Daily Papers

We present TODS, an automated Time Series Outlier Detection System for research and industrial applications. TODS is a highly modular system that supports easy pipeline construction. The basic building block of TODS is primitive, which is an implementation of a function with hyperparameters. TODS currently supports 70 primitives, including data processing, time series processing, feature analysis, detection algorithms, and a reinforcement module. Users can freely construct a pipeline using these primitives and perform end- to-end outlier detection with the constructed pipeline. TODS provides a Graphical User Interface (GUI), where users can flexibly design a pipeline with drag-and-drop. Moreover, a data-driven searcher is provided to automatically discover the most suitable pipelines given a dataset. TODS is released under Apache 2.0 license at https://github.com/datamllab/tods.

Time series data is essential in various applications, including climate modeling, healthcare monitoring, and financial analytics. Understanding the contextual information associated with real-world time series data is often essential for accurate and reliable event predictions. In this paper, we introduce TimeCAP, a time-series processing framework that creatively employs Large Language Models (LLMs) as contextualizers of time series data, extending their typical usage as predictors. TimeCAP incorporates two independent LLM agents: one generates a textual summary capturing the context of the time series, while the other uses this enriched summary to make more informed predictions. In addition, TimeCAP employs a multi-modal encoder that synergizes with the LLM agents, enhancing predictive performance through mutual augmentation of inputs with in-context examples. Experimental results on real-world datasets demonstrate that TimeCAP outperforms state-of-the-art methods for time series event prediction, including those utilizing LLMs as predictors, achieving an average improvement of 28.75% in F1 score.

Deep learning time-series processing often relies on convolutional neural networks with overlapping windows. This overlap allows the network to produce an output faster than the window length. However, it introduces additional computations. This work explores the potential to optimize computational efficiency during inference by exploiting convolution's shift-invariance properties to skip the calculation of layer activations between successive overlapping windows. Although convolutions are shift-invariant, zero-padding and pooling operations, widely used in such networks, are not efficient and complicate efficient streaming inference. We introduce StreamiNNC, a strategy to deploy Convolutional Neural Networks for online streaming inference. We explore the adverse effects of zero padding and pooling on the accuracy of streaming inference, deriving theoretical error upper bounds for pooling during streaming. We address these limitations by proposing signal padding and pooling alignment and provide guidelines for designing and deploying models for StreamiNNC. We validate our method in simulated data and on three real-world biomedical signal processing applications. StreamiNNC achieves a low deviation between streaming output and normal inference for all three networks (2.03 - 3.55% NRMSE). This work demonstrates that it is possible to linearly speed up the inference of streaming CNNs processing overlapping windows, negating the additional computation typically incurred by overlapping windows.

Remote sensing images are useful for a wide variety of earth monitoring applications, from tracking deforestation to tackling illegal fishing. The earth is extremely diverse -- the amount of potential tasks in remote sensing images is massive, and the sizes of features range from several kilometers to just tens of centimeters. However, creating generalizable computer vision methods is a challenge in part due to the lack of a large-scale dataset that captures these diverse features for many tasks. In this paper, we present Satlas, a remote sensing dataset and benchmark that is large in both breadth and scale, comprising 302M labels under 137 categories and seven label types. We evaluate eight baselines and a proposed method on Satlas, and find that there is substantial room for improvement in addressing research challenges specific to remote sensing, including processing image time series that consist of images from very different types of sensors, and taking advantage of long-range spatial context. Moreover, we find that pre-training on Satlas substantially improves performance on downstream tasks, increasing average accuracy by 18% over ImageNet and 6% over the next best baseline.

Artificial intelligence is transforming financial investment decision-making frameworks, with deep reinforcement learning demonstrating substantial potential in robo-advisory applications. This paper addresses the limitations of traditional portfolio optimization methods in dynamic asset weight adjustment through the development of a deep reinforcement learning-based dynamic optimization model grounded in practical trading processes. The research advances two key innovations: first, the introduction of a novel Sharpe ratio reward function engineered for Actor-Critic deep reinforcement learning algorithms, which ensures stable convergence during training while consistently achieving positive average Sharpe ratios; second, the development of an innovative comprehensive approach to portfolio optimization utilizing deep reinforcement learning, which significantly enhances model optimization capability through the integration of random sampling strategies during training with image-based deep neural network architectures for multi-dimensional financial time series data processing, average Sharpe ratio reward functions, and deep reinforcement learning algorithms. The empirical analysis validates the model using randomly selected constituent stocks from the CSI 300 Index, benchmarking against established financial econometric optimization models. Backtesting results demonstrate the model's efficacy in optimizing portfolio allocation and mitigating investment risk, yielding superior comprehensive performance metrics.

Can meta-learning discover generic ways of processing time series (TS) from a diverse dataset so as to greatly improve generalization on new TS coming from different datasets? This work provides positive evidence to this using a broad meta-learning framework which we show subsumes many existing meta-learning algorithms. Our theoretical analysis suggests that residual connections act as a meta-learning adaptation mechanism, generating a subset of task-specific parameters based on a given TS input, thus gradually expanding the expressive power of the architecture on-the-fly. The same mechanism is shown via linearization analysis to have the interpretation of a sequential update of the final linear layer. Our empirical results on a wide range of data emphasize the importance of the identified meta-learning mechanisms for successful zero-shot univariate forecasting, suggesting that it is viable to train a neural network on a source TS dataset and deploy it on a different target TS dataset without retraining, resulting in performance that is at least as good as that of state-of-practice univariate forecasting models.

Human experts typically integrate numerical and textual multimodal information to analyze time series. However, most traditional deep learning predictors rely solely on unimodal numerical data, using a fixed-length window for training and prediction on a single dataset, and cannot adapt to different scenarios. The powered pre-trained large language model has introduced new opportunities for time series analysis. Yet, existing methods are either inefficient in training, incapable of handling textual information, or lack zero-shot forecasting capability. In this paper, we innovatively model time series as a foreign language and construct ChatTime, a unified framework for time series and text processing. As an out-of-the-box multimodal time series foundation model, ChatTime provides zero-shot forecasting capability and supports bimodal input/output for both time series and text. We design a series of experiments to verify the superior performance of ChatTime across multiple tasks and scenarios, and create four multimodal datasets to address data gaps. The experimental results demonstrate the potential and utility of ChatTime.

Structural Health Monitoring (SHM) plays an indispensable role in ensuring the longevity and safety of infrastructure. With the rapid growth of sensor technology, the volume of data generated from various structures has seen an unprecedented surge, bringing forth challenges in efficient analysis and interpretation. This paper introduces a novel deep learning algorithm tailored for the complexities inherent in multimodal vibration signals prevalent in SHM. By amalgamating convolutional and recurrent architectures, the algorithm adeptly captures both localized and prolonged structural behaviors. The pivotal integration of attention mechanisms further enhances the model's capability, allowing it to discern and prioritize salient structural responses from extraneous noise. Our results showcase significant improvements in predictive accuracy, early damage detection, and adaptability across multiple SHM scenarios. In light of the critical nature of SHM, the proposed approach not only offers a robust analytical tool but also paves the way for more transparent and interpretable AI-driven SHM solutions. Future prospects include real-time processing, integration with external environmental factors, and a deeper emphasis on model interpretability.

Foundation models (FMs) have transformed natural language processing, but their success has not yet translated to time series forecasting. Existing time series foundation models (TSFMs), often based on transformer variants, struggle with generalization across varying context and target lengths, lack adaptability to different sampling rates, and are computationally inefficient. We introduce FlowState, a novel TSFM architecture that addresses these challenges through two key innovations: a state space model (SSM) based encoder and a functional basis decoder. This design enables continuous-time modeling and dynamic time-scale adjustment, allowing FlowState to inherently generalize across all possible temporal resolutions, and dynamically adjust the forecasting horizons. In contrast to other state-of-the-art TSFMs, which require training data across all possible sampling rates to memorize patterns at each scale, FlowState inherently adapts its internal dynamics to the input scale, enabling smaller models, reduced data requirements, and improved efficiency. We further propose an efficient pretraining strategy that improves robustness and accelerates training. Despite being the smallest model, FlowState outperforms all other models and is state-of-the-art for the GIFT-ZS and the Chronos-ZS benchmarks. Ablation studies confirm the effectiveness of its components, and we demonstrate its unique ability to adapt online to varying input sampling rates.

Time series foundation models (TSFMs) have emerged as a powerful paradigm for time series analysis, driven by large-scale pretraining on diverse data corpora. However, time series inherently exhibit heterogeneous information density over time, influenced by system states and signal complexity, presenting significant modeling challenges especially in a zero-shot scenario. Current TSFMs rely on non-adaptive processing pipelines that fail to capture this dynamic nature. For example, common tokenization strategies such as fixed-size patching enforce rigid observational granularity, limiting their ability to adapt to varying information densities. Similarly, conventional positional encodings impose a uniform temporal scale, making it difficult to model diverse periodicities and trends across series. To overcome these limitations, we propose Kairos, a flexible TSFM framework that integrates a dynamic patching tokenizer and an instance-adaptive positional embedding. Kairos adaptively selects tokenization granularity and tailors positional encodings to the unique characteristics of each time series instance. Trained on a large-scale Predictability-Stratified Time Series (PreSTS) corpus comprising over 300 billion time points and adopting a multi-patch prediction strategy in the inference stage, Kairos achieves superior performance with much fewer parameters on two common zero-shot benchmarks, GIFT-Eval and the Time-Series-Library benchmark, consistently outperforming established methods across diverse tasks. The project page is at https://foundation-model-research.github.io/Kairos .

Large Language Models (LLMs) have recently demonstrated impressive capabilities in natural language processing due to their strong generalization and sequence modeling capabilities. However, their direct application to time series forecasting remains challenging due to two fundamental issues: the inherent heterogeneity of temporal patterns and the modality gap between continuous numerical signals and discrete language representations. In this work, we propose TALON, a unified framework that enhances LLM-based forecasting by modeling temporal heterogeneity and enforcing semantic alignment. Specifically, we design a Heterogeneous Temporal Encoder that partitions multivariate time series into structurally coherent segments, enabling localized expert modeling across diverse temporal patterns. To bridge the modality gap, we introduce a Semantic Alignment Module that aligns temporal features with LLM-compatible representations, enabling effective integration of time series into language-based models while eliminating the need for handcrafted prompts during inference. Extensive experiments on seven real-world benchmarks demonstrate that TALON achieves superior performance across all datasets, with average MSE improvements of up to 11\% over recent state-of-the-art methods. These results underscore the effectiveness of incorporating both pattern-aware and semantic-aware designs when adapting LLMs for time series forecasting. The code is available at: https://github.com/syrGitHub/TALON.

