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.
Foundation models have transformed language, vision, and time series data analysis, yet progress on dynamic predictions for physical systems remains limited. Given the complexity of physical constraints, two challenges stand out. $(i)$ Physics-computation scalability: physics-informed learning can enforce physical regularization, but its computation (e.g., ODE integration) does not scale to extensive systems. $(ii)$ Knowledge-sharing efficiency: the attention mechanism is primarily computed within each system, which limits the extraction of shared ODE structures across systems. We show that enforcing ODE consistency does not require expensive nonlinear integration: a token-wise locally linear ODE representation preserves physical fidelity while scaling to foundation-model regimes. Thus, we propose novel token representations that respect locally linear ODE evolution. Such linearity substantially accelerates integration while accurately approximating the local data manifold. Second, we introduce a simple yet effective inter-system attention that augments attention with a common structure hub (CSH) that stores shared tokens and aggregates knowledge across systems. The resulting model, termed LASS-ODE (\underline{LA}rge-\underline{S}cale \underline{S}mall \underline{ODE}), is pretrained on our $40$GB ODE trajectory collections to enable strong in-domain performance, zero-shot generalization across diverse ODE systems, and additional improvements through fine-tuning.
As a fundamental data mining task, unsupervised time series anomaly detection (TSAD) aims to build a model for identifying abnormal timestamps without assuming the availability of annotations. A key challenge in unsupervised TSAD is that many anomalies are too subtle to exhibit detectable deviation in any single view (e.g., time domain), and instead manifest as inconsistencies across multiple views like time, frequency, and a mixture of resolutions. However, most cross-view methods rely on feature or score fusion and do not enforce analysis-synthesis consistency, meaning the frequency branch is not required to reconstruct the time signal through an inverse transform, and vice versa. In this paper, we present Learnable Fusion of Tri-view Tokens (LEFT), a unified unsupervised TSAD framework that models anomalies as inconsistencies across complementary representations. LEFT learns feature tokens from three views of the same input time series: frequency-domain tokens that embed periodicity information, time-domain tokens that capture local dynamics, and multi-scale tokens that learns abnormal patterns at varying time series granularities. By learning a set of adaptive Nyquist-constrained spectral filters, the original time series is rescaled into multiple resolutions and then encoded, allowing these multi-scale tokens to complement the extracted frequency- and time-domain information. When generating the fused representation, we introduce a novel objective that reconstructs fine-grained targets from coarser multi-scale structure, and put forward an innovative time-frequency cycle consistency constraint to explicitly regularize cross-view agreement. Experiments on real-world benchmarks show that LEFT yields the best detection accuracy against SOTA baselines, while achieving a 5x reduction on FLOPs and 8x speed-up for training.
Change Point Detection (CPD) is a critical task in time series analysis, aiming to identify moments when the underlying data-generating process shifts. Traditional CPD methods often rely on unsupervised techniques, which lack adaptability to task-specific definitions of change and cannot benefit from user knowledge. To address these limitations, we propose MuRAL-CPD, a novel semi-supervised method that integrates active learning into a multiresolution CPD algorithm. MuRAL-CPD leverages a wavelet-based multiresolution decomposition to detect changes across multiple temporal scales and incorporates user feedback to iteratively optimize key hyperparameters. This interaction enables the model to align its notion of change with that of the user, improving both accuracy and interpretability. Our experimental results on several real-world datasets show the effectiveness of MuRAL-CPD against state-of-the-art methods, particularly in scenarios where minimal supervision is available.
Deep models based on vision transformer (ViT) and convolutional neural network (CNN) have demonstrated remarkable performance on natural datasets. However, these models may not be similar in medical imaging, where abnormal regions cover only a small portion of the image. This challenge motivates this study to investigate the latest deep models for bladder cancer classification tasks. We propose the following to evaluate these deep models: 1) standard classification using 13 models (four CNNs and eight transormer-based models), 2) calibration analysis to examine if these models are well calibrated for bladder cancer classification, and 3) we use GradCAM++ to evaluate the interpretability of these models for clinical diagnosis. We simulate $\sim 300$ experiments on a publicly multicenter bladder cancer dataset, and the experimental results demonstrate that the ConvNext series indicate limited generalization ability to classify bladder cancer images (e.g., $\sim 60\%$ accuracy). In addition, ViTs show better calibration effects compared to ConvNext and swin transformer series. We also involve test time augmentation to improve the models interpretability. Finally, no model provides a one-size-fits-all solution for a feasible interpretable model. ConvNext series are suitable for in-distribution samples, while ViT and its variants are suitable for interpreting out-of-distribution samples.
We propose Laplacian In-context Spectral Analysis (LISA), a method for inference-time adaptation of Laplacian-based time-series models using only an observed prefix. LISA combines delay-coordinate embeddings and Laplacian spectral learning to produce diffusion-coordinate state representations, together with a frozen nonlinear decoder for one-step prediction. We introduce lightweight latent-space residual adapters based on either Gaussian-process regression or an attention-like Markov operator over context windows. Across forecasting and autoregressive rollout experiments, LISA improves over the frozen baseline and is often most beneficial under changing dynamics. This work links in-context adaptation to nonparametric spectral methods for dynamical systems.
