TS-MLLM: A Multi-Modal Large Language Model-based Framework for Industrial Time-Series Big Data Analysis

Accurate analysis of industrial time-series big data is critical for the Prognostics and Health Management (PHM) of industrial equipment. While recent advancements in Large Language Models (LLMs) have shown promise in time-series analysis, existing methods typically focus on single-modality adaptations, failing to exploit the complementary nature of temporal signals, frequency-domain visual representations, and textual knowledge information. In this paper, we propose TS-MLLM, a unified multi-modal large language model framework designed to jointly model temporal signals, frequency-domain images, and textual domain knowledge. Specifically, we first develop an Industrial time-series Patch Modeling branch to capture long-range temporal dynamics. To integrate cross-modal priors, we introduce a Spectrum-aware Vision-Language Model Adaptation (SVLMA) mechanism that enables the model to internalize frequency-domain patterns and semantic context. Furthermore, a Temporal-centric Multi-modal Attention Fusion (TMAF) mechanism is designed to actively retrieve relevant visual and textual cues using temporal features as queries, ensuring deep cross-modal alignment. Extensive experiments on multiple industrial benchmarks demonstrate that TS-MLLM significantly outperforms state-of-the-art methods, particularly in few-shot and complex scenarios. The results validate our framework's superior robustness, efficiency, and generalization capabilities for industrial time-series prediction.

Examining the Role of YouTube Production and Consumption Dynamics on the Formation of Extreme Ideologies

The relationship between content production and consumption on algorithm-driven platforms like YouTube plays a critical role in shaping ideological behaviors. While prior work has largely focused on user behavior and algorithmic recommendations, the interplay between what is produced and what gets consumed, and its role in ideological shifts remains understudied. In this paper, we present a longitudinal, mixed-methods analysis combining one year of YouTube watch history with two waves of ideological surveys from 1,100 U.S. participants. We identify users who exhibited significant shifts toward more extreme ideologies and compare their content consumption and the production patterns of YouTube channels they engaged with to ideologically stable users. Our findings show that users who became more extreme consumed have different consumption habits from those who do not. This gets amplified by the fact that channels favored by users with extreme ideologies also have a higher affinity to produce content with a higher anger, grievance and other such markers. Lastly, using time series analysis, we examine whether content producers are the primary drivers of consumption behavior or merely responding to user demand.

Sample entropy for graph signals: An approach to nonlinear dynamic analysis of data on networks

The recent extension of permutation entropy and its derivatives to graph signals has opened up new horizons for the analysis of complex, high-dimensional systems evolving on networks. However, these measures are all fundamentally rooted in Shannon entropy and symbol dynamics. In this paper, we explore, for the first time, whether and how a popular conditional-entropy based measure --Sample Entropy (SampEn)-- can be effectively defined for graph signals and used to characterise the nonlinear dynamics of data on complex networks. We introduce sample entropy for graph signals (SampEnG), a unified framework that generalises classical sample entropy from uni- and bi-dimensional signals, including time series and images, by building on topology-aware embeddings using multi-hop neighbourhoods and computing finite scale of correlation sums in the continuous embedding state space. Experiments on synthetic and real-world datasets, including weather station, wireless sensor monitoring, and traffic systems, verify that SampEnG recovers known nonlinear dynamical features on paths and grids. In the traffic-flow analysis, SampEnG on a directed topology (encoding causal flow constraint) is particularly sensitive to phase transitions between free-flow and congestion, offering information that is complementary to existing Shannon-entropy based approaches. We expect SampEnG to open up new ways to analyse graph signals, generalising sample entropy and the concept of conditional entropy to extending nonlinear analysis to a wide variety of network data.

