Sparse Tucker Decomposition and Graph Regularization for High-Dimensional Time Series Forecasting

Existing methods of vector autoregressive model for multivariate time series analysis make use of low-rank matrix approximation or Tucker decomposition to reduce the dimension of the over-parameterization issue. In this paper, we propose a sparse Tucker decomposition method with graph regularization for high-dimensional vector autoregressive time series. By stacking the time-series transition matrices into a third-order tensor, the sparse Tucker decomposition is employed to characterize important interactions within the transition third-order tensor and reduce the number of parameters. Moreover, the graph regularization is employed to measure the local consistency of the response, predictor and temporal factor matrices in the vector autoregressive model.The two proposed regularization techniques can be shown to more accurate parameters estimation. A non-asymptotic error bound of the estimator of the proposed method is established, which is lower than those of the existing matrix or tensor based methods. A proximal alternating linearized minimization algorithm is designed to solve the resulting model and its global convergence is established under very mild conditions. Extensive numerical experiments on synthetic data and real-world datasets are carried out to verify the superior performance of the proposed method over existing state-of-the-art methods.

A Proposed Paradigm for Imputing Missing Multi-Sensor Data in the Healthcare Domain

Chronic diseases such as diabetes pose significant management challenges, particularly due to the risk of complications like hypoglycemia, which require timely detection and intervention. Continuous health monitoring through wearable sensors offers a promising solution for early prediction of glycemic events. However, effective use of multisensor data is hindered by issues such as signal noise and frequent missing values. This study examines the limitations of existing datasets and emphasizes the temporal characteristics of key features relevant to hypoglycemia prediction. A comprehensive analysis of imputation techniques is conducted, focusing on those employed in state-of-the-art studies. Furthermore, imputation methods derived from machine learning and deep learning applications in other healthcare contexts are evaluated for their potential to address longer gaps in time-series data. Based on this analysis, a systematic paradigm is proposed, wherein imputation strategies are tailored to the nature of specific features and the duration of missing intervals. The review concludes by emphasizing the importance of investigating the temporal dynamics of individual features and the implementation of multiple, feature-specific imputation techniques to effectively address heterogeneous temporal patterns inherent in the data.

Kolmogorov Arnold Networks and Multi-Layer Perceptrons: A Paradigm Shift in Neural Modelling

The research undertakes a comprehensive comparative analysis of Kolmogorov-Arnold Networks (KAN) and Multi-Layer Perceptrons (MLP), highlighting their effectiveness in solving essential computational challenges like nonlinear function approximation, time-series prediction, and multivariate classification. Rooted in Kolmogorov's representation theorem, KANs utilize adaptive spline-based activation functions and grid-based structures, providing a transformative approach compared to traditional neural network frameworks. Utilizing a variety of datasets spanning mathematical function estimation (quadratic and cubic) to practical uses like predicting daily temperatures and categorizing wines, the proposed research thoroughly assesses model performance via accuracy measures like Mean Squared Error (MSE) and computational expense assessed through Floating Point Operations (FLOPs). The results indicate that KANs reliably exceed MLPs in every benchmark, attaining higher predictive accuracy with significantly reduced computational costs. Such an outcome highlights their ability to maintain a balance between computational efficiency and accuracy, rendering them especially beneficial in resource-limited and real-time operational environments. By elucidating the architectural and functional distinctions between KANs and MLPs, the paper provides a systematic framework for selecting the most suitable neural architectures for specific tasks. Furthermore, the proposed study highlights the transformative capabilities of KANs in progressing intelligent systems, influencing their use in situations that require both interpretability and computational efficiency.

Chain-of-thought Reviewing and Correction for Time Series Question Answering

With the advancement of large language models (LLMs), diverse time series analysis tasks are reformulated as time series question answering (TSQA) through a unified natural language interface. However, existing LLM-based approaches largely adopt general natural language processing techniques and are prone to reasoning errors when handling complex numerical sequences. Different from purely textual tasks, time series data are inherently verifiable, enabling consistency checking between reasoning steps and the original input. Motivated by this property, we propose T3LLM, which performs multi-step reasoning with an explicit correction mechanism for time series question answering. The T3LLM framework consists of three LLMs, namely, a worker, a reviewer, and a student, that are responsible for generation, review, and reasoning learning, respectively. Within this framework, the worker generates step-wise chains of thought (CoT) under structured prompts, while the reviewer inspects the reasoning, identifies erroneous steps, and provides corrective comments. The collaboratively generated corrected CoT are used to fine-tune the student model, internalizing multi-step reasoning and self-correction into its parameters. Experiments on multiple real-world TSQA benchmarks demonstrate that T3LLM achieves state-of-the-art performance over strong LLM-based baselines.