Automatically discovering personalized sequential events from large-scale time-series data is crucial for enabling precision medicine in clinical research, yet it remains a formidable challenge even for contemporary AI models. For example, while transformers capture rich associations, they are mostly agnostic to event timing and ordering, thereby bypassing potential causal reasoning. Intuitively, we need a method capable of evaluating the "degree of alignment" among patient-specific trajectories and identifying their shared patterns, i.e., the significant events in a consistent sequence. This necessitates treating timing as a true \emph{computable} dimension, allowing models to assign ``relative timestamps'' to candidate events beyond their observed physical times. In this work, we introduce LITT, a novel Timing-Transformer architecture that enables temporary alignment of sequential events on a virtual ``relative timeline'', thereby enabling \emph{event-timing-focused attention} and personalized interpretations of clinical trajectories. Its interpretability and effectiveness are validated on real-world longitudinal EHR data from 3,276 breast cancer patients to predict the onset timing of cardiotoxicity-induced heart disease. Furthermore, LITT outperforms both the benchmark and state-of-the-art survival analysis methods on public datasets, positioning it as a significant step forward for precision medicine in clinical AI.
Recovering a unique causal graph from observational data is an ill-posed problem because multiple generating mechanisms can lead to the same observational distribution. This problem becomes solvable only by exploiting specific structural or distributional assumptions. While recent work has separately utilized time-series dynamics or multi-environment heterogeneity to constrain this problem, we integrate both as complementary sources of heterogeneity. This integration yields unified necessary identifiability conditions and enables a rigorous analysis of the statistical limits of recovery under thin versus heavy-tailed noise. In particular, temporal structure is shown to effectively substitute for missing environmental diversity, possibly achieving identifiability even under insufficient heterogeneity. Extending this analysis to heavy-tailed (Student's t) distributions, we demonstrate that while geometric identifiability conditions remain invariant, the sample complexity diverges significantly from the Gaussian baseline. Explicit information-theoretic bounds quantify this cost of robustness, establishing the fundamental limits of covariance-based causal graph recovery methods in realistic non-stationary systems. This work shifts the focus from whether causal structure is identifiable to whether it is statistically recoverable in practice.
We study the performance of transformer architectures for multivariate time-series forecasting in low-data regimes consisting of only a few years of daily observations. Using synthetically generated processes with known temporal and cross-sectional dependency structures and varying signal-to-noise ratios, we conduct bootstrapped experiments that enable direct evaluation via out-of-sample correlations with the optimal ground-truth predictor. We show that two-way attention transformers, which alternate between temporal and cross-sectional self-attention, can outperform standard baselines-Lasso, boosting methods, and fully connected multilayer perceptrons-across a wide range of settings, including low signal-to-noise regimes. We further introduce a dynamic sparsification procedure for attention matrices applied during training, and demonstrate that it becomes significantly effective in noisy environments, where the correlation between the target variable and the optimal predictor is on the order of a few percent. Analysis of the learned attention patterns reveals interpretable structure and suggests connections to sparsity-inducing regularization in classical regression, providing insight into why these models generalize effectively under noise.
Time Series Foundation Models (TSFMs) are a powerful paradigm for time series analysis and are often enhanced by synthetic data augmentation to improve the training data quality. Existing augmentation methods, however, typically rely on heuristics and static paradigms. Motivated by dynamic data optimization, which shows that the contribution of samples varies across training stages, we propose OATS (Online Data Augmentation for Time Series Foundation Models), a principled strategy that generates synthetic data tailored to different training steps. OATS leverages valuable training samples as principled guiding signals and dynamically generates high-quality synthetic data conditioned on them. We further design a diffusion-based framework to produce realistic time series and introduce an explore-exploit mechanism to balance efficiency and effectiveness. Experiments on TSFMs demonstrate that OATS consistently outperforms regular training and yields substantial performance gains over static data augmentation baselines across six validation datasets and two TSFM architectures. The code is available at the link https://github.com/microsoft/TimeCraft.
Time series forecasting requires capturing patterns across multiple temporal scales while maintaining computational efficiency. This paper introduces AWGformer, a novel architecture that integrates adaptive wavelet decomposition with cross-scale attention mechanisms for enhanced multi-variate time series prediction. Our approach comprises: (1) an Adaptive Wavelet Decomposition Module (AWDM) that dynamically selects optimal wavelet bases and decomposition levels based on signal characteristics; (2) a Cross-Scale Feature Fusion (CSFF) mechanism that captures interactions between different frequency bands through learnable coupling matrices; (3) a Frequency-Aware Multi-Head Attention (FAMA) module that weights attention heads according to their frequency selectivity; (4) a Hierarchical Prediction Network (HPN) that generates forecasts at multiple resolutions before reconstruction. Extensive experiments on benchmark datasets demonstrate that AWGformer achieves significant average improvements over state-of-the-art methods, with particular effectiveness on multi-scale and non-stationary time series. Theoretical analysis provides convergence guarantees and establishes the connection between our wavelet-guided attention and classical signal processing principles.