DCD: Decomposition-based Causal Discovery from Autocorrelated and Non-Stationary Temporal Data

Multivariate time series in domains such as finance, climate science, and healthcare often exhibit long-term trends, seasonal patterns, and short-term fluctuations, complicating causal inference under non-stationarity and autocorrelation. Existing causal discovery methods typically operate on raw observations, making them vulnerable to spurious edges and misattributed temporal dependencies. We introduce a decomposition-based causal discovery framework that separates each time series into trend, seasonal, and residual components and performs component-specific causal analysis. Trend components are assessed using stationarity tests, seasonal components using kernel-based dependence measures, and residual components using constraint-based causal discovery. The resulting component-level graphs are integrated into a unified multi-scale causal structure. This approach isolates long- and short-range causal effects, reduces spurious associations, and improves interpretability. Across extensive synthetic benchmarks and real-world climate data, our framework more accurately recovers ground-truth causal structure than state-of-the-art baselines, particularly under strong non-stationarity and temporal autocorrelation.

TS-Debate: Multimodal Collaborative Debate for Zero-Shot Time Series Reasoning

Recent progress at the intersection of large language models (LLMs) and time series (TS) analysis has revealed both promise and fragility. While LLMs can reason over temporal structure given carefully engineered context, they often struggle with numeric fidelity, modality interference, and principled cross-modal integration. We present TS-Debate, a modality-specialized, collaborative multi-agent debate framework for zero-shot time series reasoning. TS-Debate assigns dedicated expert agents to textual context, visual patterns, and numerical signals, preceded by explicit domain knowledge elicitation, and coordinates their interaction via a structured debate protocol. Reviewer agents evaluate agent claims using a verification-conflict-calibration mechanism, supported by lightweight code execution and numerical lookup for programmatic verification. This architecture preserves modality fidelity, exposes conflicting evidence, and mitigates numeric hallucinations without task-specific fine-tuning. Across 20 tasks spanning three public benchmarks, TS-Debate achieves consistent and significant performance improvements over strong baselines, including standard multimodal debate in which all agents observe all inputs.

T-LLM: Teaching Large Language Models to Forecast Time Series via Temporal Distillation

Time series forecasting plays a critical role in decision-making across many real-world applications. Unlike data in vision and language domains, time series data is inherently tied to the evolution of underlying processes and can only accumulate as real-world time progresses, limiting the effectiveness of scale-driven pretraining alone. This time-bound constraint poses a challenge for enabling large language models (LLMs) to acquire forecasting capability, as existing approaches primarily rely on representation-level alignment or inference-time temporal modules rather than explicitly teaching forecasting behavior to the LLM. We propose T-LLM, a temporal distillation framework that equips general-purpose LLMs with time series forecasting capability by transferring predictive behavior from a lightweight temporal teacher during training. The teacher combines trend modeling and frequency-domain analysis to provide structured temporal supervision, and is removed entirely at inference, leaving the LLM as the sole forecasting model. Experiments on benchmark datasets and infectious disease forecasting tasks demonstrate that T-LLM consistently outperforms existing LLM-based forecasting methods under full-shot, few-shot, and zero-shot settings, while enabling a simple and efficient deployment pipeline.

Tabular Foundation Models Can Do Survival Analysis

While tabular foundation models have achieved remarkable success in classification and regression, adapting them to model time-to-event outcomes for survival analysis is non-trivial due to right-censoring, where data observations may end before the event occurs. We develop a classification-based framework that reformulates both static and dynamic survival analysis as a series of binary classification problems by discretizing event times. Censored observations are naturally handled as examples with missing labels at certain time points. This classification formulation enables existing tabular foundation models to perform survival analysis through in-context learning without explicit training. We prove that under standard censoring assumptions, minimizing our binary classification loss recovers the true survival probabilities as the training set size increases. We demonstrate through evaluation across $53$ real-world datasets that off-the-shelf tabular foundation models with this classification formulation outperform classical and deep learning baselines on average over multiple survival metrics.

