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.
This paper introduces Interpretability-Guided Bi-objective Optimization (IGBO), a framework that trains interpretable models by incorporating structured domain knowledge via a bi-objective formulation. IGBO encodes feature importance hierarchies as a Directed Acyclic Graph (DAG) via Central Limit Theorem-based construction and uses Temporal Integrated Gradients (TIG) to measure feature importance. To address the Out-of-Distribution (OOD) problem in TIG computation, we propose an Optimal Path Oracle that learns data-manifold-aware integration paths. Theoretical analysis establishes convergence properties via a geometric projection mapping $\mathcal{P}$ and proves robustness to mini-batch noise. Central Limit Theorem-based construction of the interpretability DAG ensures statistical validity of edge orientation decisions. Empirical results on time-series data demonstrate IGBO's effectiveness in enforcing DAG constraints with minimal accuracy loss, outperforming standard regularization baselines.
Time pressure critically influences risky maneuvers and crash proneness among powered two-wheeler riders, yet its prediction remains underexplored in intelligent transportation systems. We present a large-scale dataset of 129,000+ labeled multivariate time-series sequences from 153 rides by 51 participants under No, Low, and High Time Pressure conditions. Each sequence captures 63 features spanning vehicle kinematics, control inputs, behavioral violations, and environmental context. Our empirical analysis shows High Time Pressure induces 48% higher speeds, 36.4% greater speed variability, 58% more risky turns at intersections, 36% more sudden braking, and 50% higher rear brake forces versus No Time Pressure. To benchmark this dataset, we propose MotoTimePressure, a deep learning model combining convolutional preprocessing, dual-stage temporal attention, and Squeeze-and-Excitation feature recalibration, achieving 91.53% accuracy and 98.93% ROC AUC, outperforming eight baselines. Since time pressure cannot be directly measured in real time, we demonstrate its utility in collision prediction and threshold determination. Using MTPS-predicted time pressure as features, improves Informer-based collision risk accuracy from 91.25% to 93.51%, approaching oracle performance (93.72%). Thresholded time pressure states capture rider cognitive stress and enable proactive ITS interventions, including adaptive alerts, haptic feedback, V2I signaling, and speed guidance, supporting safer two-wheeler mobility under the Safe System Approach.
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.
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.
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.
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.
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.
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.
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.
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.