Time series analysis comprises statistical methods for analyzing a sequence of data points collected over an interval of time to identify interesting patterns and trends.
Biomedical signal classification presents unique challenges due to long sequences, complex temporal dynamics, and multi-scale frequency patterns that are poorly captured by standard transformer architectures. We propose WaveFormer, a transformer architecture that integrates wavelet decomposition at two critical stages: embedding construction, where multi-channel Discrete Wavelet Transform (DWT) extracts frequency features to create tokens containing both time-domain and frequency-domain information, and positional encoding, where Dynamic Wavelet Positional Encoding (DyWPE) adapts position embeddings to signal-specific temporal structure through mono-channel DWT analysis. We evaluate WaveFormer on eight diverse datasets spanning human activity recognition and brain signal analysis, with sequence lengths ranging from 50 to 3000 timesteps and channel counts from 1 to 144. Experimental results demonstrate that WaveFormer achieves competitive performance through comprehensive frequency-aware processing. Our approach provides a principled framework for incorporating frequency-domain knowledge into transformer-based time series classification.
Time Series Foundation Models (TSFMs) are a powerful paradigm for time series analysis and are often enhanced by synthetic data augmentation to improve the training data quality. Existing augmentation methods, however, typically rely on heuristics and static paradigms. Motivated by dynamic data optimization, which shows that the contribution of samples varies across training stages, we propose OATS (Online Data Augmentation for Time Series Foundation Models), a principled strategy that generates synthetic data tailored to different training steps. OATS leverages valuable training samples as principled guiding signals and dynamically generates high-quality synthetic data conditioned on them. We further design a diffusion-based framework to produce realistic time series and introduce an explore-exploit mechanism to balance efficiency and effectiveness. Experiments on TSFMs demonstrate that OATS consistently outperforms regular training and yields substantial performance gains over static data augmentation baselines across six validation datasets and two TSFM architectures. The code is available at the link https://github.com/microsoft/TimeCraft.
Large language models (LLMs) have been introduced to time series forecasting (TSF) to incorporate contextual knowledge beyond numerical signals. However, existing studies question whether LLMs provide genuine benefits, often reporting comparable performance without LLMs. We show that such conclusions stem from limited evaluation settings and do not hold at scale. We conduct a large-scale study of LLM-based TSF (LLM4TSF) across 8 billion observations, 17 forecasting scenarios, 4 horizons, multiple alignment strategies, and both in-domain and out-of-domain settings. Our results demonstrate that \emph{LLM4TS indeed improves forecasting performance}, with especially large gains in cross-domain generalization. Pre-alignment outperforming post-alignment in over 90\% of tasks. Both pretrained knowledge and model architecture of LLMs contribute and play complementary roles: pretraining is critical under distribution shifts, while architecture excels at modeling complex temporal dynamics. Moreover, under large-scale mixed distributions, a fully intact LLM becomes indispensable, as confirmed by token-level routing analysis and prompt-based improvements. Overall, Our findings overturn prior negative assessments, establish clear conditions under which LLMs are not only useful, and provide practical guidance for effective model design. We release our code at https://github.com/EIT-NLP/LLM4TSF.
Time series anomaly detection is critical in many real-world applications, where effective solutions must localize anomalous regions and support reliable decision-making under complex settings. However, most existing methods frame anomaly detection as a purely discriminative prediction task with fixed feature inputs, rather than an evidence-driven diagnostic process. As a result, they often struggle when anomalies exhibit strong context dependence or diverse patterns. We argue that these limitations stem from the lack of adaptive feature preparation, reasoning-aware detection, and iterative refinement during inference. To address these challenges, we propose AnomaMind, an agentic time series anomaly detection framework that reformulates anomaly detection as a sequential decision-making process. AnomaMind operates through a structured workflow that progressively localizes anomalous intervals in a coarse-to-fine manner, augments detection through multi-turn tool interactions for adaptive feature preparation, and refines anomaly decisions via self-reflection. The workflow is supported by a set of reusable tool engines, enabling context-aware diagnostic analysis. A key design of AnomaMind is an explicitly designed hybrid inference mechanism for tool-augmented anomaly detection. In this mechanism, general-purpose models are responsible for autonomous tool interaction and self-reflective refinement, while core anomaly detection decisions are learned through reinforcement learning under verifiable workflow-level feedback, enabling task-specific optimization within a flexible reasoning framework. Extensive experiments across diverse settings demonstrate that AnomaMind consistently improves anomaly detection performance. The code is available at https://anonymous.4open.science/r/AnomaMind.
