A Survey of Retentive Network

Retentive Network (RetNet) represents a significant advancement in neural network architecture, offering an efficient alternative to the Transformer. While Transformers rely on self-attention to model dependencies, they suffer from high memory costs and limited scalability when handling long sequences due to their quadratic complexity. To mitigate these limitations, RetNet introduces a retention mechanism that unifies the inductive bias of recurrence with the global dependency modeling of attention. This mechanism enables linear-time inference, facilitates efficient modeling of extended contexts, and remains compatible with fully parallelizable training pipelines. RetNet has garnered significant research interest due to its consistently demonstrated cross-domain effectiveness, achieving robust performance across machine learning paradigms including natural language processing, speech recognition, and time-series analysis. However, a comprehensive review of RetNet is still missing from the current literature. This paper aims to fill that gap by offering the first detailed survey of the RetNet architecture, its key innovations, and its diverse applications. We also explore the main challenges associated with RetNet and propose future research directions to support its continued advancement in both academic research and practical deployment.

TIMING: Temporality-Aware Integrated Gradients for Time Series Explanation

Recent explainable artificial intelligence (XAI) methods for time series primarily estimate point-wise attribution magnitudes, while overlooking the directional impact on predictions, leading to suboptimal identification of significant points. Our analysis shows that conventional Integrated Gradients (IG) effectively capture critical points with both positive and negative impacts on predictions. However, current evaluation metrics fail to assess this capability, as they inadvertently cancel out opposing feature contributions. To address this limitation, we propose novel evaluation metrics-Cumulative Prediction Difference (CPD) and Cumulative Prediction Preservation (CPP)-to systematically assess whether attribution methods accurately identify significant positive and negative points in time series XAI. Under these metrics, conventional IG outperforms recent counterparts. However, directly applying IG to time series data may lead to suboptimal outcomes, as generated paths ignore temporal relationships and introduce out-of-distribution samples. To overcome these challenges, we introduce TIMING, which enhances IG by incorporating temporal awareness while maintaining its theoretical properties. Extensive experiments on synthetic and real-world time series benchmarks demonstrate that TIMING outperforms existing time series XAI baselines. Our code is available at https://github.com/drumpt/TIMING.

Event Classification of Accelerometer Data for Industrial Package Monitoring with Embedded Deep Learning

Package monitoring is an important topic in industrial applications, with significant implications for operational efficiency and ecological sustainability. In this study, we propose an approach that employs an embedded system, placed on reusable packages, to detect their state (on a Forklift, in a Truck, or in an undetermined location). We aim to design a system with a lifespan of several years, corresponding to the lifespan of reusable packages. Our analysis demonstrates that maximizing device lifespan requires minimizing wake time. We propose a pipeline that includes data processing, training, and evaluation of the deep learning model designed for imbalanced, multiclass time series data collected from an embedded sensor. The method uses a one-dimensional Convolutional Neural Network architecture to classify accelerometer data from the IoT device. Before training, two data augmentation techniques are tested to solve the imbalance problem of the dataset: the Synthetic Minority Oversampling TEchnique and the ADAptive SYNthetic sampling approach. After training, compression techniques are implemented to have a small model size. On the considered twoclass problem, the methodology yields a precision of 94.54% for the first class and 95.83% for the second class, while compression techniques reduce the model size by a factor of four. The trained model is deployed on the IoT device, where it operates with a power consumption of 316 mW during inference.

A Kernel-Based Approach for Accurate Steady-State Detection in Performance Time Series

This paper addresses the challenge of accurately detecting the transition from the warmup phase to the steady state in performance metric time series, which is a critical step for effective benchmarking. The goal is to introduce a method that avoids premature or delayed detection, which can lead to inaccurate or inefficient performance analysis. The proposed approach adapts techniques from the chemical reactors domain, detecting steady states online through the combination of kernel-based step detection and statistical methods. By using a window-based approach, it provides detailed information and improves the accuracy of identifying phase transitions, even in noisy or irregular time series. Results show that the new approach reduces total error by 14.5% compared to the state-of-the-art method. It offers more reliable detection of the steady-state onset, delivering greater precision for benchmarking tasks. For users, the new approach enhances the accuracy and stability of performance benchmarking, efficiently handling diverse time series data. Its robustness and adaptability make it a valuable tool for real-world performance evaluation, ensuring consistent and reproducible results.

Online Conformal Model Selection for Nonstationary Time Series

This paper introduces the MPS (Model Prediction Set), a novel framework for online model selection for nonstationary time series. Classical model selection methods, such as information criteria and cross-validation, rely heavily on the stationarity assumption and often fail in dynamic environments which undergo gradual or abrupt changes over time. Yet real-world data are rarely stationary, and model selection under nonstationarity remains a largely open problem. To tackle this challenge, we combine conformal inference with model confidence sets to develop a procedure that adaptively selects models best suited to the evolving dynamics at any given time. Concretely, the MPS updates in real time a confidence set of candidate models that covers the best model for the next time period with a specified long-run probability, while adapting to nonstationarity of unknown forms. Through simulations and real-world data analysis, we demonstrate that MPS reliably and efficiently identifies optimal models under nonstationarity, an essential capability lacking in offline methods. Moreover, MPS frequently produces high-quality sets with small cardinality, whose evolution offers deeper insights into changing dynamics. As a generic framework, MPS accommodates any data-generating process, data structure, model class, training method, and evaluation metric, making it broadly applicable across diverse problem settings.

