AI-Based Demand Forecasting and Load Balancing for Optimising Energy use in Healthcare Systems: A real case study

This paper tackles the urgent need for efficient energy management in healthcare facilities, where fluctuating demands challenge operational efficiency and sustainability. Traditional methods often prove inadequate, causing inefficiencies and higher costs. To address this, the study presents an AI-based framework combining Long Short-Term Memory (LSTM), genetic algorithm (GA), and SHAP (Shapley Additive Explanations), specifically designed for healthcare energy management. Although LSTM is widely used for time-series forecasting, its application in healthcare energy prediction remains underexplored. The results reveal that LSTM significantly outperforms ARIMA and Prophet models in forecasting complex, non-linear demand patterns. LSTM achieves a Mean Absolute Error (MAE) of 21.69 and Root Mean Square Error (RMSE) of 29.96, far better than Prophet (MAE: 59.78, RMSE: 81.22) and ARIMA (MAE: 87.73, RMSE: 125.22), demonstrating superior performance. The genetic algorithm is applied to optimize model parameters and improve load balancing strategies, enabling adaptive responses to real-time energy fluctuations. SHAP analysis further enhances model transparency by explaining the influence of different features on predictions, fostering trust in decision-making processes. This integrated LSTM-GA-SHAP approach offers a robust solution for improving forecasting accuracy, boosting energy efficiency, and advancing sustainability in healthcare facilities. Future research may explore real-time deployment and hybridization with reinforcement learning for continuous optimization. Overall, the study establishes a solid foundation for using AI in healthcare energy management, highlighting its scalability, efficiency, and resilience potential.

Why Do Class-Dependent Evaluation Effects Occur with Time Series Feature Attributions? A Synthetic Data Investigation

Evaluating feature attribution methods represents a critical challenge in explainable AI (XAI), as researchers typically rely on perturbation-based metrics when ground truth is unavailable. However, recent work demonstrates that these evaluation metrics can show different performance across predicted classes within the same dataset. These "class-dependent evaluation effects" raise questions about whether perturbation analysis reliably measures attribution quality, with direct implications for XAI method development and the trustworthiness of evaluation techniques. We investigate under which conditions these class-dependent effects arise by conducting controlled experiments with synthetic time series data where ground truth feature locations are known. We systematically vary feature types and class contrasts across binary classification tasks, then compare perturbation-based degradation scores with ground truth-based precision-recall metrics using multiple attribution methods. Our experiments demonstrate that class-dependent effects emerge with both evaluation approaches even in simple scenarios with temporally localized features, triggered by basic variations in feature amplitude or temporal extent between classes. Most critically, we find that perturbation-based and ground truth metrics frequently yield contradictory assessments of attribution quality across classes, with weak correlations between evaluation approaches. These findings suggest that researchers should interpret perturbation-based metrics with care, as they may not always align with whether attributions correctly identify discriminating features. These findings reveal opportunities to reconsider what attribution evaluation actually measures and to develop more comprehensive evaluation frameworks that capture multiple dimensions of attribution quality.

TIMING: Temporality-Aware Integrated Gradients for Time Series Explanation

Recent explainable artificial intelligence (XAI) methods for time series primarily estimate point-wise attribution magnitudes, while overlooking the directional impact on predictions, leading to suboptimal identification of significant points. Our analysis shows that conventional Integrated Gradients (IG) effectively capture critical points with both positive and negative impacts on predictions. However, current evaluation metrics fail to assess this capability, as they inadvertently cancel out opposing feature contributions. To address this limitation, we propose novel evaluation metrics-Cumulative Prediction Difference (CPD) and Cumulative Prediction Preservation (CPP)-to systematically assess whether attribution methods accurately identify significant positive and negative points in time series XAI. Under these metrics, conventional IG outperforms recent counterparts. However, directly applying IG to time series data may lead to suboptimal outcomes, as generated paths ignore temporal relationships and introduce out-of-distribution samples. To overcome these challenges, we introduce TIMING, which enhances IG by incorporating temporal awareness while maintaining its theoretical properties. Extensive experiments on synthetic and real-world time series benchmarks demonstrate that TIMING outperforms existing time series XAI baselines. Our code is available at https://github.com/drumpt/TIMING.

