Minimal Time Series Transformer

Transformer is the state-of-the-art model for many natural language processing, computer vision, and audio analysis problems. Transformer effectively combines information from the past input and output samples in auto-regressive manner so that each sample becomes aware of all inputs and outputs. In sequence-to-sequence (Seq2Seq) modeling, the transformer processed samples become effective in predicting the next output. Time series forecasting is a Seq2Seq problem. The original architecture is defined for discrete input and output sequence tokens, but to adopt it for time series, the model must be adapted for continuous data. This work introduces minimal adaptations to make the original transformer architecture suitable for continuous value time series data.

TVNet: A Novel Time Series Analysis Method Based on Dynamic Convolution and 3D-Variation

With the recent development and advancement of Transformer and MLP architectures, significant strides have been made in time series analysis. Conversely, the performance of Convolutional Neural Networks (CNNs) in time series analysis has fallen short of expectations, diminishing their potential for future applications. Our research aims to enhance the representational capacity of Convolutional Neural Networks (CNNs) in time series analysis by introducing novel perspectives and design innovations. To be specific, We introduce a novel time series reshaping technique that considers the inter-patch, intra-patch, and cross-variable dimensions. Consequently, we propose TVNet, a dynamic convolutional network leveraging a 3D perspective to employ time series analysis. TVNet retains the computational efficiency of CNNs and achieves state-of-the-art results in five key time series analysis tasks, offering a superior balance of efficiency and performance over the state-of-the-art Transformer-based and MLP-based models. Additionally, our findings suggest that TVNet exhibits enhanced transferability and robustness. Therefore, it provides a new perspective for applying CNN in advanced time series analysis tasks.

Revisiting Backdoor Attacks on Time Series Classification in the Frequency Domain

Time series classification (TSC) is a cornerstone of modern web applications, powering tasks such as financial data analysis, network traffic monitoring, and user behavior analysis. In recent years, deep neural networks (DNNs) have greatly enhanced the performance of TSC models in these critical domains. However, DNNs are vulnerable to backdoor attacks, where attackers can covertly implant triggers into models to induce malicious outcomes. Existing backdoor attacks targeting DNN-based TSC models remain elementary. In particular, early methods borrow trigger designs from computer vision, which are ineffective for time series data. More recent approaches utilize generative models for trigger generation, but at the cost of significant computational complexity. In this work, we analyze the limitations of existing attacks and introduce an enhanced method, FreqBack. Drawing inspiration from the fact that DNN models inherently capture frequency domain features in time series data, we identify that improper perturbations in the frequency domain are the root cause of ineffective attacks. To address this, we propose to generate triggers both effectively and efficiently, guided by frequency analysis. FreqBack exhibits substantial performance across five models and eight datasets, achieving an impressive attack success rate of over 90%, while maintaining less than a 3% drop in model accuracy on clean data.

Graphint: Graph-based Time Series Clustering Visualisation Tool

With the exponential growth of time series data across diverse domains, there is a pressing need for effective analysis tools. Time series clustering is important for identifying patterns in these datasets. However, prevailing methods often encounter obstacles in maintaining data relationships and ensuring interpretability. We present Graphint, an innovative system based on the $k$-Graph methodology that addresses these challenges. Graphint integrates a robust time series clustering algorithm with an interactive tool for comparison and interpretation. More precisely, our system allows users to compare results against competing approaches, identify discriminative subsequences within specified datasets, and visualize the critical information utilized by $k$-Graph to generate outputs. Overall, Graphint offers a comprehensive solution for extracting actionable insights from complex temporal datasets.

A Time Series Multitask Framework Integrating a Large Language Model, Pre-Trained Time Series Model, and Knowledge Graph

Time series analysis is crucial in fields like finance, transportation, and industry. However, traditional models often focus solely on temporal features, limiting their ability to capture underlying information. This paper proposes a novel time series multitask framework, called LTM, which integrates temporal features with textual descriptions to enhance analytical and predictive capabilities. LTM combines pre-trained time series model, large language model (LLM), and knowledge graph to tackle time series tasks, including forecasting, imputation, and anomaly detection. LTM achieves improved performance with a few trainable parameters. It is very efficient and practical. LTM encodes time series data into patches and enriches user-provided prompts using knowledge graphs to generate enhanced prompts. A novel feature fusion method embeds prompts into each patch encoding, which is processed by a frozen LLM, followed by a feature enhancement module and a time decoder module. During fine-tuning stage, cosine similarity between prompts and temporal patches is integrated into the loss function to boost performance. Experiments on benchmark datasets show that LTM significantly outperforms existing methods. It provides a robust and versatile solution for time series tasks.

