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
Oct 06, 2025
Abstract:The limited data availability due to strict privacy regulations and significant resource demands severely constrains biomedical time-series AI development, which creates a critical gap between data requirements and accessibility. Synthetic data generation presents a promising solution by producing artificial datasets that maintain the statistical properties of real biomedical time-series data without compromising patient confidentiality. We propose a framework for synthetic biomedical time-series data generation based on advanced forecasting models that accurately replicates complex electrophysiological signals such as EEG and EMG with high fidelity. These synthetic datasets preserve essential temporal and spectral properties of real data, which enables robust analysis while effectively addressing data scarcity and privacy challenges. Our evaluations across multiple subjects demonstrate that the generated synthetic data can serve as an effective substitute for real data and also significantly boost AI model performance. The approach maintains critical biomedical features while provides high scalability for various applications and integrates seamlessly into open-source repositories, substantially expanding resources for AI-driven biomedical research.
* Under Review
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Oct 06, 2025
Abstract:Understanding the robustness of deep learning models for multivariate long-term time series forecasting (M-LTSF) remains challenging, as evaluations typically rely on real-world datasets with unknown noise properties. We propose a simulation-based evaluation framework that generates parameterizable synthetic datasets, where each dataset instance corresponds to a different configuration of signal components, noise types, signal-to-noise ratios, and frequency characteristics. These configurable components aim to model real-world multivariate time series data without the ambiguity of unknown noise. This framework enables fine-grained, systematic evaluation of M-LTSF models under controlled and diverse scenarios. We benchmark four representative architectures S-Mamba (state-space), iTransformer (transformer-based), R-Linear (linear), and Autoformer (decomposition-based). Our analysis reveals that all models degrade severely when lookback windows cannot capture complete periods of seasonal patters in the data. S-Mamba and Autoformer perform best on sawtooth patterns, while R-Linear and iTransformer favor sinusoidal signals. White and Brownian noise universally degrade performance with lower signal-to-noise ratio while S-Mamba shows specific trend-noise and iTransformer shows seasonal-noise vulnerability. Further spectral analysis shows that S-Mamba and iTransformer achieve superior frequency reconstruction. This controlled approach, based on our synthetic and principle-driven testbed, offers deeper insights into model-specific strengths and limitations through the aggregation of MSE scores and provides concrete guidance for model selection based on signal characteristics and noise conditions.
* Number of pages: 13 Number of figures: 16 Number of Tables: 1
Submitted to: IEEE Transactions on Signal Processing
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Oct 01, 2025
Abstract:Reinforcement learning (RL) applications in Clinical Decision Support Systems (CDSS) frequently encounter skepticism from practitioners regarding inoperable dosing decisions. We address this challenge with an end-to-end approach for learning optimal drug dosing and control policies for dual vasopressor administration in intensive care unit (ICU) patients with septic shock. For realistic drug dosing, we apply action space design that accommodates discrete, continuous, and directional dosing strategies in a system that combines offline conservative Q-learning with a novel recurrent modeling in a replay buffer to capture temporal dependencies in ICU time-series data. Our comparative analysis of norepinephrine dosing strategies across different action space formulations reveals that the designed action spaces improve interpretability and facilitate clinical adoption while preserving efficacy. Empirical results1 on eICU and MIMIC demonstrate that action space design profoundly influences learned behavioral policies. The proposed methods achieve improved patient outcomes of over 15% in survival improvement probability, while aligning with established clinical protocols.
* 11 pages, 5 figures. Neurips 2025 Workshop Learning from Time Series
for Health
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Oct 02, 2025
Abstract:Multivariate time series (MTS) anomaly detection identifies abnormal patterns where each timestamp contains multiple variables. Existing MTS anomaly detection methods fall into three categories: reconstruction-based, prediction-based, and classifier-based methods. However, these methods face two key challenges: (1) Unsupervised learning methods, such as reconstruction-based and prediction-based methods, rely on error thresholds, which can lead to inaccuracies; (2) Semi-supervised methods mainly model normal data and often underuse anomaly labels, limiting detection of subtle anomalies;(3) Supervised learning methods, such as classifier-based approaches, often fail to capture local relationships, incur high computational costs, and are constrained by the scarcity of labeled data. To address these limitations, we propose Moon, a supervised modality conversion-based multivariate time series anomaly detection framework. Moon enhances the efficiency and accuracy of anomaly detection while providing detailed anomaly analysis reports. First, Moon introduces a novel multivariate Markov Transition Field (MV-MTF) technique to convert numeric time series data into image representations, capturing relationships across variables and timestamps. Since numeric data retains unique patterns that cannot be fully captured by image conversion alone, Moon employs a Multimodal-CNN to integrate numeric and image data through a feature fusion model with parameter sharing, enhancing training efficiency. Finally, a SHAP-based anomaly explainer identifies key variables contributing to anomalies, improving interpretability. Extensive experiments on six real-world MTS datasets demonstrate that Moon outperforms six state-of-the-art methods by up to 93% in efficiency, 4% in accuracy and, 10.8% in interpretation performance.
