XGBoost Forecasting of NEPSE Index Log Returns with Walk Forward Validation

This study develops a robust machine learning framework for one-step-ahead forecasting of daily log-returns in the Nepal Stock Exchange (NEPSE) Index using the XGBoost regressor. A comprehensive feature set is engineered, including lagged log-returns (up to 30 days) and established technical indicators such as short- and medium-term rolling volatility measures and the 14-period Relative Strength Index. Hyperparameter optimization is performed using Optuna with time-series cross-validation on the initial training segment. Out-of-sample performance is rigorously assessed via walk-forward validation under both expanding and fixed-length rolling window schemes across multiple lag configurations, simulating real-world deployment and avoiding lookahead bias. Predictive accuracy is evaluated using root mean squared error, mean absolute error, coefficient of determination (R-squared), and directional accuracy on both log-returns and reconstructed closing prices. Empirical results show that the optimal configuration, an expanding window with 20 lags, outperforms tuned ARIMA and Ridge regression benchmarks, achieving the lowest log-return RMSE (0.013450) and MAE (0.009814) alongside a directional accuracy of 65.15%. While the R-squared remains modest, consistent with the noisy nature of financial returns, primary emphasis is placed on relative error reduction and directional prediction. Feature importance analysis and visual inspection further enhance interpretability. These findings demonstrate the effectiveness of gradient boosting ensembles in modeling nonlinear dynamics in volatile emerging market time series and establish a reproducible benchmark for NEPSE Index forecasting.

DriftGuard: A Hierarchical Framework for Concept Drift Detection and Remediation in Supply Chain Forecasting

Supply chain forecasting models degrade over time as real-world conditions change. Promotions shift, consumer preferences evolve, and supply disruptions alter demand patterns, causing what is known as concept drift. This silent degradation leads to stockouts or excess inventory without triggering any system warnings. Current industry practice relies on manual monitoring and scheduled retraining every 3-6 months, which wastes computational resources during stable periods while missing rapid drift events. Existing academic methods focus narrowly on drift detection without addressing diagnosis or remediation, and they ignore the hierarchical structure inherent in supply chain data. What retailers need is an end-to-end system that detects drift early, explains its root causes, and automatically corrects affected models. We propose DriftGuard, a five-module framework that addresses the complete drift lifecycle. The system combines an ensemble of four complementary detection methods, namely error-based monitoring, statistical tests, autoencoder anomaly detection, and Cumulative Sum (CUSUM) change-point analysis, with hierarchical propagation analysis to identify exactly where drift occurs across product lines. Once detected, Shapley Additive Explanations (SHAP) analysis diagnoses the root causes, and a cost-aware retraining strategy selectively updates only the most affected models. Evaluated on over 30,000 time series from the M5 retail dataset, DriftGuard achieves 97.8% detection recall within 4.2 days and delivers up to 417 return on investment through targeted remediation.

NeuroSSM: Multiscale Differential State-Space Modeling for Context-Aware fMRI Analysis

Accurate fMRI analysis requires sensitivity to temporal structure across multiple scales, as BOLD signals encode cognitive processes that emerge from fast transient dynamics to slower, large-scale fluctuations. Existing deep learning (DL) approaches to temporal modeling face challenges in jointly capturing these dynamics over long fMRI time series. Among current DL models, transformers address long-range dependencies by explicitly modeling pairwise interactions through attention, but the associated quadratic computational cost limits effective integration of temporal dependencies across long fMRI sequences. Selective state-space models (SSMs) instead model long-range temporal dependencies implicitly through latent state evolution in a dynamical system, enabling efficient propagation of dependencies over time. However, recent SSM-based approaches for fMRI commonly operate on derived functional connectivity representations and employ single-scale temporal processing. These design choices constrain the ability to jointly represent fast transient dynamics and slower global trends within a single model. We propose NeuroSSM, a selective state-space architecture designed for end-to-end analysis of raw BOLD signals in fMRI time series. NeuroSSM addresses the above limitations through two complementary design components: a multiscale state-space backbone that captures fast and slow dynamics concurrently, and a parallel differencing branch that increases sensitivity to transient state changes. Experiments on clinical and non-clinical datasets demonstrate that NeuroSSM achieves competitive performance and efficiency against state-of-the-art fMRI analysis methods.

