When to Retrain after Drift: A Data-Only Test of Post-Drift Data Size Sufficiency

Sudden concept drift makes previously trained predictors unreliable, yet deciding when to retrain and what post-drift data size is sufficient is rarely addressed. We propose CALIPER - a detector- and model-agnostic, data-only test that estimates the post-drift data size required for stable retraining. CALIPER exploits state dependence in streams generated by dynamical systems: we run a single-pass weighted local regression over the post-drift window and track a one-step proxy error as a function of a locality parameter $θ$. When an effective sample size gate is satisfied, a monotonically non-increasing trend in this error with increasing a locality parameter indicates that the data size is sufficiently informative for retraining. We also provide a theoretical analysis of our method, and we show that the algorithm has a low per-update time and memory. Across datasets from four heterogeneous domains, three learner families, and two detectors, CALIPER consistently matches or exceeds the best fixed data size for retraining while incurring negligible overhead and often outperforming incremental updates. CALIPER closes the gap between drift detection and data-sufficient adaptation in streaming learning.

Selective Denoising Diffusion Model for Time Series Anomaly Detection

Time series anomaly detection (TSAD) has been an important area of research for decades, with reconstruction-based methods, mostly based on generative models, gaining popularity and demonstrating success. Diffusion models have recently attracted attention due to their advanced generative capabilities. Existing diffusion-based methods for TSAD rely on a conditional strategy, which reconstructs input instances from white noise with the aid of the conditioner. However, this poses challenges in accurately reconstructing the normal parts, resulting in suboptimal detection performance. In response, we propose a novel diffusion-based method, named AnomalyFilter, which acts as a selective filter that only denoises anomaly parts in the instance while retaining normal parts. To build such a filter, we mask Gaussian noise during the training phase and conduct the denoising process without adding noise to the instances. The synergy of the two simple components greatly enhances the performance of naive diffusion models. Extensive experiments on five datasets demonstrate that AnomalyFilter achieves notably low reconstruction error on normal parts, providing empirical support for its effectiveness in anomaly detection. AnomalyFilter represents a pioneering approach that focuses on the noise design of diffusion models specifically tailored for TSAD.

Disentangled Mode-Specific Representations for Tensor Time Series via Contrastive Learning

Multi-mode tensor time series (TTS) can be found in many domains, such as search engines and environmental monitoring systems. Learning representations of a TTS benefits various applications, but it is also challenging since the complexities inherent in the tensor hinder the realization of rich representations. In this paper, we propose a novel representation learning method designed specifically for TTS, namely MoST. Specifically, MoST uses a tensor slicing approach to reduce the complexity of the TTS structure and learns representations that can be disentangled into individual non-temporal modes. Each representation captures mode-specific features, which are the relationship between variables within the same mode, and mode-invariant features, which are in common in representations of different modes. We employ a contrastive learning framework to learn parameters; the loss function comprises two parts intended to learn representation in a mode-specific way and mode-invariant way, effectively exploiting disentangled representations as augmentations. Extensive experiments on real-world datasets show that MoST consistently outperforms the state-of-the-art methods in terms of classification and forecasting accuracy. Code is available at https://github.com/KoheiObata/MoST.

ODEBrain: Continuous-Time EEG Graph for Modeling Dynamic Brain Networks

Modeling neural population dynamics is crucial for foundational neuroscientific research and various clinical applications. Conventional latent variable methods typically model continuous brain dynamics through discretizing time with recurrent architecture, which necessarily results in compounded cumulative prediction errors and failure of capturing instantaneous, nonlinear characteristics of EEGs. We propose ODEBRAIN, a Neural ODE latent dynamic forecasting framework to overcome these challenges by integrating spatio-temporal-frequency features into spectral graph nodes, followed by a Neural ODE modeling the continuous latent dynamics. Our design ensures that latent representations can capture stochastic variations of complex brain states at any given time point. Extensive experiments verify that ODEBRAIN can improve significantly over existing methods in forecasting EEG dynamics with enhanced robustness and generalization capabilities.

RepSPD: Enhancing SPD Manifold Representation in EEGs via Dynamic Graphs

Decoding brain activity from electroencephalography (EEG) is crucial for neuroscience and clinical applications. Among recent advances in deep learning for EEG, geometric learning stands out as its theoretical underpinnings on symmetric positive definite (SPD) allows revealing structural connectivity analysis in a physics-grounded manner. However, current SPD-based methods focus predominantly on statistical aggregation of EEGs, with frequency-specific synchronization and local topological structures of brain regions neglected. Given this, we propose RepSPD, a novel geometric deep learning (GDL)-based model. RepSPD implements a cross-attention mechanism on the Riemannian manifold to modulate the geometric attributes of SPD with graph-derived functional connectivity features. On top of this, we introduce a global bidirectional alignment strategy to reshape tangent-space embeddings, mitigating geometric distortions caused by curvature and thereby enhancing geometric consistency. Extensive experiments demonstrate that our proposed framework significantly outperforms existing EEG representation methods, exhibiting superior robustness and generalization capabilities.

TIFO: Time-Invariant Frequency Operator for Stationarity-Aware Representation Learning in Time Series

Nonstationary time series forecasting suffers from the distribution shift issue due to the different distributions that produce the training and test data. Existing methods attempt to alleviate the dependence by, e.g., removing low-order moments from each individual sample. These solutions fail to capture the underlying time-evolving structure across samples and do not model the complex time structure. In this paper, we aim to address the distribution shift in the frequency space by considering all possible time structures. To this end, we propose a Time-Invariant Frequency Operator (TIFO), which learns stationarity-aware weights over the frequency spectrum across the entire dataset. The weight representation highlights stationary frequency components while suppressing non-stationary ones, thereby mitigating the distribution shift issue in time series. To justify our method, we show that the Fourier transform of time series data implicitly induces eigen-decomposition in the frequency space. TIFO is a plug-and-play approach that can be seamlessly integrated into various forecasting models. Experiments demonstrate our method achieves 18 top-1 and 6 top-2 results out of 28 forecasting settings. Notably, it yields 33.3% and 55.3% improvements in average MSE on the ETTm2 dataset. In addition, TIFO reduces computational costs by 60% -70% compared to baseline methods, demonstrating strong scalability across diverse forecasting models.

