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.
Timely and robust influenza incidence forecasting is critical for public health decision-making. To address this, we present MAESTRO, a Multi-modal Adaptive Ensemble for Spectro-Temporal Robust Optimization. MAESTRO achieves robustness by adaptively fusing multi-modal inputs-including surveillance, web search trends, and meteorological data-and leveraging a comprehensive spectro-temporal architecture. The model first decomposes time series into seasonal and trend components. These are then processed through a hybrid feature enhancement pipeline combining Transformer-based encoders, a Mamba state-space model for long-range dependencies, multi-scale temporal convolutions, and a frequency-domain analysis module. A cross-channel attention mechanism further integrates information across the different data modalities. Finally, a temporal projection head performs sequence-to-sequence forecasting, with an optional estimator to quantify prediction uncertainty. Evaluated on over 11 years of Hong Kong influenza data (excluding the COVID-19 period), MAESTRO shows strong competitive performance, demonstrating a superior model fit and relative accuracy, achieving a state-of-the-art R-square of 0.956. Extensive ablations confirm the significant contributions of both multi-modal fusion and the spectro-temporal components. Our modular and reproducible pipeline is made publicly available to facilitate deployment and extension to other regions and pathogens.Our publicly available pipeline presents a powerful, unified framework, demonstrating the critical synergy of advanced spectro-temporal modeling and multi-modal data fusion for robust epidemiological forecasting.
This study provides an in-depth analysis of time series forecasting methods to predict the time-dependent deformation trend (also known as creep) of salt rock under varying confining pressure conditions. Creep deformation assessment is essential for designing and operating underground storage facilities for nuclear waste, hydrogen energy, or radioactive materials. Salt rocks, known for their mechanical properties like low porosity, low permeability, high ductility, and exceptional creep and self-healing capacities, were examined using multi-stage triaxial (MSTL) creep data. After resampling, axial strain datasets were recorded at 5--10 second intervals under confining pressure levels ranging from 5 to 35 MPa over 5.8--21 days. Initial analyses, including Seasonal-Trend Decomposition (STL) and Granger causality tests, revealed minimal seasonality and causality between axial strain and temperature data. Further statistical tests, such as the Augmented Dickey-Fuller (ADF) test, confirmed the stationarity of the data with p-values less than 0.05, and wavelet coherence plot (WCP) analysis indicated repeating trends. A suite of deep neural network (DNN) models (Neural Basis Expansion Analysis for Time Series (N-BEATS), Temporal Convolutional Networks (TCN), Recurrent Neural Networks (RNN), and Transformers (TF)) was utilized and compared against statistical baseline models. Predictive performance was evaluated using Root Mean Square Error (RMSE), Mean Absolute Error (MAE), Mean Absolute Percentage Error (MAPE), and Symmetric Mean Absolute Percentage Error (SMAPE). Results demonstrated that N-BEATS and TCN models outperformed others across various stress levels, respectively. DNN models, particularly N-BEATS and TCN, showed a 15--20\% improvement in accuracy over traditional analytical models, effectively capturing complex temporal dependencies and patterns.




Echo State Networks (ESNs) are a particular type of untrained Recurrent Neural Networks (RNNs) within the Reservoir Computing (RC) framework, popular for their fast and efficient learning. However, traditional ESNs often struggle with long-term information processing. In this paper, we introduce a novel class of deep untrained RNNs based on temporal residual connections, called Deep Residual Echo State Networks (DeepResESNs). We show that leveraging a hierarchy of untrained residual recurrent layers significantly boosts memory capacity and long-term temporal modeling. For the temporal residual connections, we consider different orthogonal configurations, including randomly generated and fixed-structure configurations, and we study their effect on network dynamics. A thorough mathematical analysis outlines necessary and sufficient conditions to ensure stable dynamics within DeepResESN. Our experiments on a variety of time series tasks showcase the advantages of the proposed approach over traditional shallow and deep RC.