We study parametric change-point detection, where the goal is to identify distributional changes in time series, under local differential privacy. In the non-private setting, we derive improved finite-sample accuracy guarantees for a change-point detection algorithm based on the generalized log-likelihood ratio test, via martingale methods. In the private setting, we propose two locally differentially private algorithms based on randomized response and binary mechanisms, and analyze their theoretical performance. We derive bounds on detection accuracy and validate our results through empirical evaluation. Our results characterize the statistical cost of local differential privacy in change-point detection and show how privacy degrades performance relative to a non-private benchmark. As part of this analysis, we establish a structural result for strong data processing inequalities (SDPI), proving that SDPI coefficients for Rényi divergences and their symmetric variants (Jeffreys-Rényi divergences) are achieved by binary input distributions. These results on SDPI coefficients are also of independent interest, with applications to statistical estimation, data compression, and Markov chain mixing.
Large Language Models (LLMs) have demonstrated strong semantic reasoning across multimodal domains. However, their integration with graph-based models of brain connectivity remains limited. In addition, most existing fMRI analysis methods rely on static Functional Connectivity (FC) representations, which obscure transient neural dynamics critical for neurodevelopmental disorders such as autism. Recent state-space approaches, including Mamba, model temporal structure efficiently, but are typically used as standalone feature extractors without explicit high-level reasoning. We propose NeuroMambaLLM, an end-to-end framework that integrates dynamic latent graph learning and selective state-space temporal modelling with LLMs. The proposed method learns the functional connectivity dynamically from raw Blood-Oxygen-Level-Dependent (BOLD) time series, replacing fixed correlation graphs with adaptive latent connectivity while suppressing motion-related artifacts and capturing long-range temporal dependencies. The resulting dynamic brain representations are projected into the embedding space of an LLM model, where the base language model remains frozen and lightweight low-rank adaptation (LoRA) modules are trained for parameter-efficient alignment. This design enables the LLM to perform both diagnostic classification and language-based reasoning, allowing it to analyze dynamic fMRI patterns and generate clinically meaningful textual reports.
Deep ensemble methods often improve predictive performance, yet they suffer from three practical limitations: redundancy among base models that inflates computational cost and degrades conditioning, unstable weighting under multicollinearity, and overfitting in meta-learning pipelines. We propose a regularized meta-learning framework that addresses these challenges through a four-stage pipeline combining redundancy-aware projection, statistical meta-feature augmentation, and cross-validated regularized meta-models (Ridge, Lasso, and ElasticNet). Our multi-metric de-duplication strategy removes near-collinear predictors using correlation and MSE thresholds ($τ_{\text{corr}}=0.95$), reducing the effective condition number of the meta-design matrix while preserving predictive diversity. Engineered ensemble statistics and interaction terms recover higher-order structure unavailable to raw prediction columns. A final inverse-RMSE blending stage mitigates regularizer-selection variance. On the Playground Series S6E1 benchmark (100K samples, 72 base models), the proposed framework achieves an out-of-fold RMSE of 8.582, improving over simple averaging (8.894) and conventional Ridge stacking (8.627), while matching greedy hill climbing (8.603) with substantially lower runtime (4 times faster). Conditioning analysis shows a 53.7\% reduction in effective matrix condition number after redundancy projection. Comprehensive ablations demonstrate consistent contributions from de-duplication, statistical meta-features, and meta-ensemble blending. These results position regularized meta-learning as a stable and deployment-efficient stacking strategy for high-dimensional ensemble systems.