Inspired by recent advancements in large language models (LLMs) for Natural Language Processing (NLP), there has been a surge in research focused on developing foundational models for time series forecasting. One approach involves training LLM architectures on tokenized time series data using cross-entropy loss. Although this method has demonstrated promising results, cross-entropy loss is primarily designed for classification tasks and does not account for the distance between classes. To address this limitation, we propose using the Wasserstein loss for such architectures. To validate our approach, we fine-tuned a foundational time series model on 22 zero-shot datasets, comparing the performance of cross-entropy loss with that of Wasserstein loss. Our results demonstrate that replacing cross-entropy loss with Wasserstein loss significantly improves point estimation.

Self-supervised learning (SSL) has recently achieved impressive performance on various time series tasks. The most prominent advantage of SSL is that it reduces the dependence on labeled data. Based on the pre-training and fine-tuning strategy, even a small amount of labeled data can achieve high performance. Compared with many published self-supervised surveys on computer vision and natural language processing, a comprehensive survey for time series SSL is still missing. To fill this gap, we review current state-of-the-art SSL methods for time series data in this article. To this end, we first comprehensively review existing surveys related to SSL and time series, and then provide a new taxonomy of existing time series SSL methods by summarizing them from three perspectives: generative-based, contrastive-based, and adversarial-based. These methods are further divided into ten subcategories with detailed reviews and discussions about their key intuitions, main frameworks, advantages and disadvantages. To facilitate the experiments and validation of time series SSL methods, we also summarize datasets commonly used in time series forecasting, classification, anomaly detection, and clustering tasks. Finally, we present the future directions of SSL for time series analysis.

Transformers have achieved superior performances in many tasks in natural language processing and computer vision, which also triggered great interest in the time series community. Among multiple advantages of Transformers, the ability to capture long-range dependencies and interactions is especially attractive for time series modeling, leading to exciting progress in various time series applications. In this paper, we systematically review Transformer schemes for time series modeling by highlighting their strengths as well as limitations. In particular, we examine the development of time series Transformers in two perspectives. From the perspective of network structure, we summarize the adaptations and modifications that have been made to Transformers in order to accommodate the challenges in time series analysis. From the perspective of applications, we categorize time series Transformers based on common tasks including forecasting, anomaly detection, and classification. Empirically, we perform robust analysis, model size analysis, and seasonal-trend decomposition analysis to study how Transformers perform in time series. Finally, we discuss and suggest future directions to provide useful research guidance. To the best of our knowledge, this paper is the first work to comprehensively and systematically summarize the recent advances of Transformers for modeling time series data. We hope this survey will ignite further research interests in time series Transformers.

Stock market is often important as it represents the ownership claims on businesses. Without sufficient stocks, a company cannot perform well in finance. Predicting a stock market performance of a company is nearly hard because every time the prices of a company stock keeps changing and not constant. So, its complex to determine the stock data. But if the previous performance of a company in stock market is known, then we can track the data and provide predictions to stockholders in order to wisely take decisions on handling the stocks to a company. To handle this, many machine learning models have been invented but they didn't succeed due to many reasons like absence of advanced libraries, inaccuracy of model when made to train with real time data and much more. So, to track the patterns and the features of data, a CNN-LSTM Neural Network can be made. Recently, CNN is now used in Natural Language Processing (NLP) based applications, so by identifying the features from stock data and converting them into tensors, we can obtain the features and then send it to LSTM neural network to find the patterns and thereby predicting the stock market for given period of time. The accuracy of the CNN-LSTM NN model is found to be high even when allowed to train on real-time stock market data. This paper describes about the features of the custom CNN-LSTM model, experiments we made with the model (like training with stock market datasets, performance comparison with other models) and the end product we obtained at final stage.

Time series has been left behind in the era of pre-training and transfer learning. While research in the fields of natural language processing and computer vision are enjoying progressively larger datasets to train massive models, the most popular time series datasets consist of only tens of thousands of time steps, limiting our ability to study the effectiveness of pre-training and scaling. Recent studies have also cast doubt on the need for expressive models and scale. To alleviate these issues, we introduce three large-scale time series forecasting datasets from the cloud operations (CloudOps) domain, the largest having billions of observations, enabling further study into pre-training and scaling of time series models. We build the empirical groundwork for studying pre-training and scaling of time series models and pave the way for future research by identifying a promising candidate architecture. We show that it is a strong zero-shot baseline and benefits from further scaling, both in model and dataset size. Accompanying these datasets and results is a suite of comprehensive benchmark results comparing classical and deep learning baselines to our pre-trained method - achieving a 27% reduction in error on the largest dataset. Code and datasets will be released.

Transformer-based architectures achieved breakthrough performance in natural language processing and computer vision, yet they remain inferior to simpler linear baselines in multivariate long-term forecasting. To better understand this phenomenon, we start by studying a toy linear forecasting problem for which we show that transformers are incapable of converging to their true solution despite their high expressive power. We further identify the attention of transformers as being responsible for this low generalization capacity. Building upon this insight, we propose a shallow lightweight transformer model that successfully escapes bad local minima when optimized with sharpness-aware optimization. We empirically demonstrate that this result extends to all commonly used real-world multivariate time series datasets. In particular, SAMformer surpasses current state-of-the-art methods and is on par with the biggest foundation model MOIRAI while having significantly fewer parameters. The code is available at https://github.com/romilbert/samformer.

Learning to classify time series with limited data is a practical yet challenging problem. Current methods are primarily based on hand-designed feature extraction rules or domain-specific data augmentation. Motivated by the advances in deep speech processing models and the fact that voice data are univariate temporal signals, in this paper, we propose Voice2Series (V2S), a novel end-to-end approach that reprograms acoustic models for time series classification, through input transformation learning and output label mapping. Leveraging the representation learning power of a large-scale pre-trained speech processing model, on 30 different time series tasks we show that V2S performs competitive results on 19 time series classification tasks. We further provide a theoretical justification of V2S by proving its population risk is upper bounded by the source risk and a Wasserstein distance accounting for feature alignment via reprogramming. Our results offer new and effective means to time series classification.

Motivated by recent advances in large language models for Natural Language Processing (NLP), we design a time-series foundation model for forecasting whose out-of-the-box zero-shot performance on a variety of public datasets comes close to the accuracy of state-of-the-art supervised forecasting models for each individual dataset. Our model is based on pretraining a patched-decoder style attention model on a large time-series corpus, and can work well across different forecasting history lengths, prediction lengths and temporal granularities.

In this work, we leverage pre-trained Large Language Models (LLMs) to enhance time-series forecasting. Mirroring the growing interest in unifying models for Natural Language Processing and Computer Vision, we envision creating an analogous model for long-term time-series forecasting. Due to limited large-scale time-series data for building robust foundation models, our approach LLM4TS focuses on leveraging the strengths of pre-trained LLMs. By combining time-series patching with temporal encoding, we have enhanced the capability of LLMs to handle time-series data effectively. Inspired by the supervised fine-tuning in chatbot domains, we prioritize a two-stage fine-tuning process: first conducting supervised fine-tuning to orient the LLM towards time-series data, followed by task-specific downstream fine-tuning. Furthermore, to unlock the flexibility of pre-trained LLMs without extensive parameter adjustments, we adopt several Parameter-Efficient Fine-Tuning (PEFT) techniques. Drawing on these innovations, LLM4TS has yielded state-of-the-art results in long-term forecasting. Our model has also shown exceptional capabilities as both a robust representation learner and an effective few-shot learner, thanks to the knowledge transferred from the pre-trained LLM.

Time series analysis has witnessed the inspiring development from traditional autoregressive models, deep learning models, to recent Transformers and Large Language Models (LLMs). Efforts in leveraging vision models for time series analysis have also been made along the way but are less visible to the community due to the predominant research on sequence modeling in this domain. However, the discrepancy between continuous time series and the discrete token space of LLMs, and the challenges in explicitly modeling the correlations of variates in multivariate time series have shifted some research attentions to the equally successful Large Vision Models (LVMs) and Vision Language Models (VLMs). To fill the blank in the existing literature, this survey discusses the advantages of vision models over LLMs in time series analysis. It provides a comprehensive and in-depth overview of the existing methods, with dual views of detailed taxonomy that answer the key research questions including how to encode time series as images and how to model the imaged time series for various tasks. Additionally, we address the challenges in the pre- and post-processing steps involved in this framework and outline future directions to further advance time series analysis with vision models.

Graph-based deep learning methods have become popular tools to process collections of correlated time series. Differently from traditional multivariate forecasting methods, neural graph-based predictors take advantage of pairwise relationships by conditioning forecasts on a (possibly dynamic) graph spanning the time series collection. The conditioning can take the form of an architectural inductive bias on the neural forecasting architecture, resulting in a family of deep learning models called spatiotemporal graph neural networks. Such relational inductive biases enable the training of global forecasting models on large time-series collections, while at the same time localizing predictions w.r.t. each element in the set (i.e., graph nodes) by accounting for local correlations among them (i.e., graph edges). Indeed, recent theoretical and practical advances in graph neural networks and deep learning for time series forecasting make the adoption of such processing frameworks appealing and timely. However, most of the studies in the literature focus on proposing variations of existing neural architectures by taking advantage of modern deep learning practices, while foundational and methodological aspects have not been subject to systematic investigation. To fill the gap, this paper aims to introduce a comprehensive methodological framework that formalizes the forecasting problem and provides design principles for graph-based predictive models and methods to assess their performance. At the same time, together with an overview of the field, we provide design guidelines, recommendations, and best practices, as well as an in-depth discussion of open challenges and future research directions.

Recent innovations in transformers have shown their superior performance in natural language processing (NLP) and computer vision (CV). The ability to capture long-range dependencies and interactions in sequential data has also triggered a great interest in time series modeling, leading to the widespread use of transformers in many time series applications. However, being the most common and crucial application, the adaptation of transformers to time series forecasting has remained limited, with both promising and inconsistent results. In contrast to the challenges in NLP and CV, time series problems not only add the complexity of order or temporal dependence among input sequences but also consider trend, level, and seasonality information that much of this data is valuable for decision making. The conventional training scheme has shown deficiencies regarding model overfitting, data scarcity, and privacy issues when working with transformers for a forecasting task. In this work, we propose attentive federated transformers for time series stock forecasting with better performance while preserving the privacy of participating enterprises. Empirical results on various stock data from the Yahoo! Finance website indicate the superiority of our proposed scheme in dealing with the above challenges and data heterogeneity in federated learning.

