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.
Market generators using deep generative models have shown promise for synthetic financial data generation, but existing approaches lack causal reasoning capabilities essential for counterfactual analysis and risk assessment. We propose a Time-series Neural Causal Model VAE (TNCM-VAE) that combines variational autoencoders with structural causal models to generate counterfactual financial time series while preserving both temporal dependencies and causal relationships. Our approach enforces causal constraints through directed acyclic graphs in the decoder architecture and employs the causal Wasserstein distance for training. We validate our method on synthetic autoregressive models inspired by the Ornstein-Uhlenbeck process, demonstrating superior performance in counterfactual probability estimation with L1 distances as low as 0.03-0.10 compared to ground truth. The model enables financial stress testing, scenario analysis, and enhanced backtesting by generating plausible counterfactual market trajectories that respect underlying causal mechanisms.
Pre-trained Time Series Foundational Models (TSFMs) represent a significant advance, capable of forecasting diverse time series with complex characteristics, including varied seasonalities, trends, and long-range dependencies. Despite their primary goal of universal time series forecasting, their efficacy is far from uniform; divergent training protocols and data sources cause individual TSFMs to exhibit highly variable performance across different forecasting tasks, domains, and horizons. Leveraging this complementary expertise by arbitrating existing TSFM outputs presents a compelling strategy, yet this remains a largely unexplored area of research. In this paper, we conduct a thorough examination of how different TSFMs exhibit specialized performance profiles across various forecasting settings, and how we can effectively leverage this behavior in arbitration between different time series models. We specifically analyze how factors such as model selection and forecast horizon distribution can influence the efficacy of arbitration strategies. Based on this analysis, we propose Synapse, a novel arbitration framework for TSFMs. Synapse is designed to dynamically leverage a pool of TSFMs, assign and adjust predictive weights based on their relative, context-dependent performance, and construct a robust forecast distribution by adaptively sampling from the output quantiles of constituent models. Experimental results demonstrate that Synapse consistently outperforms other popular ensembling techniques as well as individual TSFMs, demonstrating Synapse's efficacy in time series forecasting.
Agentic AI systems and Physical or Embodied AI systems have been two key research verticals at the forefront of Artificial Intelligence and Robotics, with Model Context Protocol (MCP) increasingly becoming a key component and enabler of agentic applications. However, the literature at the intersection of these verticals, i.e., Agentic Embodied AI, remains scarce. This paper introduces an MCP server for analyzing ROS and ROS 2 bags, allowing for analyzing, visualizing and processing robot data with natural language through LLMs and VLMs. We describe specific tooling built with robotics domain knowledge, with our initial release focused on mobile robotics and supporting natively the analysis of trajectories, laser scan data, transforms, or time series data. This is in addition to providing an interface to standard ROS 2 CLI tools ("ros2 bag list" or "ros2 bag info"), as well as the ability to filter bags with a subset of topics or trimmed in time. Coupled with the MCP server, we provide a lightweight UI that allows the benchmarking of the tooling with different LLMs, both proprietary (Anthropic, OpenAI) and open-source (through Groq). Our experimental results include the analysis of tool calling capabilities of eight different state-of-the-art LLM/VLM models, both proprietary and open-source, large and small. Our experiments indicate that there is a large divide in tool calling capabilities, with Kimi K2 and Claude Sonnet 4 demonstrating clearly superior performance. We also conclude that there are multiple factors affecting the success rates, from the tool description schema to the number of arguments, as well as the number of tools available to the models. The code is available with a permissive license at https://github.com/binabik-ai/mcp-rosbags.
