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.
Network analysis of inter-industry payment flows reveals structural economic relationships invisible to traditional bilateral measurement approaches, with significant implications for real-time economic monitoring. Analysing 532,346 UK payment records (2017--2024) across 89 industry sectors, we demonstrate that graph-theoretic features which include centrality measures and clustering coefficients improve payment flow forecasting by 8.8 percentage points beyond traditional time-series methods. Critically, network features prove most valuable during economic disruptions: during the COVID-19 pandemic, when traditional forecasting accuracy collapsed (R2} falling from 0.38 to 0.19), network-enhanced models maintained substantially better performance, with network contributions reaching +13.8 percentage points. The analysis identifies Financial Services, Wholesale Trade, and Professional Services as structurally central industries whose network positions indicate systemic importance beyond their transaction volumes. Network density increased 12.5\% over the sample period, with visible disruption during 2020 followed by recovery exceeding pre-pandemic integration levels. These findings suggest payment network monitoring could enhance official statistics production by providing leading indicators of structural economic change and improving nowcasting accuracy during periods when traditional temporal patterns prove unreliable.
We propose a topological framework for the detection of Hopf bifurcations directly from time series, based on persistent homology applied to phase space reconstructions via Takens embedding within the framework of Topological Data Analysis. The central idea is that changes in the dynamical regime are reflected in the emergence or disappearance of a dominant one-dimensional homological features in the reconstructed attractor. To quantify this behavior, we introduce a simple and interpretable scalar topological functional defined as the maximum persistence of homology classes in dimension one. This functional is used to construct a computable criterion for identifying critical parameters in families of dynamical systems without requiring knowledge of the underlying equations. The proposed approach is validated on representative systems of increasing complexity, showing consistent detection of the bifurcation point. The results support the interpretation of dynamical transitions as topological phase transitions and demonstrate the potential of topological data analysis as a model-free tool for the quantitative analysis of nonlinear time series.
Objective: This study aimed to evaluate which voice features can predict health deterioration in patients with chronic HF. Background: Heart failure (HF) is a chronic condition with progressive deterioration and acute decompensations, often requiring hospitalization and imposing substantial healthcare and economic burdens. Current standard-of-care (SoC) home monitoring, such as weight tracking, lacks predictive accuracy and requires high patient engagement. Voice is a promising non-invasive biomarker, though prior studies have mainly focused on acute HF stages. Methods: In a 2-month longitudinal study, 32 patients with HF collected daily voice recordings and SoC measures of weight and blood pressure at home, with biweekly questionnaires for health status. Acoustic analysis generated detailed vowel and speech features. Time-series features were extracted from aggregated lookback windows (e.g., 7 days) to predict next-day health status. Explainable machine learning with nested cross-validation identified top vocal biomarkers, and a case study illustrated model application. Results: A total of 21,863 recordings were analyzed. Acoustic vowel features showed strong correlations with health status. Time-series voice features within the lookback window outperformed corresponding standard care measures, achieving peak sensitivity and specificity of 0.826 and 0.782 versus 0.783 and 0.567 for SoC metrics. Key prognostic voice features identifying deterioration included delayed energy shift, low energy variability, and higher shimmer variability in vowels, along with reduced speaking and articulation rate, lower phonation ratio, decreased voice quality, and increased formant variability in speech. Conclusion: Voice-based monitoring offers a non-invasive approach to detect early health changes in chronic HF, supporting proactive and personalized care.