Transformer architecture has widespread applications, particularly in Natural Language Processing and computer vision. Recently Transformers have been employed in various aspects of time-series analysis. This tutorial provides an overview of the Transformer architecture, its applications, and a collection of examples from recent research papers in time-series analysis. We delve into an explanation of the core components of the Transformer, including the self-attention mechanism, positional encoding, multi-head, and encoder/decoder. Several enhancements to the initial, Transformer architecture are highlighted to tackle time-series tasks. The tutorial also provides best practices and techniques to overcome the challenge of effectively training Transformers for time-series analysis.

Classification of time series data is an important task for many application domains. One of the best existing methods for this task, in terms of accuracy and computation time, is MiniROCKET. In this work, we extend this approach to provide better global temporal encodings using hyperdimensional computing (HDC) mechanisms. HDC (also known as Vector Symbolic Architectures, VSA) is a general method to explicitly represent and process information in high-dimensional vectors. It has previously been used successfully in combination with deep neural networks and other signal processing algorithms. We argue that the internal high-dimensional representation of MiniROCKET is well suited to be complemented by the algebra of HDC. This leads to a more general formulation, HDC-MiniROCKET, where the original algorithm is only a special case. We will discuss and demonstrate that HDC-MiniROCKET can systematically overcome catastrophic failures of MiniROCKET on simple synthetic datasets. These results are confirmed by experiments on the 128 datasets from the UCR time series classification benchmark. The extension with HDC can achieve considerably better results on datasets with high temporal dependence without increasing the computational effort for inference.

The success of large pretrained models in natural language processing (NLP) and computer vision (CV) has opened new avenues for constructing foundation models for time series forecasting (TSF). Traditional TSF foundation models rely heavily on numerical data fitting. In contrast, the human brain is inherently skilled at processing visual information, prefer predicting future trends by observing visualized sequences. From a biomimetic perspective, utilizing models to directly process numerical sequences might not be the most effective route to achieving Artificial General Intelligence (AGI). This paper proposes ViTime, a novel Visual Intelligence-based foundation model for TSF. ViTime overcomes the limitations of numerical time series data fitting by utilizing visual data processing paradigms and employs a innovative data synthesis method during training, called Real Time Series (RealTS). Experiments on a diverse set of previously unseen forecasting datasets demonstrate that ViTime achieves state-of-the-art zero-shot performance, even surpassing the best individually trained supervised models in some situations. These findings suggest that visual intelligence can significantly enhance time series analysis and forecasting, paving the way for more advanced and versatile models in the field. The code for our framework is accessible at https://github.com/IkeYang/ViTime.

Modern techniques like contrastive learning have been effectively used in many areas, including computer vision, natural language processing, and graph-structured data. Creating positive examples that assist the model in learning robust and discriminative representations is a crucial stage in contrastive learning approaches. Usually, preset human intuition directs the selection of relevant data augmentations. Due to patterns that are easily recognized by humans, this rule of thumb works well in the vision and language domains. However, it is impractical to visually inspect the temporal structures in time series. The diversity of time series augmentations at both the dataset and instance levels makes it difficult to choose meaningful augmentations on the fly. In this study, we address this gap by analyzing time series data augmentation using information theory and summarizing the most commonly adopted augmentations in a unified format. We then propose a contrastive learning framework with parametric augmentation, AutoTCL, which can be adaptively employed to support time series representation learning. The proposed approach is encoder-agnostic, allowing it to be seamlessly integrated with different backbone encoders. Experiments on univariate forecasting tasks demonstrate the highly competitive results of our method, with an average 6.5\% reduction in MSE and 4.7\% in MAE over the leading baselines. In classification tasks, AutoTCL achieves a 1.2% increase in average accuracy.

A new golden age in astronomy is upon us, dominated by data. Large astronomical surveys are broadcasting unprecedented rates of information, demanding machine learning as a critical component in modern scientific pipelines to handle the deluge of data. The upcoming Legacy Survey of Space and Time (LSST) of the Vera C. Rubin Observatory will raise the big-data bar for time-domain astronomy, with an expected 10 million alerts per-night, and generating many petabytes of data over the lifetime of the survey. Fast and efficient classification algorithms that can operate in real-time, yet robustly and accurately, are needed for time-critical events where additional resources can be sought for follow-up analyses. In order to handle such data, state-of-the-art deep learning architectures coupled with tools that leverage modern hardware accelerators are essential. We showcase how the use of modern deep compression methods can achieve a 18times reduction in model size, whilst preserving classification performance. We also show that in addition to the deep compression techniques, careful choice of file formats can improve inference latency, and thereby throughput of alerts, on the order of 8times for local processing, and 5times in a live production setting. To test this in a live setting, we deploy this optimised version of the original time-series transformer, t2, into the community alert broking system of FINK on real Zwicky Transient Facility (ZTF) alert data, and compare throughput performance with other science modules that exist in FINK. The results shown herein emphasise the time-series transformer's suitability for real-time classification at LSST scale, and beyond, and introduce deep model compression as a fundamental tool for improving deploy-ability and scalable inference of deep learning models for transient classification.

Over the past years, foundation models have caused a paradigm shift in machine learning due to their unprecedented capabilities for zero-shot and few-shot generalization. However, despite the success of foundation models in modalities such as natural language processing and computer vision, the development of foundation models for time series forecasting has lagged behind. We present Lag-Llama, a general-purpose foundation model for univariate probabilistic time series forecasting based on a decoder-only transformer architecture that uses lags as covariates. Lag-Llama is pretrained on a large corpus of diverse time series data from several domains, and demonstrates strong zero-shot generalization capabilities compared to a wide range of forecasting models on downstream datasets across domains. Moreover, when fine-tuned on relatively small fractions of such previously unseen datasets, Lag-Llama achieves state-of-the-art performance, outperforming prior deep learning approaches, emerging as the best general-purpose model on average. Lag-Llama serves as a strong contender to the current state-of-art in time series forecasting and paves the way for future advancements in foundation models tailored to time series data.

The past decade has witnessed significant advances in time series modeling with deep learning. While achieving state-of-the-art results, the best-performing architectures vary highly across applications and domains. Meanwhile, for natural language processing, the Generative Pre-trained Transformer (GPT) has demonstrated impressive performance via training one general-purpose model across various textual datasets. It is intriguing to explore whether GPT-type architectures can be effective for time series, capturing the intrinsic dynamic attributes and leading to significant accuracy improvements. In this paper, we propose a novel framework, TEMPO, that can effectively learn time series representations. We focus on utilizing two essential inductive biases of the time series task for pre-trained models: (i) decomposition of the complex interaction between trend, seasonal and residual components; and (ii) introducing the selection-based prompts to facilitate distribution adaptation in non-stationary time series. TEMPO expands the capability for dynamically modeling real-world temporal phenomena from data within diverse domains. Our experiments demonstrate the superior performance of TEMPO over state-of-the-art methods on a number of time series benchmark datasets. This performance gain is observed not only in standard supervised learning settings but also in scenarios involving previously unseen datasets as well as in scenarios with multi-modal inputs. This compelling finding highlights TEMPO's potential to constitute a foundational model-building framework.

Language models have achieved remarkable success in various natural language processing tasks. However, their application to time series data, a crucial component in many domains, remains limited. This paper proposes LiPCoT (Linear Predictive Coding based Tokenizer for time series), a novel tokenizer that encodes time series data into a sequence of tokens, enabling self-supervised learning of time series using existing Language model architectures such as BERT. Unlike traditional time series tokenizers that rely heavily on CNN encoder for time series feature generation, LiPCoT employs stochastic modeling through linear predictive coding to create a latent space for time series providing a compact yet rich representation of the inherent stochastic nature of the data. Furthermore, LiPCoT is computationally efficient and can effectively handle time series data with varying sampling rates and lengths, overcoming common limitations of existing time series tokenizers. In this proof-of-concept work, we present the effectiveness of LiPCoT in classifying Parkinson's disease (PD) using an EEG dataset from 46 participants. In particular, we utilize LiPCoT to encode EEG data into a small vocabulary of tokens and then use BERT for self-supervised learning and the downstream task of PD classification. We benchmark our approach against several state-of-the-art CNN-based deep learning architectures for PD detection. Our results reveal that BERT models utilizing self-supervised learning outperformed the best-performing existing method by 7.1% in precision, 2.3% in recall, 5.5% in accuracy, 4% in AUC, and 5% in F1-score highlighting the potential for self-supervised learning even on small datasets. Our work will inform future foundational models for time series, particularly for self-supervised learning.

Future surveys such as the Legacy Survey of Space and Time (LSST) of the Vera C. Rubin Observatory will observe an order of magnitude more astrophysical transient events than any previous survey before. With this deluge of photometric data, it will be impossible for all such events to be classified by humans alone. Recent efforts have sought to leverage machine learning methods to tackle the challenge of astronomical transient classification, with ever improving success. Transformers are a recently developed deep learning architecture, first proposed for natural language processing, that have shown a great deal of recent success. In this work we develop a new transformer architecture, which uses multi-head self attention at its core, for general multi-variate time-series data. Furthermore, the proposed time-series transformer architecture supports the inclusion of an arbitrary number of additional features, while also offering interpretability. We apply the time-series transformer to the task of photometric classification, minimising the reliance of expert domain knowledge for feature selection, while achieving results comparable to state-of-the-art photometric classification methods. We achieve a logarithmic-loss of 0.507 on imbalanced data in a representative setting using data from the Photometric LSST Astronomical Time-Series Classification Challenge (PLAsTiCC). Moreover, we achieve a micro-averaged receiver operating characteristic area under curve of 0.98 and micro-averaged precision-recall area under curve of 0.87.

Multi-horizon forecasting problems often contain a complex mix of inputs -- including static (i.e. time-invariant) covariates, known future inputs, and other exogenous time series that are only observed historically -- without any prior information on how they interact with the target. While several deep learning models have been proposed for multi-step prediction, they typically comprise black-box models which do not account for the full range of inputs present in common scenarios. In this paper, we introduce the Temporal Fusion Transformer (TFT) -- a novel attention-based architecture which combines high-performance multi-horizon forecasting with interpretable insights into temporal dynamics. To learn temporal relationships at different scales, the TFT utilizes recurrent layers for local processing and interpretable self-attention layers for learning long-term dependencies. The TFT also uses specialized components for the judicious selection of relevant features and a series of gating layers to suppress unnecessary components, enabling high performance in a wide range of regimes. On a variety of real-world datasets, we demonstrate significant performance improvements over existing benchmarks, and showcase three practical interpretability use-cases of TFT.