A Kernel-Based Approach for Accurate Steady-State Detection in Performance Time Series

This paper addresses the challenge of accurately detecting the transition from the warmup phase to the steady state in performance metric time series, which is a critical step for effective benchmarking. The goal is to introduce a method that avoids premature or delayed detection, which can lead to inaccurate or inefficient performance analysis. The proposed approach adapts techniques from the chemical reactors domain, detecting steady states online through the combination of kernel-based step detection and statistical methods. By using a window-based approach, it provides detailed information and improves the accuracy of identifying phase transitions, even in noisy or irregular time series. Results show that the new approach reduces total error by 14.5% compared to the state-of-the-art method. It offers more reliable detection of the steady-state onset, delivering greater precision for benchmarking tasks. For users, the new approach enhances the accuracy and stability of performance benchmarking, efficiently handling diverse time series data. Its robustness and adaptability make it a valuable tool for real-world performance evaluation, ensuring consistent and reproducible results.

Almost-Optimal Local-Search Methods for Sparse Tensor PCA

Local-search methods are widely employed in statistical applications, yet interestingly, their theoretical foundations remain rather underexplored, compared to other classes of estimators such as low-degree polynomials and spectral methods. Of note, among the few existing results recent studies have revealed a significant "local-computational" gap in the context of a well-studied sparse tensor principal component analysis (PCA), where a broad class of local Markov chain methods exhibits a notable underperformance relative to other polynomial-time algorithms. In this work, we propose a series of local-search methods that provably "close" this gap to the best known polynomial-time procedures in multiple regimes of the model, including and going beyond the previously studied regimes in which the broad family of local Markov chain methods underperforms. Our framework includes: (1) standard greedy and randomized greedy algorithms applied to the (regularized) posterior of the model; and (2) novel random-threshold variants, in which the randomized greedy algorithm accepts a proposed transition if and only if the corresponding change in the Hamiltonian exceeds a random Gaussian threshold-rather that if and only if it is positive, as is customary. The introduction of the random thresholds enables a tight mathematical analysis of the randomized greedy algorithm's trajectory by crucially breaking the dependencies between the iterations, and could be of independent interest to the community.

Temporal cross-validation impacts multivariate time series subsequence anomaly detection evaluation

Evaluating anomaly detection in multivariate time series (MTS) requires careful consideration of temporal dependencies, particularly when detecting subsequence anomalies common in fault detection scenarios. While time series cross-validation (TSCV) techniques aim to preserve temporal ordering during model evaluation, their impact on classifier performance remains underexplored. This study systematically investigates the effect of TSCV strategy on the precision-recall characteristics of classifiers trained to detect fault-like anomalies in MTS datasets. We compare walk-forward (WF) and sliding window (SW) methods across a range of validation partition configurations and classifier types, including shallow learners and deep learning (DL) classifiers. Results show that SW consistently yields higher median AUC-PR scores and reduced fold-to-fold performance variance, particularly for deep architectures sensitive to localized temporal continuity. Furthermore, we find that classifier generalization is sensitive to the number and structure of temporal partitions, with overlapping windows preserving fault signatures more effectively at lower fold counts. A classifier-level stratified analysis reveals that certain algorithms, such as random forests (RF), maintain stable performance across validation schemes, whereas others exhibit marked sensitivity. This study demonstrates that TSCV design in benchmarking anomaly detection models on streaming time series and provide guidance for selecting evaluation strategies in temporally structured learning environments.

