论文检索

Applications · Time Series

Ching Chang, Jeehyun Hwang, Yidan Shi, Haixin Wang, Wei Wang, Wen-Chih Peng, Tien-Fu Chen

Time series data in real-world applications such as healthcare, climate modeling, and finance are often irregular, multimodal, and messy, with varying sampling rates, asynchronous modalities, and pervasive missingness.However, existing benchmarks typically assume clean, regularly sampled, unimodal data, creating a significant gap between research and real-world deployment.We introduce Time-IMM, a dataset specifically designed to capture cause-driven irregularity in multimodal multivariate time series.Time-IMM represents nine distinct types of time series irregularity, categorized into trigger-based, constraint-based, and artifact-based mechanisms.Complementing the dataset, we introduce IMM-TSF, a benchmark library for forecasting on irregular multimodal time series, enabling asynchronous integration and realistic evaluation.IMM-TSF includes specialized fusion modules, including a timestamp-to-text fusion module and a multimodality fusion module, which support both recency-aware averaging and attention-based integration strategies.Empirical results demonstrate that explicitly modeling multimodality on irregular time series data leads to substantial gains in forecasting performance.Time-IMM and IMM-TSF provide a foundation for advancing time series analysis under real-world conditions.The dataset is publicly available at \url{https://github.com/blacksnail789521/Time-IMM}, and the benchmark library can be accessed at \url{https://github.com/blacksnail789521/IMM-TSF}.

Applications · Time Series

Dennis Wagner, Fabian Hartung, Justus Arweiler, Aparna Muraleedharan, Indra Jungjohann, Arjun Nair, Steffen Reithermann, Ralf Schulz, Michael Bortz, Daniel Neider 等

Monitoring chemical processes is essential to prevent catastrophic failures, optimize costs and profits, and ensure the safety of employees and the environment. A key component of modern monitoring systems is the automated detection of anomalies in sensor data over time, called time series, enabling partial automation of plant operation and adding additional layers of supervision to crucial components. The development of anomaly detection methods in this domain is challenging, since real chemical process data are usually proprietary, and simulated data are generally not a sufficient replacement. In this paper, we present NoBOOM, the first collection of datasets for anomaly detection in real-world chemical process data, including labeled data from a running process at our industry partner BASF SE — one of the world’s leading chemical companies — and several chemical processes run in laboratory‑scale and pilot‑scale plants. While we are not able to share every detail about the industrial process, for the laboratory‑ and pilot‑scale plants, we provide comprehensive information on plant configuration, process operation, and, in particular, anomaly events, enabling a differentiated analysis of anomaly detection methods. To demonstrate the complexity of the benchmark, we analyze the data with regard to common issues of time-series anomaly detection (TSAD) benchmarks, including potential triviality and bias.

General Machine Learning · Representation Learning

Tal Barami, Nimrod Berman, Ilan Naiman, Amos H Hason, Rotem Ezra, Omri Azencot

Learning disentangled representations in sequential data is a key goal in deep learning, with broad applications in vision, audio, and time series. While real-world data involves multiple interacting semantic factors over time, prior work has mostly focused on simpler two-factor static and dynamic settings, primarily because such settings make data collection easier, thereby overlooking the inherently multi-factor nature of real-world data. We introduce the first standardized benchmark for evaluating multi-factor sequential disentanglement across six diverse datasets spanning video, audio, and time series. Our benchmark includes modular tools for dataset integration, model development, and evaluation metrics tailored to multi-factor analysis. We additionally propose a post-hoc Latent Exploration Stage to automatically align latent dimensions with semantic factors, and introduce a Koopman-inspired model that achieves state-of-the-art results. Moreover, we show that Vision-Language Models can automate dataset annotation and serve as zero-shot disentanglement evaluators, removing the need for manual labels and human intervention. Together, these contributions provide a robust and scalable foundation for advancing multi-factor sequential disentanglement. Our code is available on GitHub, and the datasets and trained models are available on Hugging Face.