Multivariate time series data typically comprises two distinct modalities: variable semantics and sampled numerical observations. Traditional time series models treat variables as anonymous statistical signals, overlooking the rich semantic information embedded in variable names and data descriptions. However, these textual descriptors often encode critical domain knowledge that is essential for robust and interpretable modeling. Here we present TimeMKG, a multimodal causal reasoning framework that elevates time series modeling from low-level signal processing to knowledge informed inference. TimeMKG employs large language models to interpret variable semantics and constructs structured Multivariate Knowledge Graphs that capture inter-variable relationships. A dual-modality encoder separately models the semantic prompts, generated from knowledge graph triplets, and the statistical patterns from historical time series. Cross-modality attention aligns and fuses these representations at the variable level, injecting causal priors into downstream tasks such as forecasting and classification, providing explicit and interpretable priors to guide model reasoning. The experiment in diverse datasets demonstrates that incorporating variable-level knowledge significantly improves both predictive performance and generalization.

In recent years, the introduction of self-supervised contrastive learning (SSCL) has demonstrated remarkable improvements in representation learning across various domains, including natural language processing and computer vision. By leveraging the inherent benefits of self-supervision, SSCL enables the pre-training of representation models using vast amounts of unlabeled data. Despite these advances, there remains a significant gap in understanding the impact of different SSCL strategies on time series forecasting performance, as well as the specific benefits that SSCL can bring. This paper aims to address these gaps by conducting a comprehensive analysis of the effectiveness of various training variables, including different SSCL algorithms, learning strategies, model architectures, and their interplay. Additionally, to gain deeper insights into the improvements brought about by SSCL in the context of time-series forecasting, a qualitative analysis of the empirical receptive field is performed. Through our experiments, we demonstrate that the end-to-end training of a Transformer model using the Mean Squared Error (MSE) loss and SSCL emerges as the most effective approach in time series forecasting. Notably, the incorporation of the contrastive objective enables the model to prioritize more pertinent information for forecasting, such as scale and periodic relationships. These findings contribute to a better understanding of the benefits of SSCL in time series forecasting and provide valuable insights for future research in this area. Our codes are available at https://github.com/chiyuzhang94/contrastive_learning_time-series_e2e.

A multivariate time series refers to observations of two or more variables taken from a device or a system simultaneously over time. There is an increasing need to monitor multivariate time series and detect anomalies in real time to ensure proper system operation and good service quality. It is also highly desirable to have a lightweight anomaly detection system that considers correlations between different variables, adapts to changes in the pattern of the multivariate time series, offers immediate responses, and provides supportive information regarding detection results based on unsupervised learning and online model training. In the past decade, many multivariate time series anomaly detection approaches have been introduced. However, they are unable to offer all the above-mentioned features. In this paper, we propose RoLA, a real-time online lightweight anomaly detection system for multivariate time series based on a divide-and-conquer strategy, parallel processing, and the majority rule. RoLA employs multiple lightweight anomaly detectors to monitor multivariate time series in parallel, determine the correlations between variables dynamically on the fly, and then jointly detect anomalies based on the majority rule in real time. To demonstrate the performance of RoLA, we conducted an experiment based on a public dataset provided by the FerryBox of the One Ocean Expedition. The results show that RoLA provides satisfactory detection accuracy and lightweight performance.

Time-series anomaly detection plays a central role across a wide range of application domains. With the increasing proliferation of the Internet of Things (IoT) and smart manufacturing, time-series data has dramatically increased in both scale and dimensionality. This growth has exposed the limitations of traditional statistical methods in handling the high heterogeneity and complexity of such data. Inspired by the recent success of large language models (LLMs) in multimodal tasks across language and vision domains, we propose a novel unsupervised anomaly detection framework: A Tri-Branch Patch-wise Large Language Model Framework for Time-Series Anomaly Detection (TriP-LLM). TriP-LLM integrates local and global temporal features through a tri-branch design-Patching, Selection, and Global-to encode the input time series into patch-wise tokens, which are then processed by a frozen, pretrained LLM. A lightweight patch-wise decoder reconstructs the input, from which anomaly scores are derived. We evaluate TriP-LLM on several public benchmark datasets using PATE, a recently proposed threshold-free evaluation metric, and conduct all comparisons within a unified open-source framework to ensure fairness. Experimental results show that TriP-LLM consistently outperforms recent state-of-the-art methods across all datasets, demonstrating strong detection capabilities. Furthermore, through extensive ablation studies, we verify the substantial contribution of the LLM to the overall architecture. Compared to LLM-based approaches using Channel Independence (CI) patch processing, TriP-LLM achieves significantly lower memory consumption, making it more suitable for GPU memory-constrained environments. All code and model checkpoints are publicly available on https://github.com/YYZStart/TriP-LLM.git

Recently, leveraging pre-trained Large Language Models (LLMs) for time series (TS) tasks has gained increasing attention, which involves activating and enhancing LLMs' capabilities. Many methods aim to activate LLMs' capabilities based on token-level alignment but overlook LLMs' inherent strength on natural language processing -- their deep understanding of linguistic logic and structure rather than superficial embedding processing. We propose Context-Alignment, a new paradigm that aligns TS with a linguistic component in the language environments familiar to LLMs to enable LLMs to contextualize and comprehend TS data, thereby activating their capabilities. Specifically, such context-level alignment comprises structural alignment and logical alignment, which is achieved by a Dual-Scale Context-Alignment GNNs (DSCA-GNNs) applied to TS-language multimodal inputs. Structural alignment utilizes dual-scale nodes to describe hierarchical structure in TS-language, enabling LLMs treat long TS data as a whole linguistic component while preserving intrinsic token features. Logical alignment uses directed edges to guide logical relationships, ensuring coherence in the contextual semantics. Demonstration examples prompt are employed to construct Demonstration Examples based Context-Alignment (DECA) following DSCA-GNNs framework. DECA can be flexibly and repeatedly integrated into various layers of pre-trained LLMs to improve awareness of logic and structure, thereby enhancing performance. Extensive experiments show the effectiveness of DECA and the importance of Context-Alignment across tasks, particularly in few-shot and zero-shot forecasting, confirming that Context-Alignment provide powerful prior knowledge on context.

Large-scale pre-trained models (PTMs) such as BERT and GPT have recently achieved great success in Natural Language Processing and Computer Vision domains. However, the development of PTMs on healthcare time-series data is lagging behind.This underscores the limitations of the existing transformer-based architectures, particularly their scalability to handle large-scale time series and ability to capture long-term temporal dependencies. In this study, we present Timely Generative Pre-trained Transformer (TimelyGPT). TimelyGPT employs an extrapolatable position (xPos) embedding to encode trend and periodic patterns into time-series representations. It also integrates recurrent attention and temporal convolution modules to effectively capture global-local temporal dependencies. We evaluated TimelyGPT on two large-scale healthcare time series datasets corresponding to continuous biosignals and irregularly-sampled time series, respectively. Our experiments show that during pre-training, TimelyGPT excels in learning time-series representations from continuously monitored biosignals and irregularly-sampled time series data commonly observed in longitudinal electronic health records (EHRs). In forecasting continuous biosignals, TimelyGPT achieves accurate extrapolation up to 6,000 timesteps of body temperature during the sleep stage transition, given a short look-up window (i.e., prompt) containing only 2,000 timesteps. For irregularly-sampled time series, TimelyGPT with a proposed time-specific inference demonstrates high top recall scores in predicting future diagnoses using early diagnostic records, effectively handling irregular intervals between clinical records. Together, we envision TimelyGPT to be useful in a broad spectrum of health domains, including long-term patient health state forecasting and patient risk trajectory prediction.

In this paper we present a new framework for time-series modeling that combines the best of traditional statistical models and neural networks. We focus on time-series with long-range dependencies, needed for monitoring fine granularity data (e.g. minutes, seconds, milliseconds), prevalent in operational use-cases. Traditional models, such as auto-regression fitted with least squares (Classic-AR) can model time-series with a concise and interpretable model. When dealing with long-range dependencies, Classic-AR models can become intractably slow to fit for large data. Recently, sequence-to-sequence models, such as Recurrent Neural Networks, which were originally intended for natural language processing, have become popular for time-series. However, they can be overly complex for typical time-series data and lack interpretability. A scalable and interpretable model is needed to bridge the statistical and deep learning-based approaches. As a first step towards this goal, we propose modelling AR-process dynamics using a feed-forward neural network approach, termed AR-Net. We show that AR-Net is as interpretable as Classic-AR but also scales to long-range dependencies. Our results lead to three major conclusions: First, AR-Net learns identical AR-coefficients as Classic-AR, thus being equally interpretable. Second, the computational complexity with respect to the order of the AR process, is linear for AR-Net as compared to a quadratic for Classic-AR. This makes it possible to model long-range dependencies within fine granularity data. Third, by introducing regularization, AR-Net automatically selects and learns sparse AR-coefficients. This eliminates the need to know the exact order of the AR-process and allows to learn sparse weights for a model with long-range dependencies.

Clouds and haze often occlude optical satellite images, hindering continuous, dense monitoring of the Earth's surface. Although modern deep learning methods can implicitly learn to ignore such occlusions, explicit cloud removal as pre-processing enables manual interpretation and allows training models when only few annotations are available. Cloud removal is challenging due to the wide range of occlusion scenarios -- from scenes partially visible through haze, to completely opaque cloud coverage. Furthermore, integrating reconstructed images in downstream applications would greatly benefit from trustworthy quality assessment. In this paper, we introduce UnCRtainTS, a method for multi-temporal cloud removal combining a novel attention-based architecture, and a formulation for multivariate uncertainty prediction. These two components combined set a new state-of-the-art performance in terms of image reconstruction on two public cloud removal datasets. Additionally, we show how the well-calibrated predicted uncertainties enable a precise control of the reconstruction quality.

Accurate and timely detection of plant stress is essential for yield protection, allowing better-targeted intervention strategies. Recent advances in remote sensing and deep learning have shown great potential for rapid non-invasive detection of plant stress in a fully automated and reproducible manner. However, the existing models always face several challenges: 1) computational inefficiency and the misclassifications between the different stresses with similar symptoms; and 2) the poor interpretability of the host-stress interaction. In this work, we propose a novel fast Fourier Convolutional Neural Network (FFDNN) for accurate and explainable detection of two plant stresses with similar symptoms (i.e. Wheat Yellow Rust And Nitrogen Deficiency). Specifically, unlike the existing CNN models, the main components of the proposed model include: 1) a fast Fourier convolutional block, a newly fast Fourier transformation kernel as the basic perception unit, to substitute the traditional convolutional kernel to capture both local and global responses to plant stress in various time-scale and improve computing efficiency with reduced learning parameters in Fourier domain; 2) Capsule Feature Encoder to encapsulate the extracted features into a series of vector features to represent part-to-whole relationship with the hierarchical structure of the host-stress interactions of the specific stress. In addition, in order to alleviate over-fitting, a photochemical vegetation indices-based filter is placed as pre-processing operator to remove the non-photochemical noises from the input Sentinel-2 time series.

