we conduct experiments on multimodal datasets from different application domains to investigate effective combinations of textual data and cross-modality strategies for enhancing time series analytics. Finally, we suggest several promising directions for future research. This survey is designed for a range of professionals, researchers, and practitioners interested in LLM-based time series modeling.
MCloudNet: An Ultra-Short-Term Photovoltaic Power Forecasting Framework With Multi-Layer Cloud Coverage
PDF ↗Over 4.15 million low-income households across nearly 60,000 villages in China benefit from photovoltaic (PV) poverty alleviation power stations. However, weak infrastructure and limited capabilities make these systems vulnerable to fluctuations. One of the United Nations' Sustainable Development Goals (SDG 7) seeks to ensure access to affordable and reliable energy for all, especially in underdeveloped regions. This paper proposes MCloudNet, a multi-modal framework designed to improve ultra-short-term PV prediction in data-scarce, cloud-dynamic environments. MCloudNet explicitly models multi-layer cloud structures from satellite imagery and fuses them with time-series meteorological data to enhance prediction accuracy and interpretability. A province-level dispatch system with MCloudNet has been deployed in Hebei, supporting scheduling across rural PV stations. Experiments conducted in counties such as Shexian and Luxi highlight the framework's effectiveness for use in underdeveloped micro-grids. Operational results show that the system has reduced over 60 million kWh of solar curtailment and generated 24 million CNY in economic value, benefiting approximately 50,000 rural households. By minimizing power fluctuations and improving rural energy scheduling, MCloudNet supports essential services such as lighting, medical facilities, and communications. The source code is available at: https://github.com/AI4SClab/MCloudNet.
Early detection of patient deterioration is crucial for reducing mortality rates. Heart rate data has shown promise in assessing patient health, and wearable devices offer a cost-effective solution for real-time monitoring. However, extracting meaningful insights from diverse heart rate data and handling missing values in wearable device data remain key challenges. To address these challenges, we propose TARL, an innovative approach that models the structural relationships of representative subsequences, known as shapelets, in heart rate time series. TARL creates a shapelet-transition knowledge graph to model shapelet dynamics in heart rate time series, indicating illness progression and potential future changes. We further introduce a transition-aware knowledge embedding to reinforce relationships among shapelets and quantify the impact of missing values, enabling the formulation of comprehensive heart rate representations. These representations capture explanatory structures and predict future heart rate trends, aiding early illness detection. We collaborate with physicians and nurses to gather ICU patient heart rate data from wearables and diagnostic metrics to assess illness severity and evaluate deterioration. Experiments on real-world ICU data demonstrate that TARL achieves both high reliability and early detection. A case study further showcases TARL's explainable detection process, highlighting its potential as an AI-driven tool to assist clinicians in recognizing early signs of patient deterioration.
Weather Foundation Model Enhanced Decentralized Photovoltaic Power Forecasting Through Spatio-temporal Knowledge Distillation
PDF ↗The solar photovoltaic power forecasting (SPPF) of a PV system is vital for the downstream power estimation. While approaches for recent decentralized PV systems require customized models for each PV installation, this method is labor-intensive and not scalable. Therefore, developing a general SPPF model for a decentralized PV system is essential. The primary challenge in developing such a model is accounting for regional weather variations. Recent advancements in weather foundation models (WFMs) offer a promising opportunity, providing accurate forecasts with reduced computational demands. However, integrating WFMs into SPPF models remains challenging due to the complexity of WFMs. This paper introduces a novel approach, spatio-temporal knowledge distillation (STKD), to efficiently adapt WFMs for SPPF. The proposed STKD-PV models leverage regional weather and PV power data to forecast power generation from six hours to a day ahead. Globally evaluated across six datasets, STKD-PV models demonstrate superior performance compared to state-of-the-art (SOTA) time-series models and fine-tuned WFMs, achieving significant improvements in forecasting accuracy. This study marks the first application of knowledge distillation from WFMs to SPPF, offering a scalable and cost-effective solution for decentralized PV systems.
