Effective Probabilistic Time Series Forecasting with Fourier Adaptive Noise-Separated Diffusion

We propose the Fourier Adaptive Lite Diffusion Architecture (FALDA), a novel probabilistic framework for time series forecasting. First, we introduce the Diffusion Model for Residual Regression (DMRR) framework, which unifies diffusion-based probabilistic regression methods. Within this framework, FALDA leverages Fourier-based decomposition to incorporate a component-specific architecture, enabling tailored modeling of individual temporal components. A conditional diffusion model is utilized to estimate the future noise term, while our proposed lightweight denoiser, DEMA (Decomposition MLP with AdaLN), conditions on the historical noise term to enhance denoising performance. Through mathematical analysis and empirical validation, we demonstrate that FALDA effectively reduces epistemic uncertainty, allowing probabilistic learning to primarily focus on aleatoric uncertainty. Experiments on six real-world benchmarks demonstrate that FALDA consistently outperforms existing probabilistic forecasting approaches across most datasets for long-term time series forecasting while achieving enhanced computational efficiency without compromising accuracy. Notably, FALDA also achieves superior overall performance compared to state-of-the-art (SOTA) point forecasting approaches, with improvements of up to 9%.

MMformer with Adaptive Transferable Attention: Advancing Multivariate Time Series Forecasting for Environmental Applications

Environmental crisis remains a global challenge that affects public health and environmental quality. Despite extensive research, accurately forecasting environmental change trends to inform targeted policies and assess prediction efficiency remains elusive. Conventional methods for multivariate time series (MTS) analysis often fail to capture the complex dynamics of environmental change. To address this, we introduce an innovative meta-learning MTS model, MMformer with Adaptive Transferable Multi-head Attention (ATMA), which combines self-attention and meta-learning for enhanced MTS forecasting. Specifically, MMformer is used to model and predict the time series of seven air quality indicators across 331 cities in China from January 2018 to June 2021 and the time series of precipitation and temperature at 2415 monitoring sites during the summer (276 days) from 2012 to 2014, validating the network's ability to perform and forecast MTS data successfully. Experimental results demonstrate that in these datasets, the MMformer model reaching SOTA outperforms iTransformer, Transformer, and the widely used traditional time series prediction algorithm SARIMAX in the prediction of MTS, reducing by 50\% in MSE, 20\% in MAE as compared to others in air quality datasets, reducing by 20\% in MAPE except SARIMAX. Compared with Transformer and SARIMAX in the climate datasets, MSE, MAE, and MAPE are decreased by 30\%, and there is an improvement compared to iTransformer. This approach represents a significant advance in our ability to forecast and respond to dynamic environmental quality challenges in diverse urban and rural environments. Its predictive capabilities provide valuable public health and environmental quality information, informing targeted interventions.

SMSAT: A Multimodal Acoustic Dataset and Deep Contrastive Learning Framework for Affective and Physiological Modeling of Spiritual Meditation

Understanding how auditory stimuli influence emotional and physiological states is fundamental to advancing affective computing and mental health technologies. In this paper, we present a multimodal evaluation of the affective and physiological impacts of three auditory conditions, that is, spiritual meditation (SM), music (M), and natural silence (NS), using a comprehensive suite of biometric signal measures. To facilitate this analysis, we introduce the Spiritual, Music, Silence Acoustic Time Series (SMSAT) dataset, a novel benchmark comprising acoustic time series (ATS) signals recorded under controlled exposure protocols, with careful attention to demographic diversity and experimental consistency. To model the auditory induced states, we develop a contrastive learning based SMSAT audio encoder that extracts highly discriminative embeddings from ATS data, achieving 99.99% classification accuracy in interclass and intraclass evaluations. Furthermore, we propose the Calmness Analysis Model (CAM), a deep learning framework integrating 25 handcrafted and learned features for affective state classification across auditory conditions, attaining robust 99.99% classification accuracy. In contrast, pairwise t tests reveal significant deviations in cardiac response characteristics (CRC) between SM analysis via ANOVA inducing more significant physiological fluctuations. Compared to existing state of the art methods reporting accuracies up to 90%, the proposed model demonstrates substantial performance gains (up to 99%). This work contributes a validated multimodal dataset and a scalable deep learning framework for affective computing applications in stress monitoring, mental well-being, and therapeutic audio-based interventions.

Emotional Analysis of Fashion Trends Using Social Media and AI: Sentiment Analysis on Twitter for Fashion Trend Forecasting

This study explores the intersection of fashion trends and social media sentiment through computational analysis of Twitter data using the T4SA (Twitter for Sentiment Analysis) dataset. By applying natural language processing and machine learning techniques, we examine how sentiment patterns in fashion-related social media conversations can serve as predictors for emerging fashion trends. Our analysis involves the identification and categorization of fashion-related content, sentiment classification with improved normalization techniques, time series decomposition, statistically validated causal relationship modeling, cross-platform sentiment comparison, and brand-specific sentiment analysis. Results indicate correlations between sentiment patterns and fashion theme popularity, with accessories and streetwear themes showing statistically significant rising trends. The Granger causality analysis establishes sustainability and streetwear as primary trend drivers, showing bidirectional relationships with several other themes. The findings demonstrate that social media sentiment analysis can serve as an effective early indicator of fashion trend trajectories when proper statistical validation is applied. Our improved predictive model achieved 78.35% balanced accuracy in sentiment classification, establishing a reliable foundation for trend prediction across positive, neutral, and negative sentiment categories.