THUNDER: Tile-level Histopathology image UNDERstanding benchmark

Progress in a research field can be hard to assess, in particular when many concurrent methods are proposed in a short period of time. This is the case in digital pathology, where many foundation models have been released recently to serve as feature extractors for tile-level images, being used in a variety of downstream tasks, both for tile- and slide-level problems. Benchmarking available methods then becomes paramount to get a clearer view of the research landscape. In particular, in critical domains such as healthcare, a benchmark should not only focus on evaluating downstream performance, but also provide insights about the main differences between methods, and importantly, further consider uncertainty and robustness to ensure a reliable usage of proposed models. For these reasons, we introduce THUNDER, a tile-level benchmark for digital pathology foundation models, allowing for efficient comparison of many models on diverse datasets with a series of downstream tasks, studying their feature spaces and assessing the robustness and uncertainty of predictions informed by their embeddings. THUNDER is a fast, easy-to-use, dynamic benchmark that can already support a large variety of state-of-the-art foundation, as well as local user-defined models for direct tile-based comparison. In this paper, we provide a comprehensive comparison of 23 foundation models on 16 different datasets covering diverse tasks, feature analysis, and robustness. The code for THUNDER is publicly available at https://github.com/MICS-Lab/thunder.

Multivariate Long-term Time Series Forecasting with Fourier Neural Filter

Multivariate long-term time series forecasting has been suffering from the challenge of capturing both temporal dependencies within variables and spatial correlations across variables simultaneously. Current approaches predominantly repurpose backbones from natural language processing or computer vision (e.g., Transformers), which fail to adequately address the unique properties of time series (e.g., periodicity). The research community lacks a dedicated backbone with temporal-specific inductive biases, instead relying on domain-agnostic backbones supplemented with auxiliary techniques (e.g., signal decomposition). We introduce FNF as the backbone and DBD as the architecture to provide excellent learning capabilities and optimal learning pathways for spatio-temporal modeling, respectively. Our theoretical analysis proves that FNF unifies local time-domain and global frequency-domain information processing within a single backbone that extends naturally to spatial modeling, while information bottleneck theory demonstrates that DBD provides superior gradient flow and representation capacity compared to existing unified or sequential architectures. Our empirical evaluation across 11 public benchmark datasets spanning five domains (energy, meteorology, transportation, environment, and nature) confirms state-of-the-art performance with consistent hyperparameter settings. Notably, our approach achieves these results without any auxiliary techniques, suggesting that properly designed neural architectures can capture the inherent properties of time series, potentially transforming time series modeling in scientific and industrial applications.

Strategic Intelligence in Large Language Models: Evidence from evolutionary Game Theory

Are Large Language Models (LLMs) a new form of strategic intelligence, able to reason about goals in competitive settings? We present compelling supporting evidence. The Iterated Prisoner's Dilemma (IPD) has long served as a model for studying decision-making. We conduct the first ever series of evolutionary IPD tournaments, pitting canonical strategies (e.g., Tit-for-Tat, Grim Trigger) against agents from the leading frontier AI companies OpenAI, Google, and Anthropic. By varying the termination probability in each tournament (the "shadow of the future"), we introduce complexity and chance, confounding memorisation. Our results show that LLMs are highly competitive, consistently surviving and sometimes even proliferating in these complex ecosystems. Furthermore, they exhibit distinctive and persistent "strategic fingerprints": Google's Gemini models proved strategically ruthless, exploiting cooperative opponents and retaliating against defectors, while OpenAI's models remained highly cooperative, a trait that proved catastrophic in hostile environments. Anthropic's Claude emerged as the most forgiving reciprocator, showing remarkable willingness to restore cooperation even after being exploited or successfully defecting. Analysis of nearly 32,000 prose rationales provided by the models reveals that they actively reason about both the time horizon and their opponent's likely strategy, and we demonstrate that this reasoning is instrumental to their decisions. This work connects classic game theory with machine psychology, offering a rich and granular view of algorithmic decision-making under uncertainty.

Active Learning for Multiple Change Point Detection in Non-stationary Time Series with Deep Gaussian Processes

Multiple change point (MCP) detection in non-stationary time series is challenging due to the variety of underlying patterns. To address these challenges, we propose a novel algorithm that integrates Active Learning (AL) with Deep Gaussian Processes (DGPs) for robust MCP detection. Our method leverages spectral analysis to identify potential changes and employs AL to strategically select new sampling points for improved efficiency. By incorporating the modeling flexibility of DGPs with the change-identification capabilities of spectral methods, our approach adapts to diverse spectral change behaviors and effectively localizes multiple change points. Experiments on both simulated and real-world data demonstrate that our method outperforms existing techniques in terms of detection accuracy and sampling efficiency for non-stationary time series.