Rmd: Robust Modal Decomposition with Constrained Bandwidth

Modal decomposition techniques, such as Empirical Mode Decomposition (EMD), Variational Mode Decomposition (VMD), and Singular Spectrum Analysis (SSA), have advanced time-frequency signal analysis since the early 21st century. These methods are generally classified into two categories: numerical optimization-based methods (EMD, VMD) and spectral decomposition methods (SSA) that consider the physical meaning of signals. The former can produce spurious modes due to the lack of physical constraints, while the latter is more sensitive to noise and struggles with nonlinear signals. Despite continuous improvements in these methods, a modal decomposition approach that effectively combines the strengths of both categories remains elusive. This paper thus proposes a Robust Modal Decomposition (RMD) method with constrained bandwidth, which preserves the intrinsic structure of the signal by mapping the time series into its trajectory-GRAM matrix in phase space. Moreover, the method incorporates bandwidth constraints during the decomposition process, enhancing noise resistance. Extensive experiments on synthetic and real-world datasets, including millimeter-wave radar echoes, electrocardiogram (ECG), phonocardiogram (PCG), and bearing fault detection data, demonstrate the method's effectiveness and versatility. All code and dataset samples are available on GitHub: https://github.com/Einstein-sworder/RMD.

DyWPE: Signal-Aware Dynamic Wavelet Positional Encoding for Time Series Transformers

Existing positional encoding methods in transformers are fundamentally signal-agnostic, deriving positional information solely from sequence indices while ignoring the underlying signal characteristics. This limitation is particularly problematic for time series analysis, where signals exhibit complex, non-stationary dynamics across multiple temporal scales. We introduce Dynamic Wavelet Positional Encoding (DyWPE), a novel signal-aware framework that generates positional embeddings directly from input time series using the Discrete Wavelet Transform (DWT). Comprehensive experiments in ten diverse time series datasets demonstrate that DyWPE consistently outperforms eight existing state-of-the-art positional encoding methods, achieving average relative improvements of 9.1\% compared to baseline sinusoidal absolute position encoding in biomedical signals, while maintaining competitive computational efficiency.

Mask-to-Height: A YOLOv11-Based Architecture for Joint Building Instance Segmentation and Height Classification from Satellite Imagery

Accurate building instance segmentation and height classification are critical for urban planning, 3D city modeling, and infrastructure monitoring. This paper presents a detailed analysis of YOLOv11, the recent advancement in the YOLO series of deep learning models, focusing on its application to joint building extraction and discrete height classification from satellite imagery. YOLOv11 builds on the strengths of earlier YOLO models by introducing a more efficient architecture that better combines features at different scales, improves object localization accuracy, and enhances performance in complex urban scenes. Using the DFC2023 Track 2 dataset -- which includes over 125,000 annotated buildings across 12 cities -- we evaluate YOLOv11's performance using metrics such as precision, recall, F1 score, and mean average precision (mAP). Our findings demonstrate that YOLOv11 achieves strong instance segmentation performance with 60.4\% mAP@50 and 38.3\% mAP@50--95 while maintaining robust classification accuracy across five predefined height tiers. The model excels in handling occlusions, complex building shapes, and class imbalance, particularly for rare high-rise structures. Comparative analysis confirms that YOLOv11 outperforms earlier multitask frameworks in both detection accuracy and inference speed, making it well-suited for real-time, large-scale urban mapping. This research highlights YOLOv11's potential to advance semantic urban reconstruction through streamlined categorical height modeling, offering actionable insights for future developments in remote sensing and geospatial intelligence.

Realistic CDSS Drug Dosing with End-to-end Recurrent Q-learning for Dual Vasopressor Control

Reinforcement learning (RL) applications in Clinical Decision Support Systems (CDSS) frequently encounter skepticism from practitioners regarding inoperable dosing decisions. We address this challenge with an end-to-end approach for learning optimal drug dosing and control policies for dual vasopressor administration in intensive care unit (ICU) patients with septic shock. For realistic drug dosing, we apply action space design that accommodates discrete, continuous, and directional dosing strategies in a system that combines offline conservative Q-learning with a novel recurrent modeling in a replay buffer to capture temporal dependencies in ICU time-series data. Our comparative analysis of norepinephrine dosing strategies across different action space formulations reveals that the designed action spaces improve interpretability and facilitate clinical adoption while preserving efficacy. Empirical results1 on eICU and MIMIC demonstrate that action space design profoundly influences learned behavioral policies. The proposed methods achieve improved patient outcomes of over 15% in survival improvement probability, while aligning with established clinical protocols.

On Evaluating Loss Functions for Stock Ranking: An Empirical Analysis With Transformer Model

Quantitative trading strategies rely on accurately ranking stocks to identify profitable investments. Effective portfolio management requires models that can reliably order future stock returns. Transformer models are promising for understanding financial time series, but how different training loss functions affect their ability to rank stocks well is not yet fully understood. Financial markets are challenging due to their changing nature and complex relationships between stocks. Standard loss functions, which aim for simple prediction accuracy, often aren't enough. They don't directly teach models to learn the correct order of stock returns. While many advanced ranking losses exist from fields such as information retrieval, there hasn't been a thorough comparison to see how well they work for ranking financial returns, especially when used with modern Transformer models for stock selection. This paper addresses this gap by systematically evaluating a diverse set of advanced loss functions including pointwise, pairwise, listwise for daily stock return forecasting to facilitate rank-based portfolio selection on S&P 500 data. We focus on assessing how each loss function influences the model's ability to discern profitable relative orderings among assets. Our research contributes a comprehensive benchmark revealing how different loss functions impact a model's ability to learn cross-sectional and temporal patterns crucial for portfolio selection, thereby offering practical guidance for optimizing ranking-based trading strategies.

