Time Series Foundation Models as Strong Baselines in Transportation Forecasting: A Large-Scale Benchmark Analysis

Accurate forecasting of transportation dynamics is essential for urban mobility and infrastructure planning. Although recent work has achieved strong performance with deep learning models, these methods typically require dataset-specific training, architecture design and hyper-parameter tuning. This paper evaluates whether general-purpose time-series foundation models can serve as forecasters for transportation tasks by benchmarking the zero-shot performance of the state-of-the-art model, Chronos-2, across ten real-world datasets covering highway traffic volume and flow, urban traffic speed, bike-sharing demand, and electric vehicle charging station data. Under a consistent evaluation protocol, we find that, even without any task-specific fine-tuning, Chronos-2 delivers state-of-the-art or competitive accuracy across most datasets, frequently outperforming classical statistical baselines and specialized deep learning architectures, particularly at longer horizons. Beyond point forecasting, we evaluate its native probabilistic outputs using prediction-interval coverage and sharpness, demonstrating that Chronos-2 also provides useful uncertainty quantification without dataset-specific training. In general, this study supports the adoption of time-series foundation models as a key baseline for transportation forecasting research.

Multimodal Deep Learning for Early Prediction of Patient Deterioration in the ICU: Integrating Time-Series EHR Data with Clinical Notes

Early identification of patients at risk for clinical deterioration in the intensive care unit (ICU) remains a critical challenge. Delayed recognition of impending adverse events, including mortality, vasopressor initiation, and mechanical ventilation, contributes to preventable morbidity and mortality. We present a multimodal deep learning approach that combines structured time-series data (vital signs and laboratory values) with unstructured clinical notes to predict patient deterioration within 24 hours. Using the MIMIC-IV database, we constructed a cohort of 74,822 ICU stays and generated 5.7 million hourly prediction samples. Our architecture employs a bidirectional LSTM encoder for temporal patterns in physiologic data and ClinicalBERT embeddings for clinical notes, fused through a cross-modal attention mechanism. We also present a systematic review of existing approaches to ICU deterioration prediction, identifying 31 studies published between 2015 and 2024. Most existing models rely solely on structured data and achieve area under the curve (AUC) values between 0.70 and 0.85. Studies incorporating clinical notes remain rare but show promise for capturing information not present in structured fields. Our multimodal model achieves a test AUROC of 0.7857 and AUPRC of 0.1908 on 823,641 held-out samples, with a validation-to-test gap of only 0.6 percentage points. Ablation analysis validates the multimodal approach: clinical notes improve AUROC by 2.5 percentage points and AUPRC by 39.2% relative to a structured-only baseline, while deep learning models consistently outperform classical baselines (XGBoost AUROC: 0.7486, logistic regression: 0.7171). This work contributes both a thorough review of the field and a reproducible multimodal framework for clinical deterioration prediction.

Electrocardiogram Classification with Transformers Using Koopman and Wavelet Features

Electrocardiogram (ECG) analysis is vital for detecting cardiac abnormalities, yet robust automated classification is challenging due to the complexity and variability of physiological signals. In this work, we investigate transformer-based ECG classification using features derived from the Koopman operator and wavelet transforms. Two tasks are studied: (1) binary classification (Normal vs. Non-normal), and (2) four-class classification (Normal, Atrial Fibrillation, Ventricular Arrhythmia, Block). We use Extended Dynamic Mode Decomposition (EDMD) to approximate the Koopman operator. Our results show that wavelet features excel in binary classification, while Koopman features, when paired with transformers, achieve superior performance in the four-class setting. A simple hybrid of Koopman and wavelet features does not improve accuracy. However, selecting an appropriate EDMD dictionary -- specifically a radial basis function dictionary with tuned parameters -- yields significant gains, surpassing the wavelet-only baseline and the hybrid wavelet-Koopman system. We also present a Koopman-based reconstruction analysis for interpretable insights into the learned dynamics and compare against a recurrent neural network baseline. Overall, our findings demonstrate the effectiveness of Koopman-based feature learning with transformers and highlight promising directions for integrating dynamical systems theory into time-series classification.

