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.
Delay-coordinates dynamic mode decomposition (DC-DMD) is widely used to extract coherent spatiotemporal modes from high-dimensional time series. A central challenge is distinguishing dynamically meaningful modes from spurious modes induced by noise and order overestimation. We show that model order detection and mode selection in DC-DMD are fundamentally problems of subspace geometry. Specifically, true modes are characterized by concentration within a low-dimensional signal subspace, whereas spurious modes necessarily retain non-negligible components outside any moderate overestimate of that subspace. This geometric distinction yields a perturbation-robust definition of true and spurious modes and yields fully data-driven selection criteria. This geometric framework leads to two complementary data-driven selection criteria. The first is derived directly from the geometric distinction and uses a data-driven proxy of the signal-subspace to compute a residual score. The second arises from a new operator-theoretic analysis of delay embedding. Using a block-companion formulation, we show that all modes exhibit a Kronecker-Vandermonde (KV) structure induced by the delay-coordinates, and true modes are distinguished by the degree to which they conform to it. Importantly, we also show that this deviation is governed precisely by the geometric residual. In addition, our analysis provides a principled explanation for the empirical behavior of magnitude- and norm-based heuristics, clarifying when and why they fail under delay-coordinates. Extensive numerical experiments confirm the theoretical predictions and demonstrate that the proposed geometric and structure-based methods achieve robust and accurate order detection and mode selection, consistently better than existing baselines across noise levels, spectral separations, damping regimes, and embedding lengths.
Normalization and scaling are fundamental preprocessing steps in time series modeling, yet their role in Transformer-based models remains underexplored from a theoretical perspective. In this work, we present the first formal analysis of how different normalization strategies, specifically instance-based and global scaling, impact the expressivity of Transformer-based architectures for time series representation learning. We propose a novel expressivity framework tailored to time series, which quantifies a model's ability to distinguish between similar and dissimilar inputs in the representation space. Using this framework, we derive theoretical bounds for two widely used normalization methods: Standard and Min-Max scaling. Our analysis reveals that the choice of normalization strategy can significantly influence the model's representational capacity, depending on the task and data characteristics. We complement our theory with empirical validation on classification and forecasting benchmarks using multiple Transformer-based models. Our results show that no single normalization method consistently outperforms others, and in some cases, omitting normalization entirely leads to superior performance. These findings highlight the critical role of preprocessing in time series learning and motivate the need for more principled normalization strategies tailored to specific tasks and datasets.
Electrocardiogram (ECG) analysis is crucial for diagnosing heart disease, but most self-supervised learning methods treat ECG as a generic time series, overlooking physiologic semantics and rhythm-level structure. Existing contrastive methods utilize augmentations that distort morphology, whereas generative approaches employ fixed-window segmentation, which misaligns cardiac cycles. To address these limitations, we propose RhythmBERT, a generative ECG language model that considers ECG as a language paradigm by encoding P, QRS, and T segments into symbolic tokens via autoencoder-based latent representations. These discrete tokens capture rhythm semantics, while complementary continuous embeddings retain fine-grained morphology, enabling a unified view of waveform structure and rhythm. RhythmBERT is pretrained on approximately 800,000 unlabeled ECG recordings with a masked prediction objective, allowing it to learn contextual representations in a label-efficient manner. Evaluations show that despite using only a single lead, RhythmBERT achieves comparable or superior performance to strong 12-lead baselines. This generalization extends from prevalent conditions such as atrial fibrillation to clinically challenging cases such as subtle ST-T abnormalities and myocardial infarction. Our results suggest that considering ECG as structured language offers a scalable and physiologically aligned pathway for advancing cardiac analysis.
Accurate fault detection and localization in electrical distribution systems is crucial, especially with the increasing integration of distributed energy resources (DERs), which inject greater variability and complexity into grid operations. In this study, FaultXformer is proposed, a Transformer encoder-based architecture developed for automatic fault analysis using real-time current data obtained from phasor measurement unit (PMU). The approach utilizes time-series current data to initially extract rich temporal information in stage 1, which is crucial for identifying the fault type and precisely determining its location across multiple nodes. In Stage 2, these extracted features are processed to differentiate among distinct fault types and identify the respective fault location within the distribution system. Thus, this dual-stage transformer encoder pipeline enables high-fidelity representation learning, considerably boosting the performance of the work. The model was validated on a dataset generated from the IEEE 13-node test feeder, simulated with 20 separate fault locations and several DER integration scenarios, utilizing current measurements from four strategically located PMUs. To demonstrate robust performance evaluation, stratified 10-fold cross-validation is performed. FaultXformer achieved average accuracies of 98.76% in fault type classification and 98.92% in fault location identification across cross-validation, consistently surpassing conventional deep learning baselines convolutional neural network (CNN), recurrent neural network (RNN). long short-term memory (LSTM) by 1.70%, 34.95%, and 2.04% in classification accuracy and by 10.82%, 40.89%, and 6.27% in location accuracy, respectively. These results demonstrate the efficacy of the proposed model with significant DER penetration.
There is growing interest in applying graph-based methods to Time Series Anomaly Detection (TSAD), particularly Graph Neural Networks (GNNs), as they naturally model dependencies among multivariate signals. GNNs are typically used as backbones in score-based TSAD pipelines, where anomalies are identified through reconstruction or prediction errors followed by thresholding. However, and despite promising results, the field still lacks standardized frameworks for evaluation and suffers from persistent issues with metric design and interpretation. We thus present an open-source framework for TSAD using GNNs, designed to support reproducible experimentation across datasets, graph structures, and evaluation strategies. Built with flexibility and extensibility in mind, the framework facilitates systematic comparisons between TSAD models and enables in-depth analysis of performance and interpretability. Using this tool, we evaluate several GNN-based architectures alongside baseline models across two real-world datasets with contrasting structural characteristics. Our results show that GNNs not only improve detection performance but also offer significant gains in interpretability, an especially valuable feature for practical diagnosis. We also find that attention-based GNNs offer robustness when graph structure is uncertain or inferred. In addition, we reflect on common evaluation practices in TSAD, showing how certain metrics and thresholding strategies can obscure meaningful comparisons. Overall, this work contributes both practical tools and critical insights to advance the development and evaluation of graph-based TSAD systems.
