Topic:Time Series Analysis
What is Time Series Analysis? Time series analysis comprises statistical methods for analyzing a sequence of data points collected over an interval of time to identify interesting patterns and trends.
Papers and Code
Aug 13, 2025
Abstract:We introduce a novel class of untrained Recurrent Neural Networks (RNNs) within the Reservoir Computing (RC) paradigm, called Residual Reservoir Memory Networks (ResRMNs). ResRMN combines a linear memory reservoir with a non-linear reservoir, where the latter is based on residual orthogonal connections along the temporal dimension for enhanced long-term propagation of the input. The resulting reservoir state dynamics are studied through the lens of linear stability analysis, and we investigate diverse configurations for the temporal residual connections. The proposed approach is empirically assessed on time-series and pixel-level 1-D classification tasks. Our experimental results highlight the advantages of the proposed approach over other conventional RC models.
* 7 pages, 6 figures, accepted at IJCNN 2025
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Aug 13, 2025
Abstract:Monitoring cattle health and optimizing yield are key challenges faced by dairy farmers due to difficulties in tracking all animals on the farm. This work aims to showcase modern data-driven farming practices based on explainable machine learning(ML) methods that explain the activity and behaviour of dairy cattle (cows). Continuous data collection of 3-axis accelerometer sensors and usage of robust ML methodologies and algorithms, provide farmers and researchers with actionable information on cattle activity, allowing farmers to make informed decisions and incorporate sustainable practices. This study utilizes Bluetooth-based Internet of Things (IoT) devices and 4G networks for seamless data transmission, immediate analysis, inference generation, and explains the models performance with explainability frameworks. Special emphasis is put on the pre-processing of the accelerometers time series data, including the extraction of statistical characteristics, signal processing techniques, and lag-based features using the sliding window technique. Various hyperparameter-optimized ML models are evaluated across varying window lengths for activity classification. The k-nearest neighbour Classifier achieved the best performance, with AUC of mean 0.98 and standard deviation of 0.0026 on the training set and 0.99 on testing set). In order to ensure transparency, Explainable AI based frameworks such as SHAP is used to interpret feature importance that can be understood and used by practitioners. A detailed comparison of the important features, along with the stability analysis of selected features, supports development of explainable and practical ML models for sustainable livestock management.
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Aug 11, 2025
Abstract:Time series forecasting plays a significant role in finance, energy, meteorology, and IoT applications. Recent studies have leveraged the generalization capabilities of large language models (LLMs) to adapt to time series forecasting, achieving promising performance. However, existing studies focus on token-level modal alignment, instead of bridging the intrinsic modality gap between linguistic knowledge structures and time series data patterns, greatly limiting the semantic representation. To address this issue, we propose a novel Semantic-Enhanced LLM (SE-LLM) that explores the inherent periodicity and anomalous characteristics of time series to embed into the semantic space to enhance the token embedding. This process enhances the interpretability of tokens for LLMs, thereby activating the potential of LLMs for temporal sequence analysis. Moreover, existing Transformer-based LLMs excel at capturing long-range dependencies but are weak at modeling short-term anomalies in time-series data. Hence, we propose a plugin module embedded within self-attention that models long-term and short-term dependencies to effectively adapt LLMs to time-series analysis. Our approach freezes the LLM and reduces the sequence dimensionality of tokens, greatly reducing computational consumption. Experiments demonstrate the superiority performance of our SE-LLM against the state-of-the-art (SOTA) methods.
* 14 pages,9 figures
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Aug 11, 2025
Abstract:Micro-expressions (MEs) are regarded as important indicators of an individual's intrinsic emotions, preferences, and tendencies. ME analysis requires spotting of ME intervals within long video sequences and recognition of their corresponding emotional categories. Previous deep learning approaches commonly employ sliding-window classification networks. However, the use of fixed window lengths and hard classification presents notable limitations in practice. Furthermore, these methods typically treat ME spotting and recognition as two separate tasks, overlooking the essential relationship between them. To address these challenges, this paper proposes two state space model-based architectures, namely ME-TST and ME-TST+, which utilize temporal state transition mechanisms to replace conventional window-level classification with video-level regression. This enables a more precise characterization of the temporal dynamics of MEs and supports the modeling of MEs with varying durations. In ME-TST+, we further introduce multi-granularity ROI modeling and the slowfast Mamba framework to alleviate information loss associated with treating ME analysis as a time-series task. Additionally, we propose a synergy strategy for spotting and recognition at both the feature and result levels, leveraging their intrinsic connection to enhance overall analysis performance. Extensive experiments demonstrate that the proposed methods achieve state-of-the-art performance. The codes are available at https://github.com/zizheng-guo/ME-TST.