We report the delivery to the Mikulski Archive for Space Telescopes of target pixel and light curve files for up to 160,000 targets selected from full-frame images (FFI) for each TESS Northern hemisphere observing sector. The data include calibrated target pixels, simple aperture photometry flux time series, and presearch data conditioning corrected flux time series. These data provide TESS users with high quality, uniform pipeline products for a selection of FFI targets, that would otherwise not be readily available. Additionally, we deliver cotrending basis vectors derived from the FFI targets to allow users to perform their own systematic error corrections. The selected targets include all 2-minute targets and additional targets selected from the TESS Input Catalog with a maximum of 10,000 targets per sector on each of the sixteen TESS CCDs. The data products are in the same format as the project-delivered files for the TESS 2-minute targets. All of the TESS-SPOC data products are available at the MAST as a High Level Science Product via https://doi.org/10.17909/t9-wpz1-8s54.

Time series data and their time-frequency representation from gravitational-wave interferometers present multiple opportunities for the use of artificial intelligence methods associated with signal and image processing. Closely connected with this is the real-time aspect associated with gravitational-wave interferometers and the astrophysical observations they perform; the discovery potential of these instruments can be significantly enhanced when data processing can be achieved in O(1s) timescales. In this work, we introduce a novel signal and noise identification tool based on the YOLO (You Only Look Once) object detection framework. For its application into gravitational waves, we will refer to it as GW-YOLO. This tool can provide scene identification capabilities and essential information regarding whether an observed transient is any combination of noise and signal. Additionally, it supplies detailed time-frequency coordinates of the detected objects in the form of pixel masks, an essential property that can be used to understand and characterize astrophysical sources, as well as instrumental noise. The simultaneous identification of noise and signal, combined with precise pixel-level localization, represents a significant advancement in gravitational-wave data analysis. Our approach yields a 50\% detection efficiency for binary black hole signals at a signal-to-noise ratio (SNR) of 15 when such signals overlap with transient noise artifacts. When noise artifacts overlap with binary neutron star signals, our algorithm attains 50\% detection efficiency at an SNR of 30. This presents the first quantitative assessment of the ability to detect astrophysical events overlapping with realistic, instrument noise present in gravitational-wave interferometers.

Accurate crop mapping fundamentally relies on modeling multi-scale spatiotemporal patterns, where spatial scales range from individual field textures to landscape-level context, and temporal scales capture both short-term phenological transitions and full growing-season dynamics. Transformer-based remote sensing foundation models (RSFMs) offer promising potential for crop mapping due to their innate ability for unified spatiotemporal processing. However, current RSFMs remain suboptimal for crop mapping: they either employ fixed spatiotemporal windows that ignore the multi-scale nature of crop systems or completely disregard temporal information by focusing solely on spatial patterns. To bridge these gaps, we present AgriFM, a multi-source remote sensing foundation model specifically designed for agricultural crop mapping. Our approach begins by establishing the necessity of simultaneous hierarchical spatiotemporal feature extraction, leading to the development of a modified Video Swin Transformer architecture where temporal down-sampling is synchronized with spatial scaling operations. This modified backbone enables efficient unified processing of long time-series satellite inputs. AgriFM leverages temporally rich data streams from three satellite sources including MODIS, Landsat-8/9 and Sentinel-2, and is pre-trained on a global representative dataset comprising over 25 million image samples supervised by land cover products. The resulting framework incorporates a versatile decoder architecture that dynamically fuses these learned spatiotemporal representations, supporting diverse downstream tasks. Comprehensive evaluations demonstrate AgriFM's superior performance over conventional deep learning approaches and state-of-the-art general-purpose RSFMs across all downstream tasks. Codes will be available at https://github.com/flyakon/AgriFM.

We present a dataset for investigating the impact of stellar activity on astrometric measurements using NASA's Solar Dynamics Observatory (SDO) images of the Sun. The sensitivity of astrometry for detecting exoplanets is limited by stellar activity (e.g. starspots), which causes the measured "center of flux" of the star to deviate from the true, geometric, center, producing false positive detections. We analyze Helioseismic and Magnetic Imager continuum image data obtained from SDO between July 2015 and December 2022 to examine this "astrometric jitter" phenomenon for the Sun. We employ data processing procedures to clean the images and compute the time series of the sunspot-induced shift between the center of flux and the geometric center. The resulting time series show quasiperiodic variations up to 0.05% of the Sun's radius at its rotation period.

Seeing is believing, however, the underlying mechanism of how human visual perceptions are intertwined with our cognitions is still a mystery. Thanks to the recent advances in both neuroscience and artificial intelligence, we have been able to record the visually evoked brain activities and mimic the visual perception ability through computational approaches. In this paper, we pay attention to visual stimuli reconstruction by reconstructing the observed images based on portably accessible brain signals, i.e., electroencephalography (EEG) data. Since EEG signals are dynamic in the time-series format and are notorious to be noisy, processing and extracting useful information requires more dedicated efforts; In this paper, we propose a comprehensive pipeline, named NeuroImagen, for reconstructing visual stimuli images from EEG signals. Specifically, we incorporate a novel multi-level perceptual information decoding to draw multi-grained outputs from the given EEG data. A latent diffusion model will then leverage the extracted information to reconstruct the high-resolution visual stimuli images. The experimental results have illustrated the effectiveness of image reconstruction and superior quantitative performance of our proposed method.

Financial prediction is a complex and challenging task of time series analysis and signal processing, expected to model both short-term fluctuations and long-term temporal dependencies. Transformers have remarkable success mostly in natural language processing using attention mechanism, which also influenced the time series community. The ability to capture both short and long-range dependencies helps to understand the financial market and to recognize price patterns, leading to successful applications of Transformers in stock prediction. Although, the previous research predominantly focuses on individual features and singular predictions, that limits the model's ability to understand broader market trends. In reality, within sectors such as finance and technology, companies belonging to the same industry often exhibit correlated stock price movements. In this paper, we develop a novel neural network architecture by integrating Time2Vec with the Encoder of the Transformer model. Based on the study of different markets, we propose a novel correlation feature selection method. Through a comprehensive fine-tuning of multiple hyperparameters, we conduct a comparative analysis of our results against benchmark models. We conclude that our method outperforms other state-of-the-art encoding methods such as positional encoding, and we also conclude that selecting correlation features enhance the accuracy of predicting multiple stock prices.

In image processing, the amount of data to be processed grows rapidly, in particular when imaging methods yield images of more than two dimensions or time series of images. Thus, efficient processing is a challenge, as data sizes may push even supercomputers to their limits. Quantum image processing promises to encode images with logarithmically less qubits than classical pixels in the image. In theory, this is a huge progress, but so far not many experiments have been conducted in practice, in particular on real backends. Often, the precise conversion of classical data to quantum states, the exact implementation, and the interpretation of the measurements in the classical context are challenging. We investigate these practical questions in this paper. In particular, we study the feasibility of the Flexible Representation of Quantum Images (FRQI). Furthermore, we check experimentally what is the limit in the current noisy intermediate-scale quantum era, i.e. up to which image size an image can be encoded, both on simulators and on real backends. Finally, we propose a method for simplifying the circuits needed for the FRQI. With our alteration, the number of gates needed, especially of the error-prone controlled-NOT gates, can be reduced. As a consequence, the size of manageable images increases.

We introduce a simple enhancement of vision transformers (ViTs) to improve accuracy while maintaining throughput. Our approach, Jumbo, creates a wider CLS token, which is split to match the patch token width before attention, processed with self-attention, and reassembled. After attention, Jumbo applies a dedicated, wider FFN to this token. Since there is only one Jumbo token, its cost is minimal, and because we share this FFN across layers, its parameter count is controlled. Jumbo significantly improves over ViT+Registers on ImageNet-1K and ImageNet-21K. These gains are largest at small sizes / high speeds, e.g., ViT-nano+Jumbo outperforms ViT-nano+Registers by 13%. In fact, our Jumbo models are so efficient that they outperform specialized compute-efficient models while preserving the architectural advantages of plain ViTs, such as support for token dropping and other modalities. Accordingly, we demonstrate that Jumbo excels in these two settings via masked autoencoding and on a suite of time series benchmarks. Code and weights available: https://github.com/antofuller/jumbo

Deep learning is a group of exciting new technologies for neural networks. Through a combination of advanced training techniques and neural network architectural components, it is now possible to create neural networks that can handle tabular data, images, text, and audio as both input and output. Deep learning allows a neural network to learn hierarchies of information in a way that is like the function of the human brain. This course will introduce the student to classic neural network structures, Convolution Neural Networks (CNN), Long Short-Term Memory (LSTM), Gated Recurrent Neural Networks (GRU), General Adversarial Networks (GAN), and reinforcement learning. Application of these architectures to computer vision, time series, security, natural language processing (NLP), and data generation will be covered. High-Performance Computing (HPC) aspects will demonstrate how deep learning can be leveraged both on graphical processing units (GPUs), as well as grids. Focus is primarily upon the application of deep learning to problems, with some introduction to mathematical foundations. Readers will use the Python programming language to implement deep learning using Google TensorFlow and Keras. It is not necessary to know Python prior to this book; however, familiarity with at least one programming language is assumed.

Recent advancements in sequence modeling have led to the emergence of Structured State Space Models (SSMs) as an efficient alternative to Recurrent Neural Networks (RNNs) and Transformers, addressing challenges in long-range dependency modeling and computational efficiency. While RNNs suffer from vanishing gradients and sequential inefficiencies, and Transformers face quadratic complexity, SSMs leverage structured recurrence and state-space representations to achieve superior long-sequence processing with linear or near-linear complexity. This survey provides a comprehensive review of SSMs, tracing their evolution from the foundational S4 model to its successors like Mamba, Simplified Structured State Space Sequence Model (S5), and Jamba, highlighting their improvements in computational efficiency, memory optimization, and inference speed. By comparing SSMs with traditional sequence models across domains such as natural language processing (NLP), speech recognition, vision, and time-series forecasting, we demonstrate their advantages in handling long-range dependencies while reducing computational overhead. Despite their potential, challenges remain in areas such as training optimization, hybrid modeling, and interpretability. This survey serves as a structured guide for researchers and practitioners, detailing the advancements, trade-offs, and future directions of SSM-based architectures in AI and deep learning.

