Topic:Time Series Analysis
What is Time Series Analysis? 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.
Papers and Code
Apr 01, 2025
Abstract:The release of advanced Large Language Models (LLMs) such as ChatGPT and Copilot is changing the way text is created and may influence the content that we find on the web. This study investigated whether the release of these two popular LLMs coincided with a change in writing style in headlines and links on worldwide news websites. 175 NLP features were obtained for each text in a dataset of 451 million headlines/links. An interrupted time series analysis was applied for each of the 175 NLP features to evaluate whether there were any statistically significant sustained changes after the release dates of ChatGPT and/or Copilot. There were a total of 44 features that did not appear to have any significant sustained change after the release of ChatGPT/Copilot. A total of 91 other features did show significant change with ChatGPT and/or Copilot although significance with earlier control LLM release dates (GPT-1/2/3, Gopher) removed them from consideration. This initial analysis suggests these language models may have had a limited impact on the style of individual news headlines/links, with respect to only some NLP measures.
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Apr 14, 2025
Abstract:Time series classification (TSC) is an important task in time series analysis. Existing TSC methods mainly train on each single domain separately, suffering from a degradation in accuracy when the samples for training are insufficient in certain domains. The pre-training and fine-tuning paradigm provides a promising direction for solving this problem. However, time series from different domains are substantially divergent, which challenges the effective pre-training on multi-source data and the generalization ability of pre-trained models. To handle this issue, we introduce Augmented Series and Image Contrastive Learning for Time Series Classification (AimTS), a pre-training framework that learns generalizable representations from multi-source time series data. We propose a two-level prototype-based contrastive learning method to effectively utilize various augmentations in multi-source pre-training, which learns representations for TSC that can be generalized to different domains. In addition, considering augmentations within the single time series modality are insufficient to fully address classification problems with distribution shift, we introduce the image modality to supplement structural information and establish a series-image contrastive learning to improve the generalization of the learned representations for TSC tasks. Extensive experiments show that after multi-source pre-training, AimTS achieves good generalization performance, enabling efficient learning and even few-shot learning on various downstream TSC datasets.
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May 18, 2025
Abstract:With Large language models (LLMs) becoming increasingly prevalent in various applications, the need for interpreting their predictions has become a critical challenge. As LLMs vary in architecture and some are closed-sourced, model-agnostic techniques show great promise without requiring access to the model's internal parameters. However, existing model-agnostic techniques need to invoke LLMs many times to gain sufficient samples for generating faithful explanations, which leads to high economic costs. In this paper, we show that it is practical to generate faithful explanations for large-scale LLMs by sampling from some budget-friendly models through a series of empirical studies. Moreover, we show that such proxy explanations also perform well on downstream tasks. Our analysis provides a new paradigm of model-agnostic explanation methods for LLMs, by including information from budget-friendly models.
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May 15, 2025
Abstract:Rapid expansion of model size has emerged as a key challenge in time series forecasting. From early Transformer with tens of megabytes to recent architectures like TimesNet with thousands of megabytes, performance gains have often come at the cost of exponentially increasing parameter counts. But is this scaling truly necessary? To question the applicability of the scaling law in time series forecasting, we propose Alinear, an ultra-lightweight forecasting model that achieves competitive performance using only k-level parameters. We introduce a horizon-aware adaptive decomposition mechanism that dynamically rebalances component emphasis across different forecast lengths, alongside a progressive frequency attenuation strategy that achieves stable prediction in various forecasting horizons without incurring the computational overhead of attention mechanisms. Extensive experiments on seven benchmark datasets demonstrate that Alinear consistently outperforms large-scale models while using less than 1% of their parameters, maintaining strong accuracy across both short and ultra-long forecasting horizons. Moreover, to more fairly evaluate model efficiency, we propose a new parameter-aware evaluation metric that highlights the superiority of ALinear under constrained model budgets. Our analysis reveals that the relative importance of trend and seasonal components varies depending on data characteristics rather than following a fixed pattern, validating the necessity of our adaptive design. This work challenges the prevailing belief that larger models are inherently better and suggests a paradigm shift toward more efficient time series modeling.
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May 22, 2025
Abstract:The Earth's surface is subject to complex and dynamic processes, ranging from large-scale phenomena such as tectonic plate movements to localized changes associated with ecosystems, agriculture, or human activity. Satellite images enable global monitoring of these processes with extensive spatial and temporal coverage, offering advantages over in-situ methods. In particular, resulting satellite image time series (SITS) datasets contain valuable information. To handle their large volume and complexity, some recent works focus on the use of graph-based techniques that abandon the regular Euclidean structure of satellite data to work at an object level. Besides, graphs enable modelling spatial and temporal interactions between identified objects, which are crucial for pattern detection, classification and regression tasks. This paper is an effort to examine the integration of graph-based methods in spatio-temporal remote-sensing analysis. In particular, it aims to present a versatile graph-based pipeline to tackle SITS analysis. It focuses on the construction of spatio-temporal graphs from SITS and their application to downstream tasks. The paper includes a comprehensive review and two case studies, which highlight the potential of graph-based approaches for land cover mapping and water resource forecasting. It also discusses numerous perspectives to resolve current limitations and encourage future developments.
