Topic:Time Series Analysis
What is Time Series Analysis? 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.
Papers and Code
May 23, 2025
Abstract:Deep learning models have significantly improved the ability to detect novelties in time series (TS) data. This success is attributed to their strong representation capabilities. However, due to the inherent variability in TS data, these models often struggle with generalization and robustness. To address this, a common approach is to perform Unsupervised Domain Adaptation, particularly Universal Domain Adaptation (UniDA), to handle domain shifts and emerging novel classes. While extensively studied in computer vision, UniDA remains underexplored for TS data. This work provides a comprehensive implementation and comparison of state-of-the-art TS backbones in a UniDA framework. We propose a reliable protocol to evaluate their robustness and generalization across different domains. The goal is to provide practitioners with a framework that can be easily extended to incorporate future advancements in UniDA and TS architectures. Our results highlight the critical influence of backbone selection in UniDA performance and enable a robustness analysis across various datasets and architectures.
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May 05, 2025
Abstract:Delirium represents a significant clinical concern characterized by high morbidity and mortality rates, particularly in patients with mild cognitive impairment (MCI). This study investigates the associated risk factors for delirium by analyzing the comorbidity patterns relevant to MCI and developing a longitudinal predictive model leveraging machine learning methodologies. A retrospective analysis utilizing the MIMIC-IV v2.2 database was performed to evaluate comorbid conditions, survival probabilities, and predictive modeling outcomes. The examination of comorbidity patterns identified distinct risk profiles for the MCI population. Kaplan-Meier survival analysis demonstrated that individuals with MCI exhibit markedly reduced survival probabilities when developing delirium compared to their non-MCI counterparts, underscoring the heightened vulnerability within this cohort. For predictive modeling, a Long Short-Term Memory (LSTM) ML network was implemented utilizing time-series data, demographic variables, Charlson Comorbidity Index (CCI) scores, and an array of comorbid conditions. The model demonstrated robust predictive capabilities with an AUROC of 0.93 and an AUPRC of 0.92. This study underscores the critical role of comorbidities in evaluating delirium risk and highlights the efficacy of time-series predictive modeling in pinpointing patients at elevated risk for delirium development.
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May 13, 2025
Abstract:Satellite image time series (SITS) provide continuous observations of the Earth's surface, making them essential for applications such as environmental management and disaster assessment. However, existing spatiotemporal foundation models rely on plain vision transformers, which encode entire temporal sequences without explicitly capturing multiscale spatiotemporal relationships between land objects. This limitation hinders their effectiveness in downstream tasks. To overcome this challenge, we propose TiMo, a novel hierarchical vision transformer foundation model tailored for SITS analysis. At its core, we introduce a spatiotemporal gyroscope attention mechanism that dynamically captures evolving multiscale patterns across both time and space. For pre-training, we curate MillionST, a large-scale dataset of one million images from 100,000 geographic locations, each captured across 10 temporal phases over five years, encompassing diverse geospatial changes and seasonal variations. Leveraging this dataset, we adapt masked image modeling to pre-train TiMo, enabling it to effectively learn and encode generalizable spatiotemporal representations.Extensive experiments across multiple spatiotemporal tasks-including deforestation monitoring, land cover segmentation, crop type classification, and flood detection-demonstrate TiMo's superiority over state-of-the-art methods. Code, model, and dataset will be released at https://github.com/MiliLab/TiMo.
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Apr 21, 2025
Abstract:Causal analysis plays a foundational role in scientific discovery and reliable decision-making, yet it remains largely inaccessible to domain experts due to its conceptual and algorithmic complexity. This disconnect between causal methodology and practical usability presents a dual challenge: domain experts are unable to leverage recent advances in causal learning, while causal researchers lack broad, real-world deployment to test and refine their methods. To address this, we introduce Causal-Copilot, an autonomous agent that operationalizes expert-level causal analysis within a large language model framework. Causal-Copilot automates the full pipeline of causal analysis for both tabular and time-series data -- including causal discovery, causal inference, algorithm selection, hyperparameter optimization, result interpretation, and generation of actionable insights. It supports interactive refinement through natural language, lowering the barrier for non-specialists while preserving methodological rigor. By integrating over 20 state-of-the-art causal analysis techniques, our system fosters a virtuous cycle -- expanding access to advanced causal methods for domain experts while generating rich, real-world applications that inform and advance causal theory. Empirical evaluations demonstrate that Causal-Copilot achieves superior performance compared to existing baselines, offering a reliable, scalable, and extensible solution that bridges the gap between theoretical sophistication and real-world applicability in causal analysis. A live interactive demo of Causal-Copilot is available at https://causalcopilot.com/.
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Apr 07, 2025
Abstract:In recent years, modeling and analysis of interval-valued time series have garnered increasing attention in econometrics, finance, and statistics. However, these studies have predominantly focused on statistical inference in the forecasting of univariate and multivariate interval-valued time series, overlooking another important aspect: classification. In this paper, we introduce a classification approach that treats intervals as unified entities, applicable to both univariate and multivariate interval-valued time series. Specifically, we first extend the point-valued time series imaging methods to interval-valued scenarios using the $D_K$-distance, enabling the imaging of interval-valued time series. Then, we employ suitable deep learning model for classification on the obtained imaging dataset, aiming to achieve classification for interval-valued time series. In theory, we derived a sharper excess risk bound for deep multiclassifiers based on offset Rademacher complexity. Finally, we validate the superiority of the proposed method through comparisons with various existing point-valued time series classification methods in both simulation studies and real data applications.