Deconfounding Multi-Cause Latent Confounders: A Factor-Model Approach to Climate Model Bias Correction
PDF ↗Global Climate Models (GCMs) are crucial for predicting future climate changes by simulating the Earth systems. However, GCM outputs exhibit systematic biases due to model uncertainties, parameterization simplifications, and inadequate representation of complex climate phenomena. Traditional bias correction methods, which rely on historical observation data and statistical techniques, often neglect unobserved confounders, leading to biased results. This paper proposes a novel bias correction approach to utilize both GCM and observational data to learn a factor model that captures multi-cause latent confounders. Inspired by recent advances in causality based time series deconfounding, our method first constructs a factor model to learn latent confounders from historical data and then applies them to enhance the bias correction process using advanced time series forecasting models. The experimental results demonstrate significant improvements in the accuracy of precipitation outputs. By addressing unobserved confounders, our approach offers a robust and theoretically grounded solution for climate model bias correction.
The generation of synthetic financial data is a critical technology in the financial domain, addressing challenges posed by limited data availability. Traditionally, statistical models have been employed to generate synthetic data. However, these models fail to capture the stylized facts commonly observed in financial data, limiting their practical applicability. Recently, machine learning models have been introduced to address the limitations of statistical models; however, controlling synthetic data generation remains challenging. We propose CoFinDiff (Controllable Financial Diffusion model), a synthetic financial data generation model based on conditional diffusion models that accept conditions about the synthetic time series. By incorporating conditions derived from price data into the conditional diffusion model via cross-attention, CoFinDiff learns the relationships between the conditions and the data, generating synthetic data that align with arbitrary conditions. Experimental results demonstrate that: (i) synthetic data generated by CoFinDiff capture stylized facts; (ii) the generated data accurately meet specified conditions for trends and volatility; (iii) the diversity of the generated data surpasses that of the baseline models; and (iv) models trained on CoFinDiff-generated data achieve improved performance in deep hedging task.
NSF-MAP: Neurosymbolic Multimodal Fusion for Robust and Interpretable Anomaly Prediction in Assembly Pipelines
PDF ↗In modern assembly pipelines, identifying anomalies is crucial in ensuring product quality and operational efficiency. Conventional single-modality methods fail to capture the intricate relationships required for precise anomaly prediction in complex predictive environments with abundant data and multiple modalities. This paper proposes a neurosymbolic AI and fusion-based approach for multimodal anomaly prediction in assembly pipelines. We introduce a time series and image-based fusion model that leverages decision-level fusion techniques. Our research builds upon three primary novel approaches in multimodal learning: time series and image-based decision-level fusion modeling, transfer learning for fusion, and knowledge-infused learning. We evaluate the novel method using our derived and publicly available multimodal dataset and conduct comprehensive ablation studies to assess the impact of our preprocessing techniques and fusion model compared to traditional baselines. The results demonstrate that a neurosymbolic AI-based fusion approach that uses transfer learning can effectively harness the complementary strengths of time series and image data, offering a robust and interpretable approach for anomaly prediction in assembly pipelines with enhanced performance. \noindent The datasets, codes to reproduce the results, supplementary materials, and demo are available at https://github.com/ChathurangiShyalika/NSF-MAP.
ImputeINR: Time Series Imputation via Implicit Neural Representations for Disease Diagnosis with Missing Data
PDF ↗Healthcare data frequently contain a substantial proportion of missing values, necessitating effective time series imputation to support downstream disease diagnosis tasks. However, existing imputation methods focus on discrete data points and are unable to effectively model sparse data, resulting in particularly poor performance for imputing substantial missing values. In this paper, we propose a novel approach, ImputeINR, for time series imputation by employing implicit neural representations (INR) to learn continuous functions for time series. ImputeINR leverages the merits of INR in that the continuous functions are not coupled to sampling frequency and have infinite sampling frequency, allowing ImputeINR to generate fine-grained imputations even on extremely sparse observed values. Extensive experiments conducted on eight datasets with five ratios of masked values show the superior imputation performance of ImputeINR, especially for high missing ratios in time series data. We also validate that applying ImputeINR to impute missing values in healthcare data enhances the performance of downstream disease diagnosis tasks.