LLM-MLFFN: Multi-Level Autonomous Driving Behavior Feature Fusion via Large Language Model

Accurate classification of autonomous vehicle (AV) driving behaviors is critical for safety validation, performance diagnosis, and traffic integration analysis. However, existing approaches primarily rely on numerical time-series modeling and often lack semantic abstraction, limiting interpretability and robustness in complex traffic environments. This paper presents LLM-MLFFN, a novel large language model (LLM)-enhanced multi-level feature fusion network designed to address the complexities of multi-dimensional driving data. The proposed LLM-MLFFN framework integrates priors from largescale pre-trained models and employs a multi-level approach to enhance classification accuracy. LLM-MLFFN comprises three core components: (1) a multi-level feature extraction module that extracts statistical, behavioral, and dynamic features to capture the quantitative aspects of driving behaviors; (2) a semantic description module that leverages LLMs to transform raw data into high-level semantic features; and (3) a dual-channel multi-level feature fusion network that combines numerical and semantic features using weighted attention mechanisms to improve robustness and prediction accuracy. Evaluation on the Waymo open trajectory dataset demonstrates the superior performance of the proposed LLM-MLFFN, achieving a classification accuracy of over 94%, surpassing existing machine learning models. Ablation studies further validate the critical contributions of multi-level fusion, feature extraction strategies, and LLM-derived semantic reasoning. These results suggest that integrating structured feature modeling with language-driven semantic abstraction provides a principled and interpretable pathway for robust autonomous driving behavior classification.

Geometric Framework for Robust Order Detection in Delay-Coordinates Dynamic Mode Decomposition

Delay-coordinates dynamic mode decomposition (DC-DMD) is widely used to extract coherent spatiotemporal modes from high-dimensional time series. A central challenge is distinguishing dynamically meaningful modes from spurious modes induced by noise and order overestimation. We show that model order detection and mode selection in DC-DMD are fundamentally problems of subspace geometry. Specifically, true modes are characterized by concentration within a low-dimensional signal subspace, whereas spurious modes necessarily retain non-negligible components outside any moderate overestimate of that subspace. This geometric distinction yields a perturbation-robust definition of true and spurious modes and yields fully data-driven selection criteria. This geometric framework leads to two complementary data-driven selection criteria. The first is derived directly from the geometric distinction and uses a data-driven proxy of the signal-subspace to compute a residual score. The second arises from a new operator-theoretic analysis of delay embedding. Using a block-companion formulation, we show that all modes exhibit a Kronecker-Vandermonde (KV) structure induced by the delay-coordinates, and true modes are distinguished by the degree to which they conform to it. Importantly, we also show that this deviation is governed precisely by the geometric residual. In addition, our analysis provides a principled explanation for the empirical behavior of magnitude- and norm-based heuristics, clarifying when and why they fail under delay-coordinates. Extensive numerical experiments confirm the theoretical predictions and demonstrate that the proposed geometric and structure-based methods achieve robust and accurate order detection and mode selection, consistently better than existing baselines across noise levels, spectral separations, damping regimes, and embedding lengths.

Dissecting Chronos: Sparse Autoencoders Reveal Causal Feature Hierarchies in Time Series Foundation Models

Time series foundation models (TSFMs) are increasingly deployed in high-stakes domains, yet their internal representations remain opaque. We present the first application of sparse autoencoders (SAEs) to a TSFM, training TopK SAEs on activations of Chronos-T5-Large (710M parameters) across six layers. Through 392 single-feature ablation experiments, we establish that every ablated feature produces a positive CRPS degradation, confirming causal relevance. Our analysis reveals a depth-dependent hierarchy: early encoder layers encode low-level frequency features, the mid-encoder concentrates causally critical change-detection features, and the final encoder compresses a rich but less causally important taxonomy of temporal concepts. The most critical features reside in the mid-encoder (max single-feature Delta CRPS = 38.61), not in the semantically richest final encoder layer, where progressive ablation paradoxically improves forecast quality. These findings demonstrate that mechanistic interpretability transfers effectively to TSFMs and that Chronos-T5 relies on abrupt-dynamics detection rather than periodic pattern recognition.

