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.
Many recent studies have proposed general-purpose foundation models designed for a variety of time series analysis tasks. While several established datasets already exist for evaluating these models, previous works frequently introduce their models in conjunction with new datasets, limiting opportunities for direct, independent comparisons and obscuring insights into the relative strengths of different methods. Additionally, prior evaluations often cover numerous tasks simultaneously, assessing a broad range of model abilities without clearly pinpointing which capabilities contribute to overall performance. To address these gaps, we formalize and evaluate 3 tasks that test a model's ability to describe time series using generic natural language: (1) recognition (True/False question-answering), (2) differentiation (multiple choice question-answering), and (3) generation (open-ended natural language description). We then unify 4 recent datasets to enable head-to-head model comparisons on each task. Experimentally, in evaluating 13 state-of-the-art language, vision--language, and time series--language models, we find that (1) popular language-only methods largely underperform, indicating a need for time series-specific architectures, (2) VLMs are quite successful, as expected, identifying the value of vision models for these tasks and (3) pretrained multimodal time series--language models successfully outperform LLMs, but still have significant room for improvement. We also find that all approaches exhibit clear fragility in a range of robustness tests. Overall, our benchmark provides a standardized evaluation on a task necessary for time series reasoning systems.
Time-series forecasting and causal discovery are central in neuroscience, as predicting brain activity and identifying causal relationships between neural populations and circuits can shed light on the mechanisms underlying cognition and disease. With the rise of foundation models, an open question is how they compare to traditional methods for brain signal forecasting and causality analysis, and whether they can be applied in a zero-shot setting. In this work, we evaluate a foundation model against classical methods for inferring directional interactions from spontaneous brain activity measured with functional magnetic resonance imaging (fMRI) in humans. Traditional approaches often rely on Wiener-Granger causality. We tested the forecasting ability of the foundation model in both zero-shot and fine-tuned settings, and assessed causality by comparing Granger-like estimates from the model with standard Granger causality. We validated the approach using synthetic time series generated from ground-truth causal models, including logistic map coupling and Ornstein-Uhlenbeck processes. The foundation model achieved competitive zero-shot forecasting fMRI time series (mean absolute percentage error of 0.55 in controls and 0.27 in patients). Although standard Granger causality did not show clear quantitative differences between models, the foundation model provided a more precise detection of causal interactions. Overall, these findings suggest that foundation models offer versatility, strong zero-shot performance, and potential utility for forecasting and causal discovery in time-series data.
We present a topological framework for analysing neural time series that integrates Transfer Entropy (TE) with directed Persistent Homology (PH) to characterize information flow in spiking neural systems. TE quantifies directional influence between neurons, producing weighted, directed graphs that reflect dynamic interactions. These graphs are then analyzed using PH, enabling assessment of topological complexity across multiple structural scales and dimensions. We apply this TE+PH pipeline to synthetic spiking networks trained on logic gate tasks, image-classification networks exposed to structured and perturbed inputs, and mouse cortical recordings annotated with behavioral events. Across all settings, the resulting topological signatures reveal distinctions in task complexity, stimulus structure, and behavioral regime. Higher-dimensional features become more prominent in complex or noisy conditions, reflecting interaction patterns that extend beyond pairwise connectivity. Our findings offer a principled approach to mapping directed information flow onto global organizational patterns in both artificial and biological neural systems. The framework is generalizable and interpretable, making it well suited for neural systems with time-resolved and binary spiking data.
Understanding causal relations between temporal variables is a central challenge in time series analysis, particularly when the full causal structure is unknown. Even when the full causal structure cannot be fully specified, experts often succeed in providing a high-level abstraction of the causal graph, known as a summary causal graph, which captures the main causal relations between different time series while abstracting away micro-level details. In this work, we present conditions that guarantee the orientability of micro-level edges between temporal variables given the background knowledge encoded in a summary causal graph and assuming having access to a faithful and causally sufficient distribution with respect to the true unknown graph. Our results provide theoretical guarantees for edge orientation at the micro-level, even in the presence of cycles or bidirected edges at the macro-level. These findings offer practical guidance for leveraging SCGs to inform causal discovery in complex temporal systems and highlight the value of incorporating expert knowledge to improve causal inference from observational time series data.
Graph neural networks (GNNs) have emerged as a state-of-the-art data-driven tool for modeling connectivity data of graph-structured complex networks and integrating information of their nodes and edges in space and time. However, as of yet, the analysis of social networks using the time series of people's mobile connectivity data has not been extensively investigated. In the present study, we investigate four snapshot - based temporal GNNs in predicting the phone call and SMS activity between users of a mobile communication network. In addition, we develop a simple non - GNN baseline model using recently proposed EdgeBank method. Our analysis shows that the ROLAND temporal GNN outperforms the baseline model in most cases, whereas the other three GNNs perform on average worse than the baseline. The results show that GNN based approaches hold promise in the analysis of temporal social networks through mobile connectivity data. However, due to the relatively small performance margin between ROLAND and the baseline model, further research is required on specialized GNN architectures for temporal social network analysis.