Bias-Corrected Adaptive Conformal Inference for Multi-Horizon Time Series Forecasting

Adaptive Conformal Inference (ACI) provides distribution-free prediction intervals with asymptotic coverage guarantees for time series under distribution shift. However, ACI only adapts the quantile threshold -- it cannot shift the interval center. When a base forecaster develops persistent bias after a regime change, ACI compensates by widening intervals symmetrically, producing unnecessarily conservative bands. We propose Bias-Corrected ACI (BC-ACI), which augments standard ACI with an online exponentially weighted moving average (EWM) estimate of forecast bias. BC-ACI corrects nonconformity scores before quantile computation and re-centers prediction intervals, addressing the root cause of miscalibration rather than its symptom. An adaptive dead-zone threshold suppresses corrections when estimated bias is indistinguishable from noise, ensuring no degradation on well-calibrated data. In controlled experiments across 688 runs spanning two base models, four synthetic regimes, and three real datasets, BC-ACI reduces Winkler interval scores by 13--17% under mean and compound distribution shifts (Wilcoxon p < 0.001) while maintaining equivalent performance on stationary data (ratio 1.002x). We provide finite-sample analysis showing that coverage guarantees degrade gracefully with bias estimation error.

Effective Dataset Distillation for Spatio-Temporal Forecasting with Bi-dimensional Compression

Spatio-temporal time series are widely used in real-world applications, including traffic prediction and weather forecasting. They are sequences of observations over extensive periods and multiple locations, naturally represented as multidimensional data. Forecasting is a central task in spatio-temporal analysis, and numerous deep learning methods have been developed to address it. However, as dataset sizes and model complexities continue to grow in practice, training deep learning models has become increasingly time- and resource-intensive. A promising solution to this challenge is dataset distillation, which synthesizes compact datasets that can effectively replace the original data for model training. Although successful in various domains, including time series analysis, existing dataset distillation methods compress only one dimension, making them less suitable for spatio-temporal datasets, where both spatial and temporal dimensions jointly contribute to the large data volume. To address this limitation, we propose STemDist, the first dataset distillation method specialized for spatio-temporal time series forecasting. A key idea of our solution is to compress both temporal and spatial dimensions in a balanced manner, reducing training time and memory. We further reduce the distillation cost by performing distillation at the cluster level rather than the individual location level, and we complement this coarse-grained approach with a subset-based granular distillation technique that enhances forecasting performance. On five real-world datasets, we show empirically that, compared to both general and time-series dataset distillation methods, datasets distilled by our STemDist method enable model training (1) faster (up to 6X) (2) more memory-efficient (up to 8X), and (3) more effective (with up to 12% lower prediction error).

FreqCycle: A Multi-Scale Time-Frequency Analysis Method for Time Series Forecasting

Mining time-frequency features is critical for time series forecasting. Existing research has predominantly focused on modeling low-frequency patterns, where most time series energy is concentrated. The overlooking of mid to high frequency continues to limit further performance gains in deep learning models. We propose FreqCycle, a novel framework integrating: (i) a Filter-Enhanced Cycle Forecasting (FECF) module to extract low-frequency features by explicitly learning shared periodic patterns in the time domain, and (ii) a Segmented Frequency-domain Pattern Learning (SFPL) module to enhance mid to high frequency energy proportion via learnable filters and adaptive weighting. Furthermore, time series data often exhibit coupled multi-periodicity, such as intertwined weekly and daily cycles. To address coupled multi-periodicity as well as long lookback window challenges, we extend FreqCycle hierarchically into MFreqCycle, which decouples nested periodic features through cross-scale interactions. Extensive experiments on seven diverse domain benchmarks demonstrate that FreqCycle achieves state-of-the-art accuracy while maintaining faster inference speeds, striking an optimal balance between performance and efficiency.

Network Structure in UK Payment Flows: Evidence on Economic Interdependencies and Implications for Real-Time Measurement

Network analysis of inter-industry payment flows reveals structural economic relationships invisible to traditional bilateral measurement approaches, with significant implications for real-time economic monitoring. Analysing 532,346 UK payment records (2017--2024) across 89 industry sectors, we demonstrate that graph-theoretic features which include centrality measures and clustering coefficients improve payment flow forecasting by 8.8 percentage points beyond traditional time-series methods. Critically, network features prove most valuable during economic disruptions: during the COVID-19 pandemic, when traditional forecasting accuracy collapsed (R2} falling from 0.38 to 0.19), network-enhanced models maintained substantially better performance, with network contributions reaching +13.8 percentage points. The analysis identifies Financial Services, Wholesale Trade, and Professional Services as structurally central industries whose network positions indicate systemic importance beyond their transaction volumes. Network density increased 12.5\% over the sample period, with visible disruption during 2020 followed by recovery exceeding pre-pandemic integration levels. These findings suggest payment network monitoring could enhance official statistics production by providing leading indicators of structural economic change and improving nowcasting accuracy during periods when traditional temporal patterns prove unreliable.