From Images to Signals: Are Large Vision Models Useful for Time Series Analysis?

Transformer-based models have gained increasing attention in time series research, driving interest in Large Language Models (LLMs) and foundation models for time series analysis. As the field moves toward multi-modality, Large Vision Models (LVMs) are emerging as a promising direction. In the past, the effectiveness of Transformer and LLMs in time series has been debated. When it comes to LVMs, a similar question arises: are LVMs truely useful for time series analysis? To address it, we design and conduct the first principled study involving 4 LVMs, 8 imaging methods, 18 datasets and 26 baselines across both high-level (classification) and low-level (forecasting) tasks, with extensive ablation analysis. Our findings indicate LVMs are indeed useful for time series classification but face challenges in forecasting. Although effective, the contemporary best LVM forecasters are limited to specific types of LVMs and imaging methods, exhibit a bias toward forecasting periods, and have limited ability to utilize long look-back windows. We hope our findings could serve as a cornerstone for future research on LVM- and multimodal-based solutions to different time series tasks.

Exposing the Impact of GenAI for Cybercrime: An Investigation into the Dark Side

In recent years, the rapid advancement and democratization of generative AI models have sparked significant debate over safety, ethical risks, and dual-use concerns, particularly in the context of cybersecurity. While anecdotally known, this paper provides empirical evidence regarding generative AI's association with malicious internet-related activities and cybercrime by examining the phenomenon through psychological frameworks of technological amplification and affordance theory. Using a quasi-experimental design with interrupted time series analysis, we analyze two datasets, one general and one cryptocurrency-focused, to empirically assess generative AI's role in cybercrime. The findings contribute to ongoing discussions about AI governance by balancing control and fostering innovation, underscoring the need for strategies to guide policymakers, inform AI developers and cybersecurity professionals, and educate the public to maximize AI's benefits while mitigating its risks.

TimePoint: Accelerated Time Series Alignment via Self-Supervised Keypoint and Descriptor Learning

Fast and scalable alignment of time series is a fundamental challenge in many domains. The standard solution, Dynamic Time Warping (DTW), struggles with poor scalability and sensitivity to noise. We introduce TimePoint, a self-supervised method that dramatically accelerates DTW-based alignment while typically improving alignment accuracy by learning keypoints and descriptors from synthetic data. Inspired by 2D keypoint detection but carefully adapted to the unique challenges of 1D signals, TimePoint leverages efficient 1D diffeomorphisms, which effectively model nonlinear time warping, to generate realistic training data. This approach, along with fully convolutional and wavelet convolutional architectures, enables the extraction of informative keypoints and descriptors. Applying DTW to these sparse representations yield major speedups and typically higher alignment accuracy than standard DTW applied to the full signals. TimePoint demonstrates strong generalization to real-world time series when trained solely on synthetic data, and further improves with fine-tuning on real data. Extensive experiments demonstrate that TimePoint consistently achieves faster and more accurate alignments than standard DTW, making it a scalable solution for time-series analysis. Our code is available at https://github.com/BGU-CS-VIL/TimePoint

VISTA: Vision-Language Inference for Training-Free Stock Time-Series Analysis

Stock price prediction remains a complex and high-stakes task in financial analysis, traditionally addressed using statistical models or, more recently, language models. In this work, we introduce VISTA (Vision-Language Inference for Stock Time-series Analysis), a novel, training-free framework that leverages Vision-Language Models (VLMs) for multi-modal stock forecasting. VISTA prompts a VLM with both textual representations of historical stock prices and their corresponding line charts to predict future price values. By combining numerical and visual modalities in a zero-shot setting and using carefully designed chain-of-thought prompts, VISTA captures complementary patterns that unimodal approaches often miss. We benchmark VISTA against standard baselines, including ARIMA and text-only LLM-based prompting methods. Experimental results show that VISTA outperforms these baselines by up to 89.83%, demonstrating the effectiveness of multi-modal inference for stock time-series analysis and highlighting the potential of VLMs in financial forecasting tasks without requiring task-specific training.

Time Series Generation Under Data Scarcity: A Unified Generative Modeling Approach

Generative modeling of time series is a central challenge in time series analysis, particularly under data-scarce conditions. Despite recent advances in generative modeling, a comprehensive understanding of how state-of-the-art generative models perform under limited supervision remains lacking. In this work, we conduct the first large-scale study evaluating leading generative models in data-scarce settings, revealing a substantial performance gap between full-data and data-scarce regimes. To close this gap, we propose a unified diffusion-based generative framework that can synthesize high-fidelity time series across diverse domains using just a few examples. Our model is pre-trained on a large, heterogeneous collection of time series datasets, enabling it to learn generalizable temporal representations. It further incorporates architectural innovations such as dynamic convolutional layers for flexible channel adaptation and dataset token conditioning for domain-aware generation. Without requiring abundant supervision, our unified model achieves state-of-the-art performance in few-shot settings-outperforming domain-specific baselines across a wide range of subset sizes. Remarkably, it also surpasses all baselines even when tested on full datasets benchmarks, highlighting the strength of pre-training and cross-domain generalization. We hope this work encourages the community to revisit few-shot generative modeling as a key problem in time series research and pursue unified solutions that scale efficiently across domains. Code is available at https://github.com/azencot-group/ImagenFew.