Statistical benchmarking of transformer models in low signal-to-noise time-series forecasting

We study the performance of transformer architectures for multivariate time-series forecasting in low-data regimes consisting of only a few years of daily observations. Using synthetically generated processes with known temporal and cross-sectional dependency structures and varying signal-to-noise ratios, we conduct bootstrapped experiments that enable direct evaluation via out-of-sample correlations with the optimal ground-truth predictor. We show that two-way attention transformers, which alternate between temporal and cross-sectional self-attention, can outperform standard baselines-Lasso, boosting methods, and fully connected multilayer perceptrons-across a wide range of settings, including low signal-to-noise regimes. We further introduce a dynamic sparsification procedure for attention matrices applied during training, and demonstrate that it becomes significantly effective in noisy environments, where the correlation between the target variable and the optimal predictor is on the order of a few percent. Analysis of the learned attention patterns reveals interpretable structure and suggests connections to sparsity-inducing regularization in classical regression, providing insight into why these models generalize effectively under noise.

T-LLM: Teaching Large Language Models to Forecast Time Series via Temporal Distillation

Time series forecasting plays a critical role in decision-making across many real-world applications. Unlike data in vision and language domains, time series data is inherently tied to the evolution of underlying processes and can only accumulate as real-world time progresses, limiting the effectiveness of scale-driven pretraining alone. This time-bound constraint poses a challenge for enabling large language models (LLMs) to acquire forecasting capability, as existing approaches primarily rely on representation-level alignment or inference-time temporal modules rather than explicitly teaching forecasting behavior to the LLM. We propose T-LLM, a temporal distillation framework that equips general-purpose LLMs with time series forecasting capability by transferring predictive behavior from a lightweight temporal teacher during training. The teacher combines trend modeling and frequency-domain analysis to provide structured temporal supervision, and is removed entirely at inference, leaving the LLM as the sole forecasting model. Experiments on benchmark datasets and infectious disease forecasting tasks demonstrate that T-LLM consistently outperforms existing LLM-based forecasting methods under full-shot, few-shot, and zero-shot settings, while enabling a simple and efficient deployment pipeline.

Time-to-Event Transformer to Capture Timing Attention of Events in EHR Time Series

Automatically discovering personalized sequential events from large-scale time-series data is crucial for enabling precision medicine in clinical research, yet it remains a formidable challenge even for contemporary AI models. For example, while transformers capture rich associations, they are mostly agnostic to event timing and ordering, thereby bypassing potential causal reasoning. Intuitively, we need a method capable of evaluating the "degree of alignment" among patient-specific trajectories and identifying their shared patterns, i.e., the significant events in a consistent sequence. This necessitates treating timing as a true \emph{computable} dimension, allowing models to assign ``relative timestamps'' to candidate events beyond their observed physical times. In this work, we introduce LITT, a novel Timing-Transformer architecture that enables temporary alignment of sequential events on a virtual ``relative timeline'', thereby enabling \emph{event-timing-focused attention} and personalized interpretations of clinical trajectories. Its interpretability and effectiveness are validated on real-world longitudinal EHR data from 3,276 breast cancer patients to predict the onset timing of cardiotoxicity-induced heart disease. Furthermore, LITT outperforms both the benchmark and state-of-the-art survival analysis methods on public datasets, positioning it as a significant step forward for precision medicine in clinical AI.

TemporalBench: A Benchmark for Evaluating LLM-Based Agents on Contextual and Event-Informed Time Series Tasks

It is unclear whether strong forecasting performance reflects genuine temporal understanding or the ability to reason under contextual and event-driven conditions. We introduce TemporalBench, a multi-domain benchmark designed to evaluate temporal reasoning behavior under progressively richer informational settings. TemporalBench adopts a four-tier task taxonomy that examines historical structure interpretation, context-free forecasting, contextual temporal reasoning, and event-conditioned prediction across four real-world domains: retail, healthcare, energy, and physical systems. By controlling access to future targets and contextual information, the benchmark enables a diagnostic analysis of whether models can correctly interpret temporal patterns, align them with external context, and adapt predictions when conditions change. Extensive baseline experiments show that strong numerical forecasting accuracy does not reliably translate into robust contextual or event-aware temporal reasoning; instead, existing agent frameworks exhibit fragmented strengths and systematic failure modes that remain largely hidden under forecasting-only benchmarks. The TemporalBench dataset is publicly available at https://huggingface.co/datasets/Melady/TemporalBench, and we additionally provide a public leaderboard at https://huggingface.co/spaces/Melady/TemporalBench_Leaderboard.

