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.
Open Radio Access Network (O-RAN) is an important 5G network architecture enabling flexible communication with adaptive strategies for different verticals. However, testing for O-RAN deployments involve massive volumes of time-series data (e.g., key performance indicators), creating critical challenges for scalable, unsupervised monitoring without labels or high computational overhead. To address this, we present ESN-DAGMM, a lightweight adaptation of the Deep Autoencoding Gaussian Mixture Model (DAGMM) framework for time series analysis. Our model utilizes an Echo State Network (ESN) to efficiently model temporal dependencies, proving effective in O-RAN networks where training samples are highly limited. Combined with DAGMM's integratation of dimensionality reduction and density estimation, we present a scalable framework for unsupervised monitoring of high volume network telemetry. When trained on only 10% of an O-RAN video-streaming dataset, ESN-DAGMM achieved on average 269.59% higher quality clustering than baselines under identical conditions, all while maintaining competitive reconstruction error. By extending DAGMM to capture temporal dynamics, ESN-DAGMM offers a practical solution for time-series analysis using very limited training samples, outperforming baselines and enabling operator's control over the clustering-reconstruction trade-off.
Driven by the transition towards a climate-neutral energy system, accurate energy time series forecasting is critical for planning and operation. Yet, it remains largely a dataset-specific task, requiring comprehensive training data, limiting scalability, and resulting in high model development and maintenance effort. Recently, foundation models that aim to learn generalizable patterns via extensive pretraining have shown superior performance in multiple prediction tasks. Despite their success and strong potential to address challenges in energy forecasting, their application in this domain remains largely unexplored. We address this gap by presenting the Foundation Models in Energy Time Series Forecasting (FETS) benchmark. We (1) provide a structured overview of energy forecasting use cases along three main dimensions: stakeholders, attributes, and data categories; (2) collect and analyze 54 datasets across 9 data categories, guided by typical stakeholder interests; (3) benchmark foundation models against classical machine learning approaches across different forecasting settings. Foundation models consistently outperform dataset-specific optimized machine learning approaches across all settings and data categories, despite the latter having seen the full historic target data during training. In particular, covariate-informed foundation models achieve the strongest performance. Further analysis reveals a strong correlation between predictive performance and spectral entropy, performance saturation beyond a certain context length, and improved performance at higher aggregation levels such as national load, district heating, and power grid data. Overall, our findings highlight the strong potential of foundation models as scalable and generalizable forecasting solutions for the energy domain, particularly in data-constrained and privacy-sensitive settings.
We present a quantum-inspired ARIMA methodology that integrates quantum-assisted lag discovery with \emph{fixed-configuration} variational quantum circuits (VQCs) for parameter estimation and weak-lag refinement. Differencing and candidate lags are identified via swap-test-driven quantum autocorrelation (QACF) and quantum partial autocorrelation (QPACF), with a delayed-matrix construction that aligns quantum projections to time-domain regressors, followed by standard information-criterion parsimony. Given the screened orders $(p,d,q)$, we retain a fixed VQC ansatz, optimizer, and training budget, preventing hyperparameter leakage, and deploy the circuit in two estimation roles: VQC-AR for autoregressive coefficients and VQC-MA for moving-average coefficients. Between screening and estimation, a lightweight VQC weak-lag refinement re-weights or prunes screened AR lags without altering $(p,d,q)$. Across environmental and industrial datasets, we perform rolling-origin evaluations against automated classical ARIMA, reporting out-of-sample mean squared error (MSE), mean absolute percentage error (MAPE), and Diebold--Mariano tests on MSE and MAE. Empirically, the seven quantum contributions -- (1) differencing selection, (2) QACF, (3) QPACF, (4) swap-test primitives with delayed-matrix construction, (5) VQC-AR, (6) VQC weak-lag refinement, and (7) VQC-MA -- collectively reduce meta-optimization overhead and make explicit where quantum effects enter order discovery, lag refinement, and AR/MA parameter estimation.
In principle, deep generative models can be used to perform domain adaptation; i.e. align the input feature representations of test data with that of a separate discriminative model's training data. This can help improve the discriminative model's performance on the test data. However, generative models are prone to producing hallucinations and artefacts that may degrade the quality of generated data, and therefore, predictive performance when processed by the discriminative model. While uncertainty quantification can provide a means to assess the quality of adapted data, the standard framework for evaluating the quality of predicted uncertainties may not easily extend to generative models due to the common lack of ground truths (among other reasons). Even with ground truths, this evaluation is agnostic to how the generated outputs are used on the downstream task, limiting the extent to which the uncertainty reliability analysis provides insights about the utility of the uncertainties with respect to the intended use case of the adapted examples. Here, we describe how decision-theoretic uncertainty quantification can address these concerns and provide a convenient framework for evaluating the trustworthiness of generated outputs, in particular, for domain adaptation. We consider a case study in photoplethysmography time series denoising for Atrial Fibrillation classification. This formalises a well-known heuristic method of using a downstream classifier to assess the quality of generated outputs.
