Domain Generalization for Time Series: Enhancing Drilling Regression Models for Stick-Slip Index Prediction

This paper provides a comprehensive comparison of domain generalization techniques applied to time series data within a drilling context, focusing on the prediction of a continuous Stick-Slip Index (SSI), a critical metric for assessing torsional downhole vibrations at the drill bit. The study aims to develop a robust regression model that can generalize across domains by training on 60 second labeled sequences of 1 Hz surface drilling data to predict the SSI. The model is tested in wells that are different from those used during training. To fine-tune the model architecture, a grid search approach is employed to optimize key hyperparameters. A comparative analysis of the Adversarial Domain Generalization (ADG), Invariant Risk Minimization (IRM) and baseline models is presented, along with an evaluation of the effectiveness of transfer learning (TL) in improving model performance. The ADG and IRM models achieve performance improvements of 10% and 8%, respectively, over the baseline model. Most importantly, severe events are detected 60% of the time, against 20% for the baseline model. Overall, the results indicate that both ADG and IRM models surpass the baseline, with the ADG model exhibiting a slight advantage over the IRM model. Additionally, applying TL to a pre-trained model further improves performance. Our findings demonstrate the potential of domain generalization approaches in drilling applications, with ADG emerging as the most effective approach.

On the Identifiability of Regime-Switching Models with Multi-Lag Dependencies

Identifiability is central to the interpretability of deep latent variable models, ensuring parameterisations are uniquely determined by the data-generating distribution. However, it remains underexplored for deep regime-switching time series. We develop a general theoretical framework for multi-lag Regime-Switching Models (RSMs), encompassing Markov Switching Models (MSMs) and Switching Dynamical Systems (SDSs). For MSMs, we formulate the model as a temporally structured finite mixture and prove identifiability of both the number of regimes and the multi-lag transitions in a nonlinear-Gaussian setting. For SDSs, we establish identifiability of the latent variables up to permutation and scaling via temporal structure, which in turn yields conditions for identifiability of regime-dependent latent causal graphs (up to regime/node permutations). Our results hold in a fully unsupervised setting through architectural and noise assumptions that are directly enforceable via neural network design. We complement the theory with a flexible variational estimator that satisfies the assumptions and validate the results on synthetic benchmarks. Across real-world datasets from neuroscience, finance, and climate, identifiability leads to more trustworthy interpretability analysis, which is crucial for scientific discovery.

Sparse Tucker Decomposition and Graph Regularization for High-Dimensional Time Series Forecasting

Existing methods of vector autoregressive model for multivariate time series analysis make use of low-rank matrix approximation or Tucker decomposition to reduce the dimension of the over-parameterization issue. In this paper, we propose a sparse Tucker decomposition method with graph regularization for high-dimensional vector autoregressive time series. By stacking the time-series transition matrices into a third-order tensor, the sparse Tucker decomposition is employed to characterize important interactions within the transition third-order tensor and reduce the number of parameters. Moreover, the graph regularization is employed to measure the local consistency of the response, predictor and temporal factor matrices in the vector autoregressive model.The two proposed regularization techniques can be shown to more accurate parameters estimation. A non-asymptotic error bound of the estimator of the proposed method is established, which is lower than those of the existing matrix or tensor based methods. A proximal alternating linearized minimization algorithm is designed to solve the resulting model and its global convergence is established under very mild conditions. Extensive numerical experiments on synthetic data and real-world datasets are carried out to verify the superior performance of the proposed method over existing state-of-the-art methods.

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.

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.