XGBoost Forecasting of NEPSE Index Log Returns with Walk Forward Validation

This study develops a robust machine learning framework for one-step-ahead forecasting of daily log-returns in the Nepal Stock Exchange (NEPSE) Index using the XGBoost regressor. A comprehensive feature set is engineered, including lagged log-returns (up to 30 days) and established technical indicators such as short- and medium-term rolling volatility measures and the 14-period Relative Strength Index. Hyperparameter optimization is performed using Optuna with time-series cross-validation on the initial training segment. Out-of-sample performance is rigorously assessed via walk-forward validation under both expanding and fixed-length rolling window schemes across multiple lag configurations, simulating real-world deployment and avoiding lookahead bias. Predictive accuracy is evaluated using root mean squared error, mean absolute error, coefficient of determination (R-squared), and directional accuracy on both log-returns and reconstructed closing prices. Empirical results show that the optimal configuration, an expanding window with 20 lags, outperforms tuned ARIMA and Ridge regression benchmarks, achieving the lowest log-return RMSE (0.013450) and MAE (0.009814) alongside a directional accuracy of 65.15%. While the R-squared remains modest, consistent with the noisy nature of financial returns, primary emphasis is placed on relative error reduction and directional prediction. Feature importance analysis and visual inspection further enhance interpretability. These findings demonstrate the effectiveness of gradient boosting ensembles in modeling nonlinear dynamics in volatile emerging market time series and establish a reproducible benchmark for NEPSE Index forecasting.

DriftGuard: A Hierarchical Framework for Concept Drift Detection and Remediation in Supply Chain Forecasting

Supply chain forecasting models degrade over time as real-world conditions change. Promotions shift, consumer preferences evolve, and supply disruptions alter demand patterns, causing what is known as concept drift. This silent degradation leads to stockouts or excess inventory without triggering any system warnings. Current industry practice relies on manual monitoring and scheduled retraining every 3-6 months, which wastes computational resources during stable periods while missing rapid drift events. Existing academic methods focus narrowly on drift detection without addressing diagnosis or remediation, and they ignore the hierarchical structure inherent in supply chain data. What retailers need is an end-to-end system that detects drift early, explains its root causes, and automatically corrects affected models. We propose DriftGuard, a five-module framework that addresses the complete drift lifecycle. The system combines an ensemble of four complementary detection methods, namely error-based monitoring, statistical tests, autoencoder anomaly detection, and Cumulative Sum (CUSUM) change-point analysis, with hierarchical propagation analysis to identify exactly where drift occurs across product lines. Once detected, Shapley Additive Explanations (SHAP) analysis diagnoses the root causes, and a cost-aware retraining strategy selectively updates only the most affected models. Evaluated on over 30,000 time series from the M5 retail dataset, DriftGuard achieves 97.8% detection recall within 4.2 days and delivers up to 417 return on investment through targeted remediation.

FusAD: Time-Frequency Fusion with Adaptive Denoising for General Time Series Analysis

Time series analysis plays a vital role in fields such as finance, healthcare, industry, and meteorology, underpinning key tasks including classification, forecasting, and anomaly detection. Although deep learning models have achieved remarkable progress in these areas in recent years, constructing an efficient, multi-task compatible, and generalizable unified framework for time series analysis remains a significant challenge. Existing approaches are often tailored to single tasks or specific data types, making it difficult to simultaneously handle multi-task modeling and effectively integrate information across diverse time series types. Moreover, real-world data are often affected by noise, complex frequency components, and multi-scale dynamic patterns, which further complicate robust feature extraction and analysis. To ameliorate these challenges, we propose FusAD, a unified analysis framework designed for diverse time series tasks. FusAD features an adaptive time-frequency fusion mechanism, integrating both Fourier and Wavelet transforms to efficiently capture global-local and multi-scale dynamic features. With an adaptive denoising mechanism, FusAD automatically senses and filters various types of noise, highlighting crucial sequence variations and enabling robust feature extraction in complex environments. In addition, the framework integrates a general information fusion and decoding structure, combined with masked pre-training, to promote efficient learning and transfer of multi-granularity representations. Extensive experiments demonstrate that FusAD consistently outperforms state-of-the-art models on mainstream time series benchmarks for classification, forecasting, and anomaly detection tasks, while maintaining high efficiency and scalability. Code is available at https://github.com/zhangda1018/FusAD.