Data-centric AI · Data-centric AI methods and tools

Yuante Li, Xu Yang, Xiao Yang, Xisen Wang, Weiqing Liu, Jiang Bian

Financial markets pose fundamental challenges for asset return prediction due to their high dimensionality, non-stationarity, and persistent volatility. Despite advances in large language models and multi-agent systems, current quantitative research pipelines suffer from limited automation, weak interpretability, and fragmented coordination across key components such as factor mining and model innovation. In this paper, we propose R&D-Agent for Quantitative Finance, in short R&D-Agent(Q), the first data-centric multi-agent framework designed to automate the full-stack research and development of quantitative strategies via coordinated factor-model co-optimization. R&D-Agent(Q) decomposes the quant process into two iterative stages: a Research stage that dynamically sets goal-aligned prompts, formulates hypotheses based on domain priors, and maps them to concrete tasks, and a Development stage that employs a code-generation agent, Co-STEER, to implement task-specific code, which is then executed in real-market backtests. The two stages are connected through a feedback stage that thoroughly evaluates experimental outcomes and informs subsequent iterations, with a multi-armed bandit scheduler for adaptive direction selection. Empirically, R&D-Agent(Q) achieves up to 2× higher annualized returns than classical factor libraries using 70% fewer factors, and outperforms state-of-the-art deep time-series models on real markets. Its joint factor–model optimization delivers a strong balance between predictive accuracy and strategy robustness. Our code is available at: https://github.com/microsoft/RD-Agent.

Applications · Time Series

Gal Fadlon, Idan Arbiv, Nimrod Berman, Omri Azencot

Generating realistic time series data is critical for applications in healthcare, finance, and climate science. However, irregular sampling and missing values present significant challenges. While prior methods address these irregularities, they often yield suboptimal results and incur high computational costs. Recent advances in regular time series generation, such as the diffusion-based ImagenTime model, demonstrate strong, fast, and scalable generative capabilities by transforming time series into image representations, making them a promising solution. However, extending ImagenTime to irregular sequences using simple masking introduces ``unnatural'' neighborhoods, where missing values replaced by zeros disrupt the learning process. To overcome this, we propose a novel two-step framework: first, a Time Series Transformer completes irregular sequences, creating natural neighborhoods; second, a vision-based diffusion model with masking minimizes dependence on the completed values. This hybrid approach leverages the strengths of both completion and masking, enabling robust and efficient generation of realistic time series. Our method achieves state-of-the-art performance across benchmarks, delivering a relative improvement in discriminative score by 70% and in computational cost by 85%.

Guillaume Pourcel, Maxence Ernoult

Deep State Space Models (SSMs) reignite physics-grounded compute paradigms, as RNNs could natively be embodied into dynamical systems. This calls for dedicated learning algorithms obeying to core physical principles, with efficient techniques to simulate these systems and guide their design. We propose \emph{Recurrent Hamiltonian Echo Learning} (RHEL), an algorithm which provably computes loss gradients as finite differences of physical trajectories of non-dissipative, \emph{Hamiltonian systems}. In ML terms, RHEL only requires three ``forward passes'' irrespective of model size, without explicit Jacobian computation, nor incurring any variance in the gradient estimation. Motivated by the potential to implement our algorithm in non-digital physical systems, we first introduce RHEL in \emph{continuous time} and demonstrate its formal equivalence with the continuous adjoint state method. To facilitate the simulation of Hamiltonian systems trained by RHEL, we propose a \emph{discrete-time} version of RHEL which is equivalent to Backpropagation Through Time (BPTT) when applied to a class of recurrent modules which we call \emph{Hamiltonian Recurrent Units} (HRUs). This setting allows us to demonstrate the scalability of RHEL by generalizing these results to hierarchies of HRUs, which we call \emph{Hamiltonian SSMs} (HSSMs). We apply RHEL to train HSSMs with linear and nonlinear dynamics on a variety of time-series tasks ranging from mid-range to long-range classification and regression with sequence length reaching $\sim 50k$. We show that RHEL consistently matches the performance of BPTT across all models and tasks. This work opens new doors for the design of scalable, energy-efficient physical systems endowed with self-learning capabilities for sequence modelling.

