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.
This chapter explores neural networks, topological data analysis, and topological deep learning techniques, alongside statistical Bayesian methods, for processing images, time series, and graphs to maximize the potential of artificial intelligence in the military domain. Throughout the chapter, we highlight practical applications spanning image, video, audio, and time-series recognition, fraud detection, and link prediction for graphical data, illustrating how topology-aware and uncertainty-aware models can enhance robustness, interpretability, and generalization.
Multivariate time series (MTS) anomaly diagnosis, which encompasses both anomaly detection and localization, is critical for the safety and reliability of complex, large-scale real-world systems. The vast majority of existing anomaly diagnosis methods offer limited theoretical insights, especially for anomaly localization, which is a vital but largely unexplored area. The aim of this contribution is to study the learning process of a Transformer when applied to MTS by revealing connections to statistical time series methods. Based on these theoretical insights, we propose the Attention Low-Rank Transformer (ALoRa-T) model, which applies low-rank regularization to self-attention, and we introduce the Attention Low-Rank score, effectively capturing the temporal characteristics of anomalies. Finally, to enable anomaly localization, we propose the ALoRa-Loc method, a novel approach that associates anomalies to specific variables by quantifying interrelationships among time series. Extensive experiments and real data analysis, show that the proposed methodology significantly outperforms state-of-the-art methods in both detection and localization tasks.
Transformer-based foundation models have achieved remarkable progress in tasks such as time-series forecasting and image segmentation. However, they frequently suffer from error accumulation in multivariate long-sequence prediction and exhibit vulnerability to out-of-distribution samples in image-related tasks. Furthermore, these challenges become particularly pronounced in large-scale Web data analysis tasks, which typically involve complex temporal patterns and multimodal features. This complexity substantially increases optimization difficulty, rendering models prone to stagnation at saddle points within high-dimensional parameter spaces. To address these issues, we propose a lightweight Transformer architecture in conjunction with a novel Escape-Explore Optimizer (EEO). The optimizer enhances both exploration and generalization while effectively avoiding sharp minima and saddle-point traps. Experimental results show that, in representative Web data scenarios, our method achieves performance on par with state-of-the-art models across 11 time-series benchmark datasets and the Synapse medical image segmentation task. Moreover, it demonstrates superior generalization and stability, thereby validating its potential as a versatile cross-task foundation model for Web-scale data mining and analysis.
Time Series Foundation Models (TSFMs) are a powerful paradigm for time series analysis and are often enhanced by synthetic data augmentation to improve the training data quality. Existing augmentation methods, however, typically rely on heuristics and static paradigms. Motivated by dynamic data optimization, which shows that the contribution of samples varies across training stages, we propose OATS (Online Data Augmentation for Time Series Foundation Models), a principled strategy that generates synthetic data tailored to different training steps. OATS leverages valuable training samples as principled guiding signals and dynamically generates high-quality synthetic data conditioned on them. We further design a diffusion-based framework to produce realistic time series and introduce an explore-exploit mechanism to balance efficiency and effectiveness. Experiments on TSFMs demonstrate that OATS consistently outperforms regular training and yields substantial performance gains over static data augmentation baselines across six validation datasets and two TSFM architectures. The code is available at the link https://github.com/microsoft/TimeCraft.
Long-term satellite image time series (SITS) analysis in heterogeneous landscapes faces significant challenges, particularly in Mediterranean regions where complex spatial patterns, seasonal variations, and multi-decade environmental changes interact across different scales. This paper presents the Spatio-Temporal Transformer for Long Term Forecasting (STT-LTF ), an extended framework that advances beyond purely temporal analysis to integrate spatial context modeling with temporal sequence prediction. STT-LTF processes multi-scale spatial patches alongside temporal sequences (up to 20 years) through a unified transformer architecture, capturing both local neighborhood relationships and regional climate influences. The framework employs comprehensive self-supervised learning with spatial masking, temporal masking, and horizon sampling strategies, enabling robust model training from 40 years of unlabeled Landsat imagery. Unlike autoregressive approaches, STT-LTF directly predicts arbitrary future time points without error accumulation, incorporating spatial patch embeddings, cyclical temporal encoding, and geographic coordinates to learn complex dependencies across heterogeneous Mediterranean ecosystems. Experimental evaluation on Landsat data (1984-2024) demonstrates that STT-LTF achieves a Mean Absolute Error (MAE) of 0.0328 and R^2 of 0.8412 for next-year predictions, outperforming traditional statistical methods, CNN-based approaches, LSTM networks, and standard transformers. The framework's ability to handle irregular temporal sampling and variable prediction horizons makes it particularly suitable for analysis of heterogeneous landscapes experiencing rapid ecological transitions.