Moon: A Modality Conversion-based Efficient Multivariate Time Series Anomaly Detection

Multivariate time series (MTS) anomaly detection identifies abnormal patterns where each timestamp contains multiple variables. Existing MTS anomaly detection methods fall into three categories: reconstruction-based, prediction-based, and classifier-based methods. However, these methods face two key challenges: (1) Unsupervised learning methods, such as reconstruction-based and prediction-based methods, rely on error thresholds, which can lead to inaccuracies; (2) Semi-supervised methods mainly model normal data and often underuse anomaly labels, limiting detection of subtle anomalies;(3) Supervised learning methods, such as classifier-based approaches, often fail to capture local relationships, incur high computational costs, and are constrained by the scarcity of labeled data. To address these limitations, we propose Moon, a supervised modality conversion-based multivariate time series anomaly detection framework. Moon enhances the efficiency and accuracy of anomaly detection while providing detailed anomaly analysis reports. First, Moon introduces a novel multivariate Markov Transition Field (MV-MTF) technique to convert numeric time series data into image representations, capturing relationships across variables and timestamps. Since numeric data retains unique patterns that cannot be fully captured by image conversion alone, Moon employs a Multimodal-CNN to integrate numeric and image data through a feature fusion model with parameter sharing, enhancing training efficiency. Finally, a SHAP-based anomaly explainer identifies key variables contributing to anomalies, improving interpretability. Extensive experiments on six real-world MTS datasets demonstrate that Moon outperforms six state-of-the-art methods by up to 93% in efficiency, 4% in accuracy and, 10.8% in interpretation performance.

Titans Revisited: A Lightweight Reimplementation and Critical Analysis of a Test-Time Memory Model

By the end of 2024, Google researchers introduced Titans: Learning at Test Time, a neural memory model achieving strong empirical results across multiple tasks. However, the lack of publicly available code and ambiguities in the original description hinder reproducibility. In this work, we present a lightweight reimplementation of Titans and conduct a comprehensive evaluation on Masked Language Modeling, Time Series Forecasting, and Recommendation tasks. Our results reveal that Titans does not always outperform established baselines due to chunking. However, its Neural Memory component consistently improves performance compared to attention-only models. These findings confirm the model's innovative potential while highlighting its practical limitations and raising questions for future research.

Topology of Currencies: Persistent Homology for FX Co-movements: A Comparative Clustering Study

This study investigates whether Topological Data Analysis (TDA) can provide additional insights beyond traditional statistical methods in clustering currency behaviours. We focus on the foreign exchange (FX) market, which is a complex system often exhibiting non-linear and high-dimensional dynamics that classical techniques may not fully capture. We compare clustering results based on TDA-derived features versus classical statistical features using monthly logarithmic returns of 13 major currency exchange rates (all against the euro). Two widely-used clustering algorithms, \(k\)-means and Hierarchical clustering, are applied on both types of features, and cluster quality is evaluated via the Silhouette score and the Calinski-Harabasz index. Our findings show that TDA-based feature clustering produces more compact and well-separated clusters than clustering on traditional statistical features, particularly achieving substantially higher Calinski-Harabasz scores. However, all clustering approaches yield modest Silhouette scores, underscoring the inherent difficulty of grouping FX time series. The differing cluster compositions under TDA vs. classical features suggest that TDA captures structural patterns in currency co-movements that conventional methods might overlook. These results highlight TDA as a valuable complementary tool for analysing financial time series, with potential applications in risk management where understanding structural co-movements is crucial.

Bayesian Nonparametric Dynamical Clustering of Time Series

We present a method that models the evolution of an unbounded number of time series clusters by switching among an unknown number of regimes with linear dynamics. We develop a Bayesian non-parametric approach using a hierarchical Dirichlet process as a prior on the parameters of a Switching Linear Dynamical System and a Gaussian process prior to model the statistical variations in amplitude and temporal alignment within each cluster. By modeling the evolution of time series patterns, the method avoids unnecessary proliferation of clusters in a principled manner. We perform inference by formulating a variational lower bound for off-line and on-line scenarios, enabling efficient learning through optimization. We illustrate the versatility and effectiveness of the approach through several case studies of electrocardiogram analysis using publicly available databases.

Time Series Analysis of Spiking Neural Systems via Transfer Entropy and Directed Persistent Homology

We present a topological framework for analysing neural time series that integrates Transfer Entropy (TE) with directed Persistent Homology (PH) to characterize information flow in spiking neural systems. TE quantifies directional influence between neurons, producing weighted, directed graphs that reflect dynamic interactions. These graphs are then analyzed using PH, enabling assessment of topological complexity across multiple structural scales and dimensions. We apply this TE+PH pipeline to synthetic spiking networks trained on logic gate tasks, image-classification networks exposed to structured and perturbed inputs, and mouse cortical recordings annotated with behavioral events. Across all settings, the resulting topological signatures reveal distinctions in task complexity, stimulus structure, and behavioral regime. Higher-dimensional features become more prominent in complex or noisy conditions, reflecting interaction patterns that extend beyond pairwise connectivity. Our findings offer a principled approach to mapping directed information flow onto global organizational patterns in both artificial and biological neural systems. The framework is generalizable and interpretable, making it well suited for neural systems with time-resolved and binary spiking data.