From Observations to States: Latent Time Series Forecasting

Deep learning has achieved strong performance in Time Series Forecasting (TSF). However, we identify a critical representation paradox, termed Latent Chaos: models with accurate predictions often learn latent representations that are temporally disordered and lack continuity. We attribute this phenomenon to the dominant observation-space forecasting paradigm. Most TSF models minimize point-wise errors on noisy and partially observed data, which encourages shortcut solutions instead of the recovery of underlying system dynamics. To address this issue, we propose Latent Time Series Forecasting (LatentTSF), a novel paradigm that shifts TSF from observation regression to latent state prediction. Specifically, LatentTSF employs an AutoEncoder to project observations at each time step into a higher-dimensional latent state space. This expanded representation aims to capture underlying system variables and impose a smoother temporal structure. Forecasting is then performed entirely in the latent space, allowing the model to focus on learning structured temporal dynamics. Theoretical analysis demonstrates that our proposed latent objectives implicitly maximize mutual information between predicted latent states and ground-truth states and observations. Extensive experiments on widely-used benchmarks confirm that LatentTSF effectively mitigates latent chaos, achieving superior performance. Our code is available in https://github.com/Muyiiiii/LatentTSF.

LLM-Assisted Logic Rule Learning: Scaling Human Expertise for Time Series Anomaly Detection

Time series anomaly detection is critical for supply chain management to take proactive operations, but faces challenges: classical unsupervised anomaly detection based on exploiting data patterns often yields results misaligned with business requirements and domain knowledge, while manual expert analysis cannot scale to millions of products in the supply chain. We propose a framework that leverages large language models (LLMs) to systematically encode human expertise into interpretable, logic-based rules for detecting anomaly patterns in supply chain time series data. Our approach operates in three stages: 1) LLM-based labeling of training data instructed by domain knowledge, 2) automated generation and iterative improvements of symbolic rules through LLM-driven optimization, and 3) rule augmentation with business-relevant anomaly categories supported by LLMs to enhance interpretability. The experiment results showcase that our approach outperforms the unsupervised learning methods in both detection accuracy and interpretability. Furthermore, compared to direct LLM deployment for time series anomaly detection, our approach provides consistent, deterministic results with low computational latency and cost, making it ideal for production deployment. The proposed framework thus demonstrates how LLMs can bridge the gap between scalable automation and expert-driven decision-making in operational settings.

Do Not Waste Your Rollouts: Recycling Search Experience for Efficient Test-Time Scaling

Test-Time Scaling enhances the reasoning capabilities of Large Language Models by allocating additional inference compute to broaden the exploration of the solution space. However, existing search strategies typically treat rollouts as disposable samples, where valuable intermediate insights are effectively discarded after each trial. This systemic memorylessness leads to massive computational redundancy, as models repeatedly re-derive discovered conclusions and revisit known dead ends across extensive attempts. To bridge this gap, we propose \textbf{Recycling Search Experience (RSE)}, a self-guided, training-free strategy that turns test-time search from a series of isolated trials into a cumulative process. By actively distilling raw trajectories into a shared experience bank, RSE enables positive recycling of intermediate conclusions to shortcut redundant derivations and negative recycling of failure patterns to prune encountered dead ends. Theoretically, we provide an analysis that formalizes the efficiency gains of RSE, validating its advantage over independent sampling in solving complex reasoning tasks. Empirically, extensive experiments on HMMT24, HMMT25, IMO-Bench, and HLE show that RSE consistently outperforms strong baselines with comparable computational cost, achieving state-of-the-art scaling efficiency.

ACFormer: Mitigating Non-linearity with Auto Convolutional Encoder for Time Series Forecasting

Time series forecasting (TSF) faces challenges in modeling complex intra-channel temporal dependencies and inter-channel correlations. Although recent research has highlighted the efficiency of linear architectures in capturing global trends, these models often struggle with non-linear signals. To address this gap, we conducted a systematic receptive field analysis of convolutional neural network (CNN) TSF models. We introduce the "individual receptive field" to uncover granular structural dependencies, revealing that convolutional layers act as feature extractors that mirror channel-wise attention while exhibiting superior robustness to non-linear fluctuations. Based on these insights, we propose ACFormer, an architecture designed to reconcile the efficiency of linear projections with the non-linear feature-extraction power of convolutions. ACFormer captures fine-grained information through a shared compression module, preserves temporal locality via gated attention, and reconstructs variable-specific temporal patterns using an independent patch expansion layer. Extensive experiments on multiple benchmark datasets demonstrate that ACFormer consistently achieves state-of-the-art performance, effectively mitigating the inherent drawbacks of linear models in capturing high-frequency components.

TimeMar: Multi-Scale Autoregressive Modeling for Unconditional Time Series Generation

Generative modeling offers a promising solution to data scarcity and privacy challenges in time series analysis. However, the structural complexity of time series, characterized by multi-scale temporal patterns and heterogeneous components, remains insufficiently addressed. In this work, we propose a structure-disentangled multiscale generation framework for time series. Our approach encodes sequences into discrete tokens at multiple temporal resolutions and performs autoregressive generation in a coarse-to-fine manner, thereby preserving hierarchical dependencies. To tackle structural heterogeneity, we introduce a dual-path VQ-VAE that disentangles trend and seasonal components, enabling the learning of semantically consistent latent representations. Additionally, we present a guidance-based reconstruction strategy, where coarse seasonal signals are utilized as priors to guide the reconstruction of fine-grained seasonal patterns. Experiments on six datasets show that our approach produces higher-quality time series than existing methods. Notably, our model achieves strong performance with a significantly reduced parameter count and exhibits superior capability in generating high-quality long-term sequences. Our implementation is available at https://anonymous.4open.science/r/TimeMAR-BC5B.