Foundation models have transformed language, vision, and time series data analysis, yet progress on dynamic predictions for physical systems remains limited. Given the complexity of physical constraints, two challenges stand out. $(i)$ Physics-computation scalability: physics-informed learning can enforce physical regularization, but its computation (e.g., ODE integration) does not scale to extensive systems. $(ii)$ Knowledge-sharing efficiency: the attention mechanism is primarily computed within each system, which limits the extraction of shared ODE structures across systems. We show that enforcing ODE consistency does not require expensive nonlinear integration: a token-wise locally linear ODE representation preserves physical fidelity while scaling to foundation-model regimes. Thus, we propose novel token representations that respect locally linear ODE evolution. Such linearity substantially accelerates integration while accurately approximating the local data manifold. Second, we introduce a simple yet effective inter-system attention that augments attention with a common structure hub (CSH) that stores shared tokens and aggregates knowledge across systems. The resulting model, termed LASS-ODE (\underline{LA}rge-\underline{S}cale \underline{S}mall \underline{ODE}), is pretrained on our $40$GB ODE trajectory collections to enable strong in-domain performance, zero-shot generalization across diverse ODE systems, and additional improvements through fine-tuning.
In dynamical systems reconstruction (DSR) we aim to recover the dynamical system (DS) underlying observed time series. Specifically, we aim to learn a generative surrogate model which approximates the underlying, data-generating DS, and recreates its long-term properties (`climate statistics'). In scientific and medical areas, in particular, these models need to be mechanistically tractable -- through their mathematical analysis we would like to obtain insight into the recovered system's workings. Piecewise-linear (PL), ReLU-based RNNs (PLRNNs) have a strong track-record in this regard, representing SOTA DSR models while allowing mathematical insight by virtue of their PL design. However, all current PLRNN variants are discrete-time maps. This is in disaccord with the assumed continuous-time nature of most physical and biological processes, and makes it hard to accommodate data arriving at irregular temporal intervals. Neural ODEs are one solution, but they do not reach the DSR performance of PLRNNs and often lack their tractability. Here we develop theory for continuous-time PLRNNs (cPLRNNs): We present a novel algorithm for training and simulating such models, bypassing numerical integration by efficiently exploiting their PL structure. We further demonstrate how important topological objects like equilibria or limit cycles can be determined semi-analytically in trained models. We compare cPLRNNs to both their discrete-time cousins as well as Neural ODEs on DSR benchmarks, including systems with discontinuities which come with hard thresholds.
Time series foundation models (TSFMs) are revolutionizing the forecasting landscape from specific dataset modeling to generalizable task evaluation. However, we contend that existing benchmarks exhibit common limitations in four dimensions: constrained data composition dominated by reused legacy sources, compromised data integrity lacking rigorous quality assurance, misaligned task formulations detached from real-world contexts, and rigid analysis perspectives that obscure generalizable insights. To bridge these gaps, we introduce TIME, a next-generation task-centric benchmark comprising 50 fresh datasets and 98 forecasting tasks, tailored for strict zero-shot TSFM evaluation free from data leakage. Integrating large language models and human expertise, we establish a rigorous human-in-the-loop benchmark construction pipeline to ensure high data integrity and redefine task formulation by aligning forecasting configurations with real-world operational requirements and variate predictability. Furthermore, we propose a novel pattern-level evaluation perspective that moves beyond traditional dataset-level evaluations based on static meta labels. By leveraging structural time series features to characterize intrinsic temporal properties, this approach offers generalizable insights into model capabilities across diverse patterns. We evaluate 12 representative TSFMs and establish a multi-granular leaderboard to facilitate in-depth analysis and visualized inspection. The leaderboard is available at https://huggingface.co/spaces/Real-TSF/TIME-leaderboard.
Root cause analysis (RCA) in networked industrial systems, such as supply chains and power networks, is notoriously difficult due to unknown and dynamically evolving interdependencies among geographically distributed clients. These clients represent heterogeneous physical processes and industrial assets equipped with sensors that generate large volumes of nonlinear, high-dimensional, and heterogeneous IoT data. Classical RCA methods require partial or full knowledge of the system's dependency graph, which is rarely available in these complex networks. While federated learning (FL) offers a natural framework for decentralized settings, most existing FL methods assume homogeneous feature spaces and retrainable client models. These assumptions are not compatible with our problem setting. Different clients have different data features and often run fixed, proprietary models that cannot be modified. This paper presents a federated cross-client interdependency learning methodology for feature-partitioned, nonlinear time-series data, without requiring access to raw sensor streams or modifying proprietary client models. Each proprietary local client model is augmented with a Machine Learning (ML) model that encodes cross-client interdependencies. These ML models are coordinated via a global server that enforces representation consistency while preserving privacy through calibrated differential privacy noise. RCA is performed using model residuals and anomaly flags. We establish theoretical convergence guarantees and validate our approach on extensive simulations and a real-world industrial cybersecurity dataset.
Anomaly detection and root cause analysis (RCA) are critical for ensuring the safety and resilience of cyber-physical systems such as power grids. However, existing machine learning models for time series anomaly detection often operate as black boxes, offering only binary outputs without any explanation, such as identifying anomaly type and origin. To address this challenge, we propose Power Interpretable Causality Ordinary Differential Equation (PICODE) Networks, a unified, causality-informed architecture that jointly performs anomaly detection along with the explanation why it is detected as an anomaly, including root cause localization, anomaly type classification, and anomaly shape characterization. Experimental results in power systems demonstrate that PICODE achieves competitive detection performance while offering improved interpretability and reduced reliance on labeled data or external causal graphs. We provide theoretical results demonstrating the alignment between the shape of anomaly functions and the changes in the weights of the extracted causal graphs.