Tabular Foundation Models Can Do Survival Analysis

While tabular foundation models have achieved remarkable success in classification and regression, adapting them to model time-to-event outcomes for survival analysis is non-trivial due to right-censoring, where data observations may end before the event occurs. We develop a classification-based framework that reformulates both static and dynamic survival analysis as a series of binary classification problems by discretizing event times. Censored observations are naturally handled as examples with missing labels at certain time points. This classification formulation enables existing tabular foundation models to perform survival analysis through in-context learning without explicit training. We prove that under standard censoring assumptions, minimizing our binary classification loss recovers the true survival probabilities as the training set size increases. We demonstrate through evaluation across $53$ real-world datasets that off-the-shelf tabular foundation models with this classification formulation outperform classical and deep learning baselines on average over multiple survival metrics.

DA-SPS: A Dual-stage Network based on Singular Spectrum Analysis, Patching-strategy and Spearman-correlation for Multivariate Time-series Prediction

Multivariate time-series forecasting, as a typical problem in the field of time series prediction, has a wide range of applications in weather forecasting, traffic flow prediction, and other scenarios. However, existing works do not effectively consider the impact of extraneous variables on the prediction of the target variable. On the other hand, they fail to fully extract complex sequence information based on various time patterns of the sequences. To address these drawbacks, we propose a DA-SPS model, which adopts different modules for feature extraction based on the information characteristics of different variables. DA-SPS mainly consists of two stages: the target variable processing stage (TVPS) and the extraneous variables processing stage (EVPS). In TVPS, the model first uses Singular Spectrum Analysis (SSA) to process the target variable sequence and then uses Long Short-Term Memory (LSTM) and P-Conv-LSTM which deploys a patching strategy to extract features from trend and seasonality components, respectively. In EVPS, the model filters extraneous variables that have a strong correlation with the target variate by using Spearman correlation analysis and further analyses them using the L-Attention module which consists of LSTM and attention mechanism. Finally, the results obtained by TVPS and EVPS are combined through weighted summation and linear mapping to produce the final prediction. The results on four public datasets demonstrate that the DA-SPS model outperforms existing state-of-the-art methods. Additionally, its performance in real-world scenarios is further validated using a private dataset collected by ourselves, which contains the test items' information on laptop motherboards.

Statistical benchmarking of transformer models in low signal-to-noise time-series forecasting

We study the performance of transformer architectures for multivariate time-series forecasting in low-data regimes consisting of only a few years of daily observations. Using synthetically generated processes with known temporal and cross-sectional dependency structures and varying signal-to-noise ratios, we conduct bootstrapped experiments that enable direct evaluation via out-of-sample correlations with the optimal ground-truth predictor. We show that two-way attention transformers, which alternate between temporal and cross-sectional self-attention, can outperform standard baselines-Lasso, boosting methods, and fully connected multilayer perceptrons-across a wide range of settings, including low signal-to-noise regimes. We further introduce a dynamic sparsification procedure for attention matrices applied during training, and demonstrate that it becomes significantly effective in noisy environments, where the correlation between the target variable and the optimal predictor is on the order of a few percent. Analysis of the learned attention patterns reveals interpretable structure and suggests connections to sparsity-inducing regularization in classical regression, providing insight into why these models generalize effectively under noise.

Time-to-Event Transformer to Capture Timing Attention of Events in EHR Time Series