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Aug 11, 2025
Abstract:With the increase in maritime traffic and the mandatory implementation of the Automatic Identification System (AIS), the importance and diversity of maritime traffic analysis tasks based on AIS data, such as vessel trajectory prediction, anomaly detection, and collision risk assessment, is rapidly growing. However, existing approaches tend to address these tasks individually, making it difficult to holistically consider complex maritime situations. To address this limitation, we propose a novel framework, AIS-LLM, which integrates time-series AIS data with a large language model (LLM). AIS-LLM consists of a Time-Series Encoder for processing AIS sequences, an LLM-based Prompt Encoder, a Cross-Modality Alignment Module for semantic alignment between time-series data and textual prompts, and an LLM-based Multi-Task Decoder. This architecture enables the simultaneous execution of three key tasks: trajectory prediction, anomaly detection, and risk assessment of vessel collisions within a single end-to-end system. Experimental results demonstrate that AIS-LLM outperforms existing methods across individual tasks, validating its effectiveness. Furthermore, by integratively analyzing task outputs to generate situation summaries and briefings, AIS-LLM presents the potential for more intelligent and efficient maritime traffic management.
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Aug 11, 2025
Abstract:Real-time monitoring of power consumption in cities and micro-grids through the Internet of Things (IoT) can help forecast future demand and optimize grid operations. But moving all consumer-level usage data to the cloud for predictions and analysis at fine time scales can expose activity patterns. Federated Learning~(FL) is a privacy-sensitive collaborative DNN training approach that retains data on edge devices, trains the models on private data locally, and aggregates the local models in the cloud. But key challenges exist: (i) clients can have non-independently identically distributed~(non-IID) data, and (ii) the learning should be computationally cheap while scaling to 1000s of (unseen) clients. In this paper, we develop and evaluate several optimizations to FL training across edge and cloud for time-series demand forecasting in micro-grids and city-scale utilities using DNNs to achieve a high prediction accuracy while minimizing the training cost. We showcase the benefit of using exponentially weighted loss while training and show that it further improves the prediction of the final model. Finally, we evaluate these strategies by validating over 1000s of clients for three states in the US from the OpenEIA corpus, and performing FL both in a pseudo-distributed setting and a Pi edge cluster. The results highlight the benefits of the proposed methods over baselines like ARIMA and DNNs trained for individual consumers, which are not scalable.
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Aug 06, 2025
Abstract:Motion sensor time-series are central to human activity recognition (HAR), with applications in health, sports, and smart devices. However, existing methods are trained for fixed activity sets and require costly retraining when new behaviours or sensor setups appear. Recent attempts to use large language models (LLMs) for HAR, typically by converting signals into text or images, suffer from limited accuracy and lack verifiable interpretability. We propose ZARA, the first agent-based framework for zero-shot, explainable HAR directly from raw motion time-series. ZARA integrates an automatically derived pair-wise feature knowledge base that captures discriminative statistics for every activity pair, a multi-sensor retrieval module that surfaces relevant evidence, and a hierarchical agent pipeline that guides the LLM to iteratively select features, draw on this evidence, and produce both activity predictions and natural-language explanations. ZARA enables flexible and interpretable HAR without any fine-tuning or task-specific classifiers. Extensive experiments on 8 HAR benchmarks show that ZARA achieves SOTA zero-shot performance, delivering clear reasoning while exceeding the strongest baselines by 2.53x in macro F1. Ablation studies further confirm the necessity of each module, marking ZARA as a promising step toward trustworthy, plug-and-play motion time-series analysis. Our codes are available at https://github.com/zechenli03/ZARA.
