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.
Token-based time series large language models (TS-LLMs) have emerged as a promising direction for time series analysis and reasoning. However, prior studies largely overlook the inherent continuity and ordinality of time series tokens, which substantially limits model performance. In this paper, we argue that preserving these properties in time series token embeddings is crucial for the effectiveness of token-based TS-LLMs. To this end, we propose COM (Continuity and Ordinality Matter), a continuity- and ordinality-aware strategy that integrates geometric constraints into both the initialization and training stages. Empirical results on multiple time series analysis benchmarks demonstrate that COM consistently improves the performance of token-based TS-LLMs, achieving competitive results and strong generalizability. Code is available at https://anonymous.4open.science/r/COM .
We present a unified experiment, analysis, and benchmark study of multivariate time-series (MTS) anomaly detection. Ten family-representative detectors -- spanning statistical, reconstruction, association, frequency, and generic-transformer families -- are evaluated on five datasets (SMD, MSL, SMAP, PSM, and MSDS) under effectiveness, efficiency, robustness, and cross-dataset generalisation. All methods share the same windowing, scoring, hardware, and metric protocols. Effectiveness, ablation, and robustness use three random seeds; cross-dataset transfer uses seed~0 because each extra seed requires $250$ source-target evaluations. The benchmark yields three method-independent findings: no single-bias baseline dominates; absolute perturbation VUS-ROC is more informative than retention ratios; and MSDS behaves as an event-dense deployment workload rather than a sparse point-anomaly benchmark. Under this protocol we also introduce \ours{}, an adaptive detector family combining a NOTEARS-constrained directed channel-graph view with optional patch-attention and temporal-association views. \ours{} achieves the best macro-average VUS-ROC ($0.675$, $+5.1$~pt over the second-best LSTM-AE), ranks first overall, and reaches the top-3 on all five datasets. Its wins on MSL and MSDS are narrow, while its average and robustness gains are larger: under the same three-seed robustness protocol for every method, it obtains the strongest absolute VUS-ROC across noise, channel dropout, and time-shift perturbations. We release the MSDS preprocessing protocol, configurations, scripts, and seed-level metric dumps.
The growing interest in Temporal Graph Neural Networks (TGNNs) stems from their ability to model complex dynamics and deliver superior performance. However, TGNNs encounter fundamental challenges in capturing long-term dependencies and identifying periodic patterns. To address these limitations, we propose TGFormer, a novel Transformer architecture specifically designed for temporal graphs. Our model redefines temporal graph learning by establishing a trajectory framework that aligns with time series analysis principles. This approach allows TGFormer to derive node representations through systematic analysis of historical interactions, enabling granular examination of node relationships across sequential timestamps. Building upon stochastic process theory, we develop an auto-correlation mechanism that systematically uncovers periodic dependencies in node interactions. This innovation empowers TGFormer to perform dependency discovery and representation aggregation at sub-interaction levels, demonstrating superior efficiency and accuracy compared to conventional attention mechanisms. Experimental validation across six public benchmarks confirms the effectiveness of our approach, with TGFormer at most achieving 9.35\% precision improvement compared to state-of-the-art approaches.
Aligning structured data is a fundamental problem in computer vision and machine learning, underlying tasks such as time series analysis, human action recognition, and visual representation learning. Existing alignment methods, including Dynamic Time Warping (DTW) and its differentiable variants, rely on deterministic similarity measures and are therefore sensitive to heterogeneous and noisy features. In this work, we introduce uncertainty-aware alignment, a probabilistic framework that models pairwise correspondences with heteroscedastic uncertainty and performs structured matching along alignment paths. Our formulation, uncertainty-DTW (uDTW), assigns each correspondence a Normal distribution and parametrizes each alignment path by a Maximum Likelihood Estimate objective consisting of (i) a precision-weighted matching term that suppresses unreliable features, and (ii) a log-variance regularization that prevents degenerate solutions. This yields a probabilistic alignment mechanism that is robust to noise and interpretable, as uncertainty directly reflects the reliability of matches. We further generalize this framework from temporal sequences to tokenized visual representations, enabling structured matching over sets of visual tokens. The learned uncertainty can be interpreted as a reverse-attention: semantically relevant regions exhibit low uncertainty and dominate the alignment, while ambiguous/noisy regions have high uncertainty. This provides a connection between alignment, attention, and uncertainty modeling. We evaluate the proposed framework across diverse domains. The results demonstrate consistent improvements over state-of-the-art methods and show that learned uncertainty correlates with semantic importance. These findings establish uncertainty-aware alignment as a general, robust, and interpretable framework for learning from structured data.