The outbreak of pandemic has a huge impact on production and consumption in the business world, especially for the retail sector. As a crucial component of decision-support technology in the retail industry, sales forecasting is significant for production planning and optimizing the supply of essential goods during the pandemic. However, due to the irregular fluctuation pattern caused by uncertainty and the complex temporal correlation between multiple covariates and sales, there is still no effective approach for sales forecasting in this extreme event. To fill this gap, we propose a Pandemic-Compatible Attentive Network (PCAN) for retail sales forecasting. Specifically, to capture the irregular fluctuation patterns from the sales series, we design a fluctuation attention mechanism based on association discrepancy in the time series. Then, a parallel attention module is developed to learn the complex relationship between target sales and various dynamic influence factors in a decoupled manner. Finally, we introduce a novel rectification decoding strategy to indicate fluctuation points in prediction. By evaluating PCAN on four real-world retail food datasets from the SF Express international supply chain system, the results show that our method achieves superior performance over the existing state-of-the-art baselines. The model has been deployed in the supply chain system as a fundamental component to serve a world-leading food retailer.
DeepFeatIoT: Unifying Deep Learned, Randomized, and LLM Features for Enhanced IoT Time Series Sensor Data Classification in Smart Industries
PDF ↗Internet of Things (IoT) sensors are ubiquitous technologies deployed across smart cities, industrial sites, and healthcare systems. They continuously generate time series data that enable advanced analytics and automation in industries. However, challenges such as the loss or ambiguity of sensor metadata, heterogeneity in data sources, varying sampling frequencies, inconsistent units of measurement, and irregular timestamps make raw IoT time series data difficult to interpret, undermining the effectiveness of smart systems. To address these challenges, we propose a novel deep learning model, DeepFeatIoT, which integrates learned local and global features with non-learned randomized convolutional kernel-based features and features from large language models (LLMs). This straightforward yet unique fusion of diverse learned and non-learned features significantly enhances IoT time series sensor data classification, even in scenarios with limited labeled data. Our model's effectiveness is demonstrated through its consistent and generalized performance across multiple real-world IoT sensor datasets from diverse critical application domains, outperforming state-of-the-art benchmark models. These results highlight DeepFeatIoT's potential to drive significant advancements in IoT analytics and support the development of next-generation smart systems.
Rethinking Remaining Useful Life Prediction with Scarce Time Series Data: Regression Under Indirect Supervision
PDF ↗Supervised time series prediction relies on directly measured target variables, but real-world use cases such as predicting remaining useful life (RUL) involve indirect supervision, where the target variable is labeled as a function of another dependent variable. Trending temporal regression techniques rely on sequential time series inputs to capture temporal patterns, requiring interpolation when dealing with sparsely and irregularly sampled covariates along the timeline. However, interpolation can introduce significant biases, particularly with highly scarce data. In this paper, we address the RUL prediction problem with data scarcity as time series regression under indirect supervision. We introduce a unified framework called parameterized static regression, which takes single data points as inputs for regression of target values, inherently handling data scarcity without requiring interpolation. The time dependency under indirect supervision is captured via a parametrical rectification (PR) process, approximating a parametric function during inference with historical posteriori estimates, following the same underlying distribution used for labeling during training. Additionally, we propose a novel batch training technique for tasks in indirect supervision to prevent overfitting and enhance efficiency. We evaluate our model on public benchmarks for RUL prediction with simulated data scarcity. Our method demonstrates competitive performance in prediction accuracy when dealing with highly scarce time series data.