Benchmarking Anomaly Detection Across Heterogeneous Cloud Telemetry Datasets

Anomaly detection is important for keeping cloud systems reliable and stable. Deep learning has improved time-series anomaly detection, but most models are evaluated on one dataset at a time. This raises questions about whether these models can handle different types of telemetry, especially in large-scale and high-dimensional environments. In this study, we evaluate four deep learning models, GRU, TCN, Transformer, and TSMixer. We also include Isolation Forest as a classical baseline. The models are tested across four telemetry datasets: the Numenta Anomaly Benchmark, Microsoft Cloud Monitoring dataset, Exathlon dataset, and IBM Console dataset. These datasets differ in structure, dimensionality, and labelling strategy. They include univariate time series, synthetic multivariate workloads, and real-world production telemetry with over 100,000 features. We use a unified training and evaluation pipeline across all datasets. The evaluation includes NAB-style metrics to capture early detection behaviour for datasets where anomalies persist over contiguous time intervals. This enables window-based scoring in settings where anomalies occur over contiguous time intervals, even when labels are recorded at the point level. The unified setup enables consistent analysis of model behaviour under shared scoring and calibration assumptions. Our results demonstrate that anomaly detection performance in cloud systems is governed not only by model architecture, but critically by calibration stability and feature-space geometry. By releasing our preprocessing pipelines, benchmark configuration, and evaluation artifacts, we aim to support reproducible and deployment-aware evaluation of anomaly detection systems for cloud environments.

How does downsampling affect needle electromyography signals? A generalisable workflow for understanding downsampling effects on high-frequency time series

Automated analysis of needle electromyography (nEMG) signals is emerging as a tool to support the detection of neuromuscular diseases (NMDs), yet the signals' high and heterogeneous sampling rates pose substantial computational challenges for feature-based machine-learning models, particularly for near real-time analysis. Downsampling offers a potential solution, but its impact on diagnostic signal content and classification performance remains insufficiently understood. This study presents a workflow for systematically evaluating information loss caused by downsampling in high-frequency time series. The workflow combines shape-based distortion metrics with classification outcomes from available feature-based machine learning models and feature space analysis to quantify how different downsampling algorithms and factors affect both waveform integrity and predictive performance. We use a three-class NMD classification task to experimentally evaluate the workflow. We demonstrate how the workflow identifies downsampling configurations that preserve diagnostic information while substantially reducing computational load. Analysis of shape-based distortion metrics showed that shape-aware downsampling algorithms outperform standard decimation, as they better preserve peak structure and overall signal morphology. The results provide practical guidance for selecting downsampling configurations that enable near real-time nEMG analysis and highlight a generalisable workflow that can be used to balance data reduction with model performance in other high-frequency time-series applications as well.

Moving Beyond Functional Connectivity: Time-Series Modeling for fMRI-Based Brain Disorder Classification

Functional magnetic resonance imaging (fMRI) enables non-invasive brain disorder classification by capturing blood-oxygen-level-dependent (BOLD) signals. However, most existing methods rely on functional connectivity (FC) via Pearson correlation, which reduces 4D BOLD signals to static 2D matrices, discarding temporal dynamics and capturing only linear inter-regional relationships. In this work, we benchmark state-of-the-art temporal models (e.g., time-series models such as PatchTST, TimesNet, and TimeMixer) on raw BOLD signals across five public datasets. Results show these models consistently outperform traditional FC-based approaches, highlighting the value of directly modeling temporal information such as cycle-like oscillatory fluctuations and drift-like slow baseline trends. Building on this insight, we propose DeCI, a simple yet effective framework that integrates two key principles: (i) Cycle and Drift Decomposition to disentangle cycle and drift within each ROI (Region of Interest); and (ii) Channel-Independence to model each ROI separately, improving robustness and reducing overfitting. Extensive experiments demonstrate that DeCI achieves superior classification accuracy and generalization compared to both FC-based and temporal baselines. Our findings advocate for a shift toward end-to-end temporal modeling in fMRI analysis to better capture complex brain dynamics. The code is available at https://github.com/Levi-Ackman/DeCI.