Micro-expressions (MEs) are regarded as important indicators of an individual's intrinsic emotions, preferences, and tendencies. ME analysis requires spotting of ME intervals within long video sequences and recognition of their corresponding emotional categories. Previous deep learning approaches commonly employ sliding-window classification networks. However, the use of fixed window lengths and hard classification presents notable limitations in practice. Furthermore, these methods typically treat ME spotting and recognition as two separate tasks, overlooking the essential relationship between them. To address these challenges, this paper proposes two state space model-based architectures, namely ME-TST and ME-TST+, which utilize temporal state transition mechanisms to replace conventional window-level classification with video-level regression. This enables a more precise characterization of the temporal dynamics of MEs and supports the modeling of MEs with varying durations. In ME-TST+, we further introduce multi-granularity ROI modeling and the slowfast Mamba framework to alleviate information loss associated with treating ME analysis as a time-series task. Additionally, we propose a synergy strategy for spotting and recognition at both the feature and result levels, leveraging their intrinsic connection to enhance overall analysis performance. Extensive experiments demonstrate that the proposed methods achieve state-of-the-art performance. The codes are available at https://github.com/zizheng-guo/ME-TST.
Domain shift poses a fundamental challenge in time series analysis, where models trained on source domain often fail dramatically when applied in target domain with different yet similar distributions. While current unsupervised domain adaptation (UDA) methods attempt to align cross-domain feature distributions, they typically treat features as indivisible entities, ignoring their intrinsic compositions that governs domain adaptation. We introduce DARSD, a novel UDA framework with theoretical explainability that explicitly realizes UDA tasks from the perspective of representation space decomposition. Our core insight is that effective domain adaptation requires not just alignment, but principled disentanglement of transferable knowledge from mixed representations. DARSD consists three synergistic components: (I) An adversarial learnable common invariant basis that projects original features into a domain-invariant subspace while preserving semantic content; (II) A prototypical pseudo-labeling mechanism that dynamically separates target features based on confidence, hindering error accumulation; (III) A hybrid contrastive optimization strategy that simultaneously enforces feature clustering and consistency while mitigating emerging distribution gaps. Comprehensive experiments conducted on four benchmark datasets (WISDM, HAR, HHAR, and MFD) demonstrate DARSD's superiority against 12 UDA algorithms, achieving optimal performance in 35 out of 53 cross-domain scenarios.
Large Language Model-based Time Series Forecasting (LLMTS) has shown remarkable promise in handling complex and diverse temporal data, representing a significant step toward foundation models for time series analysis. However, this emerging paradigm introduces two critical challenges. First, the substantial commercial potential and resource-intensive development raise urgent concerns about intellectual property (IP) protection. Second, their powerful time series forecasting capabilities may be misused to produce misleading or fabricated deepfake time series data. To address these concerns, we explore watermarking the outputs of LLMTS models, that is, embedding imperceptible signals into the generated time series data that remain detectable by specialized algorithms. We propose a novel post-hoc watermarking framework, Waltz, which is broadly compatible with existing LLMTS models. Waltz is inspired by the empirical observation that time series patch embeddings are rarely aligned with a specific set of LLM tokens, which we term ``cold tokens''. Leveraging this insight, Waltz embeds watermarks by rewiring the similarity statistics between patch embeddings and cold token embeddings, and detects watermarks using similarity z-scores. To minimize potential side effects, we introduce a similarity-based embedding position identification strategy and employ projected gradient descent to constrain the watermark noise within a defined boundary. Extensive experiments using two popular LLMTS models across seven benchmark datasets demonstrate that Waltz achieves high watermark detection accuracy with minimal impact on the quality of the generated time series.
