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.
In dynamical systems reconstruction (DSR) we aim to recover the dynamical system (DS) underlying observed time series. Specifically, we aim to learn a generative surrogate model which approximates the underlying, data-generating DS, and recreates its long-term properties (`climate statistics'). In scientific and medical areas, in particular, these models need to be mechanistically tractable -- through their mathematical analysis we would like to obtain insight into the recovered system's workings. Piecewise-linear (PL), ReLU-based RNNs (PLRNNs) have a strong track-record in this regard, representing SOTA DSR models while allowing mathematical insight by virtue of their PL design. However, all current PLRNN variants are discrete-time maps. This is in disaccord with the assumed continuous-time nature of most physical and biological processes, and makes it hard to accommodate data arriving at irregular temporal intervals. Neural ODEs are one solution, but they do not reach the DSR performance of PLRNNs and often lack their tractability. Here we develop theory for continuous-time PLRNNs (cPLRNNs): We present a novel algorithm for training and simulating such models, bypassing numerical integration by efficiently exploiting their PL structure. We further demonstrate how important topological objects like equilibria or limit cycles can be determined semi-analytically in trained models. We compare cPLRNNs to both their discrete-time cousins as well as Neural ODEs on DSR benchmarks, including systems with discontinuities which come with hard thresholds.
Foundation models for agriculture are increasingly trained on massive spatiotemporal data (e.g., multi-spectral remote sensing, soil grids, and field-level management logs) and achieve strong performance on forecasting and monitoring. However, these models lack language-based reasoning and interactive capabilities, limiting their usefulness in real-world agronomic workflows. Meanwhile, large language models (LLMs) excel at interpreting and generating text, but cannot directly reason over high-dimensional, heterogeneous agricultural datasets. We bridge this gap with an agentic framework for agricultural science. It provides a Python execution environment, AgriWorld, exposing unified tools for geospatial queries over field parcels, remote-sensing time-series analytics, crop growth simulation, and task-specific predictors (e.g., yield, stress, and disease risk). On top of this environment, we design a multi-turn LLM agent, Agro-Reflective, that iteratively writes code, observes execution results, and refines its analysis via an execute-observe-refine loop. We introduce AgroBench, with scalable data generation for diverse agricultural QA spanning lookups, forecasting, anomaly detection, and counterfactual "what-if" analysis. Experiments outperform text-only and direct tool-use baselines, validating execution-driven reflection for reliable agricultural reasoning.
Anomaly detection (AD) for safety-critical IoT time series should be judged at the event level: reliability and earliness under realistic perturbations. Yet many studies still emphasize point-level results on curated base datasets, limiting value for model selection in practice. We introduce an evaluation protocol with unified event-level augmentations that simulate real-world issues: calibrated sensor dropout, linear and log drift, additive noise, and window shifts. We also perform sensor-level probing via mask-as-missing zeroing with per-channel influence estimation to support root-cause analysis. We evaluate 14 representative models on five public anomaly datasets (SWaT, WADI, SMD, SKAB, TEP) and two industrial datasets (steam turbine, nuclear turbogenerator) using unified splits and event aggregation. There is no universal winner: graph-structured models transfer best under dropout and long events (e.g., on SWaT under additive noise F1 drops 0.804->0.677 for a graph autoencoder, 0.759->0.680 for a graph-attention variant, and 0.762->0.756 for a hybrid graph attention model); density/flow models work well on clean stationary plants but can be fragile to monotone drift; spectral CNNs lead when periodicity is strong; reconstruction autoencoders become competitive after basic sensor vetting; predictive/hybrid dynamics help when faults break temporal dependencies but remain window-sensitive. The protocol also informs design choices: on SWaT under log drift, replacing normalizing flows with Gaussian density reduces high-stress F1 from ~0.75 to ~0.57, and fixing a learned DAG gives a small clean-set gain (~0.5-1.0 points) but increases drift sensitivity by ~8x.