Cardiovascular diseases (CVDs) remain a leading cause of mortality worldwide, underscoring the importance of accurate and scalable diagnostic systems. Electrocardiogram (ECG) analysis is central to detecting cardiac abnormalities, yet challenges such as noise, class imbalance, and dataset heterogeneity limit current methods. To address these issues, we propose FoundationalECGNet, a foundational framework for automated ECG classification. The model integrates a dual-stage denoising by Morlet and Daubechies wavelets transformation, Convolutional Block Attention Module (CBAM), Graph Attention Networks (GAT), and Time Series Transformers (TST) to jointly capture spatial and temporal dependencies in multi-channel ECG signals. FoundationalECGNet first distinguishes between Normal and Abnormal ECG signals, and then classifies the Abnormal signals into one of five cardiac conditions: Arrhythmias, Conduction Disorders, Myocardial Infarction, QT Abnormalities, or Hypertrophy. Across multiple datasets, the model achieves a 99% F1-score for Normal vs. Abnormal classification and shows state-of-the-art performance in multi-class disease detection, including a 99% F1-score for Conduction Disorders and Hypertrophy, as well as a 98.9% F1-score for Arrhythmias. Additionally, the model provides risk level estimations to facilitate clinical decision-making. In conclusion, FoundationalECGNet represents a scalable, interpretable, and generalizable solution for automated ECG analysis, with the potential to improve diagnostic precision and patient outcomes in healthcare settings. We'll share the code after acceptance.



Astronomical time series from large-scale surveys like LSST are often irregularly sampled and incomplete, posing challenges for classification and anomaly detection. We introduce a new framework based on Neural Stochastic Delay Differential Equations (Neural SDDEs) that combines stochastic modeling with neural networks to capture delayed temporal dynamics and handle irregular observations. Our approach integrates a delay-aware neural architecture, a numerical solver for SDDEs, and mechanisms to robustly learn from noisy, sparse sequences. Experiments on irregularly sampled astronomical data demonstrate strong classification accuracy and effective detection of novel astrophysical events, even with partial labels. This work highlights Neural SDDEs as a principled and practical tool for time series analysis under observational constraints.
Modern time series analysis demands frameworks that are flexible, efficient, and extensible. However, many existing Python libraries exhibit limitations in modularity and in their native support for irregular, multi-source, or sparse data. We introduce pyFAST, a research-oriented PyTorch framework that explicitly decouples data processing from model computation, fostering a cleaner separation of concerns and facilitating rapid experimentation. Its data engine is engineered for complex scenarios, supporting multi-source loading, protein sequence handling, efficient sequence- and patch-level padding, dynamic normalization, and mask-based modeling for both imputation and forecasting. pyFAST integrates LLM-inspired architectures for the alignment-free fusion of sparse data sources and offers native sparse metrics, specialized loss functions, and flexible exogenous data fusion. Training utilities include batch-based streaming aggregation for evaluation and device synergy to maximize computational efficiency. A comprehensive suite of classical and deep learning models (Linears, CNNs, RNNs, Transformers, and GNNs) is provided within a modular architecture that encourages extension. Released under the MIT license at GitHub, pyFAST provides a compact yet powerful platform for advancing time series research and applications.
Timely and robust influenza incidence forecasting is critical for public health decision-making. To address this, we present MAESTRO, a Multi-modal Adaptive Ensemble for Spectro-Temporal Robust Optimization. MAESTRO achieves robustness by adaptively fusing multi-modal inputs-including surveillance, web search trends, and meteorological data-and leveraging a comprehensive spectro-temporal architecture. The model first decomposes time series into seasonal and trend components. These are then processed through a hybrid feature enhancement pipeline combining Transformer-based encoders, a Mamba state-space model for long-range dependencies, multi-scale temporal convolutions, and a frequency-domain analysis module. A cross-channel attention mechanism further integrates information across the different data modalities. Finally, a temporal projection head performs sequence-to-sequence forecasting, with an optional estimator to quantify prediction uncertainty. Evaluated on over 11 years of Hong Kong influenza data (excluding the COVID-19 period), MAESTRO shows strong competitive performance, demonstrating a superior model fit and relative accuracy, achieving a state-of-the-art R-square of 0.956. Extensive ablations confirm the significant contributions of both multi-modal fusion and the spectro-temporal components. Our modular and reproducible pipeline is made publicly available to facilitate deployment and extension to other regions and pathogens.Our publicly available pipeline presents a powerful, unified framework, demonstrating the critical synergy of advanced spectro-temporal modeling and multi-modal data fusion for robust epidemiological forecasting.
The symplectic geometry mode decomposition (SGMD) is a powerful method for decomposing time series, which is based on the diagonal averaging principle (DAP) inherited from the singular spectrum analysis (SSA). Although the authors of SGMD method generalized the form of the trajectory matrix in SSA, the DAP is not updated simultaneously. In this work, we pointed out the limitations of the SGMD method and fixed the bugs with the pulling back theorem for computing the given component of time series from the corresponding component of trajectory matrix.