Automating the Deep Space Network Data Systems; A Case Study in Adaptive Anomaly Detection through Agentic AI

The Deep Space Network (DSN) is NASA's largest network of antenna facilities that generate a large volume of multivariate time-series data. These facilities contain DSN antennas and transmitters that undergo degradation over long periods of time, which may cause costly disruptions to the data flow and threaten the earth-connection of dozens of spacecraft that rely on the Deep Space Network for their lifeline. The purpose of this study was to experiment with different methods that would be able to assist JPL engineers with directly pinpointing anomalies and equipment degradation through collected data, and continue conducting maintenance and operations of the DSN for future space missions around our universe. As such, we have researched various machine learning techniques that can fully reconstruct data through predictive analysis, and determine anomalous data entries within real-time datasets through statistical computations and thresholds. On top of the fully trained and tested machine learning models, we have also integrated the use of a reinforcement learning subsystem that classifies identified anomalies based on severity level and a Large Language Model that labels an explanation for each anomalous data entry, all of which can be improved and fine-tuned over time through human feedback/input. Specifically, for the DSN transmitters, we have also implemented a full data pipeline system that connects the data extraction, parsing, and processing workflow all together as there was no coherent program or script for performing these tasks before. Using this data pipeline system, we were able to then also connect the models trained from DSN antenna data, completing the data workflow for DSN anomaly detection. This was all wrapped around and further connected by an agentic AI system, where complex reasoning was utilized to determine the classifications and predictions of anomalous data.

One Joke to Rule them All? On the (Im)possibility of Generalizing Humor

Humor is a broad and complex form of communication that remains challenging for machines. Despite its broadness, most existing research on computational humor traditionally focused on modeling a specific type of humor. In this work, we wish to understand whether competence on one or more specific humor tasks confers any ability to transfer to novel, unseen types; in other words, is this fragmentation inevitable? This question is especially timely as new humor types continuously emerge in online and social media contexts (e.g., memes, anti-humor, AI fails). If Large Language Models (LLMs) are to keep up with this evolving landscape, they must be able to generalize across humor types by capturing deeper, transferable mechanisms. To investigate this, we conduct a series of transfer learning experiments across four datasets, representing different humor tasks. We train LLMs under varied diversity settings (1-3 datasets in training, testing on a novel task). Experiments reveal that models are capable of some transfer, and can reach up to 75% accuracy on unseen datasets; training on diverse sources improves transferability (1.88-4.05%) with minimal-to-no drop in in-domain performance. Further analysis suggests relations between humor types, with Dad Jokes surprisingly emerging as the best enabler of transfer (but is difficult to transfer to). We release data and code.

Residual Reservoir Memory Networks

We introduce a novel class of untrained Recurrent Neural Networks (RNNs) within the Reservoir Computing (RC) paradigm, called Residual Reservoir Memory Networks (ResRMNs). ResRMN combines a linear memory reservoir with a non-linear reservoir, where the latter is based on residual orthogonal connections along the temporal dimension for enhanced long-term propagation of the input. The resulting reservoir state dynamics are studied through the lens of linear stability analysis, and we investigate diverse configurations for the temporal residual connections. The proposed approach is empirically assessed on time-series and pixel-level 1-D classification tasks. Our experimental results highlight the advantages of the proposed approach over other conventional RC models.

