A Semi-Supervised Pipeline for Generalized Behavior Discovery from Animal-Borne Motion Time Series

Learning behavioral taxonomies from animal-borne sensors is challenging because labels are scarce, classes are highly imbalanced, and behaviors may be absent from the annotated set. We study generalized behavior discovery in short multivariate motion snippets from gulls, where each sample is a sequence with 3-axis IMU acceleration (20 Hz) and GPS speed, spanning nine expert-annotated behavior categories. We propose a semi-supervised discovery pipeline that (i) learns an embedding function from the labeled subset, (ii) performs label-guided clustering over embeddings of both labeled and unlabeled samples to form candidate behavior groups, and (iii) decides whether a discovered group is truly novel using a containment score. Our key contribution is a KDE + HDR (highest-density region) containment score that measures how much a discovered cluster distribution is contained within, or contains, each known-class distribution; the best-match containment score serves as an interpretable novelty statistic. In experiments where an entire behavior is withheld from supervision and appears only in the unlabeled pool, the method recovers a distinct cluster and the containment score flags novelty via low overlap, while a negative-control setting with no novel behavior yields consistently higher overlaps. These results suggest that HDR-based containment provides a practical, quantitative test for generalized class discovery in ecological motion time series under limited annotation and severe class imbalance.

MarketGANs: Multivariate financial time-series data augmentation using generative adversarial networks

This paper introduces MarketGAN, a factor-based generative framework for high-dimensional asset return generation under severe data scarcity. We embed an explicit asset-pricing factor structure as an economic inductive bias and generate returns as a single joint vector, thereby preserving cross-sectional dependence and tail co-movement alongside inter-temporal dynamics. MarketGAN employs generative adversarial learning with a temporal convolutional network (TCN) backbone, which models stochastic, time-varying factor loadings and volatilities and captures long-range temporal dependence. Using daily returns of large U.S. equities, we find that MarketGAN more closely matches empirical stylized facts of asset returns, including heavy-tailed marginal distributions, volatility clustering, leverage effects, and, most notably, high-dimensional cross-sectional correlation structures and tail co-movement across assets, than conventional factor-model-based bootstrap approaches. In portfolio applications, covariance estimates derived from MarketGAN-generated samples outperform those derived from other methods when factor information is at least weakly informative, demonstrating tangible economic value.

Lattice: A Confidence-Gated Hybrid System for Uncertainty-Aware Sequential Prediction with Behavioral Archetypes

We introduce Lattice, a hybrid sequential prediction system that conditionally activates learned behavioral structure using binary confidence gating. The system clusters behavior windows into behavioral archetypes and uses binary confidence gating to activate archetype-based scoring only when confidence exceeds a threshold, falling back to baseline predictions when uncertain. We validate Lattice on recommendation systems (MovieLens), scientific time-series (LIGO), and financial markets, using LSTM and transformer backbones. On MovieLens with LSTM, Lattice achieves +31.9% improvement over LSTM baseline in HR@10 (p < 3.29 x 10^-25, 30 seeds), outperforming transformer baselines by 109.4% over SASRec and 218.6% over BERT4Rec. On LIGO and financial data, the system correctly refuses archetype activation when distribution shift occurs - a successful outcome demonstrating confidence gating prevents false activation. On transformer backbones, Lattice provides 0.0% improvement (neutral, no degradation), gracefully deferring when structure is already present. This bidirectional validation - activating when patterns apply, refusing when they don't, and deferring when redundant - supports confidence gating as a promising architectural principle for managing epistemic uncertainty in safety-critical applications.

TFEC: Multivariate Time-Series Clustering via Temporal-Frequency Enhanced Contrastive Learning

Multivariate Time-Series (MTS) clustering is crucial for signal processing and data analysis. Although deep learning approaches, particularly those leveraging Contrastive Learning (CL), are prominent for MTS representation, existing CL-based models face two key limitations: 1) neglecting clustering information during positive/negative sample pair construction, and 2) introducing unreasonable inductive biases, e.g., destroying time dependence and periodicity through augmentation strategies, compromising representation quality. This paper, therefore, proposes a Temporal-Frequency Enhanced Contrastive (TFEC) learning framework. To preserve temporal structure while generating low-distortion representations, a temporal-frequency Co-EnHancement (CoEH) mechanism is introduced. Accordingly, a synergistic dual-path representation and cluster distribution learning framework is designed to jointly optimize cluster structure and representation fidelity. Experiments on six real-world benchmark datasets demonstrate TFEC's superiority, achieving 4.48% average NMI gains over SOTA methods, with ablation studies validating the design. The code of the paper is available at: https://github.com/yueliangy/TFEC.

Beyond Visual Realism: Toward Reliable Financial Time Series Generation

Generative models for financial time series often create data that look realistic and even reproduce stylized facts such as fat tails or volatility clustering. However, these apparent successes break down under trading backtests: models like GANs or WGAN-GP frequently collapse, yielding extreme and unrealistic results that make the synthetic data unusable in practice. We identify the root cause in the neglect of financial asymmetry and rare tail events, which strongly affect market risk but are often overlooked by objectives focusing on distribution matching. To address this, we introduce the Stylized Facts Alignment GAN (SFAG), which converts key stylized facts into differentiable structural constraints and jointly optimizes them with adversarial loss. This multi-constraint design ensures that generated series remain aligned with market dynamics not only in plots but also in backtesting. Experiments on the Shanghai Composite Index (2004--2024) show that while baseline GANs produce unstable and implausible trading outcomes, SFAG generates synthetic data that preserve stylized facts and support robust momentum strategy performance. Our results highlight that structure-preserving objectives are essential to bridge the gap between superficial realism and practical usability in financial generative modeling.