A compliant ankle-actuated compass walker with triggering timing control

Passive dynamic walkers are widely adopted as a mathematical model to represent biped walking. The stable locomotion of these models is limited to tilted surfaces, requiring gravitational energy. Various techniques, such as actuation through the ankle and hip joints, have been proposed to extend the applicability of these models to level ground and rough terrain with improved locomotion efficiency. However, most of these techniques rely on impulsive energy injection schemes and torsional springs, which are quite challenging to implement in a physical platform. Here, a new model is proposed, named triggering controlled ankle actuated compass gait (TC-AACG), which allows non-instantaneous compliant ankle pushoff. The proposed technique can be implemented in physical platforms via series elastic actuators (SEAs). Our systematic examination shows that the proposed approach extends the locomotion capabilities of a biped model compared to impulsive ankle pushoff approach. We provide extensive simulation analysis investigating the locomotion speed, mechanical cost of transport, and basin of attraction of the proposed model.

Echo State Networks for Time Series Forecasting: Hyperparameter Sweep and Benchmarking

This paper investigates the forecasting performance of Echo State Networks (ESNs) for univariate time series forecasting using a subset of the M4 Forecasting Competition dataset. Focusing on monthly and quarterly time series with at most 20 years of historical data, we evaluate whether a fully automatic, purely feedback-driven ESN can serve as a competitive alternative to widely used statistical forecasting methods. The study adopts a rigorous two-stage evaluation approach: a Parameter dataset is used to conduct an extensive hyperparameter sweep covering leakage rate, spectral radius, reservoir size, and information criteria for regularization, resulting in over four million ESN model fits; a disjoint Forecast dataset is then used for out-of-sample accuracy assessment. Forecast accuracy is measured using MASE and sMAPE and benchmarked against simple benchmarks like drift and seasonal naive and statistical models like ARIMA, ETS, and TBATS. The hyperparameter analysis reveals consistent and interpretable patterns, with monthly series favoring moderately persistent reservoirs and quarterly series favoring more contractive dynamics. Across both frequencies, high leakage rates are preferred, while optimal spectral radii and reservoir sizes vary with temporal resolution. In the out-of-sample evaluation, the ESN performs on par with ARIMA and TBATS for monthly data and achieves the lowest mean MASE for quarterly data, while requiring lower computational cost than the more complex statistical models. Overall, the results demonstrate that ESNs offer a compelling balance between predictive accuracy, robustness, and computational efficiency, positioning them as a practical option for automated time series forecasting.

LLM-Assisted Logic Rule Learning: Scaling Human Expertise for Time Series Anomaly Detection

Time series anomaly detection is critical for supply chain management to take proactive operations, but faces challenges: classical unsupervised anomaly detection based on exploiting data patterns often yields results misaligned with business requirements and domain knowledge, while manual expert analysis cannot scale to millions of products in the supply chain. We propose a framework that leverages large language models (LLMs) to systematically encode human expertise into interpretable, logic-based rules for detecting anomaly patterns in supply chain time series data. Our approach operates in three stages: 1) LLM-based labeling of training data instructed by domain knowledge, 2) automated generation and iterative improvements of symbolic rules through LLM-driven optimization, and 3) rule augmentation with business-relevant anomaly categories supported by LLMs to enhance interpretability. The experiment results showcase that our approach outperforms the unsupervised learning methods in both detection accuracy and interpretability. Furthermore, compared to direct LLM deployment for time series anomaly detection, our approach provides consistent, deterministic results with low computational latency and cost, making it ideal for production deployment. The proposed framework thus demonstrates how LLMs can bridge the gap between scalable automation and expert-driven decision-making in operational settings.