Chain-of-thought Reviewing and Correction for Time Series Question Answering

With the advancement of large language models (LLMs), diverse time series analysis tasks are reformulated as time series question answering (TSQA) through a unified natural language interface. However, existing LLM-based approaches largely adopt general natural language processing techniques and are prone to reasoning errors when handling complex numerical sequences. Different from purely textual tasks, time series data are inherently verifiable, enabling consistency checking between reasoning steps and the original input. Motivated by this property, we propose T3LLM, which performs multi-step reasoning with an explicit correction mechanism for time series question answering. The T3LLM framework consists of three LLMs, namely, a worker, a reviewer, and a student, that are responsible for generation, review, and reasoning learning, respectively. Within this framework, the worker generates step-wise chains of thought (CoT) under structured prompts, while the reviewer inspects the reasoning, identifies erroneous steps, and provides corrective comments. The collaboratively generated corrected CoT are used to fine-tune the student model, internalizing multi-step reasoning and self-correction into its parameters. Experiments on multiple real-world TSQA benchmarks demonstrate that T3LLM achieves state-of-the-art performance over strong LLM-based baselines.

Efficient Deep Learning for Short-Term Solar Irradiance Time Series Forecasting: A Benchmark Study in Ho Chi Minh City

Reliable forecasting of Global Horizontal Irradiance (GHI) is essential for mitigating the variability of solar energy in power grids. This study presents a comprehensive benchmark of ten deep learning architectures for short-term (1-hour ahead) GHI time series forecasting in Ho Chi Minh City, leveraging high-resolution NSRDB satellite data (2011-2020) to compare established baselines (e.g. LSTM, TCN) against emerging state-of-the-art architectures, including Transformer, Informer, iTransformer, TSMixer, and Mamba. Experimental results identify the Transformer as the superior architecture, achieving the highest predictive accuracy with an R^2 of 0.9696. The study further utilizes SHAP analysis to contrast the temporal reasoning of these architectures, revealing that Transformers exhibit a strong "recency bias" focused on immediate atmospheric conditions, whereas Mamba explicitly leverages 24-hour periodic dependencies to inform predictions. Furthermore, we demonstrate that Knowledge Distillation can compress the high-performance Transformer by 23.5% while surprisingly reducing error (MAE: 23.78 W/m^2), offering a proven pathway for deploying sophisticated, low-latency forecasting on resource-constrained edge devices.

Deep Generative Models for Synthetic Financial Data: Applications to Portfolio and Risk Modeling

Synthetic financial data provides a practical solution to the privacy, accessibility, and reproducibility challenges that often constrain empirical research in quantitative finance. This paper investigates the use of deep generative models, specifically Time-series Generative Adversarial Networks (TimeGAN) and Variational Autoencoders (VAEs) to generate realistic synthetic financial return series for portfolio construction and risk modeling applications. Using historical daily returns from the S and P 500 as a benchmark, we generate synthetic datasets under comparable market conditions and evaluate them using statistical similarity metrics, temporal structure tests, and downstream financial tasks. The study shows that TimeGAN produces synthetic data with distributional shapes, volatility patterns, and autocorrelation behaviour that are close to those observed in real returns. When applied to mean--variance portfolio optimization, the resulting synthetic datasets lead to portfolio weights, Sharpe ratios, and risk levels that remain close to those obtained from real data. The VAE provides more stable training but tends to smooth extreme market movements, which affects risk estimation. Finally, the analysis supports the use of synthetic datasets as substitutes for real financial data in portfolio analysis and risk simulation, particularly when models are able to capture temporal dynamics. Synthetic data therefore provides a privacy-preserving, cost-effective, and reproducible tool for financial experimentation and model development.

Scalable Cloud-Native Architectures for Intelligent PMU Data Processing

Phasor Measurement Units (PMUs) generate high-frequency, time-synchronized data essential for real-time power grid monitoring, yet the growing scale of PMU deployments creates significant challenges in latency, scalability, and reliability. Conventional centralized processing architectures are increasingly unable to handle the volume and velocity of PMU data, particularly in modern grids with dynamic operating conditions. This paper presents a scalable cloud-native architecture for intelligent PMU data processing that integrates artificial intelligence with edge and cloud computing. The proposed framework employs distributed stream processing, containerized microservices, and elastic resource orchestration to enable low-latency ingestion, real-time anomaly detection, and advanced analytics. Machine learning models for time-series analysis are incorporated to enhance grid observability and predictive capabilities. Analytical models are developed to evaluate system latency, throughput, and reliability, showing that the architecture can achieve sub-second response times while scaling to large PMU deployments. Security and privacy mechanisms are embedded to support deployment in critical infrastructure environments. The proposed approach provides a robust and flexible foundation for next-generation smart grid analytics.