Forecasting Energy Consumption using Recurrent Neural Networks: A Comparative Analysis

Accurate short-term energy consumption forecasting is essential for efficient power grid management, resource allocation, and market stability. Traditional time-series models often fail to capture the complex, non-linear dependencies and external factors affecting energy demand. In this study, we propose a forecasting approach based on Recurrent Neural Networks (RNNs) and their advanced variant, Long Short-Term Memory (LSTM) networks. Our methodology integrates historical energy consumption data with external variables, including temperature, humidity, and time-based features. The LSTM model is trained and evaluated on a publicly available dataset, and its performance is compared against a conventional feed-forward neural network baseline. Experimental results show that the LSTM model substantially outperforms the baseline, achieving lower Mean Absolute Error (MAE) and Root Mean Squared Error (RMSE). These findings demonstrate the effectiveness of deep learning models in providing reliable and precise short-term energy forecasts for real-world applications.

How does downsampling affect needle electromyography signals? A generalisable workflow for understanding downsampling effects on high-frequency time series

Automated analysis of needle electromyography (nEMG) signals is emerging as a tool to support the detection of neuromuscular diseases (NMDs), yet the signals' high and heterogeneous sampling rates pose substantial computational challenges for feature-based machine-learning models, particularly for near real-time analysis. Downsampling offers a potential solution, but its impact on diagnostic signal content and classification performance remains insufficiently understood. This study presents a workflow for systematically evaluating information loss caused by downsampling in high-frequency time series. The workflow combines shape-based distortion metrics with classification outcomes from available feature-based machine learning models and feature space analysis to quantify how different downsampling algorithms and factors affect both waveform integrity and predictive performance. We use a three-class NMD classification task to experimentally evaluate the workflow. We demonstrate how the workflow identifies downsampling configurations that preserve diagnostic information while substantially reducing computational load. Analysis of shape-based distortion metrics showed that shape-aware downsampling algorithms outperform standard decimation, as they better preserve peak structure and overall signal morphology. The results provide practical guidance for selecting downsampling configurations that enable near real-time nEMG analysis and highlight a generalisable workflow that can be used to balance data reduction with model performance in other high-frequency time-series applications as well.

Explainable AI to Improve Machine Learning Reliability for Industrial Cyber-Physical Systems

Industrial Cyber-Physical Systems (CPS) are sensitive infrastructure from both safety and economics perspectives, making their reliability critically important. Machine Learning (ML), specifically deep learning, is increasingly integrated in industrial CPS, but the inherent complexity of ML models results in non-transparent operation. Rigorous evaluation is needed to prevent models from exhibiting unexpected behaviour on future, unseen data. Explainable AI (XAI) can be used to uncover model reasoning, allowing a more extensive analysis of behaviour. We apply XAI to to improve predictive performance of ML models intended for industrial CPS. We analyse the effects of components from time-series data decomposition on model predictions using SHAP values. Through this method, we observe evidence on the lack of sufficient contextual information during model training. By increasing the window size of data instances, informed by the XAI findings, we are able to improve model performance.

UniPACT: A Multimodal Framework for Prognostic Question Answering on Raw ECG and Structured EHR

Accurate clinical prognosis requires synthesizing structured Electronic Health Records (EHRs) with real-time physiological signals like the Electrocardiogram (ECG). Large Language Models (LLMs) offer a powerful reasoning engine for this task but struggle to natively process these heterogeneous, non-textual data types. To address this, we propose UniPACT (Unified Prognostic Question Answering for Clinical Time-series), a unified framework for prognostic question answering that bridges this modality gap. UniPACT's core contribution is a structured prompting mechanism that converts numerical EHR data into semantically rich text. This textualized patient context is then fused with representations learned directly from raw ECG waveforms, enabling an LLM to reason over both modalities holistically. We evaluate UniPACT on the comprehensive MDS-ED benchmark, it achieves a state-of-the-art mean AUROC of 89.37% across a diverse set of prognostic tasks including diagnosis, deterioration, ICU admission, and mortality, outperforming specialized baselines. Further analysis demonstrates that our multimodal, multi-task approach is critical for performance and provides robustness in missing data scenarios.

Trend-Adjusted Time Series Models with an Application to Gold Price Forecasting

Time series data play a critical role in various fields, including finance, healthcare, marketing, and engineering. A wide range of techniques (from classical statistical models to neural network-based approaches such as Long Short-Term Memory (LSTM)) have been employed to address time series forecasting challenges. In this paper, we reframe time series forecasting as a two-part task: (1) predicting the trend (directional movement) of the time series at the next time step, and (2) forecasting the quantitative value at the next time step. The trend can be predicted using a binary classifier, while quantitative values can be forecasted using models such as LSTM and Bidirectional Long Short-Term Memory (Bi-LSTM). Building on this reframing, we propose the Trend-Adjusted Time Series (TATS) model, which adjusts the forecasted values based on the predicted trend provided by the binary classifier. We validate the proposed approach through both theoretical analysis and empirical evaluation. The TATS model is applied to a volatile financial time series (the daily gold price) with the objective of forecasting the next days price. Experimental results demonstrate that TATS consistently outperforms standard LSTM and Bi-LSTM models by achieving significantly lower forecasting error. In addition, our results indicate that commonly used metrics such as MSE and MAE are insufficient for fully assessing time series model performance. Therefore, we also incorporate trend detection accuracy, which measures how effectively a model captures trends in a time series.