Observability for Delegated Execution in Agentic AI Systems

Delegation-scoped execution is not identifiable from standard observables: audit logs and execution traces can be identical under multiple incompatible delegation assignments. This gap is especially acute in LLM-based agentic systems, where agents dynamically select tools, vary execution sequences across runs for the same instruction, and spawn cooperating sub-agents. These dynamics fragment and interleave traces, making delegation-scoped reconstruction from causal structure alone structurally underdetermined. Although individual actions are authorized and logged, existing audit, tracing, and security schemas lack the semantics to reconstruct what actions occurred under a given delegation across heterogeneous systems. We focus on delegation-scoped attribution and access/share footprint reconstruction, not intent inference or reasoning reconstruction. We present an agent-aware observability substrate consisting of a lightweight gateway and a common information model that binds delegation context at execution time. This enables reliable cross-tool delegation-scoped reconstruction and direct forensic queries without heuristic time-window correlation.

Online Changepoint Detection on a Budget

Changepoints are abrupt variations in the underlying distribution of data. Detecting changes in a data stream is an important problem with many applications. In this paper, we are interested in changepoint detection algorithms which operate in an online setting in the sense that both its storage requirements and worst-case computational complexity per observation are independent of the number of previous observations. We propose an online changepoint detection algorithm for both univariate and multivariate data which compares favorably with offline changepoint detection algorithms while also operating in a strictly more constrained computational model. In addition, we present a simple online hyperparameter auto tuning technique for these algorithms.

OnlineSTL: Scaling Time Series Decomposition by 100x

Decomposing a complex time series into trend, seasonality, and remainder components is an important primitive that facilitates time series anomaly detection, change point detection and forecasting. Although numerous batch algorithms are known for time series decomposition, none operate well in an online scalable setting where high throughput and real-time response are paramount. In this paper, we propose OnlineSTL, a novel online algorithm for time series decomposition which solves the scalability problem and is deployed for real-time metrics monitoring on high resolution, high ingest rate data. Experiments on different synthetic and real world time series datasets demonstrate that OnlineSTL achieves orders of magnitude speedups while maintaining quality of decomposition.