RamanBench: A Large-Scale Benchmark for Machine Learning on Raman Spectroscopy

Machine Learning (ML) has transformed many scientific fields, yet key applications still lack standardized benchmarks. Raman spectroscopy, a widely used technique for non-invasive molecular analysis, is one such field where progress is limited by fragmented datasets, inconsistent evaluation, and models that fail to capture the structure of spectral data. We introduce RamanBench, the first large-scale, fully reproducible benchmark for ML on Raman spectroscopy, consisting of streamlined data access, evaluation protocols and code, as well as a live leaderboard. It unifies 74 datasets (including 16 first released with this benchmark) across four domains, comprising 325,668 spectra and spanning classification and regression tasks under diverse experimental conditions. We benchmark 28 models under a standardized protocol, including classical methods (e.g., PLS), Raman-specific (e.g., RamanNet), Tabular Foundation Model (TFM) (e.g., TabPFN), and time-series approaches (e.g., ROCKET). TFM consistently outperform domain-specific and gradient boosting baselines, while time-series models remain competitive. However, no method generalizes across datasets, revealing a fundamental gap. Therefore, we invite the community to contribute new approaches to our living benchmark, with the potential to accelerate advances in critical applications such as medical diagnostics, biological research, and materials science.

Autocorrelation Reintroduces Spectral Bias in KANs for Time Series Forecasting

Existing theory suggests that Kolmogorov-Arnold Networks (KANs) can overcome the spectral bias commonly observed in neural networks under the assumption that inputs are statistically independent. However, this assumption does not hold in time series forecasting (TSF), where inputs are lagged observations with strong temporal autocorrelation. Through theoretical analysis and empirical validation, we obtain an unexpected finding: temporal autocorrelation reintroduces spectral bias in KANs, and the bias becomes increasingly pronounced as the degree of autocorrelation increases. This suggests that standard KANs may face substantial difficulties in TSF with strongly autocorrelated inputs. To address this problem, we introduce the Discrete Cosine Transform (DCT) to reduce the correlations among the network inputs. As expected, experimental results reveal that DCT preprocessing substantially reduces the observed low-frequency preference in TSF. This result also corroborates that the spectral bias of KANs in TSF tasks is indeed induced by the autocorrelation among input variables.

DecompKAN: Decomposed Patch-KAN for Long-Term Time Series Forecasting

Accurate time series forecasting in scientific domains such as climate modeling, physiological monitoring, and energy systems benefits from both competitive predictions and model transparency. This work proposes DecompKAN, a lightweight attention-free architecture that combines trend-residual decomposition, channel-wise patching, learned instance normalization, and B-spline Kolmogorov-Arnold Network (KAN) edge functions. Each KAN edge learns an explicit, inspectable 1D scalar function over learned patch-embedding coordinates that can be directly visualized. On standard benchmarks, DecompKAN achieves best or tied-best MSE on 15 of 32 dataset-horizon combinations among selected published baselines, and achieves best or tied-best MSE on 20 of 36 comparisons under a controlled same-recipe evaluation across 9 datasets including the physiological PPG-DaLiA benchmark. The architecture shows particular strength on datasets with smooth temporal dynamics (Solar -17%, ECL -10% vs. iTransformer, Weather) and physiological time series. Visualization of learned edge functions reveals qualitatively different latent nonlinearities across domains. Ablation analysis shows that the architectural pipeline (decomposition, patching, normalization) drives performance more than the choice of nonlinear layer, while the KAN formulation enables inspection of learned latent transformations.

Deflation-Free Optimal Scoring

Sparse Optimal Scoring (SOS) reformulates linear discriminant analysis to enable feature selection through elastic net regularization, making it well-suited for high-dimensional settings where the number of features exceeds observations. Most existing SOS methods use deflation-based strategies that compute discriminant vectors sequentially, which can propagate errors and produce suboptimal solutions. We propose a novel approach that estimates all discriminant vectors simultaneously under an explicit global orthogonality constraint, which we call Deflation-Free Sparse Optimal Scoring (DFSOS). DFSOS combines Bregman iteration with orthogonality-constrained optimization, decomposing the problem into tractable subproblems for scoring vectors, discriminant vectors, and orthogonality enforcement. We establish convergence to stationary points of the augmented Lagrangian under mild conditions. Extensive experiments using synthetic data and real-world time series data demonstrate that DFSOS achieves classification accuracy comparable to or better than existing deflation-based methods. These results indicate that deflation-free approaches offer a robust and effective framework for sparse discriminant analysis in high-dimensional problems.

QARIMA: A Quantum Approach To Classical Time Series Analysis

We present a quantum-inspired ARIMA methodology that integrates quantum-assisted lag discovery with \emph{fixed-configuration} variational quantum circuits (VQCs) for parameter estimation and weak-lag refinement. Differencing and candidate lags are identified via swap-test-driven quantum autocorrelation (QACF) and quantum partial autocorrelation (QPACF), with a delayed-matrix construction that aligns quantum projections to time-domain regressors, followed by standard information-criterion parsimony. Given the screened orders $(p,d,q)$, we retain a fixed VQC ansatz, optimizer, and training budget, preventing hyperparameter leakage, and deploy the circuit in two estimation roles: VQC-AR for autoregressive coefficients and VQC-MA for moving-average coefficients. Between screening and estimation, a lightweight VQC weak-lag refinement re-weights or prunes screened AR lags without altering $(p,d,q)$. Across environmental and industrial datasets, we perform rolling-origin evaluations against automated classical ARIMA, reporting out-of-sample mean squared error (MSE), mean absolute percentage error (MAPE), and Diebold--Mariano tests on MSE and MAE. Empirically, the seven quantum contributions -- (1) differencing selection, (2) QACF, (3) QPACF, (4) swap-test primitives with delayed-matrix construction, (5) VQC-AR, (6) VQC weak-lag refinement, and (7) VQC-MA -- collectively reduce meta-optimization overhead and make explicit where quantum effects enter order discovery, lag refinement, and AR/MA parameter estimation.