We present Distribution-aware Conformal Prediction (DCP), a unified framework integrating probabilistic predictors like Monte Carlo dropout, deep ensembles, and quantile regression with score-agnostic conformal calibration to produce valid and efficient prediction intervals. Leveraging a numerical inversion approach to construct interval bounds, DCP accommodates arbitrary combinations of distribution generating predictors and nonconformity scores. Benchmark analysis on synthetic and real-world time series data demonstrate DCP's ability to adaptively calibrate prediction intervals under varying uncertainty regimes. Crucially, DCP's modular design facilitates plug-and-play experimentation with different predictor-score pairings, quantitatively supported by a newly introduced modified Winkler score that balances validity and efficiency by explicitly penalizing undercoverage. While DCP generalizes and extends existing approaches like Conformalized Quantile Regression and Conformalized Monte Carlo, its modular design allows further extensions, setting a foundation for advancing uncertainty quantification in dynamic environments and high-risk applications.
Modeling non-stationary stochastic systems requires balancing the representational capacity of deep learning with the structural transparency of classical probabilistic models. Markov transition matrices provide such a framework, but traditional frequency-based estimation collapses at high resolutions due to data sparsity. We propose a hybrid approach that parameterizes the manifold of stochastic matrices through a neural network, enabling estimation of time-inhomogeneous Markov chains in sparse-data regimes, and use financial markets as a testbed to investigate the Markov state variable as a critical inductive bias. We show that conditioning on realized volatility produces a more internally consistent Markovian structure than return-based states, achieving a $5.6\%$ reduction in Chapman-Kolmogorov discrepancy and superior held-out likelihood in 9 of 10 assets. Unlike black-box sequence models, our approach generates explicit matrices amenable to direct geometric analysis, surfacing structural findings such as the universal homogenization of transition probabilities under high-volatility regimes.
The detection of intrusions in IoT-based networks poses challenges that cannot be overcome using traditional machine learning methods. Perhaps the biggest of them is related to the presence of a class imbalance in the side-channel dataset, where the number of samples in the normal class compared to the attacks can reach a ratio of 75,964 to 1. Such an aspect is addressed by Dominguez et al. through the proof of concept of power-based intrusion detection. Unfortunately, neither the authors attempt to cope with the problem of imbalance nor do they assess the classifier performance using a balanced training set. In the current paper, both aspects will be handled at once. First, a Synthetic Minority Oversampling Technique (SMOTE) was performed on all nine possible datasets extracted from the initial one, providing an exact imbalance ratio of 1.1 for each. Then, eight algorithms i.e. Random Forest, HistGradientBoosting, LightGBM, Extra Trees, XGBoost, k-Nearest Neighbors, Multi-Layer Perceptron, and Decision Tree were trained under identical conditions for the SMOTE balanced 6-hour dataset. Random Forest reached a micro-averaged F1 score of 0.9989 and macro F1 of 0.9794, thus outperforming the previously best micro-F1 result obtained by Time Series Forest algorithm from the base paper of 0.9983. Extra Trees provided the same performance as well, but at 10 times faster. The introduction of a macro-F1 metric explicitly in contrast to the base paper assessment reveals important class-level information missed with aggregate performance metrics. Recall rates per-class calculated with confusion matrices, F1 heatmaps, and ROC curves show that minority attack classes, especially those with combined M+L infections, are detected reliably only when using SMOTE balance. Feature importance analysis indicates the latest time steps as the most important predictor signals out of 60 steps in a power window.