DA-SPS: A Dual-stage Network based on Singular Spectrum Analysis, Patching-strategy and Spearman-correlation for Multivariate Time-series Prediction

Multivariate time-series forecasting, as a typical problem in the field of time series prediction, has a wide range of applications in weather forecasting, traffic flow prediction, and other scenarios. However, existing works do not effectively consider the impact of extraneous variables on the prediction of the target variable. On the other hand, they fail to fully extract complex sequence information based on various time patterns of the sequences. To address these drawbacks, we propose a DA-SPS model, which adopts different modules for feature extraction based on the information characteristics of different variables. DA-SPS mainly consists of two stages: the target variable processing stage (TVPS) and the extraneous variables processing stage (EVPS). In TVPS, the model first uses Singular Spectrum Analysis (SSA) to process the target variable sequence and then uses Long Short-Term Memory (LSTM) and P-Conv-LSTM which deploys a patching strategy to extract features from trend and seasonality components, respectively. In EVPS, the model filters extraneous variables that have a strong correlation with the target variate by using Spearman correlation analysis and further analyses them using the L-Attention module which consists of LSTM and attention mechanism. Finally, the results obtained by TVPS and EVPS are combined through weighted summation and linear mapping to produce the final prediction. The results on four public datasets demonstrate that the DA-SPS model outperforms existing state-of-the-art methods. Additionally, its performance in real-world scenarios is further validated using a private dataset collected by ourselves, which contains the test items' information on laptop motherboards.

Let Experts Feel Uncertainty: A Multi-Expert Label Distribution Approach to Probabilistic Time Series Forecasting

Time series forecasting in real-world applications requires both high predictive accuracy and interpretable uncertainty quantification. Traditional point prediction methods often fail to capture the inherent uncertainty in time series data, while existing probabilistic approaches struggle to balance computational efficiency with interpretability. We propose a novel Multi-Expert Learning Distributional Labels (LDL) framework that addresses these challenges through mixture-of-experts architectures with distributional learning capabilities. Our approach introduces two complementary methods: (1) Multi-Expert LDL, which employs multiple experts with different learned parameters to capture diverse temporal patterns, and (2) Pattern-Aware LDL-MoE, which explicitly decomposes time series into interpretable components (trend, seasonality, changepoints, volatility) through specialized sub-experts. Both frameworks extend traditional point prediction to distributional learning, enabling rich uncertainty quantification through Maximum Mean Discrepancy (MMD). We evaluate our methods on aggregated sales data derived from the M5 dataset, demonstrating superior performance compared to baseline approaches. The continuous Multi-Expert LDL achieves the best overall performance, while the Pattern-Aware LDL-MoE provides enhanced interpretability through component-wise analysis. Our frameworks successfully balance predictive accuracy with interpretability, making them suitable for real-world forecasting applications where both performance and actionable insights are crucial.

Multi-Modal Time Series Prediction via Mixture of Modulated Experts

Real-world time series exhibit complex and evolving dynamics, making accurate forecasting extremely challenging. Recent multi-modal forecasting methods leverage textual information such as news reports to improve prediction, but most rely on token-level fusion that mixes temporal patches with language tokens in a shared embedding space. However, such fusion can be ill-suited when high-quality time-text pairs are scarce and when time series exhibit substantial variation in scale and characteristics, thus complicating cross-modal alignment. In parallel, Mixture-of-Experts (MoE) architectures have proven effective for both time series modeling and multi-modal learning, yet many existing MoE-based modality integration methods still depend on token-level fusion. To address this, we propose Expert Modulation, a new paradigm for multi-modal time series prediction that conditions both routing and expert computation on textual signals, enabling direct and efficient cross-modal control over expert behavior. Through comprehensive theoretical analysis and experiments, our proposed method demonstrates substantial improvements in multi-modal time series prediction. The current code is available at https://github.com/BruceZhangReve/MoME