Applications · Time Series

Jianyang Qin, Chaoyang Li, Jinhao Cui, Lingzhi Wang, Zhao Liu, Qing Liao

Recent studies reveal that Large Language Models (LLMs) exhibit strong sequential reasoning capabilities, allowing them to replace specialized time-series models and serve as foundation models for complex time-series analysis. To activate the capabilities of LLMs for time-series tasks, numerous studies have attempted to bridge the gap between time series and linguistics by aligning textual representations with time-series patterns. However, it is a non-trivial endeavor to losslessly capture the infinite time-domain variability using natural language, leading to suboptimal alignment performance. Beyond representation, contextual differences, where semantics in time series are conveyed by consecutive points, unlike in text by individual tokens, are often overlooked by existing methods. To address these, we propose S$^2$TS-LLM, a simple yet effective framework to repurpose LLMs for universal time series analysis through the following two main paradigms: (i) a spectral symbolization paradigm transforms time series into frequency-domain representations characterized by a fixed number of components and prominent amplitudes, which enables a limited set of symbols to effectively abstract key frequency features; (ii) a contextual segmentation paradigm partitions the sequence into blocks based on temporal patterns and reassigns positional encodings accordingly, thereby mitigating the structural mismatch between time series and natural language. Together, these paradigms bootstrap the LLMs' perception of temporal patterns and structures, effectively bridging time series and linguistics. Extensive experiments show that S$^2$TS-LLM can serve as a powerful time series analyzer, outperforming state-of-the-art methods across time series tasks.

Mingyang Liu, Xinyang Chen, Xiucheng Li, Weili Guan, Liqiang Nie

Unsupervised domain adaptation has emerged as a pivotal paradigm for mitigating distribution shifts in time series analysis. The fundamental challenge in time series domain adaptation arises from the entanglement of domain shifts and intricate temporal patterns. Crucially, the latent continuous-time dynamics, which are often inaccessible due to sensor constraints, are only partially observable through discrete time series from an explicit sensor-limited single view. This partial observability hinders the modeling of intricate temporal patterns, impeding domain invariant representation learning. To mitigate the limitation, we propose **EDEN** (multiple **E**xplicit **D**omain **E**nhanced adaptation **N**etwork), expanding the raw dataset to multi-scale explicit domains, multi-subspace explicit domains and multi-segment explicit domains. EDEN enhances domain adaptation with three coordinated modules tailored to integrate multiple explicit domains: (1) Multi-Scale Curriculum Adaptation implements progressive domain alignment from coarse-scale to fine-scale. (2) Quality-Aware Feature Fusion evaluates feature quality in multi-subspace explicit domains and adaptively integrates temporal-frequency features. (3) Temporal Coherence Learning enforces segment-level consistency with multi-segment explicit domains. The representation enriched by multiple explicit domains bridges the gap between partially observed discrete samples and the underlying implicit temporal dynamics, enabling more accurate approximation of implicit temporal patterns for effective cross-domain adaptation. Our comprehensive evaluation across 6 time series benchmarks demonstrates EDEN's consistent superiority, achieving average accuracy improvements of 4.8% over state-of-the-art methods in cross-domain scenarios. Code is available at the anonymous link: .

Applications · Time Series

Hui He, Kun Yi, Yuanchi Ma, Qi Zhang, Zhendong Niu, Guansong Pang

The recent boom of large pre-trained models witnesses remarkable success in developing foundation models (FMs) for time series forecasting. Despite impressive performance across diverse downstream forecasting tasks, existing time series FMs possess massive network architectures and require substantial pre-training on large-scale datasets, which significantly hinders their deployment in resource-constrained environments. In response to this growing tension between versatility and affordability, we propose **SEMPO**, a novel lightweight foundation model that requires pretraining on relatively small-scale data, yet exhibits strong general time series forecasting. Concretely, SEMPO comprises two key modules: 1) _energy-aware **S**p**E**ctral decomposition module_, that substantially improves the utilization of pre-training data by modeling not only the high-energy frequency signals but also the low-energy yet informative frequency signals that are ignored in current methods; and 2) _**M**ixture-of-**P**r**O**mpts enabled Transformer_, that learns heterogeneous temporal patterns through small dataset-specific prompts and adaptively routes time series tokens to prompt-based experts for parameter-efficient model adaptation across different datasets and domains. Equipped with these modules, SEMPO significantly reduces both pre-training data scale and model size, while achieving strong generalization. Extensive experiments on two large-scale benchmarks covering 16 datasets demonstrate the superior performance of SEMPO in both zero-shot and few-shot forecasting scenarios compared with state-of-the-art methods. Code and data are available at https://github.com/mala-lab/SEMPO.