From Entanglement to Alignment: Representation Space Decomposition for Unsupervised Time Series Domain Adaptation

Domain shift poses a fundamental challenge in time series analysis, where models trained on source domain often fail dramatically when applied in target domain with different yet similar distributions. While current unsupervised domain adaptation (UDA) methods attempt to align cross-domain feature distributions, they typically treat features as indivisible entities, ignoring their intrinsic compositions that governs domain adaptation. We introduce DARSD, a novel UDA framework with theoretical explainability that explicitly realizes UDA tasks from the perspective of representation space decomposition. Our core insight is that effective domain adaptation requires not just alignment, but principled disentanglement of transferable knowledge from mixed representations. DARSD consists three synergistic components: (I) An adversarial learnable common invariant basis that projects original features into a domain-invariant subspace while preserving semantic content; (II) A prototypical pseudo-labeling mechanism that dynamically separates target features based on confidence, hindering error accumulation; (III) A hybrid contrastive optimization strategy that simultaneously enforces feature clustering and consistency while mitigating emerging distribution gaps. Comprehensive experiments conducted on four benchmark datasets (WISDM, HAR, HHAR, and MFD) demonstrate DARSD's superiority against 12 UDA algorithms, achieving optimal performance in 35 out of 53 cross-domain scenarios.

Artificial Intelligence-Based Multiscale Temporal Modeling for Anomaly Detection in Cloud Services

This study proposes an anomaly detection method based on the Transformer architecture with integrated multiscale feature perception, aiming to address the limitations of temporal modeling and scale-aware feature representation in cloud service environments. The method first employs an improved Transformer module to perform temporal modeling on high-dimensional monitoring data, using a self-attention mechanism to capture long-range dependencies and contextual semantics. Then, a multiscale feature construction path is introduced to extract temporal features at different granularities through downsampling and parallel encoding. An attention-weighted fusion module is designed to dynamically adjust the contribution of each scale to the final decision, enhancing the model's robustness in anomaly pattern modeling. In the input modeling stage, standardized multidimensional time series are constructed, covering core signals such as CPU utilization, memory usage, and task scheduling states, while positional encoding is used to strengthen the model's temporal awareness. A systematic experimental setup is designed to evaluate performance, including comparative experiments and hyperparameter sensitivity analysis, focusing on the impact of optimizers, learning rates, anomaly ratios, and noise levels. Experimental results show that the proposed method outperforms mainstream baseline models in key metrics, including precision, recall, AUC, and F1-score, and maintains strong stability and detection performance under various perturbation conditions, demonstrating its superior capability in complex cloud environments.

Watermarking Large Language Model-based Time Series Forecasting

Large Language Model-based Time Series Forecasting (LLMTS) has shown remarkable promise in handling complex and diverse temporal data, representing a significant step toward foundation models for time series analysis. However, this emerging paradigm introduces two critical challenges. First, the substantial commercial potential and resource-intensive development raise urgent concerns about intellectual property (IP) protection. Second, their powerful time series forecasting capabilities may be misused to produce misleading or fabricated deepfake time series data. To address these concerns, we explore watermarking the outputs of LLMTS models, that is, embedding imperceptible signals into the generated time series data that remain detectable by specialized algorithms. We propose a novel post-hoc watermarking framework, Waltz, which is broadly compatible with existing LLMTS models. Waltz is inspired by the empirical observation that time series patch embeddings are rarely aligned with a specific set of LLM tokens, which we term ``cold tokens''. Leveraging this insight, Waltz embeds watermarks by rewiring the similarity statistics between patch embeddings and cold token embeddings, and detects watermarks using similarity z-scores. To minimize potential side effects, we introduce a similarity-based embedding position identification strategy and employ projected gradient descent to constrain the watermark noise within a defined boundary. Extensive experiments using two popular LLMTS models across seven benchmark datasets demonstrate that Waltz achieves high watermark detection accuracy with minimal impact on the quality of the generated time series.