Automatically discovering personalized sequential events from large-scale time-series data is crucial for enabling precision medicine in clinical research, yet it remains a formidable challenge even for contemporary AI models. For example, while transformers capture rich associations, they are mostly agnostic to event timing and ordering, thereby bypassing potential causal reasoning. Intuitively, we need a method capable of evaluating the "degree of alignment" among patient-specific trajectories and identifying their shared patterns, i.e., the significant events in a consistent sequence. This necessitates treating timing as a true \emph{computable} dimension, allowing models to assign ``relative timestamps'' to candidate events beyond their observed physical times. In this work, we introduce LITT, a novel Timing-Transformer architecture that enables temporary alignment of sequential events on a virtual ``relative timeline'', thereby enabling \emph{event-timing-focused attention} and personalized interpretations of clinical trajectories. Its interpretability and effectiveness are validated on real-world longitudinal EHR data from 3,276 breast cancer patients to predict the onset timing of cardiotoxicity-induced heart disease. Furthermore, LITT outperforms both the benchmark and state-of-the-art survival analysis methods on public datasets, positioning it as a significant step forward for precision medicine in clinical AI.

DCD: Decomposition-based Causal Discovery from Autocorrelated and Non-Stationary Temporal Data

Multivariate time series in domains such as finance, climate science, and healthcare often exhibit long-term trends, seasonal patterns, and short-term fluctuations, complicating causal inference under non-stationarity and autocorrelation. Existing causal discovery methods typically operate on raw observations, making them vulnerable to spurious edges and misattributed temporal dependencies. We introduce a decomposition-based causal discovery framework that separates each time series into trend, seasonal, and residual components and performs component-specific causal analysis. Trend components are assessed using stationarity tests, seasonal components using kernel-based dependence measures, and residual components using constraint-based causal discovery. The resulting component-level graphs are integrated into a unified multi-scale causal structure. This approach isolates long- and short-range causal effects, reduces spurious associations, and improves interpretability. Across extensive synthetic benchmarks and real-world climate data, our framework more accurately recovers ground-truth causal structure than state-of-the-art baselines, particularly under strong non-stationarity and temporal autocorrelation.

Multi-Modal Time Series Prediction via Mixture of Modulated Experts

Real-world time series exhibit complex and evolving dynamics, making accurate forecasting extremely challenging. Recent multi-modal forecasting methods leverage textual information such as news reports to improve prediction, but most rely on token-level fusion that mixes temporal patches with language tokens in a shared embedding space. However, such fusion can be ill-suited when high-quality time-text pairs are scarce and when time series exhibit substantial variation in scale and characteristics, thus complicating cross-modal alignment. In parallel, Mixture-of-Experts (MoE) architectures have proven effective for both time series modeling and multi-modal learning, yet many existing MoE-based modality integration methods still depend on token-level fusion. To address this, we propose Expert Modulation, a new paradigm for multi-modal time series prediction that conditions both routing and expert computation on textual signals, enabling direct and efficient cross-modal control over expert behavior. Through comprehensive theoretical analysis and experiments, our proposed method demonstrates substantial improvements in multi-modal time series prediction. The current code is available at https://github.com/BruceZhangReve/MoME

Moving Beyond Functional Connectivity: Time-Series Modeling for fMRI-Based Brain Disorder Classification

Functional magnetic resonance imaging (fMRI) enables non-invasive brain disorder classification by capturing blood-oxygen-level-dependent (BOLD) signals. However, most existing methods rely on functional connectivity (FC) via Pearson correlation, which reduces 4D BOLD signals to static 2D matrices, discarding temporal dynamics and capturing only linear inter-regional relationships. In this work, we benchmark state-of-the-art temporal models (e.g., time-series models such as PatchTST, TimesNet, and TimeMixer) on raw BOLD signals across five public datasets. Results show these models consistently outperform traditional FC-based approaches, highlighting the value of directly modeling temporal information such as cycle-like oscillatory fluctuations and drift-like slow baseline trends. Building on this insight, we propose DeCI, a simple yet effective framework that integrates two key principles: (i) Cycle and Drift Decomposition to disentangle cycle and drift within each ROI (Region of Interest); and (ii) Channel-Independence to model each ROI separately, improving robustness and reducing overfitting. Extensive experiments demonstrate that DeCI achieves superior classification accuracy and generalization compared to both FC-based and temporal baselines. Our findings advocate for a shift toward end-to-end temporal modeling in fMRI analysis to better capture complex brain dynamics. The code is available at https://github.com/Levi-Ackman/DeCI.

