Trend Extrapolation for Technology Forecasting: Leveraging LSTM Neural Networks for Trend Analysis of Space Exploration Vessels

Forecasting technological advancement in complex domains such as space exploration presents significant challenges due to the intricate interaction of technical, economic, and policy-related factors. The field of technology forecasting has long relied on quantitative trend extrapolation techniques, such as growth curves (e.g., Moore's law) and time series models, to project technological progress. To assess the current state of these methods, we conducted an updated systematic literature review (SLR) that incorporates recent advances. This review highlights a growing trend toward machine learning-based hybrid models. Motivated by this review, we developed a forecasting model that combines long short-term memory (LSTM) neural networks with an augmentation of Moore's law to predict spacecraft lifetimes. Operational lifetime is an important engineering characteristic of spacecraft and a potential proxy for technological progress in space exploration. Lifetimes were modeled as depending on launch date and additional predictors. Our modeling analysis introduces a novel advance in the recently introduced Start Time End Time Integration (STETI) approach. STETI addresses a critical right censoring problem known to bias lifetime analyses: the more recent the launch dates, the shorter the lifetimes of the spacecraft that have failed and can thus contribute lifetime data. Longer-lived spacecraft are still operating and therefore do not contribute data. This systematically distorts putative lifetime versus launch date curves by biasing lifetime estimates for recent launch dates downward. STETI mitigates this distortion by interconverting between expressing lifetimes as functions of launch time and modeling them as functions of failure time. The results provide insights relevant to space mission planning and policy decision-making.

Empirical Mode Decomposition and Graph Transformation of the MSCI World Index: A Multiscale Topological Analysis for Graph Neural Network Modeling

This study applies Empirical Mode Decomposition (EMD) to the MSCI World index and converts the resulting intrinsic mode functions (IMFs) into graph representations to enable modeling with graph neural networks (GNNs). Using CEEMDAN, we extract nine IMFs spanning high-frequency fluctuations to long-term trends. Each IMF is transformed into a graph using four time-series-to-graph methods: natural visibility, horizontal visibility, recurrence, and transition graphs. Topological analysis shows clear scale-dependent structure: high-frequency IMFs yield dense, highly connected small-world graphs, whereas low-frequency IMFs produce sparser networks with longer characteristic path lengths. Visibility-based methods are more sensitive to amplitude variability and typically generate higher clustering, while recurrence graphs better preserve temporal dependencies. These results provide guidance for designing GNN architectures tailored to the structural properties of decomposed components, supporting more effective predictive modeling of financial time series.

Pattern-Guided Diffusion Models

Diffusion models have shown promise in forecasting future data from multivariate time series. However, few existing methods account for recurring structures, or patterns, that appear within the data. We present Pattern-Guided Diffusion Models (PGDM), which leverage inherent patterns within temporal data for forecasting future time steps. PGDM first extracts patterns using archetypal analysis and estimates the most likely next pattern in the sequence. By guiding predictions with this pattern estimate, PGDM makes more realistic predictions that fit within the set of known patterns. We additionally introduce a novel uncertainty quantification technique based on archetypal analysis, and we dynamically scale the guidance level based on the pattern estimate uncertainty. We apply our method to two well-motivated forecasting applications, predicting visual field measurements and motion capture frames. On both, we show that pattern guidance improves PGDM's performance (MAE / CRPS) by up to 40.67% / 56.26% and 14.12% / 14.10%, respectively. PGDM also outperforms baselines by up to 65.58% / 84.83% and 93.64% / 92.55%.

A Multivariate Statistical Framework for Detection, Classification and Pre-localization of Anomalies in Water Distribution Networks