Functional Continuous Decomposition

The analysis of non-stationary time-series data requires insight into its local and global patterns with physical interpretability. However, traditional smoothing algorithms, such as B-splines, Savitzky-Golay filtering, and Empirical Mode Decomposition (EMD), lack the ability to perform parametric optimization with guaranteed continuity. In this paper, we propose Functional Continuous Decomposition (FCD), a JAX-accelerated framework that performs parametric, continuous optimization on a wide range of mathematical functions. By using Levenberg-Marquardt optimization to achieve up to $C^1$ continuous fitting, FCD transforms raw time-series data into $M$ modes that capture different temporal patterns from short-term to long-term trends. Applications of FCD include physics, medicine, financial analysis, and machine learning, where it is commonly used for the analysis of signal temporal patterns, optimized parameters, derivatives, and integrals of decomposition. Furthermore, FCD can be applied for physical analysis and feature extraction with an average SRMSE of 0.735 per segment and a speed of 0.47s on full decomposition of 1,000 points. Finally, we demonstrate that a Convolutional Neural Network (CNN) enhanced with FCD features, such as optimized function values, parameters, and derivatives, achieved 16.8% faster convergence and 2.5% higher accuracy over a standard CNN.

Multi-scale hypergraph meets LLMs: Aligning large language models for time series analysis

Recently, there has been great success in leveraging pre-trained large language models (LLMs) for time series analysis. The core idea lies in effectively aligning the modality between natural language and time series. However, the multi-scale structures of natural language and time series have not been fully considered, resulting in insufficient utilization of LLMs capabilities. To this end, we propose MSH-LLM, a Multi-Scale Hypergraph method that aligns Large Language Models for time series analysis. Specifically, a hyperedging mechanism is designed to enhance the multi-scale semantic information of time series semantic space. Then, a cross-modality alignment (CMA) module is introduced to align the modality between natural language and time series at different scales. In addition, a mixture of prompts (MoP) mechanism is introduced to provide contextual information and enhance the ability of LLMs to understand the multi-scale temporal patterns of time series. Experimental results on 27 real-world datasets across 5 different applications demonstrate that MSH-LLM achieves the state-of-the-art results.

Physics-based phenomenological characterization of cross-modal bias in multimodal models

The term 'algorithmic fairness' is used to evaluate whether AI models operate fairly in both comparative (where fairness is understood as formal equality, such as "treat like cases as like") and non-comparative (where unfairness arises from the model's inaccuracy, arbitrariness, or inscrutability) contexts. Recent advances in multimodal large language models (MLLMs) are breaking new ground in multimodal understanding, reasoning, and generation; however, we argue that inconspicuous distortions arising from complex multimodal interaction dynamics can lead to systematic bias. The purpose of this position paper is twofold: first, it is intended to acquaint AI researchers with phenomenological explainable approaches that rely on the physical entities that the machine experiences during training/inference, as opposed to the traditional cognitivist symbolic account or metaphysical approaches; second, it is to state that this phenomenological doctrine will be practically useful for tackling algorithmic fairness issues in MLLMs. We develop a surrogate physics-based model that describes transformer dynamics (i.e., semantic network structure and self-/cross-attention) to analyze the dynamics of cross-modal bias in MLLM, which are not fully captured by conventional embedding- or representation-level analyses. We support this position through multi-input diagnostic experiments: 1) perturbation-based analyses of emotion classification using Qwen2.5-Omni and Gemma 3n, and 2) dynamical analysis of Lorenz chaotic time-series prediction through the physical surrogate. Across two architecturally distinct MLLMs, we show that multimodal inputs can reinforce modality dominance rather than mitigate it, as revealed by structured error-attractor patterns under systematic label perturbation, complemented by dynamical analysis.

Deep Learning for Financial Time Series: A Large-Scale Benchmark of Risk-Adjusted Performance

We present a large scale benchmark of modern deep learning architectures for a financial time series prediction and position sizing task, with a primary focus on Sharpe ratio optimization. Evaluating linear models, recurrent networks, transformer based architectures, state space models, and recent sequence representation approaches, we assess out of sample performance on a daily futures dataset spanning commodities, equity indices, bonds, and FX spanning 2010 to 2025. Our evaluation goes beyond average returns and includes statistical significance, downside and tail risk measures, breakeven transaction cost analysis, robustness to random seed selection, and computational efficiency. We find that models explicitly designed to learn rich temporal representations consistently outperform linear benchmarks and generic deep learning models, which often lead the ranking in standard time series benchmarks. Hybrid models such as VSN with LSTM, a combination of Variable Selection Networks (VSN) and LSTMs, achieves the highest overall Sharpe ratio, while VSN with xLSTM and LSTM with PatchTST exhibit superior downside adjusted characteristics. xLSTM demonstrates the largest breakeven transaction cost buffer, indicating improved robustness to trading frictions.