IceWatch: Forecasting Glacial Lake Outburst Floods (GLOFs) using Multimodal Deep Learning

Glacial Lake Outburst Floods (GLOFs) pose a serious threat in high mountain regions. They are hazardous to communities, infrastructure, and ecosystems further downstream. The classical methods of GLOF detection and prediction have so far mainly relied on hydrological modeling, threshold-based lake monitoring, and manual satellite image analysis. These approaches suffer from several drawbacks: slow updates, reliance on manual labor, and losses in accuracy when clouds interfere and/or lack on-site data. To tackle these challenges, we present IceWatch: a novel deep learning framework for GLOF prediction that incorporates both spatial and temporal perspectives. The vision component, RiskFlow, of IceWatch deals with Sentinel-2 multispectral satellite imagery using a CNN-based classifier and predicts GLOF events based on the spatial patterns of snow, ice, and meltwater. Its tabular counterpart confirms this prediction by considering physical dynamics. TerraFlow models glacier velocity from NASA ITS_LIVE time series while TempFlow forecasts near-surface temperature from MODIS LST records; both are trained on long-term observational archives and integrated via harmonized preprocessing and synchronization to enable multimodal, physics-informed GLOF prediction. Both together provide cross-validation, which will improve the reliability and interpretability of GLOF detection. This system ensures strong predictive performance, rapid data processing for real-time use, and robustness to noise and missing information. IceWatch paves the way for automatic, scalable GLOF warning systems. It also holds potential for integration with diverse sensor inputs and global glacier monitoring activities.

Bridging Temporal and Textual Modalities: A Multimodal Framework for Automated Cloud Failure Root Cause Analysis

Root cause analysis in modern cloud infrastructure demands sophisticated understanding of heterogeneous data sources, particularly time-series performance metrics that involve core failure signatures. While large language models demonstrate remarkable capabilities in textual reasoning, their discrete token-based architecture creates fundamental incompatibilities with continuous numerical sequences exhibiting temporal dependencies. Current methodologies inadequately address this modality mismatch, constraining the potential of language model-driven automation in incident management workflows. This paper presents a multimodal diagnostic framework that harmonizes time-series representations with pretrained language model embedding spaces. Our approach contributes three technical advances: (1) a semantic compression technique that distills temporal segments into single-token abstractions while preserving pattern semantics, (2) an alignment encoder utilizing gated cross-attention to project time-series features into language model latent space, and (3) a retrieval-augmented diagnostic pipeline that synthesizes aligned embeddings with historical incident knowledge for expert-level failure attribution. Comprehensive evaluation across six cloud system benchmarks demonstrates that our framework achieves leading performance, reaching 48.75% diagnostic accuracy with notable improvements on scenarios involving compound failure modes. The results validate embedding-space alignment as an effective strategy for enabling language models to reason over multimodal telemetry data in production incident response contexts.

NeuroSSM: Multiscale Differential State-Space Modeling for Context-Aware fMRI Analysis

Accurate fMRI analysis requires sensitivity to temporal structure across multiple scales, as BOLD signals encode cognitive processes that emerge from fast transient dynamics to slower, large-scale fluctuations. Existing deep learning (DL) approaches to temporal modeling face challenges in jointly capturing these dynamics over long fMRI time series. Among current DL models, transformers address long-range dependencies by explicitly modeling pairwise interactions through attention, but the associated quadratic computational cost limits effective integration of temporal dependencies across long fMRI sequences. Selective state-space models (SSMs) instead model long-range temporal dependencies implicitly through latent state evolution in a dynamical system, enabling efficient propagation of dependencies over time. However, recent SSM-based approaches for fMRI commonly operate on derived functional connectivity representations and employ single-scale temporal processing. These design choices constrain the ability to jointly represent fast transient dynamics and slower global trends within a single model. We propose NeuroSSM, a selective state-space architecture designed for end-to-end analysis of raw BOLD signals in fMRI time series. NeuroSSM addresses the above limitations through two complementary design components: a multiscale state-space backbone that captures fast and slow dynamics concurrently, and a parallel differencing branch that increases sensitivity to transient state changes. Experiments on clinical and non-clinical datasets demonstrate that NeuroSSM achieves competitive performance and efficiency against state-of-the-art fMRI analysis methods.