Accurate and interpretable predictions of depression severity are essential for clinical decision support, yet existing models often lack uncertainty estimates and temporal modeling. We propose PTTSD, a Probabilistic Textual Time Series Depression Detection framework that predicts PHQ-8 scores from utterance-level clinical interviews while modeling uncertainty over time. PTTSD includes sequence-to-sequence and sequence-to-one variants, both combining bidirectional LSTMs, self-attention, and residual connections with Gaussian or Student-t output heads trained via negative log-likelihood. Evaluated on E-DAIC and DAIC-WOZ, PTTSD achieves state-of-the-art performance among text-only systems (e.g., MAE = 3.85 on E-DAIC, 3.55 on DAIC) and produces well-calibrated prediction intervals. Ablations confirm the value of attention and probabilistic modeling, while comparisons with MentalBERT establish generality. A three-part calibration analysis and qualitative case studies further highlight the interpretability and clinical relevance of uncertainty-aware forecasting.
Foundation models for time series are emerging as powerful general-purpose backbones, yet their potential for domain-specific biomedical signals such as electroencephalography (EEG) remains rather unexplored. In this work, we investigate the applicability a recently proposed time series classification foundation model, to a different EEG tasks such as motor imagery classification and sleep stage prediction. We test two pretraining regimes: (a) pretraining on heterogeneous real-world time series from multiple domains, and (b) pretraining on purely synthetic data. We find that both variants yield strong performance, consistently outperforming EEGNet, a widely used convolutional baseline, and CBraMod, the most recent EEG-specific foundation model. These results suggest that generalist time series foundation models, even when pretrained on data of non-neural origin or on synthetic signals, can transfer effectively to EEG. Our findings highlight the promise of leveraging cross-domain pretrained models for brain signal analysis, suggesting that EEG may benefit from advances in the broader time series literature.
Historical maps are unique and valuable archives that document geographic features across different time periods. However, automated analysis of historical map images remains a significant challenge due to their wide stylistic variability and the scarcity of annotated training data. Constructing linked spatio-temporal datasets from historical map time series is even more time-consuming and labor-intensive, as it requires synthesizing information from multiple maps. Such datasets are essential for applications such as dating buildings, analyzing the development of road networks and settlements, studying environmental changes etc. We present MapSAM2, a unified framework for automatically segmenting both historical map images and time series. Built on a visual foundation model, MapSAM2 adapts to diverse segmentation tasks with few-shot fine-tuning. Our key innovation is to treat both historical map images and time series as videos. For images, we process a set of tiles as a video, enabling the memory attention mechanism to incorporate contextual cues from similar tiles, leading to improved geometric accuracy, particularly for areal features. For time series, we introduce the annotated Siegfried Building Time Series Dataset and, to reduce annotation costs, propose generating pseudo time series from single-year maps by simulating common temporal transformations. Experimental results show that MapSAM2 learns temporal associations effectively and can accurately segment and link buildings in time series under limited supervision or using pseudo videos. We will release both our dataset and code to support future research.
Recent advances have investigated the use of pretrained large language models (LLMs) for time-series forecasting by aligning numerical inputs with LLM embedding spaces. However, existing multimodal approaches often overlook the distinct statistical properties and temporal dependencies that are fundamental to time-series data. To bridge this gap, we propose MAP4TS, a novel Multi-Aspect Prompting Framework that explicitly incorporates classical time-series analysis into the prompt design. Our framework introduces four specialized prompt components: a Global Domain Prompt that conveys dataset-level context, a Local Domain Prompt that encodes recent trends and series-specific behaviors, and a pair of Statistical and Temporal Prompts that embed handcrafted insights derived from autocorrelation (ACF), partial autocorrelation (PACF), and Fourier analysis. Multi-Aspect Prompts are combined with raw time-series embeddings and passed through a cross-modality alignment module to produce unified representations, which are then processed by an LLM and projected for final forecasting. Extensive experiments across eight diverse datasets show that MAP4TS consistently outperforms state-of-the-art LLM-based methods. Our ablation studies further reveal that prompt-aware designs significantly enhance performance stability and that GPT-2 backbones, when paired with structured prompts, outperform larger models like LLaMA in long-term forecasting tasks.