T-LLM: Teaching Large Language Models to Forecast Time Series via Temporal Distillation

Time series forecasting plays a critical role in decision-making across many real-world applications. Unlike data in vision and language domains, time series data is inherently tied to the evolution of underlying processes and can only accumulate as real-world time progresses, limiting the effectiveness of scale-driven pretraining alone. This time-bound constraint poses a challenge for enabling large language models (LLMs) to acquire forecasting capability, as existing approaches primarily rely on representation-level alignment or inference-time temporal modules rather than explicitly teaching forecasting behavior to the LLM. We propose T-LLM, a temporal distillation framework that equips general-purpose LLMs with time series forecasting capability by transferring predictive behavior from a lightweight temporal teacher during training. The teacher combines trend modeling and frequency-domain analysis to provide structured temporal supervision, and is removed entirely at inference, leaving the LLM as the sole forecasting model. Experiments on benchmark datasets and infectious disease forecasting tasks demonstrate that T-LLM consistently outperforms existing LLM-based forecasting methods under full-shot, few-shot, and zero-shot settings, while enabling a simple and efficient deployment pipeline.

Benchmarking Anomaly Detection Across Heterogeneous Cloud Telemetry Datasets

Anomaly detection is important for keeping cloud systems reliable and stable. Deep learning has improved time-series anomaly detection, but most models are evaluated on one dataset at a time. This raises questions about whether these models can handle different types of telemetry, especially in large-scale and high-dimensional environments. In this study, we evaluate four deep learning models, GRU, TCN, Transformer, and TSMixer. We also include Isolation Forest as a classical baseline. The models are tested across four telemetry datasets: the Numenta Anomaly Benchmark, Microsoft Cloud Monitoring dataset, Exathlon dataset, and IBM Console dataset. These datasets differ in structure, dimensionality, and labelling strategy. They include univariate time series, synthetic multivariate workloads, and real-world production telemetry with over 100,000 features. We use a unified training and evaluation pipeline across all datasets. The evaluation includes NAB-style metrics to capture early detection behaviour for datasets where anomalies persist over contiguous time intervals. This enables window-based scoring in settings where anomalies occur over contiguous time intervals, even when labels are recorded at the point level. The unified setup enables consistent analysis of model behaviour under shared scoring and calibration assumptions. Our results demonstrate that anomaly detection performance in cloud systems is governed not only by model architecture, but critically by calibration stability and feature-space geometry. By releasing our preprocessing pipelines, benchmark configuration, and evaluation artifacts, we aim to support reproducible and deployment-aware evaluation of anomaly detection systems for cloud environments.

TemporalBench: A Benchmark for Evaluating LLM-Based Agents on Contextual and Event-Informed Time Series Tasks

It is unclear whether strong forecasting performance reflects genuine temporal understanding or the ability to reason under contextual and event-driven conditions. We introduce TemporalBench, a multi-domain benchmark designed to evaluate temporal reasoning behavior under progressively richer informational settings. TemporalBench adopts a four-tier task taxonomy that examines historical structure interpretation, context-free forecasting, contextual temporal reasoning, and event-conditioned prediction across four real-world domains: retail, healthcare, energy, and physical systems. By controlling access to future targets and contextual information, the benchmark enables a diagnostic analysis of whether models can correctly interpret temporal patterns, align them with external context, and adapt predictions when conditions change. Extensive baseline experiments show that strong numerical forecasting accuracy does not reliably translate into robust contextual or event-aware temporal reasoning; instead, existing agent frameworks exhibit fragmented strengths and systematic failure modes that remain largely hidden under forecasting-only benchmarks. The TemporalBench dataset is publicly available at https://huggingface.co/datasets/Melady/TemporalBench, and we additionally provide a public leaderboard at https://huggingface.co/spaces/Melady/TemporalBench_Leaderboard.