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.
Multivariate time-series analysis involves extracting informative representations from sequences of multiple interdependent variables, supporting tasks such as forecasting, imputation, and anomaly detection. In real-world scenarios, these variables are typically collected from a shared context or underlying phenomenon, suggesting the presence of latent dependencies across time and channels that can be leveraged to improve performance. However, recent findings show that channel-independent (CI) models, which assume no inter-variable dependencies, often outperform channel-dependent (CD) models that explicitly model such relationships. This surprising result indicates that current CD models may not fully exploit their potential due to limitations in how dependencies are captured. Recent studies have revisited channel dependence modeling with various approaches; however, these methods often employ indirect modeling strategies, which can lead to meaningful dependencies being overlooked. To address this issue, we introduce XCTFormer, a transformer-based channel-dependent (CD) model that explicitly captures cross-temporal and cross-channel dependencies via an enhanced attention mechanism. The model operates in a token-to-token fashion, modeling pairwise dependencies between every pair of tokens across time and channels. The architecture comprises (i) a data processing module, (ii) a novel Cross-Relational Attention Block (CRAB) that increases capacity and expressiveness, and (iii) an optional Dependency Compression Plugin (DeCoP) that improves scalability. Through extensive experiments on three time-series benchmarks, we show that XCTFormer achieves strong results compared to widely recognized baselines; in particular, it attains state-of-the-art performance on the imputation task, outperforming the second-best method by an average of 20.8% in MSE and 15.3% in MAE.
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.
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 .
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.
The rapid adoption of deep learning has increasingly led to data-driven models replacing classical model-based algorithms, even in domains governed by well-understood physical laws. While data-driven models, such as long short-term memory (LSTM) networks, have become a popular choice for time-series analysis, their performance relative to model-based approaches in structured environments is rarely evaluated objectively. This paper presents a performance evaluation framework comparing an LSTM classifier against a model-based expectation maximization (EM) classifier for binary time-series classification. The evaluation is conducted on two scalar linear Gaussian state space models differing only in their noise statistics, where the Kalman filter likelihood ratio test with true parameters serves as a reference for the best achievable classification performance.Through Monte Carlo simulations, the classifiers are evaluated across three axes: task difficulty, controlled by the separation in process or measurement noise between the two models; sequence length; and training dataset size. The results show that the EM classifier, which exploits the known model structure, performs strongly when the data conform to the assumed model class. The LSTM classifier requires a larger separation in noise statistics to achieve reliable classification, and its performance saturates below the reference classifier when the models differ only in measurement noise, regardless of sequence length or training dataset size.
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.
The application of generalist multimodal models (GMMs) to specialized scientific domains remains limited due to the scarcity of comprehensive domain-specific datasets that integrate multiple data modalities beyond text and images. In seismology, understanding earthquake phenomena requires the synthesis of timeseries waveform data, geographical imagery, and contextual metadata, a multimodal integration absent in existing seismic datasets. We present MultiSeismo, a large scale structured multimodal seismic dataset, comprising over 16K seismic events spanning 13 years (2010 to 2023) across diverse geographical regions. Each event data integrates waveform recordings from global station networks, intensity maps, population exposure visualizations, and a comprehensive textual description within a standardized JSON format. We additionally develop MISCE, a multimodal instruction set on top of raw data to enable supervised training and evaluation of GMMs on seismic reasoning tasks ranging from basic information retrieval to complex cross modal analysis. We leverage MISCE to finetune an existing multimodal model (Unified IO 2) enhanced with a specialized timeseries encoder, which yields SeisModal, the first domain specific multimodal model for comprehensive seismic analysis. Evaluation of state of the art multimodal models on MultiSeismo reveals significant challenges, particularly with time-series data processing for general purpose models, while demonstrating SeisModal's superior performance on seismic multimodal reasoning tasks. These results prove that MultiSeismo provides a rigorous benchmark for future multimodal research in seismology and validate the success of our domain specific architectural adaptations.
Electricity expense management presents significant challenges, as this resource is susceptible to various influencing factors. In universities, the demand for this resource is rapidly growing with institutional expansion and has a significant environmental impact. In this study, the machine learning models long short-term memory (LSTM), random forest (RF), support vector regression (SVR), and extreme gradient boosting (XGBoost) were trained with historical consumption data from the Federal Institute of Paraná (IFPR) over the last seven years and climatic variables to forecast electricity consumption 12 months ahead. Datasets from two campuses were adopted. To improve model performance, feature selection was performed using Shapley additive explanations (SHAP), and hyperparameter optimization was carried out using genetic algorithm (GA) and particle swarm optimization (PSO). The results indicate that the proposed cooperative ensemble learning approach named Weaker Separator Booster (WSB) exhibited the best performance for datasets. Specifically, it achieved an sMAPE of 13.90% and MAE of 1990.87 kWh for the IFPR-Palmas Campus and an sMAPE of 18.72% and MAE of 465.02 kWh for the Coronel Vivida Campus. The SHAP analysis revealed distinct feature importance patterns across the two IFPR campuses. A commonality that emerged was the strong influence of lagged time-series values and a minimal influence of climatic variables.
The rapid growth of AI-driven data centers and large-scale energy storage systems is increasing the reliance of power system operation on real-time measurement data and automated decision-making. However, many existing detection methods rely on statistical or data-driven analysis of measurements and can fail when attackers exploit the same data structure to craft stealthy perturbations. To illustrate this limitation, we demonstrate a blind False Data Injection Attack (FDIA) in which an Autoencoder learns the measurement manifold and generates perturbations aligned with the Jacobian null space, thereby allowing the attack to evade both residual-based baddata detectors and time-series anomaly detectors. To mitigate data-driven FDIAs which exploit the null space, we propose a topology-informed Cycle-Space Detector (CSD) that leverages the Cycle-Space of the network to impose structural constraints that enhance null space estimation. In addition, we prove that by using the Minimum Cycle Basis (MCB), the proposed CSD achieves the optimal generalization error for attack detection. By exploiting topology-derived cycle constraints rather than relying solely on numerical null space estimation, the proposed method does not require precise line parameters and improves the separation between normal and attacked measurements. Simulation results on IEEE 14-, 30-, 57-, and 118-bus systems demonstrate that the proposed method effectively detects data-driven FDIAs under realistic measurement noise.
Time Series Foundation Models (TSFMs) have demonstrated notable success in general-purpose forecasting tasks; however, their adaptation to specialized classification problems remains constrained by the computational bottleneck of standard attention and the systematic omission of classical statistical knowledge. This technical report introduces KairosHope, a next-generation TSFM designed to reconcile massive generalization with analytical precision in classification tasks. The core of the proposal is the HOPE block, an architecture that replaces quadratic attention with a dual-memory system: Titans modules for dynamic short-term retention and a Continuum Memory System (CMS) for the abstraction of long-term historical context. To enrich the inductive bias, a Hybrid Decision Head is introduced, which fuses deep latent representations with deterministic statistical features extracted via tsfeatures package. KairosHope undergoes self-supervised pre-training on the massive Monash archive, combining Masked Time Series Modeling (MTSM) and contrastive learning (InfoNCE). Its subsequent adaptation to the UCR benchmark datasets is conducted through a rigorous Linear Probing and Full Fine-Tuning (LP-FT) protocol to prevent catastrophic forgetting. Empirical results demonstrate superior performance in domains characterized by strict temporal causality such as HAR or Sensor data. Consequently, KairosHope establishes a robust and efficient framework for the adaptation of foundation models to time series analysis.