Topic:Time Series Analysis
What is Time Series Analysis? 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.
Papers and Code
Jul 15, 2025
Abstract:With advancements in computing and communication technologies, the Internet of Things (IoT) has seen significant growth. IoT devices typically collect data from various sensors, such as temperature, humidity, and energy meters. Much of this data is temporal in nature. Traditionally, data from IoT devices is centralized for analysis, but this approach introduces delays and increased communication costs. Federated learning (FL) has emerged as an effective alternative, allowing for model training across distributed devices without the need to centralize data. In many applications, such as smart home energy and environmental monitoring, the data collected by IoT devices across different locations can exhibit significant variation in trends and seasonal patterns. Accurately forecasting such non-stationary, non-linear time-series data is crucial for applications like energy consumption estimation and weather forecasting. However, these data variations can severely impact prediction accuracy. The key contributions of this paper are: (1) Investigating how non-linear, non-stationary time-series data distributions, like generalized extreme value (gen-extreme) and log norm distributions, affect FL performance. (2) Analyzing how different detrending techniques for non-linear time-series data influence the forecasting model's performance in a FL setup. We generated several synthetic time-series datasets using non-linear data distributions and trained an LSTM-based forecasting model using both centralized and FL approaches. Additionally, we evaluated the impact of detrending on real-world datasets with non-linear time-series data distributions. Our experimental results show that: (1) FL performs worse than centralized approaches when dealing with non-linear data distributions. (2) The use of appropriate detrending techniques improves FL performance, reducing loss across different data distributions.
* Preprint of paper to appear in the proceedings of IEEE INTERNATIONAL
CONFERENCE ON EDGE COMPUTING & COMMUNICATIONS EDGE 2025
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Jul 23, 2025
Abstract:The widespread adoption of Artificial Intelligence (AI) and Machine Learning (ML) comes with a significant environmental impact, particularly in terms of energy consumption and carbon emissions. This pressing issue highlights the need for innovative solutions to mitigate AI's ecological footprint. One of the key factors influencing the energy consumption of ML model training is the size of the training dataset. ML models are often trained on vast amounts of data continuously generated by sensors and devices distributed across multiple locations. To reduce data transmission costs and enhance privacy, Federated Learning (FL) enables model training without the need to move or share raw data. While FL offers these advantages, it also introduces challenges due to the heterogeneity of data sources (related to volume and quality), computational node capabilities, and environmental impact. This paper contributes to the advancement of Green AI by proposing a data-centric approach to Green Federated Learning. Specifically, we focus on reducing FL's environmental impact by minimizing the volume of training data. Our methodology involves the analysis of the characteristics of federated datasets, the selecting of an optimal subset of data based on quality metrics, and the choice of the federated nodes with the lowest environmental impact. We develop a comprehensive methodology that examines the influence of data-centric factors, such as data quality and volume, on FL training performance and carbon emissions. Building on these insights, we introduce an interactive recommendation system that optimizes FL configurations through data reduction, minimizing environmental impact during training. Applying this methodology to time series classification has demonstrated promising results in reducing the environmental impact of FL tasks.
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Jun 15, 2025
Abstract:Recent advances in Large Language Models (LLMs) have demonstrated new possibilities for accurate and efficient time series analysis, but prior work often required heavy fine-tuning and/or ignored inter-series correlations. In this work, we explore simple and flexible prompt-based strategies that enable LLMs to perform time series forecasting without extensive retraining or the use of a complex external architecture. Through the exploration of specialized prompting methods that leverage time series decomposition, patch-based tokenization, and similarity-based neighbor augmentation, we find that it is possible to enhance LLM forecasting quality while maintaining simplicity and requiring minimal preprocessing of data. To this end, we propose our own method, PatchInstruct, which enables LLMs to make precise and effective predictions.
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Jun 10, 2025
Abstract:While adversarial robustness and generalization have individually received substantial attention in the recent literature on quantum machine learning, their interplay is much less explored. In this chapter, we address this interplay for variational quantum models, which were recently proposed as function approximators in supervised learning. We discuss recent results quantifying both robustness and generalization via Lipschitz bounds, which explicitly depend on model parameters. Thus, they give rise to a regularization-based training approach for robust and generalizable quantum models, highlighting the importance of trainable data encoding strategies. The practical implications of the theoretical results are demonstrated with an application to time series analysis.
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Jul 17, 2025
Abstract:Inspired by edge detection based on the decay behavior of wavelet coefficients, we introduce a (near) linear-time algorithm for detecting the local regularity in non-uniformly sampled multivariate signals. Our approach quantifies regularity within the framework of microlocal spaces introduced by Jaffard. The central tool in our analysis is the fast samplet transform, a distributional wavelet transform tailored to scattered data. We establish a connection between the decay of samplet coefficients and the pointwise regularity of multivariate signals. As a by product, we derive decay estimates for functions belonging to classical H\"older spaces and Sobolev-Slobodeckij spaces. While traditional wavelets are effective for regularity detection in low-dimensional structured data, samplets demonstrate robust performance even for higher dimensional and scattered data. To illustrate our theoretical findings, we present extensive numerical studies detecting local regularity of one-, two- and three-dimensional signals, ranging from non-uniformly sampled time series over image segmentation to edge detection in point clouds.