Applications · Time Series

Haotian Gao, Zheng Dong, Jiawei Yong, Shintaro Fukushima, Kenjiro Taura, Renhe Jiang

Spatio-temporal forecasting is essential for real-world applications such as traffic management and urban computing. Although recent methods have shown improved accuracy, they often fail to account for dynamic deviations between current inputs and historical patterns. These deviations contain critical signals that can significantly affect model performance. To fill this gap, we propose $\textbf{ST-SSDL}$, a $\underline{S}$patio-$\underline{T}$emporal time series forecasting framework that incorporates a $\underline{S}$elf-$\underline{S}$upervised $\underline{D}$eviation $\underline{L}$earning scheme to capture and utilize such deviations. ST-SSDL anchors each input to its historical average and discretizes the latent space using learnable prototypes that represent typical spatio-temporal patterns. Two auxiliary objectives are proposed to refine this structure: a contrastive loss that enhances inter-prototype discriminability and a deviation loss that regularizes the distance consistency between input representations and corresponding prototypes to quantify deviation. Optimized jointly with the forecasting objective, these components guide the model to organize its hidden space and improve generalization across diverse input conditions. Experiments on six benchmark datasets show that ST-SSDL consistently outperforms state-of-the-art baselines across multiple metrics. Visualizations further demonstrate its ability to adaptively respond to varying levels of deviation in complex spatio-temporal scenarios. Our code and datasets are available at https://github.com/Jimmy-7664/ST-SSDL.

Applications · Neuroscience, Cognitive Science

Tony Yousefnezhad

Task-based functional magnetic resonance imaging (fMRI) provides invaluable insights into human cognition but faces critical hurdles—low signal-to-noise ratio, high dimensionality, limited sample sizes, and costly data acquisition—that are amplified when integrating datasets across subjects or sites. This paper introduces orthogonal contrastive learning (OCL), a unified multi-representation framework for multi-subject fMRI analysis that aligns neural responses without requiring temporal preprocessing or uniform time-series lengths across subjects or sites. OCL employs two identical encoders: an online network trained with a contrastive loss that pulls together same-stimulus responses and pushes apart different-stimulus responses, and a target network whose weights track the online network via exponential moving average to stabilize learning. Each OCL network layer combines QR decomposition for orthogonal feature extraction, locality-sensitive hashing (LSH) to produce compact subject-specific signatures, positional encoding to embed temporal structure alongside spatial features, and a transformer encoder to generate discriminative, stimulus-aligned embeddings. We further enhance OCL with an unsupervised pretraining stage on fMRI-like synthetic data and demonstrate a transfer-learning workflow for multi-site studies. Across extensive experiments on multi-subject and multi-site fMRI benchmarks, OCL consistently outperforms state-of-the-art alignment and analysis methods in both representation quality and downstream classification accuracy.

Shu Zhou, Yunyang Xuan, Yuxuan Ao, Xin Wang, Tao Fan, Hao Wang

This paper studies the problem of unsupervised time series representation learning, which aims to map unlabeled time series data into a low-dimensional latent space for various downstream tasks. Previous works usually combine a range of augmentation strategies with contrastive learning to generate discriminative representations. However, these augmentation strategies could alter the original semantics of time series data, which could degrade the performance of representation learning. To solve this problem, this paper incorporates the large language model (LLM) agent to guide unsupervised time series representation learning and proposes a novel framework named Multi-Agent Collaboration for Time-series Representation Learning (MERIT). The core of our MERIT is to utilize three LLM agents to collaboratively generate positive views for time series data. In particular, we first design a retrieval agent to automatically identify the relevant time series data from a coarse candidate set. Then, these selected sequences are further utilized to enhance an augmentation agent which automatically selects reliable augmentation strategies from an augmentation strategy library. We also design a review agent to evaluate the quality of generated views and stop the generation process. These three agents are designed to work in a loop for effective time series representation learning. Extensive experiments on multiple time series datasets demonstrate the effectiveness of our MERIT in comparison with state-of-the-art baselines.