Stock markets play an important role in the global economy, where accurate stock price predictions can lead to significant financial returns. While existing transformer-based models have outperformed long short-term memory networks and convolutional neural networks in financial time series prediction, their high computational complexity and memory requirements limit their practicality for real-time trading and long-sequence data processing. To address these challenges, we propose SAMBA, an innovative framework for stock return prediction that builds on the Mamba architecture and integrates graph neural networks. SAMBA achieves near-linear computational complexity by utilizing a bidirectional Mamba block to capture long-term dependencies in historical price data and employing adaptive graph convolution to model dependencies between daily stock features. Our experimental results demonstrate that SAMBA significantly outperforms state-of-the-art baseline models in prediction accuracy, maintaining low computational complexity. The code and datasets are available at github.com/Ali-Meh619/SAMBA.

Sequence modeling is a crucial area across various domains, including Natural Language Processing (NLP), speech recognition, time series forecasting, music generation, and bioinformatics. Recurrent Neural Networks (RNNs) and Long Short Term Memory Networks (LSTMs) have historically dominated sequence modeling tasks like Machine Translation, Named Entity Recognition (NER), etc. However, the advancement of transformers has led to a shift in this paradigm, given their superior performance. Yet, transformers suffer from O(N^2) attention complexity and challenges in handling inductive bias. Several variations have been proposed to address these issues which use spectral networks or convolutions and have performed well on a range of tasks. However, they still have difficulty in dealing with long sequences. State Space Models(SSMs) have emerged as promising alternatives for sequence modeling paradigms in this context, especially with the advent of S4 and its variants, such as S4nd, Hippo, Hyena, Diagnol State Spaces (DSS), Gated State Spaces (GSS), Linear Recurrent Unit (LRU), Liquid-S4, Mamba, etc. In this survey, we categorize the foundational SSMs based on three paradigms namely, Gating architectures, Structural architectures, and Recurrent architectures. This survey also highlights diverse applications of SSMs across domains such as vision, video, audio, speech, language (especially long sequence modeling), medical (including genomics), chemical (like drug design), recommendation systems, and time series analysis, including tabular data. Moreover, we consolidate the performance of SSMs on benchmark datasets like Long Range Arena (LRA), WikiText, Glue, Pile, ImageNet, Kinetics-400, sstv2, as well as video datasets such as Breakfast, COIN, LVU, and various time series datasets. The project page for Mamba-360 work is available on this webpage.https://github.com/badripatro/mamba360.

Deep learning has solved a problem that as little as five years ago was thought by many to be intractable - the automatic recognition of patterns in data; and it can do so with accuracy that often surpasses human beings. It has solved problems beyond the realm of traditional, hand-crafted machine learning algorithms and captured the imagination of practitioners trying to make sense out of the flood of data that now inundates our society. As public awareness of the efficacy of DL increases so does the desire to make use of it. But even for highly trained professionals it can be daunting to approach the rapidly increasing body of knowledge produced by experts in the field. Where does one start? How does one determine if a particular model is applicable to their problem? How does one train and deploy such a network? A primer on the subject can be a good place to start. With that in mind, we present an overview of some of the key multilayer ANNs that comprise DL. We also discuss some new automatic architecture optimization protocols that use multi-agent approaches. Further, since guaranteeing system uptime is becoming critical to many computer applications, we include a section on using neural networks for fault detection and subsequent mitigation. This is followed by an exploratory survey of several application areas where DL has emerged as a game-changing technology: anomalous behavior detection in financial applications or in financial time-series forecasting, predictive and prescriptive analytics, medical image processing and analysis and power systems research. The thrust of this review is to outline emerging areas of application-oriented research within the DL community as well as to provide a reference to researchers seeking to use it in their work for what it does best: statistical pattern recognition with unparalleled learning capacity with the ability to scale with information.

Disease risk prediction has attracted increasing attention in the field of modern healthcare, especially with the latest advances in artificial intelligence (AI). Electronic health records (EHRs), which contain heterogeneous patient information, are widely used in disease risk prediction tasks. One challenge of applying AI models for risk prediction lies in generating interpretable evidence to support the prediction results while retaining the prediction ability. In order to address this problem, we propose the method of jointly embedding words and labels whereby attention modules learn the weights of words from medical notes according to their relevance to the names of risk prediction labels. This approach boosts interpretability by employing an attention mechanism and including the names of prediction tasks in the model. However, its application is only limited to the handling of textual inputs such as medical notes. In this paper, we propose a label dependent attention model LDAM to 1) improve the interpretability by exploiting Clinical-BERT (a biomedical language model pre-trained on a large clinical corpus) to encode biomedically meaningful features and labels jointly; 2) extend the idea of joint embedding to the processing of time-series data, and develop a multi-modal learning framework for integrating heterogeneous information from medical notes and time-series health status indicators. To demonstrate our method, we apply LDAM to the MIMIC-III dataset to predict different disease risks. We evaluate our method both quantitatively and qualitatively. Specifically, the predictive power of LDAM will be shown, and case studies will be carried out to illustrate its interpretability.

Multimodal learning aims to build models that can process and relate information from multiple modalities. Despite years of development in this field, it still remains challenging to design a unified network for processing various modalities (e.g. natural language, 2D images, 3D point clouds, audio, video, time series, tabular data) due to the inherent gaps among them. In this work, we propose a framework, named Meta-Transformer, that leverages a frozen encoder to perform multimodal perception without any paired multimodal training data. In Meta-Transformer, the raw input data from various modalities are mapped into a shared token space, allowing a subsequent encoder with frozen parameters to extract high-level semantic features of the input data. Composed of three main components: a unified data tokenizer, a modality-shared encoder, and task-specific heads for downstream tasks, Meta-Transformer is the first framework to perform unified learning across 12 modalities with unpaired data. Experiments on different benchmarks reveal that Meta-Transformer can handle a wide range of tasks including fundamental perception (text, image, point cloud, audio, video), practical application (X-Ray, infrared, hyperspectral, and IMU), and data mining (graph, tabular, and time-series). Meta-Transformer indicates a promising future for developing unified multimodal intelligence with transformers. Code will be available at https://github.com/invictus717/MetaTransformer

The Transformer architecture has become the de facto standard for Large Language Models (LLMs), demonstrating remarkable capabilities in language understanding and generation. However, its application in conversational AI is fundamentally constrained by its stateless nature and the quadratic computational complexity (O(L^2)) with respect to sequence length L. Current models emulate memory by reprocessing an ever-expanding conversation history with each turn, leading to prohibitive costs and latency in long dialogues. This paper introduces the Reactive Transformer (RxT), a novel architecture designed to overcome these limitations by shifting from a data-driven to an event-driven paradigm. RxT processes each conversational turn as a discrete event in real-time, maintaining context in an integrated, fixed-size Short-Term Memory (STM) system. The architecture features a distinct operational cycle where a generator-decoder produces a response based on the current query and the previous memory state, after which a memory-encoder and a dedicated Memory Attention network asynchronously update the STM with a representation of the complete interaction. This design fundamentally alters the scaling dynamics, reducing the total user-facing cost of a conversation from quadratic (O(N^2 cdot T)) to linear (O(N cdot T)) with respect to the number of interactions N. By decoupling response generation from memory updates, RxT achieves low latency, enabling truly real-time, stateful, and economically viable long-form conversations. We validated our architecture with a series of proof-of-concept experiments on synthetic data, demonstrating superior performance and constant-time inference latency compared to a baseline stateless model of comparable size.

As is known, hybrid quadratic and subquadratic attention models in multi-head architectures have surpassed both Transformer and Linear RNN models , with these works primarily focusing on reducing KV complexity and improving efficiency. For further research on expressiveness, we introduce our series of models distilled from Qwen 2.5, based on pure native RWKV-7 attention, which aims to make RNN more expressive and demonstrates state tracking ability beyond transformers. We work with QRWK 32B based on RWKV-6 architecture, another approach that reduces the entire knowledge processing time to just 8 hours using 16 AMD MI300X GPUs while maintaining Qwen 2.5's performance. In fact, the distillation process can utilize any LLM, not just Qwen, and enables knowledge transfer from larger LLMs to smaller ones with more fewer tokens. We will explain the detailed process and share our insights on building more powerful foundation models. Please note that this is an ongoing work that will be updated continuously. The model checkpoints and source code are available at https://github.com/yynil/RWKVInside{https://github.com/yynil/RWKVInside}, https://huggingface.co/RWKV-Red-Team/ARWKV-7B-Preview-0.1{https://huggingface.co/RWKV-Red-Team/ARWKV-7B-Preview-0.1}.

As unmanned aircraft systems (UASs) continue to integrate into the U.S. National Airspace System (NAS), there is a need to quantify the risk of airborne collisions between unmanned and manned aircraft to support regulation and standards development. Developing and certifying collision avoidance systems often rely on the extensive use of Monte Carlo collision risk analysis simulations using probabilistic models of aircraft flight. To train these models, high performance computing resources are required. We've prototyped a high performance computing workflow designed and deployed on the Lincoln Laboratory Supercomputing Center to process billions of observations of aircraft. However, the prototype has various computational and storage bottlenecks that limited rapid or more comprehensive analyses and models. In response, we have developed a novel workflow to take advantage of various job launch and task distribution technologies to improve performance. The workflow was benchmarked using two datasets of observations of aircraft, including a new dataset focused on the environment around aerodromes. Optimizing how the workflow was parallelized drastically reduced the execution time from weeks to days.

Time series, characterized by a sequence of data points organized in a discrete-time order, are ubiquitous in real-world scenarios. Unlike other data modalities, time series present unique challenges due to their intricate and dynamic nature, including the entanglement of nonlinear patterns and time-variant trends. Analyzing such data is of great significance in practical applications and has been extensively studied for centuries. Recent years have witnessed remarkable breakthroughs in the time series community, with techniques shifting from traditional statistical methods to contemporary deep learning models. In this paper, we delve into the design of deep time series models across various analysis tasks and review the existing literature from two perspectives: basic modules and model architectures. Further, we develop and release Time Series Library (TSLib) as a fair benchmark of deep time series models for diverse analysis tasks. TSLib implements 30 prominent models, covers 30 datasets from different domains, and supports five prevalent analysis tasks. Based on TSLib, we thoroughly evaluate 13 advanced deep time series models across diverse tasks. Empirical results indicate that models with specific structures are well-suited for distinct analytical tasks, providing insights for research and adoption of deep time series models. Code and datasets are available at https://github.com/thuml/Time-Series-Library.