* This work has been submitted to the IEEE for possible publication
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May 14, 2025
Abstract:This paper proposes FAS-LLM, a novel large language model (LLM)-based architecture for predicting future channel states in Orthogonal Time Frequency Space (OTFS)-enabled satellite downlinks equipped with fluid antenna systems (FAS). The proposed method introduces a two-stage channel compression strategy combining reference-port selection and separable principal component analysis (PCA) to extract compact, delay-Doppler-aware representations from high-dimensional OTFS channels. These representations are then embedded into a LoRA-adapted LLM, enabling efficient time-series forecasting of channel coefficients. Performance evaluations demonstrate that FAS-LLM outperforms classical baselines including GRU, LSTM, and Transformer models, achieving up to 10 dB normalized mean squared error (NMSE) improvement and threefold root mean squared error (RMSE) reduction across prediction horizons. Furthermore, the predicted channels preserve key physical-layer characteristics, enabling near-optimal performance in ergodic capacity, spectral efficiency, and outage probability across a wide range of signal-to-noise ratios (SNRs). These results highlight the potential of LLM-based forecasting for delay-sensitive and energy-efficient link adaptation in future satellite IoT networks.
* 12 pages, 8 figures, submitted to JSAC
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Apr 05, 2025
Abstract:Transformer-based foundation models have emerged as a dominant paradigm in time series analysis, offering unprecedented capabilities in tasks such as forecasting, anomaly detection, classification, trend analysis and many more time series analytical tasks. This survey provides a comprehensive overview of the current state of the art pre-trained foundation models, introducing a novel taxonomy to categorize them across several dimensions. Specifically, we classify models by their architecture design, distinguishing between those leveraging patch-based representations and those operating directly on raw sequences. The taxonomy further includes whether the models provide probabilistic or deterministic predictions, and whether they are designed to work with univariate time series or can handle multivariate time series out of the box. Additionally, the taxonomy encompasses model scale and complexity, highlighting differences between lightweight architectures and large-scale foundation models. A unique aspect of this survey is its categorization by the type of objective function employed during training phase. By synthesizing these perspectives, this survey serves as a resource for researchers and practitioners, providing insights into current trends and identifying promising directions for future research in transformer-based time series modeling.
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May 23, 2025
Abstract:Deep learning models have significantly improved the ability to detect novelties in time series (TS) data. This success is attributed to their strong representation capabilities. However, due to the inherent variability in TS data, these models often struggle with generalization and robustness. To address this, a common approach is to perform Unsupervised Domain Adaptation, particularly Universal Domain Adaptation (UniDA), to handle domain shifts and emerging novel classes. While extensively studied in computer vision, UniDA remains underexplored for TS data. This work provides a comprehensive implementation and comparison of state-of-the-art TS backbones in a UniDA framework. We propose a reliable protocol to evaluate their robustness and generalization across different domains. The goal is to provide practitioners with a framework that can be easily extended to incorporate future advancements in UniDA and TS architectures. Our results highlight the critical influence of backbone selection in UniDA performance and enable a robustness analysis across various datasets and architectures.
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May 01, 2025
Abstract:Understanding how auditory stimuli influence emotional and physiological states is fundamental to advancing affective computing and mental health technologies. In this paper, we present a multimodal evaluation of the affective and physiological impacts of three auditory conditions, that is, spiritual meditation (SM), music (M), and natural silence (NS), using a comprehensive suite of biometric signal measures. To facilitate this analysis, we introduce the Spiritual, Music, Silence Acoustic Time Series (SMSAT) dataset, a novel benchmark comprising acoustic time series (ATS) signals recorded under controlled exposure protocols, with careful attention to demographic diversity and experimental consistency. To model the auditory induced states, we develop a contrastive learning based SMSAT audio encoder that extracts highly discriminative embeddings from ATS data, achieving 99.99% classification accuracy in interclass and intraclass evaluations. Furthermore, we propose the Calmness Analysis Model (CAM), a deep learning framework integrating 25 handcrafted and learned features for affective state classification across auditory conditions, attaining robust 99.99% classification accuracy. In contrast, pairwise t tests reveal significant deviations in cardiac response characteristics (CRC) between SM analysis via ANOVA inducing more significant physiological fluctuations. Compared to existing state of the art methods reporting accuracies up to 90%, the proposed model demonstrates substantial performance gains (up to 99%). This work contributes a validated multimodal dataset and a scalable deep learning framework for affective computing applications in stress monitoring, mental well-being, and therapeutic audio-based interventions.
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Apr 18, 2025
Abstract:Environmental crisis remains a global challenge that affects public health and environmental quality. Despite extensive research, accurately forecasting environmental change trends to inform targeted policies and assess prediction efficiency remains elusive. Conventional methods for multivariate time series (MTS) analysis often fail to capture the complex dynamics of environmental change. To address this, we introduce an innovative meta-learning MTS model, MMformer with Adaptive Transferable Multi-head Attention (ATMA), which combines self-attention and meta-learning for enhanced MTS forecasting. Specifically, MMformer is used to model and predict the time series of seven air quality indicators across 331 cities in China from January 2018 to June 2021 and the time series of precipitation and temperature at 2415 monitoring sites during the summer (276 days) from 2012 to 2014, validating the network's ability to perform and forecast MTS data successfully. Experimental results demonstrate that in these datasets, the MMformer model reaching SOTA outperforms iTransformer, Transformer, and the widely used traditional time series prediction algorithm SARIMAX in the prediction of MTS, reducing by 50\% in MSE, 20\% in MAE as compared to others in air quality datasets, reducing by 20\% in MAPE except SARIMAX. Compared with Transformer and SARIMAX in the climate datasets, MSE, MAE, and MAPE are decreased by 30\%, and there is an improvement compared to iTransformer. This approach represents a significant advance in our ability to forecast and respond to dynamic environmental quality challenges in diverse urban and rural environments. Its predictive capabilities provide valuable public health and environmental quality information, informing targeted interventions.
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