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.
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.
Astronomers have acquired vast repositories of multimodal data, including images, spectra, and time series, complemented by decades of literature that analyzes astrophysical sources. Still, these data sources are rarely systematically integrated. This work introduces a contrastive learning framework designed to align X-ray spectra with domain knowledge extracted from scientific literature, facilitating the development of shared multimodal representations. Establishing this connection is inherently complex, as scientific texts encompass a broader and more diverse physical context than spectra. We propose a contrastive pipeline that achieves a 20% Recall@1% when retrieving texts from spectra, proving that a meaningful alignment between these modalities is not only possible but capable of accelerating the interpretation of rare or poorly understood sources. Furthermore, the resulting shared latent space effectively encodes physically significant information. By fusing spectral and textual data, we improve the estimation of 20 physical variables by 16-18% over unimodal spectral baselines. Our results indicate that a Mixture of Experts (MoE) strategy, which leverages both unimodal and shared representations, yields superior performance. Finally, outlier analysis within the multimodal latent space identifies high-priority targets for follow-up investigation, including a candidate pulsating ULX (PULX) and a gravitational lens system. Importantly, this framework can be extended to other scientific domains where aligning observational data with existing literature is possible.
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.
We propose a novel computational framework for analyzing electroencephalography (EEG) time series using methods from stringology, the study of efficient algorithms for string processing, to systematically identify and characterize recurrent temporal patterns in neural signals. The primary aim is to introduce quantitative measures to understand neural signal dynamics, with the present findings serving as a proof-of-concept. The framework adapts order-preserving matching (OPM) and Cartesian tree matching (CTM) to detect temporal motifs that preserve relative ordering and hierarchical structure while remaining invariant to amplitude scaling. This approach provides a temporally precise representation of EEG dynamics that complements traditional spectral and global complexity analyses. To evaluate its utility, we applied the framework to multichannel EEG recordings from individuals with attention-deficit/hyperactivity disorder (ADHD) and matched controls using a publicly available dataset. Highly recurrent, group-specific motifs were extracted and quantified using both OPM and CTM. The ADHD group exhibited significantly higher motif frequencies, suggesting increased repetitiveness in neural activity. OPM analysis revealed shorter motif lengths and greater gradient instability in ADHD, reflected in larger mean and maximal inter-sample amplitude changes. CTM analysis further demonstrated reduced hierarchical complexity in ADHD, characterized by shallower tree structures and fewer hierarchical levels despite comparable motif lengths. These findings suggest that ADHD-related EEG alterations involve systematic differences in the structure, stability, and hierarchical organization of recurrent temporal patterns. The proposed stringology-based motif framework provides a complementary computational tool with potential applications for objective biomarker development in neurodevelopmental disorders.
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.
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.
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.
Foundation models for agriculture are increasingly trained on massive spatiotemporal data (e.g., multi-spectral remote sensing, soil grids, and field-level management logs) and achieve strong performance on forecasting and monitoring. However, these models lack language-based reasoning and interactive capabilities, limiting their usefulness in real-world agronomic workflows. Meanwhile, large language models (LLMs) excel at interpreting and generating text, but cannot directly reason over high-dimensional, heterogeneous agricultural datasets. We bridge this gap with an agentic framework for agricultural science. It provides a Python execution environment, AgriWorld, exposing unified tools for geospatial queries over field parcels, remote-sensing time-series analytics, crop growth simulation, and task-specific predictors (e.g., yield, stress, and disease risk). On top of this environment, we design a multi-turn LLM agent, Agro-Reflective, that iteratively writes code, observes execution results, and refines its analysis via an execute-observe-refine loop. We introduce AgroBench, with scalable data generation for diverse agricultural QA spanning lookups, forecasting, anomaly detection, and counterfactual "what-if" analysis. Experiments outperform text-only and direct tool-use baselines, validating execution-driven reflection for reliable agricultural reasoning.
Time series (TS) modeling has come a long way from early statistical, mainly linear, approaches to the current trend in TS foundation models. With a lot of hype and industrial demand in this field, it is not always clear how much progress there really is. To advance TS forecasting and analysis to the next level, here we argue that the field needs a dynamical systems (DS) perspective. TS of observations from natural or engineered systems almost always originate from some underlying DS, and arguably access to its governing equations would yield theoretically optimal forecasts. This is the promise of DS reconstruction (DSR), a class of ML/AI approaches that aim to infer surrogate models of the underlying DS from data. But models based on DS principles offer other profound advantages: Beyond short-term forecasts, they enable to predict the long-term statistics of an observed system, which in many practical scenarios may be the more relevant quantities. DS theory furthermore provides domain-independent theoretical insight into mechanisms underlying TS generation, and thereby will inform us, e.g., about upper bounds on performance of any TS model, generalization into unseen regimes as in tipping points, or potential control strategies. After reviewing some of the central concepts, methods, measures, and models in DS theory and DSR, we will discuss how insights from this field can advance TS modeling in crucial ways, enabling better forecasting with much lower computational and memory footprints. We conclude with a number of specific suggestions for translating insights from DSR into TS modeling.
The reliability and quality of 3D printing processes are critically dependent on the timely detection of mechanical faults. Traditional monitoring methods often rely on visual inspection and hardware sensors, which can be both costly and limited in scope. This paper explores a scalable and contactless method for the use of real-time audio signal analysis for detecting mechanical faults in 3D printers. By capturing and classifying acoustic emissions during the printing process, we aim to identify common faults such as nozzle clogging, filament breakage, pully skipping and various other mechanical faults. Utilizing Convolutional neural networks, we implement algorithms capable of real-time audio classification to detect these faults promptly. Our methodology involves conducting a series of controlled experiments to gather audio data, followed by the application of advanced machine learning models for fault detection. Additionally, we review existing literature on audio-based fault detection in manufacturing and 3D printing to contextualize our research within the broader field. Preliminary results demonstrate that audio signals, when analyzed with machine learning techniques, provide a reliable and cost-effective means of enhancing real-time fault detection.