Interpretable Dynamic Network Modeling of Tensor Time Series via Kronecker Time-Varying Graphical Lasso

With the rapid development of web services, large amounts of time series data are generated and accumulated across various domains such as finance, healthcare, and online platforms. As such data often co-evolves with multiple variables interacting with each other, estimating the time-varying dependencies between variables (i.e., the dynamic network structure) has become crucial for accurate modeling. However, real-world data is often represented as tensor time series with multiple modes, resulting in large, entangled networks that are hard to interpret and computationally intensive to estimate. In this paper, we propose Kronecker Time-Varying Graphical Lasso (KTVGL), a method designed for modeling tensor time series. Our approach estimates mode-specific dynamic networks in a Kronecker product form, thereby avoiding overly complex entangled structures and producing interpretable modeling results. Moreover, the partitioned network structure prevents the exponential growth of computational time with data dimension. In addition, our method can be extended to stream algorithms, making the computational time independent of the sequence length. Experiments on synthetic data show that the proposed method achieves higher edge estimation accuracy than existing methods while requiring less computation time. To further demonstrate its practical value, we also present a case study using real-world data. Our source code and datasets are available at https://github.com/Higashiguchi-Shingo/KTVGL.

Multi-Aspect Mining and Anomaly Detection for Heterogeneous Tensor Streams

Analysis and anomaly detection in event tensor streams consisting of timestamps and multiple attributes - such as communication logs(time, IP address, packet length)- are essential tasks in data mining. While existing tensor decomposition and anomaly detection methods provide useful insights, they face the following two limitations. (i) They cannot handle heterogeneous tensor streams, which comprises both categorical attributes(e.g., IP address) and continuous attributes(e.g., packet length). They typically require either discretizing continuous attributes or treating categorical attributes as continuous, both of which distort the underlying statistical properties of the data.Furthermore, incorrect assumptions about the distribution family of continuous attributes often degrade the model's performance. (ii) They discretize timestamps, failing to track the temporal dynamics of streams(e.g., trends, abnormal events), which makes them ineffective for detecting anomalies at the group level, referred to as 'group anomalies' (e.g, DoS attacks). To address these challenges, we propose HeteroComp, a method for continuously summarizing heterogeneous tensor streams into 'components' representing latent groups in each attribute and their temporal dynamics, and detecting group anomalies. Our method employs Gaussian process priors to model unknown distributions of continuous attributes, and temporal dynamics, which directly estimate probability densities from data. Extracted components give concise but effective summarization, enabling accurate group anomaly detection. Extensive experiments on real datasets demonstrate that HeteroComp outperforms the state-of-the-art algorithms for group anomaly detection accuracy, and its computational time does not depend on the data stream length.

Fast Mining and Dynamic Time-to-Event Prediction over Multi-sensor Data Streams

Given real-time sensor data streams obtained from machines, how can we continuously predict when a machine failure will occur? This work aims to continuously forecast the timing of future events by analyzing multi-sensor data streams. A key characteristic of real-world data streams is their dynamic nature, where the underlying patterns evolve over time. To address this, we present TimeCast, a dynamic prediction framework designed to adapt to these changes and provide accurate, real-time predictions of future event time. Our proposed method has the following properties: (a) Dynamic: it identifies the distinct time-evolving patterns (i.e., stages) and learns individual models for each, enabling us to make adaptive predictions based on pattern shifts. (b) Practical: it finds meaningful stages that capture time-varying interdependencies between multiple sensors and improve prediction performance; (c) Scalable: our algorithm scales linearly with the input size and enables online model updates on data streams. Extensive experiments on real datasets demonstrate that TimeCast provides higher prediction accuracy than state-of-the-art methods while finding dynamic changes in data streams with a great reduction in computational time.

EvoBrain: Dynamic Multi-channel EEG Graph Modeling for Time-evolving Brain Network

Dynamic GNNs, which integrate temporal and spatial features in Electroencephalography (EEG) data, have shown great potential in automating seizure detection. However, fully capturing the underlying dynamics necessary to represent brain states, such as seizure and non-seizure, remains a non-trivial task and presents two fundamental challenges. First, most existing dynamic GNN methods are built on temporally fixed static graphs, which fail to reflect the evolving nature of brain connectivity during seizure progression. Second, current efforts to jointly model temporal signals and graph structures and, more importantly, their interactions remain nascent, often resulting in inconsistent performance. To address these challenges, we present the first theoretical analysis of these two problems, demonstrating the effectiveness and necessity of explicit dynamic modeling and time-then-graph dynamic GNN method. Building on these insights, we propose EvoBrain, a novel seizure detection model that integrates a two-stream Mamba architecture with a GCN enhanced by Laplacian Positional Encoding, following neurological insights. Moreover, EvoBrain incorporates explicitly dynamic graph structures, allowing both nodes and edges to evolve over time. Our contributions include (a) a theoretical analysis proving the expressivity advantage of explicit dynamic modeling and time-then-graph over other approaches, (b) a novel and efficient model that significantly improves AUROC by 23% and F1 score by 30%, compared with the dynamic GNN baseline, and (c) broad evaluations of our method on the challenging early seizure prediction tasks.