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Apr 04, 2025
Abstract:In recent years, the modeling and analysis of interval-valued time series have garnered significant attention in the fields of econometrics and statistics. However, the existing literature primarily focuses on regression tasks while neglecting classification aspects. In this paper, we propose an adaptive approach for interval-valued time series classification. Specifically, we represent interval-valued time series using convex combinations of upper and lower bounds of intervals and transform these representations into images based on point-valued time series imaging methods. We utilize a fine-grained image classification neural network to classify these images, to achieve the goal of classifying the original interval-valued time series. This proposed method is applicable to both univariate and multivariate interval-valued time series. On the optimization front, we treat the convex combination coefficients as learnable parameters similar to the parameters of the neural network and provide an efficient estimation method based on the alternating direction method of multipliers (ADMM). On the theoretical front, under specific conditions, we establish a margin-based multiclass generalization bound for generic CNNs composed of basic blocks involving convolution, pooling, and fully connected layers. Through simulation studies and real data applications, we validate the effectiveness of the proposed method and compare its performance against a wide range of point-valued time series classification methods.
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May 16, 2025
Abstract:In Computer Science (CS) education, understanding factors contributing to students' programming difficulties is crucial for effective learning support. By identifying specific issues students face, educators can provide targeted assistance to help them overcome obstacles and improve learning outcomes. While identifying sources of struggle, such as misconceptions, in real-time can be challenging in current educational practices, analyzing logical errors in students' code can offer valuable insights. This paper presents a scalable framework for automatically detecting logical errors in students' programming solutions. Our framework is based on an explainable Abstract Syntax Tree (AST) embedding model, the Subtree-based Attention Neural Network (SANN), that identifies the structural components of programs containing logical errors. We conducted a series of experiments to evaluate its effectiveness, and the results suggest that our framework can accurately capture students' logical errors and, more importantly, provide us with deeper insights into their learning processes, offering a valuable tool for enhancing programming education.
* Accepted for publication at the 18th International Conference on
Educational Data Mining (EDM), 2025
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May 05, 2025
Abstract:Generative AI systems have revolutionized human interaction by enabling natural language-based coding and problem solving. However, the inherent ambiguity of natural language often leads to imprecise instructions, forcing users to iteratively test, correct, and resubmit their prompts. We propose an iterative approach that systematically narrows down these ambiguities through a structured series of clarification questions and alternative solution proposals, illustrated with input/output examples as well. Once every uncertainty is resolved, a final, precise solution is generated. Evaluated on a diverse dataset spanning coding, data analysis, and creative writing, our method demonstrates superior accuracy, competitive resolution times, and higher user satisfaction compared to conventional one-shot solutions, which typically require multiple manual iterations to achieve a correct output.
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Apr 09, 2025
Abstract:Missing instances in time series data impose a significant challenge to deep learning models, particularly in regression tasks. In the Earth Observation field, satellite failure or cloud occlusion frequently results in missing time-steps, introducing uncertainties in the predicted output and causing a decline in predictive performance. While many studies address missing time-steps through data augmentation to improve model robustness, the uncertainty arising at the input level is commonly overlooked. To address this gap, we introduce Monte Carlo Temporal Dropout (MC-TD), a method that explicitly accounts for input-level uncertainty by randomly dropping time-steps during inference using a predefined dropout ratio, thereby simulating the effect of missing data. To bypass the need for costly searches for the optimal dropout ratio, we extend this approach with Monte Carlo Concrete Temporal Dropout (MC-ConcTD), a method that learns the optimal dropout distribution directly. Both MC-TD and MC-ConcTD are applied during inference, leveraging Monte Carlo sampling for uncertainty quantification. Experiments on three EO time-series datasets demonstrate that MC-ConcTD improves predictive performance and uncertainty calibration compared to existing approaches. Additionally, we highlight the advantages of adaptive dropout tuning over manual selection, making uncertainty quantification more robust and accessible for EO applications.
* Accepted at Symposium on Intelligent Data Analysis (IDA 2025)
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Apr 16, 2025
Abstract:Reservoir computing (RC) represents a class of state-space models (SSMs) characterized by a fixed state transition mechanism (the reservoir) and a flexible readout layer that maps from the state space. It is a paradigm of computational dynamical systems that harnesses the transient dynamics of high-dimensional state spaces for efficient processing of temporal data. Rooted in concepts from recurrent neural networks, RC achieves exceptional computational power by decoupling the training of the dynamic reservoir from the linear readout layer, thereby circumventing the complexities of gradient-based optimization. This work presents a systematic exploration of RC, addressing its foundational properties such as the echo state property, fading memory, and reservoir capacity through the lens of dynamical systems theory. We formalize the interplay between input signals and reservoir states, demonstrating the conditions under which reservoirs exhibit stability and expressive power. Further, we delve into the computational trade-offs and robustness characteristics of RC architectures, extending the discussion to their applications in signal processing, time-series prediction, and control systems. The analysis is complemented by theoretical insights into optimization, training methodologies, and scalability, highlighting open challenges and potential directions for advancing the theoretical underpinnings of RC.
* 100 pages, 17 tables, 41 figures
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