Sigang Luo, Yinan Liu, Dongying Lin, Yingying Zhai, Bin Wang, Xiaochun Yang, Junpeng Liu

Event temporal reasoning (ETR) aims to model and reason about the relationships between events and time, as well as between events in the real world. Proficiency in ETR is a significant indicator that a large language model (LLM) truly understands the physical world. Previous question-answering datasets available for evaluating the ETR ability lack a systematic taxonomy and pay limited attention to compound questions. In this paper, we propose a unified taxonomy for event temporal questions and construct a comprehensive benchmark ETRQA, to evaluate the ETR abilities of LLMs based on this taxonomy. ETRQA not only inherits and expands the evaluation content of existing datasets but also contains multiple categories of compound questions. We evaluate two leading LLM series, Llama and Qwen, on ETRQA across various settings. Our experimental results indicate that large-scale LLMs exhibit certain ETR abilities. Yet they do not perform well in solving specific types of reasoning tasks, including reasoning involving time spans, reasoning for compound questions, and reasoning with fine temporal granularity. Additionally, we hope ETRQA can benefit the temporal reasoning research community for future studies.

Haoke Zhang, Xiaobo Liang, Cunxiang Wang, Juntao Li, Min Zhang

The OpenAI o1-series models have demonstrated that leveraging long-form Chain of Thought (CoT) can substantially enhance performance. However, the recursive thinking capabilities of Large Language Models (LLMs) remain limited, particularly in the absence of expert-curated data for distillation. In this paper, we propose AvR: Alignment via Refinement, a novel method aimed at unlocking the potential of LLMs for recursive reasoning through long-form CoT. AvR introduces a refinement process that integrates criticism and improvement actions, guided by differentiable learning techniques to optimize refinement-aware rewards. As a result, the synthesized multi-round data can be organized as a long refinement thought, further enabling test-time scaling. Experimental results show that AvR significantly outperforms conventional preference optimization methods. Notably, with only 3k synthetic samples, our method boosts the performance of the LLaMA-3-8B-Instruct model by over 20% in win rate on AlpacaEval 2.0. Our code is available at Github .

Jiawei Zhao, Kejiang Chen, Weiming Zhang, Nenghai Yu

Large Language Models (LLMs) are susceptible to jailbreak attacks that can induce them to generate harmful content.Previous jailbreak methods primarily exploited the internal properties or capabilities of LLMs, such as optimization-based jailbreak methods and methods that leveraged the model’s context-learning abilities. In this paper, we introduce a novel jailbreak method, SQL Injection Jailbreak (SIJ), which targets the external properties of LLMs, specifically, the way LLMs construct input prompts. By injecting jailbreak information into user prompts, SIJ successfully induces the model to output harmful content. For open-source models, SIJ achieves near 100% attack success rates on five well-known LLMs on the AdvBench and HEx-PHI, while incurring lower time costs compared to previous methods. For closed-source models, SIJ achieves an average attack success rate over 85% across five models in the GPT and Doubao series. Additionally, SIJ exposes a new vulnerability in LLMs that urgently requires mitigation. To address this, we propose a simple adaptive defense method called Self-Reminder-Key to counter SIJ and demonstrate its effectiveness through experimental results. Our code is available at https://github.com/weiyezhimeng/SQL-Injection-Jailbreak.

Shuai Niu, Jing Ma, Hongzhan Lin, Liang Bai, Zhihua Wang, Wei Bi, Yida Xu, Guo Li, Xian Yang

Large language models (LLMs) have shown remarkable performance in vision-language tasks, but their application in the medical field remains underexplored, particularly for integrating structured time series data with unstructured clinical notes. In clinical practice, dynamic time series data, such as lab test results, capture critical temporal patterns, while clinical notes provide rich semantic context. Merging these modalities is challenging due to the inherent differences between continuous signals and discrete text. To bridge this gap, we introduce ProMedTS, a novel self-supervised multimodal framework that employs prompt-guided learning to unify these heterogeneous data types. Our approach leverages lightweight anomaly detection to generate anomaly captions that serve as prompts, guiding the encoding of raw time series data into informative prompt embeddings. These prompt embeddings are aligned with textual representations in a shared latent space, preserving fine-grained temporal nuances alongside semantic insights. Furthermore, our framework incorporates tailored self-supervised objectives to enhance both intra- and inter-modal alignment. We evaluate ProMedTS on disease diagnosis tasks using real-world datasets, and the results demonstrate that our method consistently outperforms state-of-the-art approaches.