Although demand forecasting is a critical component of supply chain planning, actual retail data can exhibit irreconcilable seasonality, irregular spikes, and noise, rendering precise projections nearly unattainable. This paper proposes a three-step analytical framework that combines forecasting and operational analytics. The first stage consists of exploratory data analysis, where delivery-tracked data from 180,519 transactions are partitioned, and long-term trends, seasonality, and delivery-related attributes are examined. Secondly, the forecasting performance of a statistical time series decomposition model N-BEATS MSTL and a recent deep learning architecture N-HiTS were compared. N-BEATS and N-HiTS were both statistically, and hence were N-BEATS's and N-HiTS's statistically selected. Most recent time series deep learning models, N-HiTS, N-BEATS. N-HiTS and N-BEATS N-HiTS and N-HiTS outperformed the statistical benchmark to a large extent. N-BEATS was selected to be the most optimized model, as the one with the lowest forecasting error, in the 3rd and final stage forecasting values of the next 4 weeks of 1918 units, and provided those as a model with a set of deterministically integer linear program outcomes that are aimed to minimize the total delivery time with a set of bound budget, capacity, and service constraints. The solution allocation provided a feasible and cost-optimal shipping plan. Overall, the study provides a compelling example of the practical impact of precise forecasting and simple, highly interpretable model optimization in logistics.
Multi-modal Satellite Image Time Series (SITS) analysis faces significant computational challenges for live land monitoring applications. While Transformer architectures excel at capturing temporal dependencies and fusing multi-modal data, their quadratic computational complexity and the need to reprocess entire sequences for each new acquisition limit their deployment for regular, large-area monitoring. This paper studies various dual-form attention mechanisms for efficient multi-modal SITS analysis, that enable parallel training while supporting recurrent inference for incremental processing. We compare linear attention and retention mechanisms within a multi-modal spectro-temporal encoder. To address SITS-specific challenges of temporal irregularity and unalignment, we develop temporal adaptations of dual-form mechanisms that compute token distances based on actual acquisition dates rather than sequence indices. Our approach is evaluated on two tasks using Sentinel-1 and Sentinel-2 data: multi-modal SITS forecasting as a proxy task, and real-world solar panel construction monitoring. Experimental results demonstrate that dual-form mechanisms achieve performance comparable to standard Transformers while enabling efficient recurrent inference. The multimodal framework consistently outperforms mono-modal approaches across both tasks, demonstrating the effectiveness of dual mechanisms for sensor fusion. The results presented in this work open new opportunities for operational land monitoring systems requiring regular updates over large geographic areas.
Deep learning models excel at detecting anomaly patterns in normal data. However, they do not provide a direct solution for anomaly classification and scalability across diverse control systems, frequently failing to distinguish genuine faults from nuisance faults caused by noise or the control system's large transient response. Consequently, because algorithmic fault validation remains unscalable, full Verification and Validation (V\&V) operations are still managed by Human-in-the-Loop (HITL) analysis, resulting in an unsustainable manual workload. To automate this essential oversight, we propose Agent-Integrated Verification and Validation (AIVV), a hybrid framework that deploys Large Language Models (LLMs) as a deliberative outer loop. Because rigorous system verification strictly depends on accurate validation, AIVV escalates mathematically flagged anomalies to a role-specialized LLM council. The council agents perform collaborative validation by semantically validating nuisance and true failures based on natural-language (NL) requirements to secure a high-fidelity system-verification baseline. Building on this foundation, the council then performs system verification by assessing post-fault responses against NL operational tolerances, ultimately generating actionable V\&V artifacts, such as gain-tuning proposals. Experiments on a time-series simulator for Unmanned Underwater Vehicles (UUVs) demonstrate that AIVV successfully digitizes the HITL V\&V process, overcoming the limitations of rule-based fault classification and offering a scalable blueprint for LLM-mediated oversight in time-series data domains.
