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.
The relationship between content production and consumption on algorithm-driven platforms like YouTube plays a critical role in shaping ideological behaviors. While prior work has largely focused on user behavior and algorithmic recommendations, the interplay between what is produced and what gets consumed, and its role in ideological shifts remains understudied. In this paper, we present a longitudinal, mixed-methods analysis combining one year of YouTube watch history with two waves of ideological surveys from 1,100 U.S. participants. We identify users who exhibited significant shifts toward more extreme ideologies and compare their content consumption and the production patterns of YouTube channels they engaged with to ideologically stable users. Our findings show that users who became more extreme consumed have different consumption habits from those who do not. This gets amplified by the fact that channels favored by users with extreme ideologies also have a higher affinity to produce content with a higher anger, grievance and other such markers. Lastly, using time series analysis, we examine whether content producers are the primary drivers of consumption behavior or merely responding to user demand.
Topological Data Analysis (TDA) provides powerful tools to explore the shape and structure of data through topological features such as clusters, loops, and voids. Persistence diagrams are a cornerstone of TDA, capturing the evolution of these features across scales. While effective for analyzing individual manifolds, persistence diagrams do not account for interactions between pairs of them. Cross-persistence diagrams (cross-barcodes), introduced recently, address this limitation by characterizing relationships between topological features of two point clouds. In this work, we present the first systematic study of the density of cross-persistence diagrams. We prove its existence, establish theoretical foundations for its statistical use, and design the first machine learning framework for predicting cross-persistence density directly from point cloud coordinates and distance matrices. Our statistical approach enables the distinction of point clouds sampled from different manifolds by leveraging the linear characteristics of cross-persistence diagrams. Interestingly, we find that introducing noise can enhance our ability to distinguish point clouds, uncovering its novel utility in TDA applications. We demonstrate the effectiveness of our methods through experiments on diverse datasets, where our approach consistently outperforms existing techniques in density prediction and achieves superior results in point cloud distinction tasks. Our findings contribute to a broader understanding of cross-persistence diagrams and open new avenues for their application in data analysis, including potential insights into time-series domain tasks and the geometry of AI-generated texts. Our code is publicly available at https://github.com/Verdangeta/TDA_experiments
Accurate analysis of industrial time-series big data is critical for the Prognostics and Health Management (PHM) of industrial equipment. While recent advancements in Large Language Models (LLMs) have shown promise in time-series analysis, existing methods typically focus on single-modality adaptations, failing to exploit the complementary nature of temporal signals, frequency-domain visual representations, and textual knowledge information. In this paper, we propose TS-MLLM, a unified multi-modal large language model framework designed to jointly model temporal signals, frequency-domain images, and textual domain knowledge. Specifically, we first develop an Industrial time-series Patch Modeling branch to capture long-range temporal dynamics. To integrate cross-modal priors, we introduce a Spectrum-aware Vision-Language Model Adaptation (SVLMA) mechanism that enables the model to internalize frequency-domain patterns and semantic context. Furthermore, a Temporal-centric Multi-modal Attention Fusion (TMAF) mechanism is designed to actively retrieve relevant visual and textual cues using temporal features as queries, ensuring deep cross-modal alignment. Extensive experiments on multiple industrial benchmarks demonstrate that TS-MLLM significantly outperforms state-of-the-art methods, particularly in few-shot and complex scenarios. The results validate our framework's superior robustness, efficiency, and generalization capabilities for industrial time-series prediction.
Early identification of patients at risk for clinical deterioration in the intensive care unit (ICU) remains a critical challenge. Delayed recognition of impending adverse events, including mortality, vasopressor initiation, and mechanical ventilation, contributes to preventable morbidity and mortality. We present a multimodal deep learning approach that combines structured time-series data (vital signs and laboratory values) with unstructured clinical notes to predict patient deterioration within 24 hours. Using the MIMIC-IV database, we constructed a cohort of 74,822 ICU stays and generated 5.7 million hourly prediction samples. Our architecture employs a bidirectional LSTM encoder for temporal patterns in physiologic data and ClinicalBERT embeddings for clinical notes, fused through a cross-modal attention mechanism. We also present a systematic review of existing approaches to ICU deterioration prediction, identifying 31 studies published between 2015 and 2024. Most existing models rely solely on structured data and achieve area under the curve (AUC) values between 0.70 and 0.85. Studies incorporating clinical notes remain rare but show promise for capturing information not present in structured fields. Our multimodal model achieves a test AUROC of 0.7857 and AUPRC of 0.1908 on 823,641 held-out samples, with a validation-to-test gap of only 0.6 percentage points. Ablation analysis validates the multimodal approach: clinical notes improve AUROC by 2.5 percentage points and AUPRC by 39.2% relative to a structured-only baseline, while deep learning models consistently outperform classical baselines (XGBoost AUROC: 0.7486, logistic regression: 0.7171). This work contributes both a thorough review of the field and a reproducible multimodal framework for clinical deterioration prediction.
Delay-coordinates dynamic mode decomposition (DC-DMD) is widely used to extract coherent spatiotemporal modes from high-dimensional time series. A central challenge is distinguishing dynamically meaningful modes from spurious modes induced by noise and order overestimation. We show that model order detection and mode selection in DC-DMD are fundamentally problems of subspace geometry. Specifically, true modes are characterized by concentration within a low-dimensional signal subspace, whereas spurious modes necessarily retain non-negligible components outside any moderate overestimate of that subspace. This geometric distinction yields a perturbation-robust definition of true and spurious modes and yields fully data-driven selection criteria. This geometric framework leads to two complementary data-driven selection criteria. The first is derived directly from the geometric distinction and uses a data-driven proxy of the signal-subspace to compute a residual score. The second arises from a new operator-theoretic analysis of delay embedding. Using a block-companion formulation, we show that all modes exhibit a Kronecker-Vandermonde (KV) structure induced by the delay-coordinates, and true modes are distinguished by the degree to which they conform to it. Importantly, we also show that this deviation is governed precisely by the geometric residual. In addition, our analysis provides a principled explanation for the empirical behavior of magnitude- and norm-based heuristics, clarifying when and why they fail under delay-coordinates. Extensive numerical experiments confirm the theoretical predictions and demonstrate that the proposed geometric and structure-based methods achieve robust and accurate order detection and mode selection, consistently better than existing baselines across noise levels, spectral separations, damping regimes, and embedding lengths.