Sonnet: Spectral Operator Neural Network for Multivariable Time Series Forecasting

Multivariable time series forecasting methods can integrate information from exogenous variables, leading to significant prediction accuracy gains. Transformer architecture has been widely applied in various time series forecasting models due to its ability to capture long-range sequential dependencies. However, a na\"ive application of transformers often struggles to effectively model complex relationships among variables over time. To mitigate against this, we propose a novel architecture, namely the Spectral Operator Neural Network (Sonnet). Sonnet applies learnable wavelet transformations to the input and incorporates spectral analysis using the Koopman operator. Its predictive skill relies on the Multivariable Coherence Attention (MVCA), an operation that leverages spectral coherence to model variable dependencies. Our empirical analysis shows that Sonnet yields the best performance on $34$ out of $47$ forecasting tasks with an average mean absolute error (MAE) reduction of $1.1\%$ against the most competitive baseline (different per task). We further show that MVCA -- when put in place of the na\"ive attention used in various deep learning models -- can remedy its deficiencies, reducing MAE by $10.7\%$ on average in the most challenging forecasting tasks.

Does Scaling Law Apply in Time Series Forecasting?

Rapid expansion of model size has emerged as a key challenge in time series forecasting. From early Transformer with tens of megabytes to recent architectures like TimesNet with thousands of megabytes, performance gains have often come at the cost of exponentially increasing parameter counts. But is this scaling truly necessary? To question the applicability of the scaling law in time series forecasting, we propose Alinear, an ultra-lightweight forecasting model that achieves competitive performance using only k-level parameters. We introduce a horizon-aware adaptive decomposition mechanism that dynamically rebalances component emphasis across different forecast lengths, alongside a progressive frequency attenuation strategy that achieves stable prediction in various forecasting horizons without incurring the computational overhead of attention mechanisms. Extensive experiments on seven benchmark datasets demonstrate that Alinear consistently outperforms large-scale models while using less than 1% of their parameters, maintaining strong accuracy across both short and ultra-long forecasting horizons. Moreover, to more fairly evaluate model efficiency, we propose a new parameter-aware evaluation metric that highlights the superiority of ALinear under constrained model budgets. Our analysis reveals that the relative importance of trend and seasonal components varies depending on data characteristics rather than following a fixed pattern, validating the necessity of our adaptive design. This work challenges the prevailing belief that larger models are inherently better and suggests a paradigm shift toward more efficient time series modeling.

Towards Budget-Friendly Model-Agnostic Explanation Generation for Large Language Models

With Large language models (LLMs) becoming increasingly prevalent in various applications, the need for interpreting their predictions has become a critical challenge. As LLMs vary in architecture and some are closed-sourced, model-agnostic techniques show great promise without requiring access to the model's internal parameters. However, existing model-agnostic techniques need to invoke LLMs many times to gain sufficient samples for generating faithful explanations, which leads to high economic costs. In this paper, we show that it is practical to generate faithful explanations for large-scale LLMs by sampling from some budget-friendly models through a series of empirical studies. Moreover, we show that such proxy explanations also perform well on downstream tasks. Our analysis provides a new paradigm of model-agnostic explanation methods for LLMs, by including information from budget-friendly models.

Predicting the Price of Gold in the Financial Markets Using Hybrid Models

Predicting the price that has the least error and can provide the best and highest accuracy has been one of the most challenging issues and one of the most critical concerns among capital market activists and researchers. Therefore, a model that can solve problems and provide results with high accuracy is one of the topics of interest among researchers. In this project, using time series prediction models such as ARIMA to estimate the price, variables, and indicators related to technical analysis show the behavior of traders involved in involving psychological factors for the model. By linking all of these variables to stepwise regression, we identify the best variables influencing the prediction of the variable. Finally, we enter the selected variables as inputs to the artificial neural network. In other words, we want to call this whole prediction process the "ARIMA_Stepwise Regression_Neural Network" model and try to predict the price of gold in international financial markets. This approach is expected to be able to be used to predict the types of stocks, commodities, currency pairs, financial market indicators, and other items used in local and international financial markets. Moreover, a comparison between the results of this method and time series methods is also expressed. Finally, based on the results, it can be seen that the resulting hybrid model has the highest accuracy compared to the time series method, regression, and stepwise regression.

FAS-LLM: Large Language Model-Based Channel Prediction for OTFS-Enabled Satellite-FAS Links

This paper proposes FAS-LLM, a novel large language model (LLM)-based architecture for predicting future channel states in Orthogonal Time Frequency Space (OTFS)-enabled satellite downlinks equipped with fluid antenna systems (FAS). The proposed method introduces a two-stage channel compression strategy combining reference-port selection and separable principal component analysis (PCA) to extract compact, delay-Doppler-aware representations from high-dimensional OTFS channels. These representations are then embedded into a LoRA-adapted LLM, enabling efficient time-series forecasting of channel coefficients. Performance evaluations demonstrate that FAS-LLM outperforms classical baselines including GRU, LSTM, and Transformer models, achieving up to 10 dB normalized mean squared error (NMSE) improvement and threefold root mean squared error (RMSE) reduction across prediction horizons. Furthermore, the predicted channels preserve key physical-layer characteristics, enabling near-optimal performance in ergodic capacity, spectral efficiency, and outage probability across a wide range of signal-to-noise ratios (SNRs). These results highlight the potential of LLM-based forecasting for delay-sensitive and energy-efficient link adaptation in future satellite IoT networks.

Prediction of Delirium Risk in Mild Cognitive Impairment Using Time-Series data, Machine Learning and Comorbidity Patterns -- A Retrospective Study

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.