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Aug 07, 2025
Abstract:This study provides an in-depth analysis of time series forecasting methods to predict the time-dependent deformation trend (also known as creep) of salt rock under varying confining pressure conditions. Creep deformation assessment is essential for designing and operating underground storage facilities for nuclear waste, hydrogen energy, or radioactive materials. Salt rocks, known for their mechanical properties like low porosity, low permeability, high ductility, and exceptional creep and self-healing capacities, were examined using multi-stage triaxial (MSTL) creep data. After resampling, axial strain datasets were recorded at 5--10 second intervals under confining pressure levels ranging from 5 to 35 MPa over 5.8--21 days. Initial analyses, including Seasonal-Trend Decomposition (STL) and Granger causality tests, revealed minimal seasonality and causality between axial strain and temperature data. Further statistical tests, such as the Augmented Dickey-Fuller (ADF) test, confirmed the stationarity of the data with p-values less than 0.05, and wavelet coherence plot (WCP) analysis indicated repeating trends. A suite of deep neural network (DNN) models (Neural Basis Expansion Analysis for Time Series (N-BEATS), Temporal Convolutional Networks (TCN), Recurrent Neural Networks (RNN), and Transformers (TF)) was utilized and compared against statistical baseline models. Predictive performance was evaluated using Root Mean Square Error (RMSE), Mean Absolute Error (MAE), Mean Absolute Percentage Error (MAPE), and Symmetric Mean Absolute Percentage Error (SMAPE). Results demonstrated that N-BEATS and TCN models outperformed others across various stress levels, respectively. DNN models, particularly N-BEATS and TCN, showed a 15--20\% improvement in accuracy over traditional analytical models, effectively capturing complex temporal dependencies and patterns.
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Aug 10, 2025
Abstract:Reliable long-lead forecasting of the El Nino Southern Oscillation (ENSO) remains a long-standing challenge in climate science. The previously developed Multimodal ENSO Forecast (MEF) model uses 80 ensemble predictions by two independent deep learning modules: a 3D Convolutional Neural Network (3D-CNN) and a time-series module. In their approach, outputs of the two modules are combined using a weighting strategy wherein one is prioritized over the other as a function of global performance. Separate weighting or testing of individual ensemble members did not occur, however, which may have limited the model to optimize the use of high-performing but spread-out forecasts. In this study, we propose a better framework that employs graph-based analysis to directly model similarity between all 80 members of the ensemble. By constructing an undirected graph whose vertices are ensemble outputs and whose weights on edges measure similarity (via RMSE and correlation), we identify and cluster structurally similar and accurate predictions. From which we obtain an optimized subset of 20 members using community detection methods. The final prediction is then obtained by averaging this optimized subset. This method improves the forecast skill through noise removal and emphasis on ensemble coherence. Interestingly, our graph-based selection shows robust statistical characteristics among top performers, offering new ensemble behavior insights. In addition, we observe that while the GNN-based approach does not always outperform the baseline MEF under every scenario, it produces more stable and consistent outputs, particularly in compound long-lead situations. The approach is model-agnostic too, suggesting that it can be applied directly to other forecasting models with gargantuan ensemble outputs, such as statistical, physical, or hybrid models.
* 16 pages, 4 figures, 2 tables
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Aug 06, 2025
Abstract:Dataset-wise heterogeneity introduces significant domain biases that fundamentally degrade generalization on Time Series Foundation Models (TSFMs), yet this challenge remains underexplored. This paper rethink the development of TSFMs using the paradigm of federated learning. We propose a novel Federated Dataset Learning (FeDaL) approach to tackle heterogeneous time series by learning dataset-agnostic temporal representations. Specifically, the distributed architecture of federated learning is a nature solution to decompose heterogeneous TS datasets into shared generalized knowledge and preserved personalized knowledge. Moreover, based on the TSFM architecture, FeDaL explicitly mitigates both local and global biases by adding two complementary mechanisms: Domain Bias Elimination (DBE) and Global Bias Elimination (GBE). FeDaL`s cross-dataset generalization has been extensively evaluated in real-world datasets spanning eight tasks, including both representation learning and downstream time series analysis, against 54 baselines. We further analyze federated scaling behavior, showing how data volume, client count, and join rate affect model performance under decentralization.
* 28 pages, scaling FL to time series foundation models
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