The Topological Stability Index: A Variance-Based Measure for Persistence Barcodes

We introduce the \emph{Topological Stability Index} (TSI), a variance-based scalar measure for persistence barcodes that quantifies the dispersion of persistence lifetimes. Unlike persistent entropy, which depends only on normalized weights, the TSI captures absolute variability and is sensitive to heterogeneous feature scales. We establish fundamental properties of the TSI, including its scaling behavior, invariance under lifetime translation and explicit update formulas under insertion and deletion of bars. We also consider a complementary first-moment-type quantity, the Topological Signal Index (TSigI), which captures the typical scale of persistence lifetimes and provides additional interpretability alongside the TSI. We further introduce a normalized version, $cv\text{TSI}$, which is scale invariant and admits an explicit algebraic relation to the Rényi entropy of order two. In particular, $cv\text{TSI}$ is an affine function of the collision probability $\sum_i p_i^2$, and therefore a monotone reparametrization of the Rényi entropy, providing a direct link between variance-based and entropy-based summaries in topological data analysis. Numerical experiments on synthetic data and stochastic time series demonstrate that the TSI captures structural variability complementary to entropy: it is relatively insensitive to deterministic trends, while responding strongly to stochastic fluctuations and variations in persistence magnitude.

Distribution-Aware Conformal Prediction: A Framework for generating efficient prediction intervals for time series

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.

TSQAgent: Rating Time Series Data Quality via Dedicated Agentic Reasoning

Assessing the quality of time series (TS) data is fundamental yet inherently challenging due to the multifaceted nature of quality dimensions. Recently, large language models (LLMs) have emerged as a promising paradigm for TS quality assessment via pairwise comparison and per-dimension evaluation. However, existing approaches rely on manually predefined quality dimensions and purely text-based reasoning, leaving it unknown whether LLMs can identify truly relevant quality dimensions or perform grounded and quantitative quality comparisons. To investigate this, we construct TSQBench, a dedicated benchmark for evaluating LLMs on two progressive capabilities: (i) understanding and identifying relevant quality dimensions, and (ii) performing quality comparison under specific dimensions. Our analysis reveals that current LLMs consistently struggle with both dimension identification and evidence-grounded quality comparison. To address these limitations, we propose TSQAgent, a novel agentic reasoning framework for TS quality rating consisting of three collaborative roles: Perceiver for focused dimension selection, Inspector for dimension-wise quantitative analysis, and Adjudicator that aggregates and refines the final judgment. In particular, we introduce an agentic reasoning strategy that instills the ability to identify and prioritize the most relevant quality dimensions, and further propose an agent workflow equipped with external analytical tools to enable precise quantitative comparisons over selected dimensions. Experiments on both the proposed benchmark and eleven real-world datasets demonstrate that our framework not only substantially improves LLMs' capabilities in quality understanding and quantitative comparison but also effectively translates these improvements into better quality-aware data selection, leading to enhanced downstream performance and data efficiency.

Data-Driven Forecasting of three-Component Seismograms Using Transformer Architectures

Forecasting seismic waveforms beyond observed data remains challenging due to the nonlinear, dispersive, and multi-scale nature of seismic wave propagation. In this work, we introduce \textsc{SeismoGPT}, a transformer-based autoregressive model designed to forecast three-component seismic waveforms directly in the time domain. Forecasting is formulated as a physically constrained continuation problem in which the model receives waveform context beginning at the P-wave arrival and extending a defined time beyond the S-wave arrival, after which future motion is generated recursively without access to ground-truth samples. Evaluation is performed on synthetic seismograms spanning source depths of 5--100\,km, epicentral distances of 10--90$^\circ$, and magnitudes $3 \leq M_w \leq 7$. To disentangle the effects of context length and prediction horizon, we define three evaluation configurations using a distance-normalized context ratio and fixed prediction horizons of 120 and 240\,s. Across all configurations, the model achieves median normalized cross correlation above 0.93. Analysis of representative forecasts shows that successful predictions preserve both phase coherence and spectral energy distribution. Where failure cases arise, this is primarily due to gradual phase drift during autoregressive rollout rather than unphysical signal generation. These results demonstrate that transformer-based sequence models can learn stable dynamical continuation of seismic wavefields, highlighting the potential of foundation-model approaches for physics-driven time-series forecasting. There are potential applications of this methodology in seismic warning and hazard mitigation, particularly for next-generation gravitational-wave observatories, such as the Einstein Telescope.

XCTFormer: Leveraging Cross-Channel and Cross-Time Dependencies for Enhanced Time-Series Analysis

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.

An Objective Performance Evaluation of the LSTM Networks in Time Series Classification

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.

KairosHope: A Next-Generation Time-Series Foundation Model for Specialized Classification via Dual-Memory Architecture

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.

Inspectable Neural Markov Models for Non-Stationary Time Series

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 MRI Time Series Generation via Wavelet-Based Image Transform and Spectral Flow Matching for Brain Disorder Identification

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 .

MULTISEISMO: A Multimodal Seismic Dataset and Model for Cross-Modal Seismic Understanding

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.