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.
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.
Deep learning models have become the dominant approach for multivariate time series anomaly detection (MTSAD), often reporting substantial performance improvements over classical statistical methods. However, these gains are frequently evaluated under heterogeneous thresholding strategies and evaluation protocols, making fair comparisons difficult. This work revisits OmniAnomaly, a widely used stochastic recurrent model for MTSAD, and systematically compares it with a simple linear baseline based on Principal Component Analysis (PCA) on the Server Machine Dataset (SMD). Both methods are evaluated under identical thresholding and evaluation procedures, with experiments repeated across 100 runs for each of the 28 machines in the dataset. Performance is evaluated using Precision, Recall and F1-score at point-level, with and without point-adjustment, and under different aggregation strategies across machines and runs, with the corresponding standard deviations also reported. The results show large variability across machines and show that PCA can achieve performance comparable to OmniAnomaly, and even outperform it when point-adjustment is not applied. These findings question the added value of more complex architectures under current benchmarking practices and highlight the critical role of evaluation methodology in MTSAD research.
Complex dynamical systems-such as climate, ecosystems, and economics-can undergo catastrophic and potentially irreversible regime changes, often triggered by environmental parameter drift and stochastic disturbances. These critical thresholds, known as tipping points, pose a prediction problem of both theoretical and practical significance, yet remain largely unresolved. To address this, we articulate a model-free framework that integrates the measures characterizing the stability and sensitivity of dynamical systems with the reservoir computing (RC), a lightweight machine learning technique, using only observational time series data. The framework consists of two stages. The first stage involves using RC to robustly learn local complex dynamics from observational data segmented into windows. The second stage focuses on accurately detecting early warning signals of tipping points by analyzing the learned autonomous RC dynamics through dynamical measures, including the dominant eigenvalue of the Jacobian matrix, the maximum Floquet multiplier, and the maximum Lyapunov exponent. Furthermore, when these dynamical measures exhibit trend-like patterns, their extrapolation enables ultra-early prediction of tipping points significantly prior to the occurrence of critical transitions. We conduct a rigorous theoretical analysis of the proposed method and perform extensive numerical evaluations on a series of representative synthetic systems and eight real-world datasets, as well as quantitatively predict the tipping time of the Atlantic Meridional Overturning Circulation system. Experimental results demonstrate that our framework exhibits advantages over the baselines in comprehensive evaluations, particularly in terms of dynamical interpretability, prediction stability and robustness, and ultra-early prediction capability.
The topic of Multivariate Time Series Anomaly Detection (MTSAD) has grown rapidly over the past years, with a steady rise in publications and Deep Learning (DL) models becoming the dominant paradigm. To address the lack of systematization in the field, this study introduces a novel and unified taxonomy with eleven dimensions over three parts (Input, Output and Model) for the categorization of DL-based MTSAD methods. The dimensions were established in a two-fold approach. First, they derived from a comprehensive analysis of methodological studies. Second, insights from review papers were incorporated. Furthermore, the proposed taxonomy was validated using an additional set of recent publications, providing a clear overview of methodological trends in MTSAD. Results reveal a convergence toward Transformer-based and reconstruction and prediction models, setting the foundation for emerging adaptive and generative trends. Building on and complementing existing surveys, this unified taxonomy is designed to accommodate future developments, allowing for new categories or dimensions to be added as the field progresses. This work thus consolidates fragmented knowledge in the field and provides a reference point for future research in MTSAD.
This project provides a comparative study of dynamic convolutional neural networks (CNNs) for various tasks, including image classification, segmentation, and time series analysis. Based on the ResNet-18 architecture, we compare five variants of CNNs: the vanilla CNN, the hard attention-based CNN, the soft attention-based CNN with local (pixel-wise) and global (image-wise) feature attention, and the omni-directional CNN (ODConv). Experiments on Tiny ImageNet, Pascal VOC, and the UCR Time Series Classification Archive illustrate that attention mechanisms and dynamic convolution methods consistently exceed conventional CNNs in accuracy, efficiency, and computational performance. ODConv was especially effective on morphologically complex images by being able to dynamically adjust to varying spatial patterns. Dynamic CNNs enhanced feature representation and cross-task generalization through adaptive kernel modulation. This project provides perspectives on advanced CNN design architecture for multiplexed data modalities and indicates promising directions in neural network engineering.