Bridging Temporal and Textual Modalities: A Multimodal Framework for Automated Cloud Failure Root Cause Analysis

Root cause analysis in modern cloud infrastructure demands sophisticated understanding of heterogeneous data sources, particularly time-series performance metrics that involve core failure signatures. While large language models demonstrate remarkable capabilities in textual reasoning, their discrete token-based architecture creates fundamental incompatibilities with continuous numerical sequences exhibiting temporal dependencies. Current methodologies inadequately address this modality mismatch, constraining the potential of language model-driven automation in incident management workflows. This paper presents a multimodal diagnostic framework that harmonizes time-series representations with pretrained language model embedding spaces. Our approach contributes three technical advances: (1) a semantic compression technique that distills temporal segments into single-token abstractions while preserving pattern semantics, (2) an alignment encoder utilizing gated cross-attention to project time-series features into language model latent space, and (3) a retrieval-augmented diagnostic pipeline that synthesizes aligned embeddings with historical incident knowledge for expert-level failure attribution. Comprehensive evaluation across six cloud system benchmarks demonstrates that our framework achieves leading performance, reaching 48.75% diagnostic accuracy with notable improvements on scenarios involving compound failure modes. The results validate embedding-space alignment as an effective strategy for enabling language models to reason over multimodal telemetry data in production incident response contexts.

IceWatch: Forecasting Glacial Lake Outburst Floods (GLOFs) using Multimodal Deep Learning

Glacial Lake Outburst Floods (GLOFs) pose a serious threat in high mountain regions. They are hazardous to communities, infrastructure, and ecosystems further downstream. The classical methods of GLOF detection and prediction have so far mainly relied on hydrological modeling, threshold-based lake monitoring, and manual satellite image analysis. These approaches suffer from several drawbacks: slow updates, reliance on manual labor, and losses in accuracy when clouds interfere and/or lack on-site data. To tackle these challenges, we present IceWatch: a novel deep learning framework for GLOF prediction that incorporates both spatial and temporal perspectives. The vision component, RiskFlow, of IceWatch deals with Sentinel-2 multispectral satellite imagery using a CNN-based classifier and predicts GLOF events based on the spatial patterns of snow, ice, and meltwater. Its tabular counterpart confirms this prediction by considering physical dynamics. TerraFlow models glacier velocity from NASA ITS_LIVE time series while TempFlow forecasts near-surface temperature from MODIS LST records; both are trained on long-term observational archives and integrated via harmonized preprocessing and synchronization to enable multimodal, physics-informed GLOF prediction. Both together provide cross-validation, which will improve the reliability and interpretability of GLOF detection. This system ensures strong predictive performance, rapid data processing for real-time use, and robustness to noise and missing information. IceWatch paves the way for automatic, scalable GLOF warning systems. It also holds potential for integration with diverse sensor inputs and global glacier monitoring activities.

DT-ICU: Towards Explainable Digital Twins for ICU Patient Monitoring via Multi-Modal and Multi-Task Iterative Inference

We introduce DT-ICU, a multimodal digital twin framework for continuous risk estimation in intensive care. DT-ICU integrates variable-length clinical time series with static patient information in a unified multitask architecture, enabling predictions to be updated as new observations accumulate over the ICU stay. We evaluate DT-ICU on the large, publicly available MIMIC-IV dataset, where it consistently outperforms established baseline models under different evaluation settings. Our test-length analysis shows that meaningful discrimination is achieved shortly after admission, while longer observation windows further improve the ranking of high-risk patients in highly imbalanced cohorts. To examine how the model leverages heterogeneous data sources, we perform systematic modality ablations, revealing that the model learnt a reasonable structured reliance on interventions, physiological response observations, and contextual information. These analyses provide interpretable insights into how multimodal signals are combined and how trade-offs between sensitivity and precision emerge. Together, these results demonstrate that DT-ICU delivers accurate, temporally robust, and interpretable predictions, supporting its potential as a practical digital twin framework for continuous patient monitoring in critical care. The source code and trained model weights for DT-ICU are publicly available at https://github.com/GUO-W/DT-ICU-release.