This paper presents a unified framework, for the detection, classification, and preliminary localization of anomalies in water distribution networks using multivariate statistical analysis. The approach, termed SICAMS (Statistical Identification and Classification of Anomalies in Mahalanobis Space), processes heterogeneous pressure and flow sensor data through a whitening transformation to eliminate spatial correlations among measurements. Based on the transformed data, the Hotelling's $T^2$ statistic is constructed, enabling the formulation of anomaly detection as a statistical hypothesis test of network conformity to normal operating conditions. It is shown that Hotelling's $T^2$ statistic can serve as an integral indicator of the overall "health" of the system, exhibiting correlation with total leakage volume, and thereby enabling approximate estimation of water losses via a regression model. A heuristic algorithm is developed to analyze the $T^2$ time series and classify detected anomalies into abrupt leaks, incipient leaks, and sensor malfunctions. Furthermore, a coarse leak localization method is proposed, which ranks sensors according to their statistical contribution and employs Laplacian interpolation to approximate the affected region within the network. Application of the proposed framework to the BattLeDIM L-Town benchmark dataset demonstrates high sensitivity and reliability in leak detection, maintaining robust performance even under multiple leaks. These capabilities make the method applicable to real-world operational environments without the need for a calibrated hydraulic model.

A Regime-Aware Fusion Framework for Time Series Classification

Kernel-based methods such as Rocket are among the most effective default approaches for univariate time series classification (TSC), yet they do not perform equally well across all datasets. We revisit the long-standing intuition that different representations capture complementary structure and show that selectively fusing them can yield consistent improvements over Rocket on specific, systematically identifiable kinds of datasets. We introduce Fusion-3 (F3), a lightweight framework that adaptively fuses Rocket, Sax, and Sfa representations. To understand when fusion helps, we cluster UCR datasets into six groups using meta-features capturing series length, spectral structure, roughness, and class imbalance, and treat these clusters as interpretable data-structure regimes. Our analysis shows that fusion typically outperforms strong baselines in regimes with structured variability or rich frequency content, while offering diminishing returns in highly irregular or outlier-heavy settings. To support these findings, we combine three complementary analyses: non-parametric paired statistics across datasets, ablation studies isolating the roles of individual representations, and attribution via SHAP to identify which dataset properties predict fusion gains. Sample-level case studies further reveal the underlying mechanism: fusion primarily improves performance by rescuing specific errors, with adaptive increases in frequency-domain weighting precisely where corrections occur. Using 5-fold cross-validation on the 113 UCR datasets, F3 yields small but consistent average improvements over Rocket, supported by frequentist and Bayesian evidence and accompanied by clearly identifiable failure cases. Our results show that selectively applied fusion provides dependable and interpretable extension to strong kernel-based methods, correcting their weaknesses precisely where the data support it.

Exact Recovery of Non-Random Missing Multidimensional Time Series via Temporal Isometric Delay-Embedding Transform

Non-random missing data is a ubiquitous yet undertreated flaw in multidimensional time series, fundamentally threatening the reliability of data-driven analysis and decision-making. Pure low-rank tensor completion, as a classical data recovery method, falls short in handling non-random missingness, both methodologically and theoretically. Hankel-structured tensor completion models provide a feasible approach for recovering multidimensional time series with non-random missing patterns. However, most Hankel-based multidimensional data recovery methods both suffer from unclear sources of Hankel tensor low-rankness and lack an exact recovery theory for non-random missing data. To address these issues, we propose the temporal isometric delay-embedding transform, which constructs a Hankel tensor whose low-rankness is naturally induced by the smoothness and periodicity of the underlying time series. Leveraging this property, we develop the \textit{Low-Rank Tensor Completion with Temporal Isometric Delay-embedding Transform} (LRTC-TIDT) model, which characterizes the low-rank structure under the \textit{Tensor Singular Value Decomposition} (t-SVD) framework. Once the prescribed non-random sampling conditions and mild incoherence assumptions are satisfied, the proposed LRTC-TIDT model achieves exact recovery, as confirmed by simulation experiments under various non-random missing patterns. Furthermore, LRTC-TIDT consistently outperforms existing tensor-based methods across multiple real-world tasks, including network flow reconstruction, urban traffic estimation, and temperature field prediction. Our implementation is publicly available at https://github.com/HaoShu2000/LRTC-TIDT.