Learning to be Reproducible: Custom Loss Design for Robust Neural Networks

To enhance the reproducibility and reliability of deep learning models, we address a critical gap in current training methodologies: the lack of mechanisms that ensure consistent and robust performance across runs. Our empirical analysis reveals that even under controlled initialization and training conditions, the accuracy of the model can exhibit significant variability. To address this issue, we propose a Custom Loss Function (CLF) that reduces the sensitivity of training outcomes to stochastic factors such as weight initialization and data shuffling. By fine-tuning its parameters, CLF explicitly balances predictive accuracy with training stability, leading to more consistent and reliable model performance. Extensive experiments across diverse architectures for both image classification and time series forecasting demonstrate that our approach significantly improves training robustness without sacrificing predictive performance. These results establish CLF as an effective and efficient strategy for developing more stable, reliable and trustworthy neural networks.

Chain-of-thought Reviewing and Correction for Time Series Question Answering

With the advancement of large language models (LLMs), diverse time series analysis tasks are reformulated as time series question answering (TSQA) through a unified natural language interface. However, existing LLM-based approaches largely adopt general natural language processing techniques and are prone to reasoning errors when handling complex numerical sequences. Different from purely textual tasks, time series data are inherently verifiable, enabling consistency checking between reasoning steps and the original input. Motivated by this property, we propose T3LLM, which performs multi-step reasoning with an explicit correction mechanism for time series question answering. The T3LLM framework consists of three LLMs, namely, a worker, a reviewer, and a student, that are responsible for generation, review, and reasoning learning, respectively. Within this framework, the worker generates step-wise chains of thought (CoT) under structured prompts, while the reviewer inspects the reasoning, identifies erroneous steps, and provides corrective comments. The collaboratively generated corrected CoT are used to fine-tune the student model, internalizing multi-step reasoning and self-correction into its parameters. Experiments on multiple real-world TSQA benchmarks demonstrate that T3LLM achieves state-of-the-art performance over strong LLM-based baselines.

Scalable Cloud-Native Architectures for Intelligent PMU Data Processing

Phasor Measurement Units (PMUs) generate high-frequency, time-synchronized data essential for real-time power grid monitoring, yet the growing scale of PMU deployments creates significant challenges in latency, scalability, and reliability. Conventional centralized processing architectures are increasingly unable to handle the volume and velocity of PMU data, particularly in modern grids with dynamic operating conditions. This paper presents a scalable cloud-native architecture for intelligent PMU data processing that integrates artificial intelligence with edge and cloud computing. The proposed framework employs distributed stream processing, containerized microservices, and elastic resource orchestration to enable low-latency ingestion, real-time anomaly detection, and advanced analytics. Machine learning models for time-series analysis are incorporated to enhance grid observability and predictive capabilities. Analytical models are developed to evaluate system latency, throughput, and reliability, showing that the architecture can achieve sub-second response times while scaling to large PMU deployments. Security and privacy mechanisms are embedded to support deployment in critical infrastructure environments. The proposed approach provides a robust and flexible foundation for next-generation smart grid analytics.

Efficient Deep Learning for Short-Term Solar Irradiance Time Series Forecasting: A Benchmark Study in Ho Chi Minh City

Reliable forecasting of Global Horizontal Irradiance (GHI) is essential for mitigating the variability of solar energy in power grids. This study presents a comprehensive benchmark of ten deep learning architectures for short-term (1-hour ahead) GHI time series forecasting in Ho Chi Minh City, leveraging high-resolution NSRDB satellite data (2011-2020) to compare established baselines (e.g. LSTM, TCN) against emerging state-of-the-art architectures, including Transformer, Informer, iTransformer, TSMixer, and Mamba. Experimental results identify the Transformer as the superior architecture, achieving the highest predictive accuracy with an R^2 of 0.9696. The study further utilizes SHAP analysis to contrast the temporal reasoning of these architectures, revealing that Transformers exhibit a strong "recency bias" focused on immediate atmospheric conditions, whereas Mamba explicitly leverages 24-hour periodic dependencies to inform predictions. Furthermore, we demonstrate that Knowledge Distillation can compress the high-performance Transformer by 23.5% while surprisingly reducing error (MAE: 23.78 W/m^2), offering a proven pathway for deploying sophisticated, low-latency forecasting on resource-constrained edge devices.