Separating multiple effects in time series is fundamental yet challenging for time-series forecasting (TSF). However, existing TSF models cannot effectively learn interpretable multi-effect decomposition by their smoothing-based temporal techniques. Here, a new interpretable frequency-based decomposition pipeline MLOW captures the insight: a time series can be represented as a magnitude spectrum multiplied by the corresponding phase-aware basis functions, and the magnitude spectrum distribution of a time series always exhibits observable patterns for different effects. MLOW learns a low-rank representation of the magnitude spectrum to capture dominant trending and seasonal effects. We explore low-rank methods, including PCA, NMF, and Semi-NMF, and find that none can simultaneously achieve interpretable, efficient and generalizable decomposition. Thus, we propose hyperplane-nonnegative matrix factorization (Hyperplane-NMF). Further, to address the frequency (spectral) leakage restricting high-quality low-rank decomposition, MLOW enables a flexible selection of input horizons and frequency levels via a mathematical mechanism. Visual analysis demonstrates that MLOW enables interpretable and hierarchical multiple-effect decomposition, robust to noises. It can also enable plug-and-play in existing TSF backbones with remarkable performance improvement but minimal architectural modifications.
Electricity theft, or non-technical loss (NTL), presents a persistent threat to global power systems, driving significant financial deficits and compromising grid stability. Conventional detection methodologies, predominantly reactive and meter-centric, often fail to capture the complex spatio-temporal dynamics and behavioral patterns associated with fraudulent consumption. This study introduces a novel AI-driven Grid Intelligence Framework that fuses Time-Series Anomaly Detection, Supervised Machine Learning, and Graph Neural Networks (GNN) to identify theft with high precision in imbalanced datasets. Leveraging an enriched feature set, including rolling averages, voltage drop estimates, and a critical Grid Imbalance Index, the methodology employs a Long Short-Term Memory (LSTM) autoencoder for temporal anomaly scoring, a Random Forest classifier for tabular feature discrimination, and a GNN to model spatial dependencies across the distribution network. Experimental validation demonstrates that while standalone anomaly detection yields a low theft F1-score of 0.20, the proposed hybrid fusion achieves an overall accuracy of 93.7%. By calibrating decision thresholds via precision-recall analysis, the system attains a balanced theft precision of 0.55 and recall of 0.50, effectively mitigating the false positives inherent in single-model approaches. These results confirm that integrating topological grid awareness with temporal and supervised analytics provides a scalable, risk-based solution for proactive electricity theft detection and enhanced smart grid reliability.
Conditional time series generation plays a critical role in addressing data scarcity and enabling causal analysis in real-world applications. Despite its increasing importance, the field lacks a standardized and systematic benchmarking framework for evaluating generative models across diverse conditions. To address this gap, we introduce the Conditional Time Series Generation Benchmark (ConTSG-Bench). ConTSG-Bench comprises a large-scale, well-aligned dataset spanning diverse conditioning modalities and levels of semantic abstraction, first enabling systematic evaluation of representative generation methods across these dimensions with a comprehensive suite of metrics for generation fidelity and condition adherence. Both the quantitative benchmarking and in-depth analyses of conditional generation behaviors have revealed the traits and limitations of the current approaches, highlighting critical challenges and promising research directions, particularly with respect to precise structural controllability and downstream task utility under complex conditions.
We present a new method for generating plausible counterfactual explanations for time series classification problems. The approach performs gradient-based optimization directly in the input space. To enforce plausibility, we integrate soft-DTW (dynamic time warping) alignment with $k$-nearest neighbors from the target class, which effectively encourages the generated counterfactuals to adopt a realistic temporal structure. The overall optimization objective is a multi-faceted loss function that balances key counterfactual properties. It incorporates losses for validity, sparsity, and proximity, alongside the novel soft-DTW-based plausibility component. We conduct an evaluation of our method against several strong reference approaches, measuring the key properties of the generated counterfactuals across multiple dimensions. The results demonstrate that our method achieves competitive performance in validity while significantly outperforming existing approaches in distributional alignment with the target class, indicating superior temporal realism. Furthermore, a qualitative analysis highlights the critical limitations of existing methods in preserving realistic temporal structure. This work shows that the proposed method consistently generates counterfactual explanations for time series classifiers that are not only valid but also highly plausible and consistent with temporal patterns.
Defense Meteorological Satellite Program (DMSP-OLS) and Suomi National Polar-orbiting Partnership (SNPP-VIIRS) nighttime light (NTL) data are vital for monitoring urbanization, yet sensor incompatibilities hinder long-term analysis. This study proposes a cross-sensor calibration method using Contrastive Unpaired Translation (CUT) network to transform DMSP data into VIIRS-like format, correcting DMSP defects. The method employs multilayer patch-wise contrastive learning to maximize mutual information between corresponding patches, preserving content consistency while learning cross-domain similarity. Utilizing 2012-2013 overlapping data for training, the network processes 1992-2013 DMSP imagery to generate enhanced VIIRS-style raster data. Validation results demonstrate that generated VIIRS-like data exhibits high consistency with actual VIIRS observations (R-squared greater than 0.87) and socioeconomic indicators. This approach effectively resolves cross-sensor data fusion issues and calibrates DMSP defects, providing reliable attempt for extended NTL time-series.