In this paper, we propose a novel framework for non-stationary time-series analysis that replaces conventional correlation-based statistics with direct estimation of statistical dependence in the normalized joint density of input and target signals, the cross density ratio (CDR). Unlike windowed correlation estimates, this measure is independent of sample order and robust to regime changes. The method builds on the functional maximal correlation algorithm (FMCA), which constructs a projection space by decomposing the eigenspectrum of the CDR. Multiscale features from this eigenspace are classified using a lightweight single-hidden-layer perceptron. On the TI-46 digit speech corpus, our approach outperforms hidden Markov models (HMMs) and state-of-the-art spiking neural networks, achieving higher accuracy with fewer than 10 layers and a storage footprint under 5 MB.
Diabetes devices, including Continuous Glucose Monitoring (CGM), Smart Insulin Pens, and Automated Insulin Delivery systems, generate rich time-series data widely used in research and machine learning. However, inconsistent data formats across sources hinder sharing, integration, and analysis. We present DIAX (DIAbetes eXchange), a standardized JSON-based format for unifying diabetes time-series data, including CGM, insulin, and meal signals. DIAX promotes interoperability, reproducibility, and extensibility, particularly for machine learning applications. An open-source repository provides tools for dataset conversion, cross-format compatibility, visualization, and community contributions. DIAX is a translational resource, not a data host, ensuring flexibility without imposing data-sharing constraints. Currently, DIAX is compatible with other standardization efforts and supports major datasets (DCLP3, DCLP5, IOBP2, PEDAP, T1Dexi, Loop), totaling over 10 million patient-hours of data. https://github.com/Center-for-Diabetes-Technology/DIAX
Large Language Model (LLM) agents offer a potentially-transformative path forward for generative social science but face a critical crisis of validity. Current simulation evaluation methodologies suffer from the "stopped clock" problem: they confirm that a simulation reached the correct final outcome while ignoring whether the trajectory leading to it was sociologically plausible. Because the internal reasoning of LLMs is opaque, verifying the "black box" of social mechanisms remains a persistent challenge. In this paper, we introduce SLALOM (Simulation Lifecycle Analysis via Longitudinal Observation Metrics), a framework that shifts validation from outcome verification to process fidelity. Drawing on Pattern-Oriented Modeling (POM), SLALOM treats social phenomena as multivariate time series that must traverse specific SLALOM gates, or intermediate waypoint constraints representing distinct phases. By utilizing Dynamic Time Warping (DTW) to align simulated trajectories with empirical ground truth, SLALOM offers a quantitative metric to assess structural realism, helping to differentiate plausible social dynamics from stochastic noise and contributing to more robust policy simulation standards.
Heart rate variability (HRV) analysis is important for the assessment of autonomic cardiovascular regulation. The inverse Gaussian process (IGP) has been widely used for beat-to-beat HRV modeling, as it gives a physiological relevant interpretation of heart depolarization process. A key challenge in IGP-based heartbeat modeling is the accurate estimation of time-varying parameters. In this study, we investigated whether recurrent neural networks (RNNs) can be used for IGP parameter identification and thereby enhance probabilistic modeling of R-R dynamics. Specifically, four representative RNN architectures, namely, GRU, LSTM, Structured State Space sequence model (S4), and Mamba, were evaluated using the Kolmogorov-Smirnov statistics. The results demonstrate the possibility of combining neural sequence models with the IGP framework for beat-wise R-R series modeling. This approach provides a flexible basis for probabilistic HRV modeling and for future incorporation of more complex physiological mechanisms and dynamic conditions.
Reliable evaluation of anomaly detection methods in multivariate time series remains an open challenge, largely due to the limitations of existing benchmark datasets. Current resources often lack fine-grained anomaly annotations, do not provide explicit intervariable and temporal dependencies, and offer little insight into the underlying generative mechanisms. These shortcomings hinder the development and rigorous comparison of detection models, especially those targeting interpretable and variable-specific outputs. To address this gap, we introduce Fun-TSG, a fully customizable time series generator designed to support high-quality evaluation of anomaly detection systems. Our tool enables both fully automated generation, based on randomly sampled dependency structures and anomaly types, and manual generation through user-defined equations and anomaly configurations. In both cases, it provides full transparency over the data generation process, including access to ground-truth anomaly labels at the variable and timestamp levels. Fun-TSG supports the creation of diverse, interpretable, and reproducible benchmarking scenarios, enabling fine-grained performance analysis for both classical and modern anomaly detection models.
Advances in markerless pose estimation have made it possible to capture detailed human movement in naturalistic settings using standard video, enabling new forms of behavioral analysis at scale. However, the high dimensionality, noise, and temporal complexity of pose data raise significant challenges for extracting meaningful patterns of coordination and behavioral change. This paper presents a general-purpose analysis pipeline for human pose data, designed to support both linear and nonlinear characterizations of movement across diverse experimental contexts. The pipeline combines principled preprocessing, dimensionality reduction, and recurrence-based time series analysis to quantify the temporal structure of movement dynamics. To illustrate the pipeline's flexibility, we present three case studies spanning facial and full-body movement, 2D and 3D data, and individual versus multi-agent behavior. Together, these examples demonstrate how the same analytic workflow can be adapted to extract theoretically meaningful insights from complex pose time series.