We present a new method for generating plausible counterfactual explanations for time series classification problems. The approach performs gradient-based optimization directly in the input space. To enforce plausibility, we integrate soft-DTW (dynamic time warping) alignment with $k$-nearest neighbors from the target class, which effectively encourages the generated counterfactuals to adopt a realistic temporal structure. The overall optimization objective is a multi-faceted loss function that balances key counterfactual properties. It incorporates losses for validity, sparsity, and proximity, alongside the novel soft-DTW-based plausibility component. We conduct an evaluation of our method against several strong reference approaches, measuring the key properties of the generated counterfactuals across multiple dimensions. The results demonstrate that our method achieves competitive performance in validity while significantly outperforming existing approaches in distributional alignment with the target class, indicating superior temporal realism. Furthermore, a qualitative analysis highlights the critical limitations of existing methods in preserving realistic temporal structure. This work shows that the proposed method consistently generates counterfactual explanations for time series classifiers that are not only valid but also highly plausible and consistent with temporal patterns.
This paper introduces temporal-conditioned normalizing flows (tcNF), a novel framework that addresses anomaly detection in time series data with accurate modeling of temporal dependencies and uncertainty. By conditioning normalizing flows on previous observations, tcNF effectively captures complex temporal dynamics and generates accurate probability distributions of expected behavior. This autoregressive approach enables robust anomaly detection by identifying low-probability events within the learned distribution. We evaluate tcNF on diverse datasets, demonstrating good accuracy and robustness compared to existing methods. A comprehensive analysis of strengths and limitations and open-source code is provided to facilitate reproducibility and future research.
Time series foundation models (TSFMs) are increasingly deployed in high-stakes domains, yet their internal representations remain opaque. We present the first application of sparse autoencoders (SAEs) to a TSFM, training TopK SAEs on activations of Chronos-T5-Large (710M parameters) across six layers. Through 392 single-feature ablation experiments, we establish that every ablated feature produces a positive CRPS degradation, confirming causal relevance. Our analysis reveals a depth-dependent hierarchy: early encoder layers encode low-level frequency features, the mid-encoder concentrates causally critical change-detection features, and the final encoder compresses a rich but less causally important taxonomy of temporal concepts. The most critical features reside in the mid-encoder (max single-feature Delta CRPS = 38.61), not in the semantically richest final encoder layer, where progressive ablation paradoxically improves forecast quality. These findings demonstrate that mechanistic interpretability transfers effectively to TSFMs and that Chronos-T5 relies on abrupt-dynamics detection rather than periodic pattern recognition.
The financial domain involves a variety of important time-series problems. Recently, time-series analysis methods that jointly leverage textual and numerical information have gained increasing attention. Accordingly, numerous efforts have been made to construct text-paired time-series datasets in the financial domain. However, financial markets are characterized by complex interdependencies, in which a company's stock price is influenced not only by company-specific events but also by events in other companies and broader macroeconomic factors. Existing approaches that pair text with financial time-series data based on simple keyword matching often fail to capture such complex relationships. To address this limitation, we propose a semantic-based and multi-level pairing framework. Specifically, we extract company-specific context for the target company from SEC filings and apply an embedding-based matching mechanism to retrieve semantically relevant news articles based on this context. Furthermore, we classify news articles into four levels (macro-level, sector-level, related company-level, and target-company level) using large language models (LLMs), enabling multi-level pairing of news articles with the target company. Applying this framework to publicly-available news datasets, we construct \textbf{FinTexTS}, a new large-scale text-paired stock price dataset. Experimental results on \textbf{FinTexTS} demonstrate the effectiveness of our semantic-based and multi-level pairing strategy in stock price forecasting. In addition to publicly-available news underlying \textbf{FinTexTS}, we show that applying our method to proprietary yet carefully curated news sources leads to higher-quality paired data and improved stock price forecasting performance.
Electrocardiogram (ECG) analysis is vital for detecting cardiac abnormalities, yet robust automated classification is challenging due to the complexity and variability of physiological signals. In this work, we investigate transformer-based ECG classification using features derived from the Koopman operator and wavelet transforms. Two tasks are studied: (1) binary classification (Normal vs. Non-normal), and (2) four-class classification (Normal, Atrial Fibrillation, Ventricular Arrhythmia, Block). We use Extended Dynamic Mode Decomposition (EDMD) to approximate the Koopman operator. Our results show that wavelet features excel in binary classification, while Koopman features, when paired with transformers, achieve superior performance in the four-class setting. A simple hybrid of Koopman and wavelet features does not improve accuracy. However, selecting an appropriate EDMD dictionary -- specifically a radial basis function dictionary with tuned parameters -- yields significant gains, surpassing the wavelet-only baseline and the hybrid wavelet-Koopman system. We also present a Koopman-based reconstruction analysis for interpretable insights into the learned dynamics and compare against a recurrent neural network baseline. Overall, our findings demonstrate the effectiveness of Koopman-based feature learning with transformers and highlight promising directions for integrating dynamical systems theory into time-series classification.