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Sep 26, 2025
Abstract:The analysis of complex building time-series for actionable insights and recommendations remains challenging due to the nonlinear and multi-scale characteristics of energy data. To address this, we propose a framework that fine-tunes visual language large models (VLLMs) on 3D graphical representations of the data. The approach converts 1D time-series into 3D representations using continuous wavelet transforms (CWTs) and recurrence plots (RPs), which capture temporal dynamics and localize frequency anomalies. These 3D encodings enable VLLMs to visually interpret energy-consumption patterns, detect anomalies, and provide recommendations for energy efficiency. We demonstrate the framework on real-world building-energy datasets, where fine-tuned VLLMs successfully monitor building states, identify recurring anomalies, and generate optimization recommendations. Quantitatively, the Idefics-7B VLLM achieves validation losses of 0.0952 with CWTs and 0.1064 with RPs on the University of Sharjah energy dataset, outperforming direct fine-tuning on raw time-series data (0.1176) for anomaly detection. This work bridges time-series analysis and visualization, providing a scalable and interpretable framework for energy analytics.
* IEEE International Conference on Data Mining 2025
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Oct 01, 2025
Abstract:Temporal non-stationarity, the phenomenon that time series distributions change over time, poses fundamental challenges to reliable time series forecasting. Intuitively, the complex time series can be decomposed into two factors, \ie time-invariant and time-varying components, which indicate static and dynamic patterns, respectively. Nonetheless, existing methods often conflate the time-varying and time-invariant components, and jointly learn the combined long-term patterns and short-term fluctuations, leading to suboptimal performance facing distribution shifts. To address this issue, we initiatively propose a lightweight static-dynamic decomposition framework, TimeEmb, for time series forecasting. TimeEmb innovatively separates time series into two complementary components: (1) time-invariant component, captured by a novel global embedding module that learns persistent representations across time series, and (2) time-varying component, processed by an efficient frequency-domain filtering mechanism inspired by full-spectrum analysis in signal processing. Experiments on real-world datasets demonstrate that TimeEmb outperforms state-of-the-art baselines and requires fewer computational resources. We conduct comprehensive quantitative and qualitative analyses to verify the efficacy of static-dynamic disentanglement. This lightweight framework can also improve existing time-series forecasting methods with simple integration. To ease reproducibility, the code is available at https://github.com/showmeon/TimeEmb.
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Sep 26, 2025
Abstract:Time Series Analysis is widely used in various real-world applications such as weather forecasting, financial fraud detection, imputation for missing data in IoT systems, and classification for action recognization. Mixture-of-Experts (MoE), as a powerful architecture, though demonstrating effectiveness in NLP, still falls short in adapting to versatile tasks in time series analytics due to its task-agnostic router and the lack of capability in modeling channel correlations. In this study, we propose a novel, general MoE-based time series framework called PatchMoE to support the intricate ``knowledge'' utilization for distinct tasks, thus task-aware. Based on the observation that hierarchical representations often vary across tasks, e.g., forecasting vs. classification, we propose a Recurrent Noisy Gating to utilize the hierarchical information in routing, thus obtaining task-sepcific capability. And the routing strategy is operated on time series tokens in both temporal and channel dimensions, and encouraged by a meticulously designed Temporal \& Channel Load Balancing Loss to model the intricate temporal and channel correlations. Comprehensive experiments on five downstream tasks demonstrate the state-of-the-art performance of PatchMoE.
