ReSW-VL: Representation Learning for Surgical Workflow Analysis Using Vision-Language Model

Surgical phase recognition from video is a technology that automatically classifies the progress of a surgical procedure and has a wide range of potential applications, including real-time surgical support, optimization of medical resources, training and skill assessment, and safety improvement. Recent advances in surgical phase recognition technology have focused primarily on Transform-based methods, although methods that extract spatial features from individual frames using a CNN and video features from the resulting time series of spatial features using time series modeling have shown high performance. However, there remains a paucity of research on training methods for CNNs employed for feature extraction or representation learning in surgical phase recognition. In this study, we propose a method for representation learning in surgical workflow analysis using a vision-language model (ReSW-VL). Our proposed method involves fine-tuning the image encoder of a CLIP (Convolutional Language Image Model) vision-language model using prompt learning for surgical phase recognition. The experimental results on three surgical phase recognition datasets demonstrate the effectiveness of the proposed method in comparison to conventional methods.

CASA: CNN Autoencoder-based Score Attention for Efficient Multivariate Long-term Time-series Forecasting

Multivariate long-term time series forecasting is critical for applications such as weather prediction, and traffic analysis. In addition, the implementation of Transformer variants has improved prediction accuracy. Following these variants, different input data process approaches also enhanced the field, such as tokenization techniques including point-wise, channel-wise, and patch-wise tokenization. However, previous studies still have limitations in time complexity, computational resources, and cross-dimensional interactions. To address these limitations, we introduce a novel CNN Autoencoder-based Score Attention mechanism (CASA), which can be introduced in diverse Transformers model-agnosticically by reducing memory and leading to improvement in model performance. Experiments on eight real-world datasets validate that CASA decreases computational resources by up to 77.7%, accelerates inference by 44.0%, and achieves state-of-the-art performance, ranking first in 87.5% of evaluated metrics.

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%.

Online Conformal Model Selection for Nonstationary Time Series

This paper introduces the MPS (Model Prediction Set), a novel framework for online model selection for nonstationary time series. Classical model selection methods, such as information criteria and cross-validation, rely heavily on the stationarity assumption and often fail in dynamic environments which undergo gradual or abrupt changes over time. Yet real-world data are rarely stationary, and model selection under nonstationarity remains a largely open problem. To tackle this challenge, we combine conformal inference with model confidence sets to develop a procedure that adaptively selects models best suited to the evolving dynamics at any given time. Concretely, the MPS updates in real time a confidence set of candidate models that covers the best model for the next time period with a specified long-run probability, while adapting to nonstationarity of unknown forms. Through simulations and real-world data analysis, we demonstrate that MPS reliably and efficiently identifies optimal models under nonstationarity, an essential capability lacking in offline methods. Moreover, MPS frequently produces high-quality sets with small cardinality, whose evolution offers deeper insights into changing dynamics. As a generic framework, MPS accommodates any data-generating process, data structure, model class, training method, and evaluation metric, making it broadly applicable across diverse problem settings.

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.

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.

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.