We propose a novel framework that harnesses the power of generative artificial intelligence and copula-based modeling to address two critical challenges in multivariate time-series analysis: delivering accurate predictions and enabling robust anomaly detection. Our method, Copula-based Conformal Anomaly Identification for Multivariate Time-Series (CoCAI), leverages a diffusion-based model to capture complex dependencies within the data, enabling high quality forecasting. The model's outputs are further calibrated using a conformal prediction technique, yielding predictive regions which are statistically valid, i.e., cover the true target values with a desired confidence level. Starting from these calibrated forecasts, robust outlier detection is performed by combining dimensionality reduction techniques with copula-based modeling, providing a statistically grounded anomaly score. CoCAI benefits from an offline calibration phase that allows for minimal overhead during deployment and delivers actionable results rooted in established theoretical foundations. Empirical tests conducted on real operational data derived from water distribution and sewerage systems confirm CoCAI's effectiveness in accurately forecasting target sequences of data and in identifying anomalous segments within them.
This chapter extends the family of perception-informed gap-based local planners to dynamic environments. Existing perception-informed local planners that operate in dynamic environments often rely on emergent or empirical robustness for collision avoidance as opposed to performing formal analysis of dynamic obstacles. This proposed planner, dynamic gap, explicitly addresses dynamic obstacles through several steps in the planning pipeline. First, polar regions of free space known as gaps are tracked and their dynamics are estimated in order to understand how the local environment evolves over time. Then, at planning time, gaps are propagated into the future through novel gap propagation algorithms to understand what regions are feasible for passage. Lastly, pursuit guidance theory is leveraged to generate local trajectories that are provably collision-free under ideal conditions. Additionally, obstacle-centric ungap processing is performed in situations where no gaps exist to robustify the overall planning framework. A set of gap-based planners are benchmarked against a series of classical and learned motion planners in dynamic environments, and dynamic gap is shown to outperform all other baselines in all environments. Furthermore, dynamic gap is deployed on a TurtleBot2 platform in several real-world experiments to validate collision avoidance behaviors.
Time-series forecasting underpins critical decisions across aviation, energy, retail and health. Classical autoregressive integrated moving average (ARIMA) models offer interpretability via coefficients but struggle with nonlinearities, whereas tree-based machine-learning models such as XGBoost deliver high accuracy but are often opaque. This paper presents a unified framework for interpreting time-series forecasts using local interpretable model-agnostic explanations (LIME) and SHapley additive exPlanations (SHAP). We convert a univariate series into a leakage-free supervised learning problem, train a gradient-boosted tree alongside an ARIMA baseline and apply post-hoc explainability. Using the Air Passengers dataset as a case study, we show that a small set of lagged features -- particularly the twelve-month lag -- and seasonal encodings explain most forecast variance. We contribute: (i) a methodology for applying LIME and SHAP to time series without violating chronology; (ii) theoretical exposition of the underlying algorithms; (iii) empirical evaluation with extensive analysis; and (iv) guidelines for practitioners.




Electrocardiogram (ECG) analysis is foundational for cardiovascular disease diagnosis, yet the performance of deep learning models is often constrained by limited access to annotated data. Self-supervised contrastive learning has emerged as a powerful approach for learning robust ECG representations from unlabeled signals. However, most existing methods generate only pairwise augmented views and fail to leverage the rich temporal structure of ECG recordings. In this work, we present a poly-window contrastive learning framework. We extract multiple temporal windows from each ECG instance to construct positive pairs and maximize their agreement via statistics. Inspired by the principle of slow feature analysis, our approach explicitly encourages the model to learn temporally invariant and physiologically meaningful features that persist across time. We validate our approach through extensive experiments and ablation studies on the PTB-XL dataset. Our results demonstrate that poly-window contrastive learning consistently outperforms conventional two-view methods in multi-label superclass classification, achieving higher AUROC (0.891 vs. 0.888) and F1 scores (0.680 vs. 0.679) while requiring up to four times fewer pre-training epochs (32 vs. 128) and 14.8% in total wall clock pre-training time reduction. Despite processing multiple windows per sample, we achieve a significant reduction in the number of training epochs and total computation time, making our method practical for training foundational models. Through extensive ablations, we identify optimal design choices and demonstrate robustness across various hyperparameters. These findings establish poly-window contrastive learning as a highly efficient and scalable paradigm for automated ECG analysis and provide a promising general framework for self-supervised representation learning in biomedical time-series data.