Cluster-Specific Predictive Modeling: A Scalable Solution for Resource-Constrained Wi-Fi Controllers

This manuscript presents a comprehensive analysis of predictive modeling optimization in managed Wi-Fi networks through the integration of clustering algorithms and model evaluation techniques. The study addresses the challenges of deploying forecasting algorithms in large-scale environments managed by a central controller constrained by memory and computational resources. Feature-based clustering, supported by Principal Component Analysis (PCA) and advanced feature engineering, is employed to group time series data based on shared characteristics, enabling the development of cluster-specific predictive models. Comparative evaluations between global models (GMs) and cluster-specific models demonstrate that cluster-specific models consistently achieve superior accuracy in terms of Mean Absolute Error (MAE) values in high-activity clusters. The trade-offs between model complexity (and accuracy) and resource utilization are analyzed, highlighting the scalability of tailored modeling approaches. The findings advocate for adaptive network management strategies that optimize resource allocation through selective model deployment, enhance predictive accuracy, and ensure scalable operations in large-scale, centrally managed Wi-Fi environments.

Bridging Deep Learning and Integer Linear Programming: A Predictive-to-Prescriptive Framework for Supply Chain Analytics

Although demand forecasting is a critical component of supply chain planning, actual retail data can exhibit irreconcilable seasonality, irregular spikes, and noise, rendering precise projections nearly unattainable. This paper proposes a three-step analytical framework that combines forecasting and operational analytics. The first stage consists of exploratory data analysis, where delivery-tracked data from 180,519 transactions are partitioned, and long-term trends, seasonality, and delivery-related attributes are examined. Secondly, the forecasting performance of a statistical time series decomposition model N-BEATS MSTL and a recent deep learning architecture N-HiTS were compared. N-BEATS and N-HiTS were both statistically, and hence were N-BEATS's and N-HiTS's statistically selected. Most recent time series deep learning models, N-HiTS, N-BEATS. N-HiTS and N-BEATS N-HiTS and N-HiTS outperformed the statistical benchmark to a large extent. N-BEATS was selected to be the most optimized model, as the one with the lowest forecasting error, in the 3rd and final stage forecasting values of the next 4 weeks of 1918 units, and provided those as a model with a set of deterministically integer linear program outcomes that are aimed to minimize the total delivery time with a set of bound budget, capacity, and service constraints. The solution allocation provided a feasible and cost-optimal shipping plan. Overall, the study provides a compelling example of the practical impact of precise forecasting and simple, highly interpretable model optimization in logistics.

At FullTilt: Real-Time Open-Set 3D Macromolecule Detection Directly from Tilted 2D Projections

Open-set 3D macromolecule detection in cryogenic electron tomography eliminates the need for target-specific model retraining. However, strict VRAM constraints prohibit processing an entire 3D tomogram, forcing current methods to rely on slow sliding-window inference over extracted subvolumes. To overcome this, we propose FullTilt, an end-to-end framework that redefines 3D detection by operating directly on aligned 2D tilt-series. Because a tilt-series contains significantly fewer images than slices in a reconstructed tomogram, FullTilt eliminates redundant volumetric computation, accelerating inference by orders of magnitude. To process the entire tilt-series simultaneously, we introduce a tilt-series encoder to efficiently fuse cross-view information. We further propose a multiclass visual prompt encoder for flexible prompting, a tilt-aware query initializer to effectively anchor 3D queries, and an auxiliary geometric primitives module to enhance the model's understanding of multi-view geometry while improving robustness to adverse imaging artifacts. Extensive evaluations on three real-world datasets demonstrate that FullTilt achieves state-of-the-art zero-shot performance while drastically reducing runtime and VRAM requirements, paving the way for rapid, large-scale visual proteomics analysis. All code and data will be publicly available upon publication.