Large language models (LLMs) have been introduced to time series forecasting (TSF) to incorporate contextual knowledge beyond numerical signals. However, existing studies question whether LLMs provide genuine benefits, often reporting comparable performance without LLMs. We show that such conclusions stem from limited evaluation settings and do not hold at scale. We conduct a large-scale study of LLM-based TSF (LLM4TSF) across 8 billion observations, 17 forecasting scenarios, 4 horizons, multiple alignment strategies, and both in-domain and out-of-domain settings. Our results demonstrate that \emph{LLM4TS indeed improves forecasting performance}, with especially large gains in cross-domain generalization. Pre-alignment outperforming post-alignment in over 90\% of tasks. Both pretrained knowledge and model architecture of LLMs contribute and play complementary roles: pretraining is critical under distribution shifts, while architecture excels at modeling complex temporal dynamics. Moreover, under large-scale mixed distributions, a fully intact LLM becomes indispensable, as confirmed by token-level routing analysis and prompt-based improvements. Overall, Our findings overturn prior negative assessments, establish clear conditions under which LLMs are not only useful, and provide practical guidance for effective model design. We release our code at https://github.com/EIT-NLP/LLM4TSF.
Deep learning has significantly improved time series classification, yet the lack of explainability in these models remains a major challenge. While Explainable AI (XAI) techniques aim to make model decisions more transparent, their effectiveness is often hindered by the high dimensionality and noise present in raw time series data. In this work, we investigate whether transforming time series into discrete latent representations-using methods such as Vector Quantized Variational Autoencoders (VQ-VAE) and Discrete Variational Autoencoders (DVAE)-not only preserves but enhances explainability by reducing redundancy and focusing on the most informative patterns. We show that applying XAI methods to these compressed representations leads to concise and structured explanations that maintain faithfulness without sacrificing classification performance. Additionally, we propose Similar Subsequence Accuracy (SSA), a novel metric that quantitatively assesses the alignment between XAI-identified salient subsequences and the label distribution in the training data. SSA provides a systematic way to validate whether the features highlighted by XAI methods are truly representative of the learned classification patterns. Our findings demonstrate that discrete latent representations not only retain the essential characteristics needed for classification but also offer a pathway to more compact, interpretable, and computationally efficient explanations in time series analysis.
Time series anomaly detection is critical in many real-world applications, where effective solutions must localize anomalous regions and support reliable decision-making under complex settings. However, most existing methods frame anomaly detection as a purely discriminative prediction task with fixed feature inputs, rather than an evidence-driven diagnostic process. As a result, they often struggle when anomalies exhibit strong context dependence or diverse patterns. We argue that these limitations stem from the lack of adaptive feature preparation, reasoning-aware detection, and iterative refinement during inference. To address these challenges, we propose AnomaMind, an agentic time series anomaly detection framework that reformulates anomaly detection as a sequential decision-making process. AnomaMind operates through a structured workflow that progressively localizes anomalous intervals in a coarse-to-fine manner, augments detection through multi-turn tool interactions for adaptive feature preparation, and refines anomaly decisions via self-reflection. The workflow is supported by a set of reusable tool engines, enabling context-aware diagnostic analysis. A key design of AnomaMind is an explicitly designed hybrid inference mechanism for tool-augmented anomaly detection. In this mechanism, general-purpose models are responsible for autonomous tool interaction and self-reflective refinement, while core anomaly detection decisions are learned through reinforcement learning under verifiable workflow-level feedback, enabling task-specific optimization within a flexible reasoning framework. Extensive experiments across diverse settings demonstrate that AnomaMind consistently improves anomaly detection performance. The code is available at https://anonymous.4open.science/r/AnomaMind.