Junwoo Park, Hyuck Lee, Dohyun Lee, Daehoon Gwak, Jaegul Choo

Large Language Models (LLMs) have shown remarkable performance across diverse tasks without domain-specific training, fueling interest in their potential for time-series forecasting. While LLMs have shown potential in zero-shot forecasting through prompting alone, recent studies suggest that LLMs lack inherent effectiveness in forecasting. Given these conflicting findings, a rigorous validation is essential for drawing reliable conclusions. In this paper, we evaluate the effectiveness of LLMs as zero-shot forecasters compared to state-of-the-art domain-specific models. Our experiments show that LLM-based zero-shot forecasters often struggle to achieve high accuracy due to their sensitivity to noise, underperforming even simple domain-specific models. We have explored solutions to reduce LLMs’ sensitivity to noise in the zero-shot setting, but improving their robustness remains a significant challenge. Our findings suggest that rather than emphasizing zero-shot forecasting, a more promising direction would be to focus on fine-tuning LLMs to better process numerical sequences. Our experimental code is available at https://github.com/junwoopark92/revisiting-LLMs-zeroshot-forecaster.

Rachneet Kaur, Zhen Zeng, Tucker Balch, Manuela Veloso

Recent advancements in language modeling have shown promising results when applied to time series data. In particular, fine-tuning pre-trained large language models (LLMs) for time series classification tasks has achieved state-of-the-art (SOTA) performance on standard benchmarks. However, these LLM-based models have a significant drawback due to the large model size, with the number of trainable parameters in the millions. In this paper, we propose an alternative approach to leveraging the success of language modeling in the time series domain. Instead of fine-tuning LLMs, we utilize a text embedding model to embed time series and then pair the embeddings with a simple classification head composed of convolutional neural networks (CNN) and multilayer perceptron (MLP). We conducted extensive experiments on a well-established time series classification benchmark. We demonstrated LETS-C not only outperforms the current SOTA in classification accuracy but also offers a lightweight solution, using only 14.5% of the trainable parameters on average compared to the SOTA model. Our findings suggest that leveraging text embedding models to encode time series data, combined with a simple yet effective classification head, offers a promising direction for achieving high-performance time series classification while maintaining a lightweight model architecture.

Longze Chen, Renke Shan, Huiming Wang, Lu Wang, Ziqiang Liu, Run Luo, Jiawei Wang, Hamid Alinejad-Rokny, Min Yang

Speculative decoding (SD) is a promising method for accelerating the decoding process of Large Language Models (LLMs). The efficiency of SD primarily hinges on the consistency between the draft model and the verify model. However, existing drafting approaches typically require additional modules to be trained, which can be challenging to implement and ensure compatibility across various LLMs. In this paper, we propose CLaSp, an in-context layer-skipping strategy for self-speculative decoding. Unlike prior methods, CLaSp does not require additional drafting modules or extra training. Instead, it employs a plug-and-play mechanism by skipping intermediate layers of the verify model to construct a compressed draft model. Specifically, we develop a dynamic programming algorithm that optimizes the layer-skipping process by leveraging the complete hidden states from the last verification stage as an objective. This enables CLaSp to dynamically adjust its layer-skipping strategy after each verification stage, without relying on pre-optimized sets of skipped layers. Experimental results across diverse downstream tasks demonstrate that CLaSp achieves a speedup of 1.3\times \sim 1.7\times on LLaMA3 series models without altering the original distribution of the generated text.

Yaxuan Kong, Yiyuan Yang, Yoontae Hwang, Wenjie Du, Stefan Zohren, Zhangyang Wang, Ming Jin, Qingsong Wen

Time series data are foundational in finance, healthcare, and energy domains. However, most existing methods and datasets remain focused on a narrow spectrum of tasks, such as forecasting or anomaly detection. To bridge this gap, we introduce Time Series Multi-Task Question Answering (Time-MQA), a unified framework that enables natural language queries across multiple time series tasks - numerical analytical tasks and open-ended question answering with reasoning. Central to Time-MQA is the TSQA dataset, a large-scale dataset containing ~200k question-answer pairs derived from diverse time series spanning environment, traffic, etc. This comprehensive resource covers various time series lengths and promotes robust model development. We further demonstrate how continually pre-training large language models (Mistral 7B, Llama-3 8B, and Qwen-2.5 7B) on the TSQA dataset enhanced time series reasoning capabilities, moving beyond mere numeric tasks and enabling more advanced and intuitive interactions with temporal data. The complete TSQA dataset, models, user study questionnaires for evaluation, and other related materials have been open-sourced here.