In this paper, we present a new approach to time series forecasting. Time series data are prevalent in many scientific and engineering disciplines. Time series forecasting is a crucial task in modeling time series data, and is an important area of machine learning. In this work we developed a novel method that employs Transformer-based machine learning models to forecast time series data. This approach works by leveraging self-attention mechanisms to learn complex patterns and dynamics from time series data. Moreover, it is a generic framework and can be applied to univariate and multivariate time series data, as well as time series embeddings. Using influenza-like illness (ILI) forecasting as a case study, we show that the forecasting results produced by our approach are favorably comparable to the state-of-the-art.

In this paper, we introduce FITS, a lightweight yet powerful model for time series analysis. Unlike existing models that directly process raw time-domain data, FITS operates on the principle that time series can be manipulated through interpolation in the complex frequency domain. By discarding high-frequency components with negligible impact on time series data, FITS achieves performance comparable to state-of-the-art models for time series forecasting and anomaly detection tasks, while having a remarkably compact size of only approximately 10k parameters. Such a lightweight model can be easily trained and deployed in edge devices, creating opportunities for various applications. The code is available in: https://github.com/VEWOXIC/FITS

Time series are the primary data type used to record dynamic system measurements and generated in great volume by both physical sensors and online processes (virtual sensors). Time series analytics is therefore crucial to unlocking the wealth of information implicit in available data. With the recent advancements in graph neural networks (GNNs), there has been a surge in GNN-based approaches for time series analysis. These approaches can explicitly model inter-temporal and inter-variable relationships, which traditional and other deep neural network-based methods struggle to do. In this survey, we provide a comprehensive review of graph neural networks for time series analysis (GNN4TS), encompassing four fundamental dimensions: forecasting, classification, anomaly detection, and imputation. Our aim is to guide designers and practitioners to understand, build applications, and advance research of GNN4TS. At first, we provide a comprehensive task-oriented taxonomy of GNN4TS. Then, we present and discuss representative research works and introduce mainstream applications of GNN4TS. A comprehensive discussion of potential future research directions completes the survey. This survey, for the first time, brings together a vast array of knowledge on GNN-based time series research, highlighting foundations, practical applications, and opportunities of graph neural networks for time series analysis.

Modeling multivariate time series is a well-established problem with a wide range of applications from healthcare to financial markets. Traditional State Space Models (SSMs) are classical approaches for univariate time series modeling due to their simplicity and expressive power to represent linear dependencies. They, however, have fundamentally limited expressive power to capture non-linear dependencies, are slow in practice, and fail to model the inter-variate information flow. Despite recent attempts to improve the expressive power of SSMs by using deep structured SSMs, the existing methods are either limited to univariate time series, fail to model complex patterns (e.g., seasonal patterns), fail to dynamically model the dependencies of variate and time dimensions, and/or are input-independent. We present Chimera that uses two input-dependent 2-D SSM heads with different discretization processes to learn long-term progression and seasonal patterns. To improve the efficiency of complex 2D recurrence, we present a fast training using a new 2-dimensional parallel selective scan. We further present and discuss 2-dimensional Mamba and Mamba-2 as the spacial cases of our 2D SSM. Our experimental evaluation shows the superior performance of Chimera on extensive and diverse benchmarks, including ECG and speech time series classification, long-term and short-term time series forecasting, and time series anomaly detection.

Visualizing multiple time series presents fundamental tradeoffs between scalability and visual clarity. Time series capture the behavior of many large-scale real-world processes, from stock market trends to urban activities. Users often gain insights by visualizing them as line charts, juxtaposing or superposing multiple time series to compare them and identify trends and patterns. However, existing representations struggle with scalability: when covering long time spans, leading to visual clutter from too many small multiples or overlapping lines. We propose TiVy, a new algorithm that summarizes time series using sequential patterns. It transforms the series into a set of symbolic sequences based on subsequence visual similarity using Dynamic Time Warping (DTW), then constructs a disjoint grouping of similar subsequences based on the frequent sequential patterns. The grouping result, a visual summary of time series, provides uncluttered superposition with fewer small multiples. Unlike common clustering techniques, TiVy extracts similar subsequences (of varying lengths) aligned in time. We also present an interactive time series visualization that renders large-scale time series in real-time. Our experimental evaluation shows that our algorithm (1) extracts clear and accurate patterns when visualizing time series data, (2) achieves a significant speed-up (1000X) compared to a straightforward DTW clustering. We also demonstrate the efficiency of our approach to explore hidden structures in massive time series data in two usage scenarios.

Recent advances in data collection technology, accompanied by the ever-rising volume and velocity of streaming data, underscore the vital need for time series analytics. In this regard, time-series anomaly detection has been an important activity, entailing various applications in fields such as cyber security, financial markets, law enforcement, and health care. While traditional literature on anomaly detection is centered on statistical measures, the increasing number of machine learning algorithms in recent years call for a structured, general characterization of the research methods for time-series anomaly detection. This survey groups and summarizes anomaly detection existing solutions under a process-centric taxonomy in the time series context. In addition to giving an original categorization of anomaly detection methods, we also perform a meta-analysis of the literature and outline general trends in time-series anomaly detection research.

Many businesses and industries nowadays rely on large quantities of time series data making time series forecasting an important research area. Global forecasting models that are trained across sets of time series have shown a huge potential in providing accurate forecasts compared with the traditional univariate forecasting models that work on isolated series. However, there are currently no comprehensive time series archives for forecasting that contain datasets of time series from similar sources available for the research community to evaluate the performance of new global forecasting algorithms over a wide variety of datasets. In this paper, we present such a comprehensive time series forecasting archive containing 20 publicly available time series datasets from varied domains, with different characteristics in terms of frequency, series lengths, and inclusion of missing values. We also characterise the datasets, and identify similarities and differences among them, by conducting a feature analysis. Furthermore, we present the performance of a set of standard baseline forecasting methods over all datasets across eight error metrics, for the benefit of researchers using the archive to benchmark their forecasting algorithms.

Analysis and prediction of stock market time series data has attracted considerable interest from the research community over the last decade. Rapid development and evolution of sophisticated algorithms for statistical analysis of time series data, and availability of high-performance hardware has made it possible to process and analyze high volume stock market time series data effectively, in real-time. Among many other important characteristics and behavior of such data, forecasting is an area which has witnessed considerable focus. In this work, we have used time series of the index values of the Auto sector in India during January 2010 to December 2015 for a deeper understanding of the behavior of its three constituent components, e.g., the trend, the seasonal component, and the random component. Based on this structural analysis, we have also designed five approaches for forecasting and also computed their accuracy in prediction using suitably chosen training and test data sets. Extensive results are presented to demonstrate the effectiveness of our proposed decomposition approaches of time series and the efficiency of our forecasting techniques, even in presence of a random component and a sharply changing trend component in the time-series.

Multivariate time series forecasting is an important machine learning problem across many domains, including predictions of solar plant energy output, electricity consumption, and traffic jam situation. Temporal data arise in these real-world applications often involves a mixture of long-term and short-term patterns, for which traditional approaches such as Autoregressive models and Gaussian Process may fail. In this paper, we proposed a novel deep learning framework, namely Long- and Short-term Time-series network (LSTNet), to address this open challenge. LSTNet uses the Convolution Neural Network (CNN) and the Recurrent Neural Network (RNN) to extract short-term local dependency patterns among variables and to discover long-term patterns for time series trends. Furthermore, we leverage traditional autoregressive model to tackle the scale insensitive problem of the neural network model. In our evaluation on real-world data with complex mixtures of repetitive patterns, LSTNet achieved significant performance improvements over that of several state-of-the-art baseline methods. All the data and experiment codes are available online.

Time series classification (TSC) on multivariate time series is a critical problem. We propose a novel multi-view approach integrating frequency-domain and time-domain features to provide complementary contexts for TSC. Our method fuses continuous wavelet transform spectral features with temporal convolutional or multilayer perceptron features. We leverage the Mamba state space model for efficient and scalable sequence modeling. We also introduce a novel tango scanning scheme to better model sequence relationships. Experiments on 10 standard benchmark datasets demonstrate our approach achieves an average 6.45% accuracy improvement over state-of-the-art TSC models.

Self-supervised learning has seen great success recently in unsupervised representation learning, enabling breakthroughs in natural language and image processing. However, these methods often rely on autoregressive and masked modeling, which aim to reproduce masked information in the input, which can be vulnerable to the presence of noise or confounding variables. To address this problem, Joint-Embedding Predictive Architectures (JEPA) has been introduced with the aim to perform self-supervised learning in the latent space. To leverage these advancements in the domain of time series, we introduce Time Series JEPA (TS-JEPA), an architecture specifically adapted for time series representation learning. We validate TS-JEPA on both classification and forecasting, showing that it can match or surpass current state-of-the-art baselines on different standard datasets. Notably, our approach demonstrates a strong performance balance across diverse tasks, indicating its potential as a robust foundation for learning general representations. Thus, this work lays the groundwork for developing future time series foundation models based on Joint Embedding.

Time series forecasting holds significant importance in many real-world dynamic systems and has been extensively studied. Unlike natural language process (NLP) and computer vision (CV), where a single large model can tackle multiple tasks, models for time series forecasting are often specialized, necessitating distinct designs for different tasks and applications. While pre-trained foundation models have made impressive strides in NLP and CV, their development in time series domains has been constrained by data sparsity. Recent studies have revealed that large language models (LLMs) possess robust pattern recognition and reasoning abilities over complex sequences of tokens. However, the challenge remains in effectively aligning the modalities of time series data and natural language to leverage these capabilities. In this work, we present Time-LLM, a reprogramming framework to repurpose LLMs for general time series forecasting with the backbone language models kept intact. We begin by reprogramming the input time series with text prototypes before feeding it into the frozen LLM to align the two modalities. To augment the LLM's ability to reason with time series data, we propose Prompt-as-Prefix (PaP), which enriches the input context and directs the transformation of reprogrammed input patches. The transformed time series patches from the LLM are finally projected to obtain the forecasts. Our comprehensive evaluations demonstrate that Time-LLM is a powerful time series learner that outperforms state-of-the-art, specialized forecasting models. Moreover, Time-LLM excels in both few-shot and zero-shot learning scenarios.

