Effective Dataset Distillation for Spatio-Temporal Forecasting with Bi-dimensional Compression

Spatio-temporal time series are widely used in real-world applications, including traffic prediction and weather forecasting. They are sequences of observations over extensive periods and multiple locations, naturally represented as multidimensional data. Forecasting is a central task in spatio-temporal analysis, and numerous deep learning methods have been developed to address it. However, as dataset sizes and model complexities continue to grow in practice, training deep learning models has become increasingly time- and resource-intensive. A promising solution to this challenge is dataset distillation, which synthesizes compact datasets that can effectively replace the original data for model training. Although successful in various domains, including time series analysis, existing dataset distillation methods compress only one dimension, making them less suitable for spatio-temporal datasets, where both spatial and temporal dimensions jointly contribute to the large data volume. To address this limitation, we propose STemDist, the first dataset distillation method specialized for spatio-temporal time series forecasting. A key idea of our solution is to compress both temporal and spatial dimensions in a balanced manner, reducing training time and memory. We further reduce the distillation cost by performing distillation at the cluster level rather than the individual location level, and we complement this coarse-grained approach with a subset-based granular distillation technique that enhances forecasting performance. On five real-world datasets, we show empirically that, compared to both general and time-series dataset distillation methods, datasets distilled by our STemDist method enable model training (1) faster (up to 6X) (2) more memory-efficient (up to 8X), and (3) more effective (with up to 12% lower prediction error).

FreqCycle: A Multi-Scale Time-Frequency Analysis Method for Time Series Forecasting

Mining time-frequency features is critical for time series forecasting. Existing research has predominantly focused on modeling low-frequency patterns, where most time series energy is concentrated. The overlooking of mid to high frequency continues to limit further performance gains in deep learning models. We propose FreqCycle, a novel framework integrating: (i) a Filter-Enhanced Cycle Forecasting (FECF) module to extract low-frequency features by explicitly learning shared periodic patterns in the time domain, and (ii) a Segmented Frequency-domain Pattern Learning (SFPL) module to enhance mid to high frequency energy proportion via learnable filters and adaptive weighting. Furthermore, time series data often exhibit coupled multi-periodicity, such as intertwined weekly and daily cycles. To address coupled multi-periodicity as well as long lookback window challenges, we extend FreqCycle hierarchically into MFreqCycle, which decouples nested periodic features through cross-scale interactions. Extensive experiments on seven diverse domain benchmarks demonstrate that FreqCycle achieves state-of-the-art accuracy while maintaining faster inference speeds, striking an optimal balance between performance and efficiency.

Evaluating Interactive 2D Visualization as a Sample Selection Strategy for Biomedical Time-Series Data Annotation

Reliable machine-learning models in biomedical settings depend on accurate labels, yet annotating biomedical time-series data remains challenging. Algorithmic sample selection may support annotation, but evidence from studies involving real human annotators is scarce. Consequently, we compare three sample selection methods for annotation: random sampling (RND), farthest-first traversal (FAFT), and a graphical user interface-based method enabling exploration of complementary 2D visualizations (2DVs) of high-dimensional data. We evaluated the methods across four classification tasks in infant motility assessment (IMA) and speech emotion recognition (SER). Twelve annotators, categorized as experts or non-experts, performed data annotation under a limited annotation budget, and post-annotation experiments were conducted to evaluate the sampling methods. Across all classification tasks, 2DV performed best when aggregating labels across annotators. In IMA, 2DV most effectively captured rare classes, but also exhibited greater annotator-to-annotator label distribution variability resulting from the limited annotation budget, decreasing classification performance when models were trained on individual annotators' labels; in these cases, FAFT excelled. For SER, 2DV outperformed the other methods among expert annotators and matched their performance for non-experts in the individual-annotator setting. A failure risk analysis revealed that RND was the safest choice when annotator count or annotator expertise was uncertain, whereas 2DV had the highest risk due to its greater label distribution variability. Furthermore, post-experiment interviews indicated that 2DV made the annotation task more interesting and enjoyable. Overall, 2DV-based sampling appears promising for biomedical time-series data annotation, particularly when the annotation budget is not highly constrained.

Differentiable Power-Flow Optimization

With the rise of renewable energy sources and their high variability in generation, the management of power grids becomes increasingly complex and computationally demanding. Conventional AC-power-flow simulations, which use the Newton-Raphson (NR) method, suffer from poor scalability, making them impractical for emerging use cases such as joint transmission-distribution modeling and global grid analysis. At the same time, purely data-driven surrogate models lack physical guarantees and may violate fundamental constraints. In this work, we propose Differentiable Power-Flow (DPF), a reformulation of the AC power-flow problem as a differentiable simulation. DPF enables end-to-end gradient propagation from the physical power mismatches to the underlying simulation parameters, thereby allowing these parameters to be identified efficiently using gradient-based optimization. We demonstrate that DPF provides a scalable alternative to NR by leveraging GPU acceleration, sparse tensor representations, and batching capabilities available in modern machine-learning frameworks such as PyTorch. DPF is especially suited as a tool for time-series analyses due to its efficient reuse of previous solutions, for N-1 contingency-analyses due to its ability to process cases in batches, and as a screening tool by leveraging its speed and early stopping capability. The code is available in the authors' code repository.

Sense4HRI: A ROS 2 HRI Framework for Physiological Sensor Integration and Synchronized Logging

Physiological signals are increasingly relevant to estimate the mental states of users in human-robot interaction (HRI), yet ROS 2-based HRI frameworks still lack reusable support to integrate such data streams in a standardized way. Therefore, we propose Sense4HRI, an adapted framework for human-robot interaction in ROS 2 that integrates physiological measurements and derived user-state indicators. The framework is designed to be extensible, allowing the integration of additional physiological sensors, their interpretation, and multimodal fusion to provide a robust assessment of the mental states of users. In addition, it introduces reusable interfaces for timestamped physiological time-series data and supports synchronized logging of physiological signals together with experiment context, enabling interoperable and traceable multimodal analysis within ROS 2-based HRI systems.

