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.
Industrial Cyber-Physical Systems (CPS) are sensitive infrastructure from both safety and economics perspectives, making their reliability critically important. Machine Learning (ML), specifically deep learning, is increasingly integrated in industrial CPS, but the inherent complexity of ML models results in non-transparent operation. Rigorous evaluation is needed to prevent models from exhibiting unexpected behaviour on future, unseen data. Explainable AI (XAI) can be used to uncover model reasoning, allowing a more extensive analysis of behaviour. We apply XAI to to improve predictive performance of ML models intended for industrial CPS. We analyse the effects of components from time-series data decomposition on model predictions using SHAP values. Through this method, we observe evidence on the lack of sufficient contextual information during model training. By increasing the window size of data instances, informed by the XAI findings, we are able to improve model performance.
Wearable foundation models have the potential to transform digital health by learning transferable representations from large-scale biosignals collected in everyday settings. While recent progress has been made in large-scale pretraining, most approaches overlook the spectral structure of photoplethysmography (PPG) signals, wherein physiological rhythms unfold across multiple frequency bands. Motivated by the insight that many downstream health-related tasks depend on multi-resolution features spanning fine-grained waveform morphology to global rhythmic dynamics, we introduce Masked Multiscale Reconstruction (MMR) for PPG representation learning - a self-supervised pretraining framework that explicitly learns from hierarchical time-frequency scales of PPG data. The pretraining task is designed to reconstruct randomly masked out coefficients obtained from a wavelet-based multiresolution decomposition of PPG signals, forcing the transformer encoder to integrate information across temporal and spectral scales. We pretrain our model with MMR using ~17 million unlabeled 10-second PPG segments from ~32,000 smartwatch users. On 17 of 19 diverse health-related tasks, MMR trained on large-scale wearable PPG data improves over or matches state-of-the-art open-source PPG foundation models, time-series foundation models, and other self-supervised baselines. Extensive analysis of our learned embeddings and systematic ablations underscores the value of wavelet-based representations, showing that they capture robust and physiologically-grounded features. Together, these results highlight the potential of MMR as a step toward generalizable PPG foundation models.
Time series forecasting (TSF) faces challenges in modeling complex intra-channel temporal dependencies and inter-channel correlations. Although recent research has highlighted the efficiency of linear architectures in capturing global trends, these models often struggle with non-linear signals. To address this gap, we conducted a systematic receptive field analysis of convolutional neural network (CNN) TSF models. We introduce the "individual receptive field" to uncover granular structural dependencies, revealing that convolutional layers act as feature extractors that mirror channel-wise attention while exhibiting superior robustness to non-linear fluctuations. Based on these insights, we propose ACFormer, an architecture designed to reconcile the efficiency of linear projections with the non-linear feature-extraction power of convolutions. ACFormer captures fine-grained information through a shared compression module, preserves temporal locality via gated attention, and reconstructs variable-specific temporal patterns using an independent patch expansion layer. Extensive experiments on multiple benchmark datasets demonstrate that ACFormer consistently achieves state-of-the-art performance, effectively mitigating the inherent drawbacks of linear models in capturing high-frequency components.
This paper proposes a unified family of learnable Koopman operator parameterizations that integrate linear dynamical systems theory with modern deep learning forecasting architectures. We introduce four learnable Koopman variants-scalar-gated, per-mode gated, MLP-shaped spectral mapping, and low-rank Koopman operators which generalize and interpolate between strictly stable Koopman operators and unconstrained linear latent dynamics. Our formulation enables explicit control over the spectrum, stability, and rank of the linear transition operator while retaining compatibility with expressive nonlinear backbones such as Patchtst, Autoformer, and Informer. We evaluate the proposed operators in a large-scale benchmark that also includes LSTM, DLinear, and simple diagonal State-Space Models (SSMs), as well as lightweight transformer variants. Experiments across multiple horizons and patch lengths show that learnable Koopman models provide a favorable bias-variance trade-off, improved conditioning, and more interpretable latent dynamics. We provide a full spectral analysis, including eigenvalue trajectories, stability envelopes, and learned spectral distributions. Our results demonstrate that learnable Koopman operators are effective, stable, and theoretically principled components for deep forecasting.
Deep learning has achieved strong performance in Time Series Forecasting (TSF). However, we identify a critical representation paradox, termed Latent Chaos: models with accurate predictions often learn latent representations that are temporally disordered and lack continuity. We attribute this phenomenon to the dominant observation-space forecasting paradigm. Most TSF models minimize point-wise errors on noisy and partially observed data, which encourages shortcut solutions instead of the recovery of underlying system dynamics. To address this issue, we propose Latent Time Series Forecasting (LatentTSF), a novel paradigm that shifts TSF from observation regression to latent state prediction. Specifically, LatentTSF employs an AutoEncoder to project observations at each time step into a higher-dimensional latent state space. This expanded representation aims to capture underlying system variables and impose a smoother temporal structure. Forecasting is then performed entirely in the latent space, allowing the model to focus on learning structured temporal dynamics. Theoretical analysis demonstrates that our proposed latent objectives implicitly maximize mutual information between predicted latent states and ground-truth states and observations. Extensive experiments on widely-used benchmarks confirm that LatentTSF effectively mitigates latent chaos, achieving superior performance. Our code is available in https://github.com/Muyiiiii/LatentTSF.