Deep learning models for Time Series Classification (TSC) have achieved strong predictive performance but their high computational and memory requirements often limit deployment on resource-constrained devices. While structured pruning can address these issues by removing redundant filters, existing methods typically rely on manually tuned hyperparameters such as pruning ratios which limit scalability and generalization across datasets. In this work, we propose Dynamic Structured Pruning (DSP), a fully automatic, structured pruning framework for convolution-based TSC models. DSP introduces an instance-wise sparsity loss during training to induce channel-level sparsity, followed by a global activation analysis to identify and prune redundant filters without needing any predefined pruning ratio. This work tackles computational bottlenecks of deep TSC models for deployment on resource-constrained devices. We validate DSP on 128 UCR datasets using two different deep state-of-the-art architectures: LITETime and InceptionTime. Our approach achieves an average compression of 58% for LITETime and 75% for InceptionTime architectures while maintaining classification accuracy. Redundancy analyses confirm that DSP produces compact and informative representations, offering a practical path for scalable and efficient deep TSC deployment.
Time series forecasting requires capturing patterns across multiple temporal scales while maintaining computational efficiency. This paper introduces AWGformer, a novel architecture that integrates adaptive wavelet decomposition with cross-scale attention mechanisms for enhanced multi-variate time series prediction. Our approach comprises: (1) an Adaptive Wavelet Decomposition Module (AWDM) that dynamically selects optimal wavelet bases and decomposition levels based on signal characteristics; (2) a Cross-Scale Feature Fusion (CSFF) mechanism that captures interactions between different frequency bands through learnable coupling matrices; (3) a Frequency-Aware Multi-Head Attention (FAMA) module that weights attention heads according to their frequency selectivity; (4) a Hierarchical Prediction Network (HPN) that generates forecasts at multiple resolutions before reconstruction. Extensive experiments on benchmark datasets demonstrate that AWGformer achieves significant average improvements over state-of-the-art methods, with particular effectiveness on multi-scale and non-stationary time series. Theoretical analysis provides convergence guarantees and establishes the connection between our wavelet-guided attention and classical signal processing principles.
Large-scale, cross-species plant distribution prediction plays a crucial role in biodiversity conservation, yet modeling efforts in this area still face significant challenges due to the sparsity and bias of observational data. Presence-Absence (PA) data provide accurate and noise-free labels, but are costly to obtain and limited in quantity; Presence-Only (PO) data, by contrast, offer broad spatial coverage and rich spatiotemporal distribution, but suffer from severe label noise in negative samples. To address these real-world constraints, this paper proposes a multimodal fusion framework that fully leverages the strengths of both PA and PO data. We introduce an innovative pseudo-label aggregation strategy for PO data based on the geographic coverage of satellite imagery, enabling geographic alignment between the label space and remote sensing feature space. In terms of model architecture, we adopt Swin Transformer Base as the backbone for satellite imagery, utilize the TabM network for tabular feature extraction, retain the Temporal Swin Transformer for time-series modeling, and employ a stackable serial tri-modal cross-attention mechanism to optimize the fusion of heterogeneous modalities. Furthermore, empirical analysis reveals significant geographic distribution shifts between PA training and test samples, and models trained by directly mixing PO and PA data tend to experience performance degradation due to label noise in PO data. To address this, we draw on the mixture-of-experts paradigm: test samples are partitioned according to their spatial proximity to PA samples, and different models trained on distinct datasets are used for inference and post-processing within each partition. Experiments on the GeoLifeCLEF 2025 dataset demonstrate that our approach achieves superior predictive performance in scenarios with limited PA coverage and pronounced distribution shifts.