A Mechanistic Analysis of Transformers for Dynamical Systems

Transformers are increasingly adopted for modeling and forecasting time-series, yet their internal mechanisms remain poorly understood from a dynamical systems perspective. In contrast to classical autoregressive and state-space models, which benefit from well-established theoretical foundations, Transformer architectures are typically treated as black boxes. This gap becomes particularly relevant as attention-based models are considered for general-purpose or zero-shot forecasting across diverse dynamical regimes. In this work, we do not propose a new forecasting model, but instead investigate the representational capabilities and limitations of single-layer Transformers when applied to dynamical data. Building on a dynamical systems perspective we interpret causal self-attention as a linear, history-dependent recurrence and analyze how it processes temporal information. Through a series of linear and nonlinear case studies, we identify distinct operational regimes. For linear systems, we show that the convexity constraint imposed by softmax attention fundamentally restricts the class of dynamics that can be represented, leading to oversmoothing in oscillatory settings. For nonlinear systems under partial observability, attention instead acts as an adaptive delay-embedding mechanism, enabling effective state reconstruction when sufficient temporal context and latent dimensionality are available. These results help bridge empirical observations with classical dynamical systems theory, providing insight into when and why Transformers succeed or fail as models of dynamical systems.

DecoKAN: Interpretable Decomposition for Forecasting Cryptocurrency Market Dynamics

Accurate and interpretable forecasting of multivariate time series is crucial for understanding the complex dynamics of cryptocurrency markets in digital asset systems. Advanced deep learning methodologies, particularly Transformer-based and MLP-based architectures, have achieved competitive predictive performance in cryptocurrency forecasting tasks. However, cryptocurrency data is inherently composed of long-term socio-economic trends and local high-frequency speculative oscillations. Existing deep learning-based 'black-box' models fail to effectively decouple these composite dynamics or provide the interpretability needed for trustworthy financial decision-making. To overcome these limitations, we propose DecoKAN, an interpretable forecasting framework that integrates multi-level Discrete Wavelet Transform (DWT) for decoupling and hierarchical signal decomposition with Kolmogorov-Arnold Network (KAN) mixers for transparent and interpretable nonlinear modeling. The DWT component decomposes complex cryptocurrency time series into distinct frequency components, enabling frequency-specific analysis, while KAN mixers provide intrinsically interpretable spline-based mappings within each decomposed subseries. Furthermore, interpretability is enhanced through a symbolic analysis pipeline involving sparsification, pruning, and symbolization, which produces concise analytical expressions offering symbolic representations of the learned patterns. Extensive experiments demonstrate that DecoKAN achieves the lowest average Mean Squared Error on all tested real-world cryptocurrency datasets (BTC, ETH, XMR), consistently outperforming a comprehensive suite of competitive state-of-the-art baselines. These results validate DecoKAN's potential to bridge the gap between predictive accuracy and model transparency, advancing trustworthy decision support within complex cryptocurrency markets.

MotionTeller: Multi-modal Integration of Wearable Time-Series with LLMs for Health and Behavioral Understanding

As wearable sensing becomes increasingly pervasive, a key challenge remains: how can we generate natural language summaries from raw physiological signals such as actigraphy - minute-level movement data collected via accelerometers? In this work, we introduce MotionTeller, a generative framework that natively integrates minute-level wearable activity data with large language models (LLMs). MotionTeller combines a pretrained actigraphy encoder with a lightweight projection module that maps behavioral embeddings into the token space of a frozen decoder-only LLM, enabling free-text, autoregressive generation of daily behavioral summaries. We construct a novel dataset of 54383 (actigraphy, text) pairs derived from real-world NHANES recordings, and train the model using cross-entropy loss with supervision only on the language tokens. MotionTeller achieves high semantic fidelity (BERTScore-F1 = 0.924) and lexical accuracy (ROUGE-1 = 0.722), outperforming prompt-based baselines by 7 percent in ROUGE-1. The average training loss converges to 0.38 by epoch 15, indicating stable optimization. Qualitative analysis confirms that MotionTeller captures circadian structure and behavioral transitions, while PCA plots reveal enhanced cluster alignment in embedding space post-training. Together, these results position MotionTeller as a scalable, interpretable system for transforming wearable sensor data into fluent, human-centered descriptions, introducing new pathways for behavioral monitoring, clinical review, and personalized health interventions.

