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.
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.
We resolve a long-standing open question, about the existence of a constant-factor approximation algorithm for the average-case \textsc{Decision Tree} problem with uniform probability distribution over the hypotheses. We answer the question in the affirmative by providing a simple polynomial-time algorithm with approximation ratio of $\frac{2}{1-\sqrt{(e+1)/(2e)}}+ε<11.57$. This improves upon the currently best-known, greedy algorithm which achieves $O(\log n/{\log\log n})$-approximation. The first key ingredient in our analysis is the usage of a decomposition technique known from problems related to \textsc{Hierarchical Clustering} [SODA '17, WALCOM '26], which allows us to decompose the optimal decision tree into a series of objects called separating subfamilies. The second crucial idea is to reduce the subproblem of finding a \textsc{Separating Subfamily} to an instance of the \textsc{Maximum Coverage} problem. To do so, we analyze the properties of cutting cliques into small pieces, which represent pairs of hypotheses to be separated. This allows us to obtain a good approximation for the \textsc{Separating Subfamily} problem, which then enables the design of the approximation algorithm for the original problem.
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.
This paper presents a Robust Adaptive Backstepping Impedance Control (RABIC) strategy for robots operating in contact-rich and uncertain environments. The proposed control strategy considers the complete coupled dynamics of the system and explicitly accounts for key sources of uncertainty, including external disturbances and unmodeled dynamics, while not requiring the robot's dynamic parameters in implementation. We propose a backstepping-based adaptive impedance control scheme for the inner loop to track the reference impedance model. To handle uncertainties, we employ a Taylor series-based estimator for system dynamics and an adaptive estimator for determining the upper bound of external forces. Stability analysis demonstrates the semi-global practical finite-time stability of the overall system. To demonstrate the effectiveness of the proposed method, a simulated mobile manipulator scenario and experimental evaluations on a real Franka Emika Panda robot were conducted. The proposed approach exhibits safer performance compared to PD control while ensuring trajectory tracking and force monitoring. Overall, the RABIC framework provides a solid basis for future research on adaptive and learning-based impedance control for coupled mobile and fixed serially linked manipulators.
Adaptive Conformal Inference (ACI) provides distribution-free prediction intervals with asymptotic coverage guarantees for time series under distribution shift. However, ACI only adapts the quantile threshold -- it cannot shift the interval center. When a base forecaster develops persistent bias after a regime change, ACI compensates by widening intervals symmetrically, producing unnecessarily conservative bands. We propose Bias-Corrected ACI (BC-ACI), which augments standard ACI with an online exponentially weighted moving average (EWM) estimate of forecast bias. BC-ACI corrects nonconformity scores before quantile computation and re-centers prediction intervals, addressing the root cause of miscalibration rather than its symptom. An adaptive dead-zone threshold suppresses corrections when estimated bias is indistinguishable from noise, ensuring no degradation on well-calibrated data. In controlled experiments across 688 runs spanning two base models, four synthetic regimes, and three real datasets, BC-ACI reduces Winkler interval scores by 13--17% under mean and compound distribution shifts (Wilcoxon p < 0.001) while maintaining equivalent performance on stationary data (ratio 1.002x). We provide finite-sample analysis showing that coverage guarantees degrade gracefully with bias estimation error.
We address the challenge of adapting pre-trained Large Language Models (LLMs) for multivariate time-series analysis, where their deployment is often hindered by prohibitive computational and memory demands. Our solution, One-for-All, introduces Gaussian Rank-Stabilized Low-Rank Adapters (rsLoRA) to enable parameter-efficient fine-tuning of frozen LLMs. While inspired by LoRA, rsLoRA introduces a mathematically grounded rank-stabilization mechanism that enables provable gradient stability at low ranks a novel contribution absent in prior PEFT methods. Our framework injects trainable rank decomposition matrices (rank 16) into positional embeddings and output layers, while keeping self-attention weights fixed. This design reduces trainable parameters by 6.8$\times$ (vs. TimesNet), 21$\times$ (vs. GPT4TS), and 11.8$\times$ (vs. TIME-LLM), while achieving a 168-1,776$\times$ smaller memory footprint (2.2MiB vs. 340MiB-4.18GiB in SOTA models). Rigorous evaluation across six time-series tasks demonstrates that One-for-All achieves state-of-the-art efficiency-accuracy trade-offs: 5.5$\times$ higher parameter efficiency (MSE=5.50) than TimesNet and 21$\times$ better than GPT4TS, while matching their forecasting accuracy (MSE=0.33). The framework's stability is validated through consistent performance across diverse horizons (96-720 steps) and datasets (ETT, Weather, M3, M4), with 98.3% fewer parameters than conventional transformers. These advances enable deployment on edge devices for healthcare, finance, and environmental monitoring without compromising performance.