CoCAI: Copula-based Conformal Anomaly Identification for Multivariate Time-Series

We propose a novel framework that harnesses the power of generative artificial intelligence and copula-based modeling to address two critical challenges in multivariate time-series analysis: delivering accurate predictions and enabling robust anomaly detection. Our method, Copula-based Conformal Anomaly Identification for Multivariate Time-Series (CoCAI), leverages a diffusion-based model to capture complex dependencies within the data, enabling high quality forecasting. The model's outputs are further calibrated using a conformal prediction technique, yielding predictive regions which are statistically valid, i.e., cover the true target values with a desired confidence level. Starting from these calibrated forecasts, robust outlier detection is performed by combining dimensionality reduction techniques with copula-based modeling, providing a statistically grounded anomaly score. CoCAI benefits from an offline calibration phase that allows for minimal overhead during deployment and delivers actionable results rooted in established theoretical foundations. Empirical tests conducted on real operational data derived from water distribution and sewerage systems confirm CoCAI's effectiveness in accurately forecasting target sequences of data and in identifying anomalous segments within them.

An Explainable AI based approach for Monitoring Animal Health

Monitoring cattle health and optimizing yield are key challenges faced by dairy farmers due to difficulties in tracking all animals on the farm. This work aims to showcase modern data-driven farming practices based on explainable machine learning(ML) methods that explain the activity and behaviour of dairy cattle (cows). Continuous data collection of 3-axis accelerometer sensors and usage of robust ML methodologies and algorithms, provide farmers and researchers with actionable information on cattle activity, allowing farmers to make informed decisions and incorporate sustainable practices. This study utilizes Bluetooth-based Internet of Things (IoT) devices and 4G networks for seamless data transmission, immediate analysis, inference generation, and explains the models performance with explainability frameworks. Special emphasis is put on the pre-processing of the accelerometers time series data, including the extraction of statistical characteristics, signal processing techniques, and lag-based features using the sliding window technique. Various hyperparameter-optimized ML models are evaluated across varying window lengths for activity classification. The k-nearest neighbour Classifier achieved the best performance, with AUC of mean 0.98 and standard deviation of 0.0026 on the training set and 0.99 on testing set). In order to ensure transparency, Explainable AI based frameworks such as SHAP is used to interpret feature importance that can be understood and used by practitioners. A detailed comparison of the important features, along with the stability analysis of selected features, supports development of explainable and practical ML models for sustainable livestock management.

Dependency Network-Based Portfolio Design with Forecasting and VaR Constraints

This study proposes a novel portfolio optimization framework that integrates statistical social network analysis with time series forecasting and risk management. Using daily stock data from the S&P 500 (2020-2024), we construct dependency networks via Vector Autoregression (VAR) and Forecast Error Variance Decomposition (FEVD), transforming influence relationships into a cost-based network. Specifically, FEVD breaks down the VAR's forecast error variance to quantify how much each stock's shocks contribute to another's uncertainty information we invert to form influence-based edge weights in our network. By applying the Minimum Spanning Tree (MST) algorithm, we extract the core inter-stock structure and identify central stocks through degree centrality. A dynamic portfolio is constructed using the top-ranked stocks, with capital allocated based on Value at Risk (VaR). To refine stock selection, we incorporate forecasts from ARIMA and Neural Network Autoregressive (NNAR) models. Trading simulations over a one-year period demonstrate that the MST-based strategies outperform a buy-and-hold benchmark, with the tuned NNAR-enhanced strategy achieving a 63.74% return versus 18.00% for the benchmark. Our results highlight the potential of combining network structures, predictive modeling, and risk metrics to improve adaptive financial decision-making.

Echo State Networks for Bitcoin Time Series Prediction

Forecasting stock and cryptocurrency prices is challenging due to high volatility and non-stationarity, influenced by factors like economic changes and market sentiment. Previous research shows that Echo State Networks (ESNs) can effectively model short-term stock market movements, capturing nonlinear patterns in dynamic data. To the best of our knowledge, this work is among the first to explore ESNs for cryptocurrency forecasting, especially during extreme volatility. We also conduct chaos analysis through the Lyapunov exponent in chaotic periods and show that our approach outperforms existing machine learning methods by a significant margin. Our findings are consistent with the Lyapunov exponent analysis, showing that ESNs are robust during chaotic periods and excel under high chaos compared to Boosting and Na\"ive methods.