Deep Autocorrelation Modeling for Time-Series Forecasting: Progress and Prospects

Autocorrelation is a defining characteristic of time-series data, where each observation is statistically dependent on its predecessors. In the context of deep time-series forecasting, autocorrelation arises in both the input history and the label sequences, presenting two central research challenges: (1) designing neural architectures that model autocorrelation in history sequences, and (2) devising learning objectives that model autocorrelation in label sequences. Recent studies have made strides in tackling these challenges, but a systematic survey examining both aspects remains lacking. To bridge this gap, this paper provides a comprehensive review of deep time-series forecasting from the perspective of autocorrelation modeling. In contrast to existing surveys, this work makes two distinctive contributions. First, it proposes a novel taxonomy that encompasses recent literature on both model architectures and learning objectives -- whereas prior surveys neglect or inadequately discuss the latter aspect. Second, it offers a thorough analysis of the motivations, insights, and progression of the surveyed literature from a unified, autocorrelation-centric perspective, providing a holistic overview of the evolution of deep time-series forecasting. The full list of papers and resources is available at https://github.com/Master-PLC/Awesome-TSF-Papers.

KairosVL: Orchestrating Time Series and Semantics for Unified Reasoning

Driven by the increasingly complex and decision-oriented demands of time series analysis, we introduce the Semantic-Conditional Time Series Reasoning task, which extends conventional time series analysis beyond purely numerical modeling to incorporate contextual and semantic understanding. To further enhance the mode's reasoning capabilities on complex time series problems, we propose a two-round reinforcement learning framework: the first round strengthens the mode's perception of fundamental temporal primitives, while the second focuses on semantic-conditioned reasoning. The resulting model, KairosVL, achieves competitive performance across both synthetic and real-world tasks. Extensive experiments and ablation studies demonstrate that our framework not only boosts performance but also preserves intrinsic reasoning ability and significantly improves generalization to unseen scenarios. To summarize, our work highlights the potential of combining semantic reasoning with temporal modeling and provides a practical framework for real-world time series intelligence, which is in urgent demand.

Navigating Time's Possibilities: Plausible Counterfactual Explanations for Multivariate Time-Series Forecast through Genetic Algorithms

Counterfactual learning has become promising for understanding and modeling causality in complex and dynamic systems. This paper presents a novel method for counterfactual learning in the context of multivariate time series analysis and forecast. The primary objective is to uncover hidden causal relationships and identify potential interventions to achieve desired outcomes. The proposed methodology integrates genetic algorithms and rigorous causality tests to infer and validate counterfactual dependencies within temporal sequences. More specifically, we employ Granger causality to enhance the reliability of identified causal relationships, rigorously assessing their statistical significance. Then, genetic algorithms, in conjunction with quantile regression, are used to exploit these intricate causal relationships to project future scenarios. The synergy between genetic algorithms and causality tests ensures a thorough exploration of the temporal dynamics present in the data, revealing hidden dependencies and enabling the projection of outcomes under hypothetical interventions. We evaluate the performance of our algorithm on real-world data, showcasing its ability to handle complex causal relationships, revealing meaningful counterfactual insights, and allowing for the prediction of outcomes under hypothetical interventions.

The Density of Cross-Persistence Diagrams and Its Applications

Topological Data Analysis (TDA) provides powerful tools to explore the shape and structure of data through topological features such as clusters, loops, and voids. Persistence diagrams are a cornerstone of TDA, capturing the evolution of these features across scales. While effective for analyzing individual manifolds, persistence diagrams do not account for interactions between pairs of them. Cross-persistence diagrams (cross-barcodes), introduced recently, address this limitation by characterizing relationships between topological features of two point clouds. In this work, we present the first systematic study of the density of cross-persistence diagrams. We prove its existence, establish theoretical foundations for its statistical use, and design the first machine learning framework for predicting cross-persistence density directly from point cloud coordinates and distance matrices. Our statistical approach enables the distinction of point clouds sampled from different manifolds by leveraging the linear characteristics of cross-persistence diagrams. Interestingly, we find that introducing noise can enhance our ability to distinguish point clouds, uncovering its novel utility in TDA applications. We demonstrate the effectiveness of our methods through experiments on diverse datasets, where our approach consistently outperforms existing techniques in density prediction and achieves superior results in point cloud distinction tasks. Our findings contribute to a broader understanding of cross-persistence diagrams and open new avenues for their application in data analysis, including potential insights into time-series domain tasks and the geometry of AI-generated texts. Our code is publicly available at https://github.com/Verdangeta/TDA_experiments

Hybrid Quantum Temporal Convolutional Networks

Quantum machine learning models for sequential data face scalability challenges with complex multivariate signals. We introduce the Hybrid Quantum Temporal Convolutional Network (HQTCN), which combines classical temporal windowing with a quantum convolutional neural network core. By applying a shared quantum circuit across temporal windows, HQTCN captures long-range dependencies while achieving significant parameter reduction. Evaluated on synthetic NARMA sequences and high-dimensional EEG time-series, HQTCN performs competitively with classical baselines on univariate data and outperforms all baselines on multivariate tasks. The model demonstrates particular strength under data-limited conditions, maintaining high performance with substantially fewer parameters than conventional approaches. These results establish HQTCN as a parameter-efficient approach for multivariate time-series analysis.