HELIX: Hybrid Encoding with Learnable Identity and Cross-dimensional Synthesis for Time Series Imputation

Time series imputation benefits from leveraging cross-feature correlations, yet existing attention-based methods re-discover feature relationships at each layer, lacking persistent anchors to maintain consistent representations. To address this, we propose HELIX, which assigns each feature a learnable feature identity, a persistent embedding that captures intrinsic semantic properties throughout the network. Unlike graph-based methods that rely on predefined topology and assume homogeneous spatial relationships, HELIX learns arbitrary feature dependencies end-to-end from temporal co-variation, naturally handling datasets where features mix spatial locations with semantic variables. Integrated with hybrid temporal-feature attention, HELIX achieves the state-of-the-art performance, surpassing all 16 baselines on 5 public datasets across 21 experimental settings in our evaluation. Furthermore, our mechanistic analysis reveals that HELIX aligns learned feature identities and dependencies with latent physical and semantic structure progressively across layers, demonstrating that it more effectively translates cross-feature structure into imputation accuracy.

Deep Clustering for Climate: Analyzing Teleconnections through Learned Categorical States

Understanding and representing complex climate variability is essential for both scientific analysis and predictive modeling. However, identifying meaningful climate regimes from raw variables is challenging, as they exhibit high noise and nonlinear dependencies. In this work, we explore the use of Masked Siamese Networks to discretize climate time series into semantically rich clusters. Focusing on daily minimum and maximum temperature, we show that the resulting representations: (i) yield clusters that reflect meaningful climate states under our modeling assumptions, offering a simplified representation for downstream use; (ii) enable sampling and analysis of specific climate scenarios; and (iii) exhibit statistical associations with El Niño events, underscoring their scientific relevance. Our findings highlight the potential of self-supervised discretization as a tool for climate data analysis and open avenues for incorporating richer climate indicators in future work.

Time-Series Classification with Multivariate Statistical Dependence Features

In this paper, we propose a novel framework for non-stationary time-series analysis that replaces conventional correlation-based statistics with direct estimation of statistical dependence in the normalized joint density of input and target signals, the cross density ratio (CDR). Unlike windowed correlation estimates, this measure is independent of sample order and robust to regime changes. The method builds on the functional maximal correlation algorithm (FMCA), which constructs a projection space by decomposing the eigenspectrum of the CDR. Multiscale features from this eigenspace are classified using a lightweight single-hidden-layer perceptron. On the TI-46 digit speech corpus, our approach outperforms hidden Markov models (HMMs) and state-of-the-art spiking neural networks, achieving higher accuracy with fewer than 10 layers and a storage footprint under 5 MB.

Global Offshore Wind Infrastructure: Deployment and Operational Dynamics from Dense Sentinel-1 Time Series

The offshore wind energy sector is expanding rapidly, increasing the need for independent, high-temporal-resolution monitoring of infrastructure deployment and operation at global scale. While Earth Observation based offshore wind infrastructure mapping has matured for spatial localization, existing open datasets lack temporally dense and semantically fine-grained information on construction and operational dynamics. We introduce a global Sentinel-1 synthetic aperture radar (SAR) time series data corpus that resolves deployment and operational phases of offshore wind infrastructure from 2016Q1 to 2025Q1. Building on an updated object detection workflow, we compile 15,606 time series at detected infrastructure locations, with overall 14,840,637 events as analysis-ready 1D SAR backscatter profiles, one profile per Sentinel-1 acquisition and location. To enable direct use and benchmarking, we release (i) the analysis ready 1D SAR profiles, (ii) event-level baseline semantic labels generated by a rule-based classifier, and (iii) an expert-annotated benchmark dataset of 553 time series with 328,657 event labels. The baseline classifier achieves a macro F1 score of 0.84 in event-wise evaluation and an area under the collapsed edit similarity-quality threshold curve (AUC) of 0.785, indicating temporal coherence. We demonstrate that the resulting corpus supports global-scale analyses of deployment dynamics, the identification of differences in regional deployment patterns, vessel interactions, and operational events, and provides a reference for developing and comparing time series classification methods for offshore wind infrastructure monitoring.

Stage Light is Sequence$^2$: Multi-Light Control via Imitation Learning

Music-inspired Automatic Stage Lighting Control (ASLC) has gained increasing attention in recent years due to the substantial time and financial costs associated with hiring and training professional lighting engineers. However, existing methods suffer from several notable limitations: the low interpretability of rule-based approaches, the restriction to single-primary-light control in music-to-color-space methods, and the limited transferability of music-to-controlling-parameter frameworks. To address these gaps, we propose SeqLight, a hierarchical deep learning framework that maps music to multi-light Hue-Saturation-Value (HSV) space. Our approach first customizes SkipBART, an end-to-end single primary light generation model, to predict the full light color distribution for each frame, followed by hybrid Imitation Learning (IL) techniques to derive an effective decomposition strategy that distributes the global color distribution among individual lights. Notably, the light decomposition module can be trained under varying venue-specific lighting configurations using only mixed light data and no professional demonstrations, thereby flexibly adapting across diverse venues. In this stage, we formulate the light decomposition task as a Goal-Conditioned Markov Decision Process (GCMDP), construct an expert demonstration set inspired by Hindsight Experience Replay (HER), and introduce a three-phase IL training pipeline, achieving strong generalization capability. To validate our IL solution for the proposed GCMDP, we conduct a series of quantitative analysis and human study. The code and trained models are provided at https://github.com/RS2002/SeqLight .