We study parametric change-point detection, where the goal is to identify distributional changes in time series, under local differential privacy. In the non-private setting, we derive improved finite-sample accuracy guarantees for a change-point detection algorithm based on the generalized log-likelihood ratio test, via martingale methods. In the private setting, we propose two locally differentially private algorithms based on randomized response and binary mechanisms, and analyze their theoretical performance. We derive bounds on detection accuracy and validate our results through empirical evaluation. Our results characterize the statistical cost of local differential privacy in change-point detection and show how privacy degrades performance relative to a non-private benchmark. As part of this analysis, we establish a structural result for strong data processing inequalities (SDPI), proving that SDPI coefficients for Rényi divergences and their symmetric variants (Jeffreys-Rényi divergences) are achieved by binary input distributions. These results on SDPI coefficients are also of independent interest, with applications to statistical estimation, data compression, and Markov chain mixing.
Large Language Models (LLMs) have demonstrated strong semantic reasoning across multimodal domains. However, their integration with graph-based models of brain connectivity remains limited. In addition, most existing fMRI analysis methods rely on static Functional Connectivity (FC) representations, which obscure transient neural dynamics critical for neurodevelopmental disorders such as autism. Recent state-space approaches, including Mamba, model temporal structure efficiently, but are typically used as standalone feature extractors without explicit high-level reasoning. We propose NeuroMambaLLM, an end-to-end framework that integrates dynamic latent graph learning and selective state-space temporal modelling with LLMs. The proposed method learns the functional connectivity dynamically from raw Blood-Oxygen-Level-Dependent (BOLD) time series, replacing fixed correlation graphs with adaptive latent connectivity while suppressing motion-related artifacts and capturing long-range temporal dependencies. The resulting dynamic brain representations are projected into the embedding space of an LLM model, where the base language model remains frozen and lightweight low-rank adaptation (LoRA) modules are trained for parameter-efficient alignment. This design enables the LLM to perform both diagnostic classification and language-based reasoning, allowing it to analyze dynamic fMRI patterns and generate clinically meaningful textual reports.
Anomaly detection and root cause analysis (RCA) are critical for ensuring the safety and resilience of cyber-physical systems such as power grids. However, existing machine learning models for time series anomaly detection often operate as black boxes, offering only binary outputs without any explanation, such as identifying anomaly type and origin. To address this challenge, we propose Power Interpretable Causality Ordinary Differential Equation (PICODE) Networks, a unified, causality-informed architecture that jointly performs anomaly detection along with the explanation why it is detected as an anomaly, including root cause localization, anomaly type classification, and anomaly shape characterization. Experimental results in power systems demonstrate that PICODE achieves competitive detection performance while offering improved interpretability and reduced reliance on labeled data or external causal graphs. We provide theoretical results demonstrating the alignment between the shape of anomaly functions and the changes in the weights of the extracted causal graphs.
Cognitive load, the mental effort required during working memory, is central to neuroscience, psychology, and human-computer interaction. Accurate assessment is vital for adaptive learning, clinical monitoring, and brain-computer interfaces. Physiological signals such as pupillometry and electroencephalography are established biomarkers of cognitive load, but their comparative utility and practical integration as lightweight, wearable monitoring solutions remain underexplored. EEG provides high temporal resolution of neural activity. Although non-invasive, it is technologically demanding and limited in wearability and cost due to its resource-intensive nature, whereas pupillometry is non-invasive, portable, and scalable. Existing studies often rely on deep learning models with limited interpretability and substantial computational expense. This study integrates feature-based and model-driven approaches to advance time-series analysis. Using the OpenNeuro 'Digit Span Task' dataset, this study investigates cognitive load classification from EEG and pupillometry. Feature-based approaches using Catch-22 features and classical machine learning models outperform deep learning in both binary and multiclass tasks. The findings demonstrate that pupillometry alone can compete with EEG, serving as a portable and practical proxy for real-world applications. These results challenge the assumption that EEG is necessary for load detection, showing that pupil dynamics combined with interpretable models and SHAP based feature analysis provide physiologically meaningful insights. This work supports the development of wearable, affordable cognitive monitoring systems for neuropsychiatry, education, and healthcare.