Dynamical Systems Analysis Reveals Functional Regimes in Large Language Models

Large language models perform text generation through high-dimensional internal dynamics, yet the temporal organisation of these dynamics remains poorly understood. Most interpretability approaches emphasise static representations or causal interventions, leaving temporal structure largely unexplored. Drawing on neuroscience, where temporal integration and metastability are core markers of neural organisation, we adapt these concepts to transformer models and discuss a composite dynamical metric, computed from activation time-series during autoregressive generation. We evaluate this metric in GPT-2-medium across five conditions: structured reasoning, forced repetition, high-temperature noisy sampling, attention-head pruning, and weight-noise injection. Structured reasoning consistently exhibits elevated metric relative to repetitive, noisy, and perturbed regimes, with statistically significant differences confirmed by one-way ANOVA and large effect sizes in key comparisons. These results are robust to layer selection, channel subsampling, and random seeds. Our findings demonstrate that neuroscience-inspired dynamical metrics can reliably characterise differences in computational organisation across functional regimes in large language models. We stress that the proposed metric captures formal dynamical properties and does not imply subjective experience.

Interpretability-Guided Bi-objective Optimization: Aligning Accuracy and Explainability

This paper introduces Interpretability-Guided Bi-objective Optimization (IGBO), a framework that trains interpretable models by incorporating structured domain knowledge via a bi-objective formulation. IGBO encodes feature importance hierarchies as a Directed Acyclic Graph (DAG) via Central Limit Theorem-based construction and uses Temporal Integrated Gradients (TIG) to measure feature importance. To address the Out-of-Distribution (OOD) problem in TIG computation, we propose an Optimal Path Oracle that learns data-manifold-aware integration paths. Theoretical analysis establishes convergence properties via a geometric projection mapping $\mathcal{P}$ and proves robustness to mini-batch noise. Central Limit Theorem-based construction of the interpretability DAG ensures statistical validity of edge orientation decisions. Empirical results on time-series data demonstrate IGBO's effectiveness in enforcing DAG constraints with minimal accuracy loss, outperforming standard regularization baselines.

Trustworthy Data-Driven Wildfire Risk Prediction and Understanding in Western Canada

In recent decades, the intensification of wildfire activity in western Canada has resulted in substantial socio-economic and environmental losses. Accurate wildfire risk prediction is hindered by the intrinsic stochasticity of ignition and spread and by nonlinear interactions among fuel conditions, meteorology, climate variability, topography, and human activities, challenging the reliability and interpretability of purely data-driven models. We propose a trustworthy data-driven wildfire risk prediction framework based on long-sequence, multi-scale temporal modeling, which integrates heterogeneous drivers while explicitly quantifying predictive uncertainty and enabling process-level interpretation. Evaluated over western Canada during the record-breaking 2023 and 2024 fire seasons, the proposed model outperforms existing time-series approaches, achieving an F1 score of 0.90 and a PR-AUC of 0.98 with low computational cost. Uncertainty-aware analysis reveals structured spatial and seasonal patterns in predictive confidence, highlighting increased uncertainty associated with ambiguous predictions and spatiotemporal decision boundaries. SHAP-based interpretation provides mechanistic understanding of wildfire controls, showing that temperature-related drivers dominate wildfire risk in both years, while moisture-related constraints play a stronger role in shaping spatial and land-cover-specific contrasts in 2024 compared to the widespread hot and dry conditions of 2023. Data and code are available at https://github.com/SynUW/mmFire.

grangersearch: An R Package for Exhaustive Granger Causality Testing with Tidyverse Integration

This paper introduces grangersearch, an R package for performing exhaustive Granger causality searches on multiple time series. The package provides: (1) exhaustive pairwise search across multiple variables, (2) automatic lag order optimization with visualization, (3) tidyverse-compatible syntax with pipe operators and non-standard evaluation, and (4) integration with the broom ecosystem through tidy() and glance() methods. The package wraps the vars infrastructure while providing a simple interface for exploratory causal analysis. We describe the statistical methodology, demonstrate the package through worked examples, and discuss practical considerations for applied researchers.