FusAD: Time-Frequency Fusion with Adaptive Denoising for General Time Series Analysis

Time series analysis plays a vital role in fields such as finance, healthcare, industry, and meteorology, underpinning key tasks including classification, forecasting, and anomaly detection. Although deep learning models have achieved remarkable progress in these areas in recent years, constructing an efficient, multi-task compatible, and generalizable unified framework for time series analysis remains a significant challenge. Existing approaches are often tailored to single tasks or specific data types, making it difficult to simultaneously handle multi-task modeling and effectively integrate information across diverse time series types. Moreover, real-world data are often affected by noise, complex frequency components, and multi-scale dynamic patterns, which further complicate robust feature extraction and analysis. To ameliorate these challenges, we propose FusAD, a unified analysis framework designed for diverse time series tasks. FusAD features an adaptive time-frequency fusion mechanism, integrating both Fourier and Wavelet transforms to efficiently capture global-local and multi-scale dynamic features. With an adaptive denoising mechanism, FusAD automatically senses and filters various types of noise, highlighting crucial sequence variations and enabling robust feature extraction in complex environments. In addition, the framework integrates a general information fusion and decoding structure, combined with masked pre-training, to promote efficient learning and transfer of multi-granularity representations. Extensive experiments demonstrate that FusAD consistently outperforms state-of-the-art models on mainstream time series benchmarks for classification, forecasting, and anomaly detection tasks, while maintaining high efficiency and scalability. Code is available at https://github.com/zhangda1018/FusAD.

The Procrustean Bed of Time Series: The Optimization Bias of Point-wise Loss

Optimizing time series models via point-wise loss functions (e.g., MSE) relying on a flawed point-wise independent and identically distributed (i.i.d.) assumption that disregards the causal temporal structure, an issue with growing awareness yet lacking formal theoretical grounding. Focusing on the core independence issue under covariance stationarity, this paper aims to provide a first-principles analysis of the Expectation of Optimization Bias (EOB), formalizing it information-theoretically as the discrepancy between the true joint distribution and its flawed i.i.d. counterpart. Our analysis reveals a fundamental paradigm paradox: the more deterministic and structured the time series, the more severe the bias by point-wise loss function. We derive the first closed-form quantification for the non-deterministic EOB across linear and non-linear systems, and prove EOB is an intrinsic data property, governed exclusively by sequence length and our proposed Structural Signal-to-Noise Ratio (SSNR). This theoretical diagnosis motivates our principled debiasing program that eliminates the bias through sequence length reduction and structural orthogonalization. We present a concrete solution that simultaneously achieves both principles via DFT or DWT. Furthermore, a novel harmonized $\ell_p$ norm framework is proposed to rectify gradient pathologies of high-variance series. Extensive experiments validate EOB Theory's generality and the superior performance of debiasing program.

Insight Miner: A Time Series Analysis Dataset for Cross-Domain Alignment with Natural Language

Time-series data is critical across many scientific and industrial domains, including environmental analysis, agriculture, transportation, and finance. However, mining insights from this data typically requires deep domain expertise, a process that is both time-consuming and labor-intensive. In this paper, we propose \textbf{Insight Miner}, a large-scale multimodal model (LMM) designed to generate high-quality, comprehensive time-series descriptions enriched with domain-specific knowledge. To facilitate this, we introduce \textbf{TS-Insights}\footnote{Available at \href{https://huggingface.co/datasets/zhykoties/time-series-language-alignment}{https://huggingface.co/datasets/zhykoties/time-series-language-alignment}.}, the first general-domain dataset for time series and language alignment. TS-Insights contains 100k time-series windows sampled from 20 forecasting datasets. We construct this dataset using a novel \textbf{agentic workflow}, where we use statistical tools to extract features from raw time series before synthesizing them into coherent trend descriptions with GPT-4. Following instruction tuning on TS-Insights, Insight Miner outperforms state-of-the-art multimodal models, such as LLaVA \citep{liu2023llava} and GPT-4, in generating time-series descriptions and insights. Our findings suggest a promising direction for leveraging LMMs in time series analysis, and serve as a foundational step toward enabling LLMs to interpret time series as a native input modality.