MFRS: A Multi-Frequency Reference Series Approach to Scalable and Accurate Time-Series Forecasting

Multivariate time-series forecasting holds immense value across diverse applications, requiring methods to effectively capture complex temporal and inter-variable dynamics. A key challenge lies in uncovering the intrinsic patterns that govern predictability, beyond conventional designs, focusing on network architectures to explore latent relationships or temporal dependencies. Inspired by signal decomposition, this paper posits that time series predictability is derived from periodic characteristics at different frequencies. Consequently, we propose a novel time series forecasting method based on multi-frequency reference series correlation analysis. Through spectral analysis on long-term training data, we identify dominant spectral components and their harmonics to design base-pattern reference series. Unlike signal decomposition, which represents the original series as a linear combination of basis signals, our method uses a transformer model to compute cross-attention between the original series and reference series, capturing essential features for forecasting. Experiments on major open and synthetic datasets show state-of-the-art performance. Furthermore, by focusing on attention with a small number of reference series rather than pairwise variable attention, our method ensures scalability and broad applicability. The source code is available at: https://github.com/yuliang555/MFRS

Enhancing Time Series Forecasting via Logic-Inspired Regularization

Time series forecasting (TSF) plays a crucial role in many applications. Transformer-based methods are one of the mainstream techniques for TSF. Existing methods treat all token dependencies equally. However, we find that the effectiveness of token dependencies varies across different forecasting scenarios, and existing methods ignore these differences, which affects their performance. This raises two issues: (1) What are effective token dependencies? (2) How can we learn effective dependencies? From a logical perspective, we align Transformer-based TSF methods with the logical framework and define effective token dependencies as those that ensure the tokens as atomic formulas (Issue 1). We then align the learning process of Transformer methods with the process of obtaining atomic formulas in logic, which inspires us to design a method for learning these effective dependencies (Issue 2). Specifically, we propose Attention Logic Regularization (Attn-L-Reg), a plug-and-play method that guides the model to use fewer but more effective dependencies by making the attention map sparse, thereby ensuring the tokens as atomic formulas and improving prediction performance. Extensive experiments and theoretical analysis confirm the effectiveness of Attn-L-Reg.

Data Foundations for Large Scale Multimodal Clinical Foundation Models

Recent advances in clinical AI have enabled remarkable progress across many clinical domains. However, existing benchmarks and models are primarily limited to a small set of modalities and tasks, which hinders the development of large-scale multimodal methods that can make holistic assessments of patient health and well-being. To bridge this gap, we introduce Clinical Large-Scale Integrative Multimodal Benchmark (CLIMB), a comprehensive clinical benchmark unifying diverse clinical data across imaging, language, temporal, and graph modalities. CLIMB comprises 4.51 million patient samples totaling 19.01 terabytes distributed across 2D imaging, 3D video, time series, graphs, and multimodal data. Through extensive empirical evaluation, we demonstrate that multitask pretraining significantly improves performance on understudied domains, achieving up to 29% improvement in ultrasound and 23% in ECG analysis over single-task learning. Pretraining on CLIMB also effectively improves models' generalization capability to new tasks, and strong unimodal encoder performance translates well to multimodal performance when paired with task-appropriate fusion strategies. Our findings provide a foundation for new architecture designs and pretraining strategies to advance clinical AI research. Code is released at https://github.com/DDVD233/climb.

GEM: Empowering MLLM for Grounded ECG Understanding with Time Series and Images

While recent multimodal large language models (MLLMs) have advanced automated ECG interpretation, they still face two key limitations: (1) insufficient multimodal synergy between time series signals and visual ECG representations, and (2) limited explainability in linking diagnoses to granular waveform evidence. We introduce GEM, the first MLLM unifying ECG time series, 12-lead ECG images and text for grounded and clinician-aligned ECG interpretation. GEM enables feature-grounded analysis, evidence-driven reasoning, and a clinician-like diagnostic process through three core innovations: a dual-encoder framework extracting complementary time series and image features, cross-modal alignment for effective multimodal understanding, and knowledge-guided instruction generation for generating high-granularity grounding data (ECG-Grounding) linking diagnoses to measurable parameters ($e.g.$, QRS/PR Intervals). Additionally, we propose the Grounded ECG Understanding task, a clinically motivated benchmark designed to comprehensively assess the MLLM's capability in grounded ECG understanding. Experimental results on both existing and our proposed benchmarks show GEM significantly improves predictive performance (CSN $7.4\% \uparrow$), explainability ($22.7\% \uparrow$), and grounding ($24.8\% \uparrow$), making it more suitable for real-world clinical applications. GitHub repository: https://github.com/lanxiang1017/GEM.git

MPTSNet: Integrating Multiscale Periodic Local Patterns and Global Dependencies for Multivariate Time Series Classification

Multivariate Time Series Classification (MTSC) is crucial in extensive practical applications, such as environmental monitoring, medical EEG analysis, and action recognition. Real-world time series datasets typically exhibit complex dynamics. To capture this complexity, RNN-based, CNN-based, Transformer-based, and hybrid models have been proposed. Unfortunately, current deep learning-based methods often neglect the simultaneous construction of local features and global dependencies at different time scales, lacking sufficient feature extraction capabilities to achieve satisfactory classification accuracy. To address these challenges, we propose a novel Multiscale Periodic Time Series Network (MPTSNet), which integrates multiscale local patterns and global correlations to fully exploit the inherent information in time series. Recognizing the multi-periodicity and complex variable correlations in time series, we use the Fourier transform to extract primary periods, enabling us to decompose data into multiscale periodic segments. Leveraging the inherent strengths of CNN and attention mechanism, we introduce the PeriodicBlock, which adaptively captures local patterns and global dependencies while offering enhanced interpretability through attention integration across different periodic scales. The experiments on UEA benchmark datasets demonstrate that the proposed MPTSNet outperforms 21 existing advanced baselines in the MTSC tasks.