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Jul 16, 2025
Abstract:In MIMO systems, the presence of phase noise is a significant factor that can degrade performance. For MIMO testbeds build from SDR devices, phase noise cannot be ignored, particular in applications that require phase synchronization. This is especially relevant in MIMO systems that employ digital beamforming, where precise phase alignment is crucial. Accordingly, accurate phase noise modelling of SDR devices is essential. However, the information provided in data sheets for different SDR models varies widely and is often insufficient for comprehensive characterization of their phase noise performance. While numerical simulations of PLL phase noise behavior are documented in the literature, there is a lack of extensive measurements supported by appropriate system modelling. In this work, we present a practical phase noise modeling methodology applied to an SDR from the USRP X310 series. Based on measurement data, we derive estimates of key PLL performance indicators such as cycle-to-cycle jitter, oscillator constants, and PLL bandwidth. Furthermore, we propose a parametric model for the phase noise PSD of the PLL circuit and provide corresponding parameter estimates. This model can be used for further investigation into the impact of phase noise on MIMO system performance implemented by similar SDR devices.
* 14 Pages
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Jun 25, 2025
Abstract:Recurrent neural networks (RNNs), particularly LSTMs, are effective for time-series tasks like sentiment analysis and short-term stock prediction. However, their computational complexity poses challenges for real-time deployment in resource constrained environments. While FPGAs offer a promising platform for energy-efficient AI acceleration, existing tools mainly target feed-forward networks, and LSTM acceleration typically requires full custom implementation. In this paper, we address this gap by leveraging the open-source and extensible FINN framework to enable the generalized deployment of LSTMs on FPGAs. Specifically, we leverage the Scan operator from the Open Neural Network Exchange (ONNX) specification to model the recurrent nature of LSTM computations, enabling support for mixed quantisation within them and functional verification of LSTM-based models. Furthermore, we introduce custom transformations within the FINN compiler to map the quantised ONNX computation graph to hardware blocks from the HLS kernel library of the FINN compiler and Vitis HLS. We validate the proposed tool-flow by training a quantised ConvLSTM model for a mid-price stock prediction task using the widely used dataset and generating a corresponding hardware IP of the model using our flow, targeting the XCZU7EV device. We show that the generated quantised ConvLSTM accelerator through our flow achieves a balance between performance (latency) and resource consumption, while matching (or bettering) inference accuracy of state-of-the-art models with reduced precision. We believe that the generalisable nature of the proposed flow will pave the way for resource-efficient RNN accelerator designs on FPGAs.
* 9 pages, 6 figures, 5 tables, Accepted for publication in IEEE
FPL-2025 (https://2025.fpl.org/)
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Jun 17, 2025
Abstract:Koopman operator theory provides a framework for nonlinear dynamical system analysis and time-series forecasting by mapping dynamics to a space of real-valued measurement functions, enabling a linear operator representation. Despite the advantage of linearity, the operator is generally infinite-dimensional. Therefore, the objective is to learn measurement functions that yield a tractable finite-dimensional Koopman operator approximation. In this work, we establish a connection between Koopman operator approximation and linear Recurrent Neural Networks (RNNs), which have recently demonstrated remarkable success in sequence modeling. We show that by considering an extended state consisting of lagged observations, we can establish an equivalence between a structured Koopman operator and linear RNN updates. Building on this connection, we present SKOLR, which integrates a learnable spectral decomposition of the input signal with a multilayer perceptron (MLP) as the measurement functions and implements a structured Koopman operator via a highly parallel linear RNN stack. Numerical experiments on various forecasting benchmarks and dynamical systems show that this streamlined, Koopman-theory-based design delivers exceptional performance.
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May 29, 2025
Abstract:Transformer-based models have gained increasing attention in time series research, driving interest in Large Language Models (LLMs) and foundation models for time series analysis. As the field moves toward multi-modality, Large Vision Models (LVMs) are emerging as a promising direction. In the past, the effectiveness of Transformer and LLMs in time series has been debated. When it comes to LVMs, a similar question arises: are LVMs truely useful for time series analysis? To address it, we design and conduct the first principled study involving 4 LVMs, 8 imaging methods, 18 datasets and 26 baselines across both high-level (classification) and low-level (forecasting) tasks, with extensive ablation analysis. Our findings indicate LVMs are indeed useful for time series classification but face challenges in forecasting. Although effective, the contemporary best LVM forecasters are limited to specific types of LVMs and imaging methods, exhibit a bias toward forecasting periods, and have limited ability to utilize long look-back windows. We hope our findings could serve as a cornerstone for future research on LVM- and multimodal-based solutions to different time series tasks.
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Jun 16, 2025
Abstract:With the rapid advancement of aerospace technology and the large-scale deployment of low Earth orbit (LEO) satellite constellations, the challenges facing astronomical observations and deep space exploration have become increasingly pronounced. As a result, the demand for high-precision orbital data on space objects-along with comprehensive analyses of satellite positioning, constellation configurations, and deep space satellite dynamics-has grown more urgent. However, there remains a notable lack of publicly accessible, real-world datasets to support research in areas such as space object maneuver behavior prediction and collision risk assessment. This study seeks to address this gap by collecting and curating a representative dataset of maneuvering behavior from Starlink satellites. The dataset integrates Two-Line Element (TLE) catalog data with corresponding high-precision ephemeris data, thereby enabling a more realistic and multidimensional modeling of space object behavior. It provides valuable insights into practical deployment of maneuver detection methods and the evaluation of collision risks in increasingly congested orbital environments.
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