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Sep 26, 2025
Abstract:Modern state-space models (SSMs) often utilize transition matrices which enable efficient computation but pose restrictions on the model's expressivity, as measured in terms of the ability to emulate finite-state automata (FSA). While unstructured transition matrices are optimal in terms of expressivity, they come at a prohibitively high compute and memory cost even for moderate state sizes. We propose a structured sparse parametrization of transition matrices in SSMs that enables FSA state tracking with optimal state size and depth, while keeping the computational cost of the recurrence comparable to that of diagonal SSMs. Our method, PD-SSM, parametrizes the transition matrix as the product of a column one-hot matrix ($P$) and a complex-valued diagonal matrix ($D$). Consequently, the computational cost of parallel scans scales linearly with the state size. Theoretically, the model is BIBO-stable and can emulate any $N$-state FSA with one layer of dimension $N$ and a linear readout of size $N \times N$, significantly improving on all current structured SSM guarantees. Experimentally, the model significantly outperforms a wide collection of modern SSM variants on various FSA state tracking tasks. On multiclass time-series classification, the performance is comparable to that of neural controlled differential equations, a paradigm explicitly built for time-series analysis. Finally, we integrate PD-SSM into a hybrid Transformer-SSM architecture and demonstrate that the model can effectively track the states of a complex FSA in which transitions are encoded as a set of variable-length English sentences. The code is available at https://github.com/IBM/expressive-sparse-state-space-model
* 10 pages, NeurIPS 2025 Spotlight
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Oct 02, 2025
Abstract:Accounting for inter-individual variability in brain function is key to precision medicine. Here, by considering functional inter-individual variability as meaningful data rather than noise, we introduce VarCoNet, an enhanced self-supervised framework for robust functional connectome (FC) extraction from resting-state fMRI (rs-fMRI) data. VarCoNet employs self-supervised contrastive learning to exploit inherent functional inter-individual variability, serving as a brain function encoder that generates FC embeddings readily applicable to downstream tasks even in the absence of labeled data. Contrastive learning is facilitated by a novel augmentation strategy based on segmenting rs-fMRI signals. At its core, VarCoNet integrates a 1D-CNN-Transformer encoder for advanced time-series processing, enhanced with a robust Bayesian hyperparameter optimization. Our VarCoNet framework is evaluated on two downstream tasks: (i) subject fingerprinting, using rs-fMRI data from the Human Connectome Project, and (ii) autism spectrum disorder (ASD) classification, using rs-fMRI data from the ABIDE I and ABIDE II datasets. Using different brain parcellations, our extensive testing against state-of-the-art methods, including 13 deep learning methods, demonstrates VarCoNet's superiority, robustness, interpretability, and generalizability. Overall, VarCoNet provides a versatile and robust framework for FC analysis in rs-fMRI.
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Oct 01, 2025
Abstract:Background: Quantitative stress perfusion cardiovascular magnetic resonance (CMR) is a powerful tool for assessing myocardial ischemia. Motion correction is essential for accurate pixel-wise mapping but traditional registration-based methods are slow and sensitive to acquisition variability, limiting robustness and scalability. Methods: We developed an unsupervised deep learning-based motion correction pipeline that replaces iterative registration with efficient one-shot estimation. The method corrects motion in three steps and uses robust principal component analysis to reduce contrast-related effects. It aligns the perfusion series and auxiliary images (arterial input function and proton density-weighted series). Models were trained and validated on multivendor data from 201 patients, with 38 held out for testing. Performance was assessed via temporal alignment and quantitative perfusion values, compared to a previously published registration-based method. Results: The deep learning approach significantly improved temporal smoothness of time-intensity curves (p<0.001). Myocardial alignment (Dice = 0.92 (0.04) and 0.91 (0.05)) was comparable to the baseline and superior to before registration (Dice = 0.80 (0.09), p<0.001). Perfusion maps showed reduced motion, with lower standard deviation in the myocardium (0.52 (0.39) ml/min/g) compared to baseline (0.55 (0.44) ml/min/g). Processing time was reduced 15-fold. Conclusion: This deep learning pipeline enables fast, robust motion correction for stress perfusion CMR, improving accuracy across dynamic and auxiliary images. Trained on multivendor data, it generalizes across sequences and may facilitate broader clinical adoption of quantitative perfusion imaging.
* Under review
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