Data-driven discovery of governing equations from time-series data provides a powerful framework for understanding complex biological systems. Library-based approaches that use sparse regression over candidate functions have shown considerable promise, but they face a critical challenge when candidate functions become strongly correlated: numerical ill-conditioning. Poor or restricted sampling, together with particular choices of candidate libraries, can produce strong multicollinearity and numerical instability. In such cases, measurement noise may lead to widely different recovered models, obscuring the true underlying dynamics and hindering accurate system identification. Although sparse regularization promotes parsimonious solutions and can partially mitigate conditioning issues, strong correlations may persist, regularization may bias the recovered models, and the regression problem may remain highly sensitive to small perturbations in the data. We present a systematic analysis of how ill-conditioning affects sparse identification of biological dynamics using benchmark models from systems biology. We show that combinations involving as few as two or three terms can already exhibit strong multicollinearity and extremely large condition numbers. We further show that orthogonal polynomial bases do not consistently resolve ill-conditioning and can perform worse than monomial libraries when the data distribution deviates from the weight function associated with the orthogonal basis. Finally, we demonstrate that when data are sampled from distributions aligned with the appropriate weight functions corresponding to the orthogonal basis, numerical conditioning improves, and orthogonal polynomial bases can yield improved model recovery accuracy across two baseline models.
This study presents a Normal Behavior Model (NBM) developed to forecast monitoring time-series data from the ASTRI-Horn Cherenkov telescope under normal operating conditions. The analysis focused on 15 physical variables acquired by the Telescope Control Unit between September 2022 and July 2024, representing sensor measurements from the Azimuth and Elevation motors. After data cleaning, resampling, feature selection, and correlation analysis, the dataset was segmented into fixed-length intervals, in which the first I samples represented the input sequence provided to the model, while the forecast length, T, indicated the number of future time steps to be predicted. A sliding-window technique was then applied to increase the number of intervals. A Multi-Layer Perceptron (MLP) was trained to perform multivariate forecasting across all features simultaneously. Model performance was evaluated using the Mean Squared Error (MSE) and the Normalized Median Absolute Deviation (NMAD), and it was also benchmarked against a Long Short-Term Memory (LSTM) network. The MLP model demonstrated consistent results across different features and I-T configurations, and matched the performance of the LSTM while converging faster. It achieved an MSE of 0.019+/-0.003 and an NMAD of 0.032+/-0.009 on the test set under its best configuration (4 hidden layers, 720 units per layer, and I-T lengths of 300 samples each, corresponding to 5 hours at 1-minute resolution). Extending the forecast horizon up to 6.5 hours-the maximum allowed by this configuration-did not degrade performance, confirming the model's effectiveness in providing reliable hour-scale predictions. The proposed NBM provides a powerful tool for enabling early anomaly detection in online ASTRI-Horn monitoring time series, offering a basis for the future development of a prognostics and health management system that supports predictive maintenance.
This study investigates a data-driven machine learning approach to predict membrane fouling in critically ill patients undergoing Continuous Renal Replacement Therapy (CRRT). Using time-series data from an ICU, 16 clinically selected features were identified to train predictive models. To ensure interpretability and enable reliable counterfactual analysis, the researchers adopted a tabular data approach rather than modeling temporal dependencies directly. Given the imbalance between fouling and non-fouling cases, the ADASYN oversampling technique was applied to improve minority class representation. Random Forest, XGBoost, and LightGBM models were tested, achieving balanced performance with 77.6% sensitivity and 96.3% specificity at a 10% rebalancing rate. Results remained robust across different forecasting horizons. Notably, the tabular approach outperformed LSTM recurrent neural networks, suggesting that explicit temporal modeling was not necessary for strong predictive performance. Feature selection further reduced the model to five key variables, improving simplicity and interpretability with minimal loss of accuracy. A Shapley value-based counterfactual analysis was applied to the best-performing model, successfully identifying minimal input changes capable of reversing fouling predictions. Overall, the findings support the viability of interpretable machine learning models for predicting membrane fouling during CRRT. The integration of prediction and counterfactual analysis offers practical clinical value, potentially guiding therapeutic adjustments to reduce fouling risk and improve patient management.
Polynomial phase signals (PPS) are a staple of waveform design and analysis in sonar, radar, and communications fields. They also find application in the modeling of bioacoustic emissions, especially those of echolocating animals such as bats and odontocetes. This work presents a novel PPS waveform formulation that exploits some special properties of Chebyshev polynomials, such as orthogonality, recurrence relations, and equivalence to trigonometric functions. The result is the Chebyshev Polynomial Frequency Modulation (CPSFM) family of waveforms, which prove useful in the modeling of bioacoustic signals and the approximation of non-polynomial-phase signals such as hyperbolic chirps. We demonstrate that the CPSFM model admits compact analytic expressions for fundamental continuous-time signal processing functions such as the Fourier transform, the convolution and correlation operations, and the ambiguity function. Derivations for these expressions using CPSFM are presented, along with their application to the analysis of biosonar emissions of Mexican free-tailed bats.
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.