Echo State Networks for Time Series Forecasting: Hyperparameter Sweep and Benchmarking

This paper investigates the forecasting performance of Echo State Networks (ESNs) for univariate time series forecasting using a subset of the M4 Forecasting Competition dataset. Focusing on monthly and quarterly time series with at most 20 years of historical data, we evaluate whether a fully automatic, purely feedback-driven ESN can serve as a competitive alternative to widely used statistical forecasting methods. The study adopts a rigorous two-stage evaluation approach: a Parameter dataset is used to conduct an extensive hyperparameter sweep covering leakage rate, spectral radius, reservoir size, and information criteria for regularization, resulting in over four million ESN model fits; a disjoint Forecast dataset is then used for out-of-sample accuracy assessment. Forecast accuracy is measured using MASE and sMAPE and benchmarked against simple benchmarks like drift and seasonal naive and statistical models like ARIMA, ETS, and TBATS. The hyperparameter analysis reveals consistent and interpretable patterns, with monthly series favoring moderately persistent reservoirs and quarterly series favoring more contractive dynamics. Across both frequencies, high leakage rates are preferred, while optimal spectral radii and reservoir sizes vary with temporal resolution. In the out-of-sample evaluation, the ESN performs on par with ARIMA and TBATS for monthly data and achieves the lowest mean MASE for quarterly data, while requiring lower computational cost than the more complex statistical models. Overall, the results demonstrate that ESNs offer a compelling balance between predictive accuracy, robustness, and computational efficiency, positioning them as a practical option for automated time series forecasting.

Bonnet: Ultra-fast whole-body bone segmentation from CT scans

This work proposes Bonnet, an ultra-fast sparse-volume pipeline for whole-body bone segmentation from CT scans. Accurate bone segmentation is important for surgical planning and anatomical analysis, but existing 3D voxel-based models such as nnU-Net and STU-Net require heavy computation and often take several minutes per scan, which limits time-critical use. The proposed Bonnet addresses this by integrating a series of novel framework components including HU-based bone thresholding, patch-wise inference with a sparse spconv-based U-Net, and multi-window fusion into a full-volume prediction. Trained on TotalSegmentator and evaluated without additional tuning on RibSeg, CT-Pelvic1K, and CT-Spine1K, Bonnet achieves high Dice across ribs, pelvis, and spine while running in only 2.69 seconds per scan on an RTX A6000. Compared to strong voxel baselines, Bonnet attains a similar accuracy but reduces inference time by roughly 25x on the same hardware and tiling setup. The toolkit and pre-trained models will be released at https://github.com/HINTLab/Bonnet.

Learnable Koopman-Enhanced Transformer-Based Time Series Forecasting with Spectral Control

This paper proposes a unified family of learnable Koopman operator parameterizations that integrate linear dynamical systems theory with modern deep learning forecasting architectures. We introduce four learnable Koopman variants-scalar-gated, per-mode gated, MLP-shaped spectral mapping, and low-rank Koopman operators which generalize and interpolate between strictly stable Koopman operators and unconstrained linear latent dynamics. Our formulation enables explicit control over the spectrum, stability, and rank of the linear transition operator while retaining compatibility with expressive nonlinear backbones such as Patchtst, Autoformer, and Informer. We evaluate the proposed operators in a large-scale benchmark that also includes LSTM, DLinear, and simple diagonal State-Space Models (SSMs), as well as lightweight transformer variants. Experiments across multiple horizons and patch lengths show that learnable Koopman models provide a favorable bias-variance trade-off, improved conditioning, and more interpretable latent dynamics. We provide a full spectral analysis, including eigenvalue trajectories, stability envelopes, and learned spectral distributions. Our results demonstrate that learnable Koopman operators are effective, stable, and theoretically principled components for deep forecasting.