Functional Magnetic Resonance Imaging (fMRI) provides non-invasive access to dynamic brain activity by measuring blood oxygen level-dependent (BOLD) signals over time. However, the resource-intensive nature of fMRI acquisition limits the availability of high-fidelity samples required for data-driven brain analysis models. While modern generative models can synthesize fMRI data, they often remain challenging in replicating their inherent non-stationarity, intricate spatiotemporal dynamics, and physiological variations of raw BOLD signals. To address these challenges, we propose Dual-Spectral Flow Matching (DSFM), a novel fMRI generative framework that cascades dual frequency representation of BOLD signals with spectral flow matching. Specifically, our framework first converts BOLD signals into a wavelet decomposition map via a discrete wavelet transform (DWT) to capture globalized transient and multi-scale variations, and projects into the discrete cosine transform (DCT) space across brain regions and time to exploit localized energy compaction of low-frequency dominant BOLD coefficients. Subsequently, a spectral flow matching model is trained to generate class-conditioned cosine-frequency representation. The generated samples are reconstructed through inverse DCT and inverse DWT operations to recover physiologically plausible time-domain BOLD signals. This dual-transform approach imposes structured frequency priors and preserves key physiological brain dynamics. Ultimately, we demonstrate the efficacy of our approach through improved downstream fMRI-based brain network classification. The code is available at https://github.com/htew0001/DSFM.git .
Large language models (LLMs) are increasingly being used to generate health text from structured records such as wearable time series, biomarkers, vitals, and care-management logs. For recurring health outputs, fluency is not enough: systems must remain faithful to source data, ground explanatory claims in available evidence, follow stated policies, emit machine-readable outputs, and run cheaply enough for repeated use. We ask which responsibilities in structured health generation should be deterministic computation rather than runtime LLM prompting. We introduce Think Fast, Talk Smart, a sleep-health insight pipeline in which deterministic code performs recurring analysis before one bounded LLM writer call. Across 280 user-nights and six models, achieves lower numeric error, lower instruction-compliance error, and lower end-to-end cost than structured zero-shot and few-shot one-call baselines. Layer replacement reveals contract-specific failures: LLM comparison raises numeric error, LLM ranking degrades policy selection, LLM attribution increases unsupported causal language, and an LLM-generated writer interface reintroduces errors even after upstream facts are deterministic. The results support a broader design rule: let code own recurring analysis, and let LLMs express verified facts within bounded interfaces.
Approximately 10% of newborns require assistance to initiate breathing at birth, and around 5% need ventilation support. Fetal heart rate (FHR) monitoring plays a crucial role in assessing fetal well-being during prenatal care, enabling the detection of abnormal patterns and supporting timely obstetric interventions to mitigate fetal risks during labor. Applying artificial intelligence (AI) methods to analyze large datasets of continuous FHR monitoring episodes with diverse outcomes may offer novel insights into predicting the risk of needing breathing assistance or interventions. Recent advances in wearable FHR monitors have enabled continuous fetal monitoring without compromising maternal mobility. However, sensor displacement during maternal movement, as well as changes in fetal or maternal position, often lead to signal dropout, resulting in gaps in recorded FHR data. Such missing data limits the extraction of meaningful insights and complicates automated (AI-based) analysis. Traditional approaches to handling missing data, such as simple interpolation techniques, often fail to preserve the spectral characteristics of the signals. In this paper, we propose a masked transformer-based autoencoder approach to reconstruct missing FHR signals by capturing both local temporal and frequency components of the data. The proposed method demonstrates robustness across varying durations of missing data and can be used for signal inpainting and forecasting. The proposed approach can be applied retrospectively to research datasets to support the development of AI-based risk algorithms. In the future, the proposed method could be integrated into wearable FHR monitoring devices to achieve earlier and more robust risk detection.