Objective: ServiMon is designed to offer a scalable and intelligent pipeline for data collection and auditing to monitor distributed astronomical systems such as the ASTRI Mini-Array. The system enhances quality control, predictive maintenance, and real-time anomaly detection for telescope operations. Methods: ServiMon integrates cloud-native technologies-including Prometheus, Grafana, Cassandra, Kafka, and InfluxDB-for telemetry collection and processing. It employs machine learning algorithms, notably Isolation Forest, to detect anomalies in Cassandra performance metrics. Key indicators such as read/write latency, throughput, and memory usage are continuously monitored, stored as time-series data, and preprocessed for feature engineering. Anomalies detected by the model are logged in InfluxDB v2 and accessed via Flux for real-time monitoring and visualization. Results: AI-based anomaly detection increases system resilience by identifying performance degradation at an early stage, minimizing downtime, and optimizing telescope operations. Additionally, ServiMon supports astrostatistical analysis by correlating telemetry with observational data, thus enhancing scientific data quality. AI-generated alerts also improve real-time monitoring, enabling proactive system management. Conclusion: ServiMon's scalable framework proves effective for predictive maintenance and real-time monitoring of astronomical infrastructures. By leveraging cloud and edge computing, it is adaptable to future large-scale experiments, optimizing both performance and cost. The combination of machine learning and big data analytics makes ServiMon a robust and flexible solution for modern and next-generation observational astronomy.
Semiconductor manufacturing is an extremely complex and precision-driven process, characterized by thousands of interdependent parameters collected across diverse tools and process steps. Multi-variate time-series analysis has emerged as a critical field for real-time monitoring and fault detection in such environments. However, anomaly prediction in semiconductor fabrication presents several critical challenges, including high dimensionality of sensor data and severe class imbalance due to the rarity of true faults. Furthermore, the complex interdependencies between variables complicate both anomaly prediction and root-cause-analysis. This paper proposes two novel approaches to advance the field from anomaly detection to anomaly prediction, an essential step toward enabling real-time process correction and proactive fault prevention. The proposed anomaly prediction framework contains two main stages: (a) training a forecasting model on a dataset assumed to contain no anomalies, and (b) performing forecast on unseen time series data. The forecast is compared with the forecast of the trained signal. Deviations beyond a predefined threshold are flagged as anomalies. The two approaches differ in the forecasting model employed. The first assumes independence between variables by utilizing the N-BEATS model for univariate time series forecasting. The second lifts this assumption by utilizing a Graph Neural Network (GNN) to capture inter-variable relationships. Both models demonstrate strong forecasting performance up to a horizon of 20 time points and maintain stable anomaly prediction up to 50 time points. The GNN consistently outperforms the N-BEATS model while requiring significantly fewer trainable parameters and lower computational cost. These results position the GNN as promising solution for online anomaly forecasting to be deployed in manufacturing environments.
Accurate building instance segmentation and height classification are critical for urban planning, 3D city modeling, and infrastructure monitoring. This paper presents a detailed analysis of YOLOv11, the recent advancement in the YOLO series of deep learning models, focusing on its application to joint building extraction and discrete height classification from satellite imagery. YOLOv11 builds on the strengths of earlier YOLO models by introducing a more efficient architecture that better combines features at different scales, improves object localization accuracy, and enhances performance in complex urban scenes. Using the DFC2023 Track 2 dataset -- which includes over 125,000 annotated buildings across 12 cities -- we evaluate YOLOv11's performance using metrics such as precision, recall, F1 score, and mean average precision (mAP). Our findings demonstrate that YOLOv11 achieves strong instance segmentation performance with 60.4\% mAP@50 and 38.3\% mAP@50--95 while maintaining robust classification accuracy across five predefined height tiers. The model excels in handling occlusions, complex building shapes, and class imbalance, particularly for rare high-rise structures. Comparative analysis confirms that YOLOv11 outperforms earlier multitask frameworks in both detection accuracy and inference speed, making it well-suited for real-time, large-scale urban mapping. This research highlights YOLOv11's potential to advance semantic urban reconstruction through streamlined categorical height modeling, offering actionable insights for future developments in remote sensing and geospatial intelligence.