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.
Drawing on psychological and literary theory, we investigated whether the warmth and competence of movie protagonists predict IMDb ratings, and whether these effects vary across genres. Using 2,858 films and series from the Movie Scripts Corpus, we identified protagonists via AI-assisted annotation and quantified their warmth and competence with the LLM_annotate package ([1]; human-LLM agreement: r = .83). Preregistered Bayesian regression analyses revealed theory-consistent but small associations between both warmth and competence and audience ratings, while genre-specific interactions did not meaningfully improve predictions. Male protagonists were slightly less warm than female protagonists, and movies with male leads received higher ratings on average (an association that was multiple times stronger than the relationships between movie ratings and warmth/competence). These findings suggest that, although audiences tend to favor warm, competent characters, the effects on movie evaluations are modest, indicating that character personality is only one of many factors shaping movie ratings. AI-assisted annotation with LLM_annotate and gpt-4.1-mini proved effective for large-scale analyses but occasionally fell short of manually generated annotations.
Time pressure critically influences risky maneuvers and crash proneness among powered two-wheeler riders, yet its prediction remains underexplored in intelligent transportation systems. We present a large-scale dataset of 129,000+ labeled multivariate time-series sequences from 153 rides by 51 participants under No, Low, and High Time Pressure conditions. Each sequence captures 63 features spanning vehicle kinematics, control inputs, behavioral violations, and environmental context. Our empirical analysis shows High Time Pressure induces 48% higher speeds, 36.4% greater speed variability, 58% more risky turns at intersections, 36% more sudden braking, and 50% higher rear brake forces versus No Time Pressure. To benchmark this dataset, we propose MotoTimePressure, a deep learning model combining convolutional preprocessing, dual-stage temporal attention, and Squeeze-and-Excitation feature recalibration, achieving 91.53% accuracy and 98.93% ROC AUC, outperforming eight baselines. Since time pressure cannot be directly measured in real time, we demonstrate its utility in collision prediction and threshold determination. Using MTPS-predicted time pressure as features, improves Informer-based collision risk accuracy from 91.25% to 93.51%, approaching oracle performance (93.72%). Thresholded time pressure states capture rider cognitive stress and enable proactive ITS interventions, including adaptive alerts, haptic feedback, V2I signaling, and speed guidance, supporting safer two-wheeler mobility under the Safe System Approach.
In recent decades, the intensification of wildfire activity in western Canada has resulted in substantial socio-economic and environmental losses. Accurate wildfire risk prediction is hindered by the intrinsic stochasticity of ignition and spread and by nonlinear interactions among fuel conditions, meteorology, climate variability, topography, and human activities, challenging the reliability and interpretability of purely data-driven models. We propose a trustworthy data-driven wildfire risk prediction framework based on long-sequence, multi-scale temporal modeling, which integrates heterogeneous drivers while explicitly quantifying predictive uncertainty and enabling process-level interpretation. Evaluated over western Canada during the record-breaking 2023 and 2024 fire seasons, the proposed model outperforms existing time-series approaches, achieving an F1 score of 0.90 and a PR-AUC of 0.98 with low computational cost. Uncertainty-aware analysis reveals structured spatial and seasonal patterns in predictive confidence, highlighting increased uncertainty associated with ambiguous predictions and spatiotemporal decision boundaries. SHAP-based interpretation provides mechanistic understanding of wildfire controls, showing that temperature-related drivers dominate wildfire risk in both years, while moisture-related constraints play a stronger role in shaping spatial and land-cover-specific contrasts in 2024 compared to the widespread hot and dry conditions of 2023. Data and code are available at https://github.com/SynUW/mmFire.


Time-series data is critical across many scientific and industrial domains, including environmental analysis, agriculture, transportation, and finance. However, mining insights from this data typically requires deep domain expertise, a process that is both time-consuming and labor-intensive. In this paper, we propose \textbf{Insight Miner}, a large-scale multimodal model (LMM) designed to generate high-quality, comprehensive time-series descriptions enriched with domain-specific knowledge. To facilitate this, we introduce \textbf{TS-Insights}\footnote{Available at \href{https://huggingface.co/datasets/zhykoties/time-series-language-alignment}{https://huggingface.co/datasets/zhykoties/time-series-language-alignment}.}, the first general-domain dataset for time series and language alignment. TS-Insights contains 100k time-series windows sampled from 20 forecasting datasets. We construct this dataset using a novel \textbf{agentic workflow}, where we use statistical tools to extract features from raw time series before synthesizing them into coherent trend descriptions with GPT-4. Following instruction tuning on TS-Insights, Insight Miner outperforms state-of-the-art multimodal models, such as LLaVA \citep{liu2023llava} and GPT-4, in generating time-series descriptions and insights. Our findings suggest a promising direction for leveraging LMMs in time series analysis, and serve as a foundational step toward enabling LLMs to interpret time series as a native input modality.