Split-and-Conquer: Distributed Factor Modeling for High-Dimensional Matrix-Variate Time Series

In this paper, we propose a distributed framework for reducing the dimensionality of high-dimensional, large-scale, heterogeneous matrix-variate time series data using a factor model. The data are first partitioned column-wise (or row-wise) and allocated to node servers, where each node estimates the row (or column) loading matrix via two-dimensional tensor PCA. These local estimates are then transmitted to a central server and aggregated, followed by a final PCA step to obtain the global row (or column) loading matrix estimator. Given the estimated loading matrices, the corresponding factor matrices are subsequently computed. Unlike existing distributed approaches, our framework preserves the latent matrix structure, thereby improving computational efficiency and enhancing information utilization. We also discuss row- and column-wise clustering procedures for settings in which the group memberships are unknown. Furthermore, we extend the analysis to unit-root nonstationary matrix-variate time series. Asymptotic properties of the proposed method are derived for the diverging dimension of the data in each computing unit and the sample size $T$. Simulation results assess the computational efficiency and estimation accuracy of the proposed framework, and real data applications further validate its predictive performance.

HALO: Semantic-Aware Distributed LLM Inference in Lossy Edge Network

The deployment of large language models' (LLMs) inference at the edge can facilitate prompt service responsiveness while protecting user privacy. However, it is critically challenged by the resource constraints of a single edge node. Distributed inference has emerged to aggregate and leverage computational resources across multiple devices. Yet, existing methods typically require strict synchronization, which is often infeasible due to the unreliable network conditions. In this paper, we propose HALO, a novel framework that can boost the distributed LLM inference in lossy edge network. The core idea is to enable a relaxed yet effective synchronization by strategically allocating less critical neuron groups to unstable devices, thus avoiding the excessive waiting time incurred by delayed packets. HALO introduces three key mechanisms: (1) a semantic-aware predictor to assess the significance of neuron groups prior to activation. (2) a parallel execution scheme of neuron group loading during the model inference. (3) a load-balancing scheduler that efficiently orchestrates multiple devices with heterogeneous resources. Experimental results from a Raspberry Pi cluster demonstrate that HALO achieves a 3.41x end-to-end speedup for LLaMA-series LLMs under unreliable network conditions. It maintains performance comparable to optimal conditions and significantly outperforms the state-of-the-art in various scenarios.

DuTrack: Long-Term Indoor Human Tracking with Dual-Channel Sensing and Inference

Wi-Fi tracking technology demonstrates promising potential for future smart home and intelligent family care. Currently, accurate Wi-Fi tracking methods rely primarily on fine-grained velocity features. However, such velocity-based approaches suffer from the problem of accumulative errors, making it challenging to stably track users' trajectories over a long period of time. This paper presents DuTrack, a fusion-based tracking system for stable human tracking. The fundamental idea is to leverage the ubiquitous acoustic signals in households to rectify the accumulative Wi-Fi tracking error. Theoretically, Wi-Fi sensing in line-of-sight (LoS) and non-line-of-sight (NLoS) scenarios can be modeled as elliptical Fresnel zones and hyperbolic zones, respectively. By designing acoustic sensing signals, we are able to model the acoustic sensing zones as a series of hyperbolic clusters. We reveal how to fuse the fields of electromagnetic waves and mechanical waves, and establish the optimization equation. Next, we design a data-driven architecture to solve the aforementioned optimization equation. Experimental results show that the proposed multimodal tracking scheme exhibits superior performance. We achieve a 89.37% reduction in median tracking error compared to model-based methods and a 65.02% reduction compared to data-driven methods.

Deletion Considered Harmful

In a world of information overload, understanding how we can most effectively manage information is crucial to success. We set out to understand how people view deletion, the removal of material no longer needed: does it help by reducing clutter and improving the signal to noise ratio, or does the effort required to decide to delete something make it not worthwhile? How does deletion relate to other strategies like filing; do people who spend extensive time in filing also prune their materials too? We studied the behaviour of 51 knowledge workers though a series of questionnaires and interviews to evaluate a range of tactics they used aimed at organizing, filing, and retrieving digital resources. Our study reveals that deletion is consistently under-adopted compared to other tactics such as Filing, Coverage, Ontology, and Timeliness. Moreover, the empirical data indicate that deletion is actually detrimental to retrieval success and satisfaction. In this paper, we examine the practice of deletion, review the related literature, and present detailed statistical results and clustering outcomes that underscore its adverse effects.

Synthetic Financial Data Generation for Enhanced Financial Modelling

Data scarcity and confidentiality in finance often impede model development and robust testing. This paper presents a unified multi-criteria evaluation framework for synthetic financial data and applies it to three representative generative paradigms: the statistical ARIMA-GARCH baseline, Variational Autoencoders (VAEs), and Time-series Generative Adversarial Networks (TimeGAN). Using historical S and P 500 daily data, we evaluate fidelity (Maximum Mean Discrepancy, MMD), temporal structure (autocorrelation and volatility clustering), and practical utility in downstream tasks, specifically mean-variance portfolio optimization and volatility forecasting. Empirical results indicate that ARIMA-GARCH captures linear trends and conditional volatility but fails to reproduce nonlinear dynamics; VAEs produce smooth trajectories that underestimate extreme events; and TimeGAN achieves the best trade-off between realism and temporal coherence (e.g., TimeGAN attained the lowest MMD: 1.84e-3, average over 5 seeds). Finally, we articulate practical guidelines for selecting generative models according to application needs and computational constraints. Our unified evaluation protocol and reproducible codebase aim to standardize benchmarking in synthetic financial data research.