Time series analysis plays a foundational role in a wide range of real-world applications, yet accurately modeling complex non-stationary signals remains a shared challenge across downstream tasks. Existing methods attempt to extract features directly from one-dimensional sequences, making it difficult to handle the widely observed dynamic phase drift and discrete quantization error. To address this issue, we decouple temporal evolution into macroscopic physical periods and microscopic phase perturbations, and inject frequency-domain priors derived from the Real Fast Fourier Transform (RFFT) into the underlying spatial sampling process. Based on this idea, we propose a Frequency-Guided Deformable Module (FGDM) to adaptively compensate for microscopic phase deviations. Built upon FGDM, we further develop an Adaptive Network based on Cascaded Harmonic Offset Routing (ANCHOR) as a general-purpose backbone for time-series modeling. Through orthogonal channel partitioning and a progressive residual architecture, ANCHOR efficiently decouples multi-scale harmonic features while substantially suppressing the computational redundancy of multi-branch networks. Extensive experiments demonstrate that ANCHOR achieves the best performance in most short-term forecasting sub-tasks and exhibits strong competitiveness on several specific sub-tasks in anomaly detection and time-series classification, validating its effectiveness as a universal time-series foundation backbone.
Generating interpretable natural language captions from weather time series data remains a significant challenge at the intersection of meteorological science and natural language processing. While recent advances in Large Language Models (LLMs) have demonstrated remarkable capabilities in time series forecasting and analysis, existing approaches either produce numerical predictions without human-accessible explanations or generate generic descriptions lacking domain-specific depth. We introduce WeatherTGD, a training-free multi-agent framework that reinterprets collaborative caption refinement through the lens of Text Gradient Descent (TGD). Our system deploys three specialized LLM agents including a Statistical Analyst, a Physics Interpreter, and a Meteorology Expert that generate domain-specific textual gradients from weather time series observations. These gradients are aggregated through a novel Consensus-Aware Gradient Fusion mechanism that extracts common signals while preserving unique domain perspectives. The fused gradients then guide an iterative refinement process analogous to gradient descent, where each LLM-generated feedback signal updates the caption toward an optimal solution. Experiments on real-world meteorological datasets demonstrate that WeatherTGD achieves significant improvements in both LLM-based evaluation and human expert evaluation, substantially outperforming existing multi-agent baselines while maintaining computational efficiency through parallel agent execution.
With the rise of renewable energy sources and their high variability in generation, the management of power grids becomes increasingly complex and computationally demanding. Conventional AC-power-flow simulations, which use the Newton-Raphson (NR) method, suffer from poor scalability, making them impractical for emerging use cases such as joint transmission-distribution modeling and global grid analysis. At the same time, purely data-driven surrogate models lack physical guarantees and may violate fundamental constraints. In this work, we propose Differentiable Power-Flow (DPF), a reformulation of the AC power-flow problem as a differentiable simulation. DPF enables end-to-end gradient propagation from the physical power mismatches to the underlying simulation parameters, thereby allowing these parameters to be identified efficiently using gradient-based optimization. We demonstrate that DPF provides a scalable alternative to NR by leveraging GPU acceleration, sparse tensor representations, and batching capabilities available in modern machine-learning frameworks such as PyTorch. DPF is especially suited as a tool for time-series analyses due to its efficient reuse of previous solutions, for N-1 contingency-analyses due to its ability to process cases in batches, and as a screening tool by leveraging its speed and early stopping capability. The code is available in the authors' code repository.
Autoregressive (AR) models remain widely used in time series analysis due to their interpretability, but convencional parameter estimation methods can be computationally expensive and prone to convergence issues. This paper proposes a Neural Network (NN) formulation of AR estimation by embedding the autoregressive structure directly into a feedforward NN, enabling coefficient estimation through backpropagation while preserving interpretability. Simulation experiments on 125,000 synthetic AR(p) time series with short-term dependence (1 <= p <= 5) show that the proposed NN-based method consistently recovers model coefficients for all series, while Conditional Maximum Likelihood (CML) fails to converge in approximately 55% of cases. When both methods converge, estimation accuracy is comparable with negligible differences in relative error, R2 and, perplexity/likelihood. However, when CML fails, the NN-based approach still provides reliable estimates. In all cases, the NN estimator achieves substantial computational gains, reaching a median speedup of 12.6x and up to 34.2x for higher model orders. Overall, results demonstrate that gradient-descent NN optimization can provide a fast and efficient alternative for interpretable AR parameter estimation.