This paper introduces grangersearch, an R package for performing exhaustive Granger causality searches on multiple time series. The package provides: (1) exhaustive pairwise search across multiple variables, (2) automatic lag order optimization with visualization, (3) tidyverse-compatible syntax with pipe operators and non-standard evaluation, and (4) integration with the broom ecosystem through tidy() and glance() methods. The package wraps the vars infrastructure while providing a simple interface for exploratory causal analysis. We describe the statistical methodology, demonstrate the package through worked examples, and discuss practical considerations for applied researchers.
This paper provides a comprehensive comparison of domain generalization techniques applied to time series data within a drilling context, focusing on the prediction of a continuous Stick-Slip Index (SSI), a critical metric for assessing torsional downhole vibrations at the drill bit. The study aims to develop a robust regression model that can generalize across domains by training on 60 second labeled sequences of 1 Hz surface drilling data to predict the SSI. The model is tested in wells that are different from those used during training. To fine-tune the model architecture, a grid search approach is employed to optimize key hyperparameters. A comparative analysis of the Adversarial Domain Generalization (ADG), Invariant Risk Minimization (IRM) and baseline models is presented, along with an evaluation of the effectiveness of transfer learning (TL) in improving model performance. The ADG and IRM models achieve performance improvements of 10% and 8%, respectively, over the baseline model. Most importantly, severe events are detected 60% of the time, against 20% for the baseline model. Overall, the results indicate that both ADG and IRM models surpass the baseline, with the ADG model exhibiting a slight advantage over the IRM model. Additionally, applying TL to a pre-trained model further improves performance. Our findings demonstrate the potential of domain generalization approaches in drilling applications, with ADG emerging as the most effective approach.




Time series forecasting has applications across domains and industries, especially in healthcare, but the technical expertise required to analyze data, build models, and interpret results can be a barrier to using these techniques. This article presents a web platform that makes the process of analyzing and plotting data, training forecasting models, and interpreting and viewing results accessible to researchers and clinicians. Users can upload data and generate plots to showcase their variables and the relationships between them. The platform supports multiple forecasting models and training techniques which are highly customizable according to the user's needs. Additionally, recommendations and explanations can be generated from a large language model that can help the user choose appropriate parameters for their data and understand the results for each model. The goal is to integrate this platform into learning health systems for continuous data collection and inference from clinical pipelines.
Identifiability is central to the interpretability of deep latent variable models, ensuring parameterisations are uniquely determined by the data-generating distribution. However, it remains underexplored for deep regime-switching time series. We develop a general theoretical framework for multi-lag Regime-Switching Models (RSMs), encompassing Markov Switching Models (MSMs) and Switching Dynamical Systems (SDSs). For MSMs, we formulate the model as a temporally structured finite mixture and prove identifiability of both the number of regimes and the multi-lag transitions in a nonlinear-Gaussian setting. For SDSs, we establish identifiability of the latent variables up to permutation and scaling via temporal structure, which in turn yields conditions for identifiability of regime-dependent latent causal graphs (up to regime/node permutations). Our results hold in a fully unsupervised setting through architectural and noise assumptions that are directly enforceable via neural network design. We complement the theory with a flexible variational estimator that satisfies the assumptions and validate the results on synthetic benchmarks. Across real-world datasets from neuroscience, finance, and climate, identifiability leads to more trustworthy interpretability analysis, which is crucial for scientific discovery.
To enhance the reproducibility and reliability of deep learning models, we address a critical gap in current training methodologies: the lack of mechanisms that ensure consistent and robust performance across runs. Our empirical analysis reveals that even under controlled initialization and training conditions, the accuracy of the model can exhibit significant variability. To address this issue, we propose a Custom Loss Function (CLF) that reduces the sensitivity of training outcomes to stochastic factors such as weight initialization and data shuffling. By fine-tuning its parameters, CLF explicitly balances predictive accuracy with training stability, leading to more consistent and reliable model performance. Extensive experiments across diverse architectures for both image classification and time series forecasting demonstrate that our approach significantly improves training robustness without sacrificing predictive performance. These results establish CLF as an effective and efficient strategy for developing more stable, reliable and trustworthy neural networks.
Transformers are increasingly adopted for modeling and forecasting time-series, yet their internal mechanisms remain poorly understood from a dynamical systems perspective. In contrast to classical autoregressive and state-space models, which benefit from well-established theoretical foundations, Transformer architectures are typically treated as black boxes. This gap becomes particularly relevant as attention-based models are considered for general-purpose or zero-shot forecasting across diverse dynamical regimes. In this work, we do not propose a new forecasting model, but instead investigate the representational capabilities and limitations of single-layer Transformers when applied to dynamical data. Building on a dynamical systems perspective we interpret causal self-attention as a linear, history-dependent recurrence and analyze how it processes temporal information. Through a series of linear and nonlinear case studies, we identify distinct operational regimes. For linear systems, we show that the convexity constraint imposed by softmax attention fundamentally restricts the class of dynamics that can be represented, leading to oversmoothing in oscillatory settings. For nonlinear systems under partial observability, attention instead acts as an adaptive delay-embedding mechanism, enabling effective state reconstruction when sufficient temporal context and latent dimensionality are available. These results help bridge empirical observations with classical dynamical systems theory, providing insight into when and why Transformers succeed or fail as models of dynamical systems.