Inverse parallel schemes remain indispensable tools for computing the roots of nonlinear systems, yet their dynamical behavior can be unexpectedly rich, ranging from strong contraction to oscillatory or chaotic transients depending on the choice of algorithmic parameters and initial states. A unified analytical-data-driven methodology for identifying, measuring, and reducing such instabilities in a family of uni-parametric inverse parallel solvers is presented in this study. On the theoretical side, we derive stability and bifurcation characterizations of the underlying iterative maps, identifying parameter regions associated with periodic or chaotic behavior. On the computational side, we introduce a micro-series pipeline based on kNN-driven estimation of the local largest Lyapunov exponent (LLE), applied to scalar time series derived from solver trajectories. The resulting sliding-window Lyapunov profiles provide fine-grained, real-time diagnostics of contractive or unstable phases and reveal transient behaviors not captured by coarse linearized analysis. Leveraging this correspondence, we introduce a Lyapunov-informed parameter selection strategy that identifies solver settings associated with stable behavior, particularly when the estimated LLE indicates persistent instability. Comprehensive experiments on ensembles of perturbed initial guesses demonstrate close agreement between the theoretical stability diagrams and empirical Lyapunov profiles, and show that the proposed adaptive mechanism significantly improves robustness. The study establishes micro-series Lyapunov analysis as a practical, interpretable tool for constructing self-stabilizing root-finding schemes and opens avenues for extending such diagnostics to higher-dimensional or noise-contaminated problems.
Early-stage degradation in oscillatory systems often manifests as geometric distortions of the dynamics, such as phase jitter, frequency drift, or loss of coherence, long before changes in signal energy are detectable. In this regime, classical energy-based diagnostics and unconstrained learned representations are structurally insensitive, leading to delayed or unstable detection. We introduce GO-OSC, a geometry-aware representation learning framework for oscillatory time series that enforces a canonical and identifiable latent parameterization, enabling stable comparison and aggregation across short, unlabeled windows. Building on this representation, we define a family of invariant linear geometric probes that target degradation-relevant directions in latent space. We provide theoretical results showing that under early phase-only degradation, energy-based statistics have zero first-order detection power, whereas geometric probes achieve strictly positive sensitivity. Our analysis characterizes when and why linear probing fails under non-identifiable representations and shows how canonicalization restores statistical detectability. Experiments on synthetic benchmarks and real vibration datasets validate the theory, demonstrating earlier detection, improved data efficiency, and robustness to operating condition changes.
Accurate clinical prognosis requires synthesizing structured Electronic Health Records (EHRs) with real-time physiological signals like the Electrocardiogram (ECG). Large Language Models (LLMs) offer a powerful reasoning engine for this task but struggle to natively process these heterogeneous, non-textual data types. To address this, we propose UniPACT (Unified Prognostic Question Answering for Clinical Time-series), a unified framework for prognostic question answering that bridges this modality gap. UniPACT's core contribution is a structured prompting mechanism that converts numerical EHR data into semantically rich text. This textualized patient context is then fused with representations learned directly from raw ECG waveforms, enabling an LLM to reason over both modalities holistically. We evaluate UniPACT on the comprehensive MDS-ED benchmark, it achieves a state-of-the-art mean AUROC of 89.37% across a diverse set of prognostic tasks including diagnosis, deterioration, ICU admission, and mortality, outperforming specialized baselines. Further analysis demonstrates that our multimodal, multi-task approach is critical for performance and provides robustness in missing data scenarios.
The research undertakes a comprehensive comparative analysis of Kolmogorov-Arnold Networks (KAN) and Multi-Layer Perceptrons (MLP), highlighting their effectiveness in solving essential computational challenges like nonlinear function approximation, time-series prediction, and multivariate classification. Rooted in Kolmogorov's representation theorem, KANs utilize adaptive spline-based activation functions and grid-based structures, providing a transformative approach compared to traditional neural network frameworks. Utilizing a variety of datasets spanning mathematical function estimation (quadratic and cubic) to practical uses like predicting daily temperatures and categorizing wines, the proposed research thoroughly assesses model performance via accuracy measures like Mean Squared Error (MSE) and computational expense assessed through Floating Point Operations (FLOPs). The results indicate that KANs reliably exceed MLPs in every benchmark, attaining higher predictive accuracy with significantly reduced computational costs. Such an outcome highlights their ability to maintain a balance between computational efficiency and accuracy, rendering them especially beneficial in resource-limited and real-time operational environments. By elucidating the architectural and functional distinctions between KANs and MLPs, the paper provides a systematic framework for selecting the most suitable neural architectures for specific tasks. Furthermore, the proposed study highlights the transformative capabilities of KANs in progressing intelligent systems, influencing their use in situations that require both interpretability and computational efficiency.
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.