TimeLens: Rethinking Video Temporal Grounding with Multimodal LLMs

This paper does not introduce a novel method but instead establishes a straightforward, incremental, yet essential baseline for video temporal grounding (VTG), a core capability in video understanding. While multimodal large language models (MLLMs) excel at various video understanding tasks, the recipes for optimizing them for VTG remain under-explored. In this paper, we present TimeLens, a systematic investigation into building MLLMs with strong VTG ability, along two primary dimensions: data quality and algorithmic design. We first expose critical quality issues in existing VTG benchmarks and introduce TimeLens-Bench, comprising meticulously re-annotated versions of three popular benchmarks with strict quality criteria. Our analysis reveals dramatic model re-rankings compared to legacy benchmarks, confirming the unreliability of prior evaluation standards. We also address noisy training data through an automated re-annotation pipeline, yielding TimeLens-100K, a large-scale, high-quality training dataset. Building on our data foundation, we conduct in-depth explorations of algorithmic design principles, yielding a series of meaningful insights and effective yet efficient practices. These include interleaved textual encoding for time representation, a thinking-free reinforcement learning with verifiable rewards (RLVR) approach as the training paradigm, and carefully designed recipes for RLVR training. These efforts culminate in TimeLens models, a family of MLLMs with state-of-the-art VTG performance among open-source models and even surpass proprietary models such as GPT-5 and Gemini-2.5-Flash. All codes, data, and models will be released to facilitate future research.

FRWKV:Frequency-Domain Linear Attention for Long-Term Time Series Forecasting

Traditional Transformers face a major bottleneck in long-sequence time series forecasting due to their quadratic complexity $(\mathcal{O}(T^2))$ and their limited ability to effectively exploit frequency-domain information. Inspired by RWKV's $\mathcal{O}(T)$ linear attention and frequency-domain modeling, we propose FRWKV, a frequency-domain linear-attention framework that overcomes these limitations. Our model integrates linear attention mechanisms with frequency-domain analysis, achieving $\mathcal{O}(T)$ computational complexity in the attention path while exploiting spectral information to enhance temporal feature representations for scalable long-sequence modeling. Across eight real-world datasets, FRWKV achieves a first-place average rank. Our ablation studies confirm the critical roles of both the linear attention and frequency-encoder components. This work demonstrates the powerful synergy between linear attention and frequency analysis, establishing a new paradigm for scalable time series modeling. Code is available at this repository: https://github.com/yangqingyuan-byte/FRWKV.

On Conditional Independence Graph Learning From Multi-Attribute Gaussian Dependent Time Series

Estimation of the conditional independence graph (CIG) of high-dimensional multivariate Gaussian time series from multi-attribute data is considered. Existing methods for graph estimation for such data are based on single-attribute models where one associates a scalar time series with each node. In multi-attribute graphical models, each node represents a random vector or vector time series. In this paper we provide a unified theoretical analysis of multi-attribute graph learning for dependent time series using a penalized log-likelihood objective function formulated in the frequency domain using the discrete Fourier transform of the time-domain data. We consider both convex (sparse-group lasso) and non-convex (log-sum and SCAD group penalties) penalty/regularization functions. We establish sufficient conditions in a high-dimensional setting for consistency (convergence of the inverse power spectral density to true value in the Frobenius norm), local convexity when using non-convex penalties, and graph recovery. We do not impose any incoherence or irrepresentability condition for our convergence results. We also empirically investigate selection of the tuning parameters based on the Bayesian information criterion, and illustrate our approach using numerical examples utilizing both synthetic and real data.

SigTime: Learning and Visually Explaining Time Series Signatures

Understanding and distinguishing temporal patterns in time series data is essential for scientific discovery and decision-making. For example, in biomedical research, uncovering meaningful patterns in physiological signals can improve diagnosis, risk assessment, and patient outcomes. However, existing methods for time series pattern discovery face major challenges, including high computational complexity, limited interpretability, and difficulty in capturing meaningful temporal structures. To address these gaps, we introduce a novel learning framework that jointly trains two Transformer models using complementary time series representations: shapelet-based representations to capture localized temporal structures and traditional feature engineering to encode statistical properties. The learned shapelets serve as interpretable signatures that differentiate time series across classification labels. Additionally, we develop a visual analytics system -- SigTIme -- with coordinated views to facilitate exploration of time series signatures from multiple perspectives, aiding in useful insights generation. We quantitatively evaluate our learning framework on eight publicly available datasets and one proprietary clinical dataset. Additionally, we demonstrate the effectiveness of our system through two usage scenarios along with the domain experts: one involving public ECG data and the other focused on preterm labor analysis.