Time series data is fundamental to decision-making in many crucial domains including healthcare, finance, and environmental science. However, analyzing this data often requires incorporating unstructured contextual information, answering domain-specific questions, and generating natural language explanations -- capabilities that traditional time series models lack due to their inability to process text. While Large Language Models (LLMs) excel at contextual reasoning and knowledge integration, they struggle with numerical time series due to inefficient text-based representations and limited exposure to temporal data during pretraining. We address this gap by augmenting an LLM with specialized time series perception through a patch-based encoder-decoder architecture. We train this Time Series-augmented LLM (TsLLM) on a large corpus of over 2 million interleaved time series and text examples spanning diverse analysis tasks: forecasting with contextual information, time series question-answering, pattern explanation, classification with natural language outputs, and report generation. This training enables TsLLM to leverage both its language understanding and newly acquired temporal reasoning capabilities. While not designed to surpass specialized models on traditional benchmarks, TsLLM demonstrates strong performance on tasks requiring the integration of time series analysis with natural language -- capabilities that existing approaches cannot provide. Our work establishes a new paradigm for time series analysis that bridges numerical computation and natural language understanding, democratizing access to sophisticated temporal reasoning through natural language interaction.

Time series is a collection of data instances that are ordered according to a time stamp. Stock prices, temperature, etc are examples of time series data in real life. Time series data are used for forecasting sales, predicting trends. Visualization is the process of visually representing data or the relationship between features of a data either in a two-dimensional plot or a three-dimensional plot. Visualizing the time series data constitutes an important part of the process for working with a time series dataset. Visualizing the data not only helps in the modelling process but it can also be used to identify trends and features that cause those trends. In this work, we take a real-life time series dataset and analyse how the target feature relates to other features of the dataset through visualization. From the work that has been carried out, we present an effective method of visualization for time series data which will be much useful for machine learning modelling with such datasets.

We introduce MOMENT, a family of open-source foundation models for general-purpose time-series analysis. Pre-training large models on time-series data is challenging due to (1) the absence of a large and cohesive public time-series repository, and (2) diverse time-series characteristics which make multi-dataset training onerous. Additionally, (3) experimental benchmarks to evaluate these models, especially in scenarios with limited resources, time, and supervision, are still in their nascent stages. To address these challenges, we compile a large and diverse collection of public time-series, called the Time-series Pile, and systematically tackle time-series-specific challenges to unlock large-scale multi-dataset pre-training. Finally, we build on recent work to design a benchmark to evaluate time-series foundation models on diverse tasks and datasets in limited supervision settings. Experiments on this benchmark demonstrate the effectiveness of our pre-trained models with minimal data and task-specific fine-tuning. Finally, we present several interesting empirical observations about large pre-trained time-series models. Our code is available anonymously at anonymous.4open.science/r/BETT-773F/.

Recent advancements in the collection and analysis of sequential educational data have brought time series analysis to a pivotal position in educational research, highlighting its essential role in facilitating data-driven decision-making. However, there is a lack of comprehensive summaries that consolidate these advancements. To the best of our knowledge, this paper is the first to provide a comprehensive review of time series analysis techniques specifically within the educational context. We begin by exploring the landscape of educational data analytics, categorizing various data sources and types relevant to education. We then review four prominent time series methods-forecasting, classification, clustering, and anomaly detection-illustrating their specific application points in educational settings. Subsequently, we present a range of educational scenarios and applications, focusing on how these methods are employed to address diverse educational tasks, which highlights the practical integration of multiple time series methods to solve complex educational problems. Finally, we conclude with a discussion on future directions, including personalized learning analytics, multimodal data fusion, and the role of large language models (LLMs) in educational time series. The contributions of this paper include a detailed taxonomy of educational data, a synthesis of time series techniques with specific educational applications, and a forward-looking perspective on emerging trends and future research opportunities in educational analysis. The related papers and resources are available and regularly updated at the project page.

Irregularly sampled time series data arise naturally in many application domains including biology, ecology, climate science, astronomy, and health. Such data represent fundamental challenges to many classical models from machine learning and statistics due to the presence of non-uniform intervals between observations. However, there has been significant progress within the machine learning community over the last decade on developing specialized models and architectures for learning from irregularly sampled univariate and multivariate time series data. In this survey, we first describe several axes along which approaches to learning from irregularly sampled time series differ including what data representations they are based on, what modeling primitives they leverage to deal with the fundamental problem of irregular sampling, and what inference tasks they are designed to perform. We then survey the recent literature organized primarily along the axis of modeling primitives. We describe approaches based on temporal discretization, interpolation, recurrence, attention and structural invariance. We discuss similarities and differences between approaches and highlight primary strengths and weaknesses.

Time series data are foundational in finance, healthcare, and energy domains. However, most existing methods and datasets remain focused on a narrow spectrum of tasks, such as forecasting or anomaly detection. To bridge this gap, we introduce Time Series Multi-Task Question Answering (Time-MQA), a unified framework that enables natural language queries across multiple time series tasks - numerical analytical tasks and open-ended question answering with reasoning. Central to Time-MQA is the TSQA dataset, a large-scale dataset containing sim200k question-answer pairs derived from diverse time series spanning environment, traffic, etc. This comprehensive resource covers various time series lengths and promotes robust model development. We further demonstrate how continually pre-training large language models (Mistral 7B, Llama-3 8B, and Qwen-2.5 7B) on the TSQA dataset enhanced time series reasoning capabilities, moving beyond mere numeric tasks and enabling more advanced and intuitive interactions with temporal data. The complete TSQA dataset, models, executable codes, user study questionnaires for evaluation, and results have all been open-sourced.

We introduce the concept of programmable feature engineering for time series modeling and propose a feature programming framework. This framework generates large amounts of predictive features for noisy multivariate time series while allowing users to incorporate their inductive bias with minimal effort. The key motivation of our framework is to view any multivariate time series as a cumulative sum of fine-grained trajectory increments, with each increment governed by a novel spin-gas dynamical Ising model. This fine-grained perspective motivates the development of a parsimonious set of operators that summarize multivariate time series in an abstract fashion, serving as the foundation for large-scale automated feature engineering. Numerically, we validate the efficacy of our method on several synthetic and real-world noisy time series datasets.

This paper presents TS2Vec, a universal framework for learning representations of time series in an arbitrary semantic level. Unlike existing methods, TS2Vec performs contrastive learning in a hierarchical way over augmented context views, which enables a robust contextual representation for each timestamp. Furthermore, to obtain the representation of an arbitrary sub-sequence in the time series, we can apply a simple aggregation over the representations of corresponding timestamps. We conduct extensive experiments on time series classification tasks to evaluate the quality of time series representations. As a result, TS2Vec achieves significant improvement over existing SOTAs of unsupervised time series representation on 125 UCR datasets and 29 UEA datasets. The learned timestamp-level representations also achieve superior results in time series forecasting and anomaly detection tasks. A linear regression trained on top of the learned representations outperforms previous SOTAs of time series forecasting. Furthermore, we present a simple way to apply the learned representations for unsupervised anomaly detection, which establishes SOTA results in the literature. The source code is publicly available at https://github.com/yuezhihan/ts2vec.

Analyzing both temporal and spatial patterns for an accurate forecasting model for financial time series forecasting is a challenge due to the complex nature of temporal-spatial dynamics: time series from different locations often have distinct patterns; and for the same time series, patterns may vary as time goes by. Inspired by the successful applications of deep learning, we propose a new model to resolve the issues of forecasting household leverage in China. Our solution consists of multiple RNN-based layers and an attention layer: each RNN-based layer automatically learns the temporal pattern of a specific series with multivariate exogenous series, and then the attention layer learns the spatial correlative weight and obtains the global representations simultaneously. The results show that the new approach can capture the temporal-spatial dynamics of household leverage well and get more accurate and solid predictive results. More, the simulation also studies show that clustering and choosing correlative series are necessary to obtain accurate forecasting results.

Multivariate time series classification is a crucial task in data mining, attracting growing research interest due to its broad applications. While many existing methods focus on discovering discriminative patterns in time series, real-world data does not always present such patterns, and sometimes raw numerical values can also serve as discriminative features. Additionally, the recent success of Transformer models has inspired many studies. However, when applying to time series classification, the self-attention mechanisms in Transformer models could introduce classification-irrelevant features, thereby compromising accuracy. To address these challenges, we propose a novel method, VSFormer, that incorporates both discriminative patterns (shape) and numerical information (value). In addition, we extract class-specific prior information derived from supervised information to enrich the positional encoding and provide classification-oriented self-attention learning, thereby enhancing its effectiveness. Extensive experiments on all 30 UEA archived datasets demonstrate the superior performance of our method compared to SOTA models. Through ablation studies, we demonstrate the effectiveness of the improved encoding layer and the proposed self-attention mechanism. Finally, We provide a case study on a real-world time series dataset without discriminative patterns to interpret our model.

Time series forecasting plays a crucial role in data mining, driving rapid advancements across numerous industries. With the emergence of large models, time series foundation models (TSFMs) have exhibited remarkable generalization capabilities, such as zero-shot learning, through large-scale pre-training. Meanwhile, Retrieval-Augmented Generation (RAG) methods have been widely employed to enhance the performance of foundation models on unseen data, allowing models to access to external knowledge. In this paper, we introduce TimeRAF, a Retrieval-Augmented Forecasting model that enhance zero-shot time series forecasting through retrieval-augmented techniques. We develop customized time series knowledge bases that are tailored to the specific forecasting tasks. TimeRAF employs an end-to-end learnable retriever to extract valuable information from the knowledge base. Additionally, we propose Channel Prompting for knowledge integration, which effectively extracts relevant information from the retrieved knowledge along the channel dimension. Extensive experiments demonstrate the effectiveness of our model, showing significant improvement across various domains and datasets.

Large Language Models (LLMs) offer the potential for automatic time series analysis and reporting, which is a critical task across many domains, spanning healthcare, finance, climate, energy, and many more. In this paper, we propose a framework for rigorously evaluating the capabilities of LLMs on time series understanding, encompassing both univariate and multivariate forms. We introduce a comprehensive taxonomy of time series features, a critical framework that delineates various characteristics inherent in time series data. Leveraging this taxonomy, we have systematically designed and synthesized a diverse dataset of time series, embodying the different outlined features. This dataset acts as a solid foundation for assessing the proficiency of LLMs in comprehending time series. Our experiments shed light on the strengths and limitations of state-of-the-art LLMs in time series understanding, revealing which features these models readily comprehend effectively and where they falter. In addition, we uncover the sensitivity of LLMs to factors including the formatting of the data, the position of points queried within a series and the overall time series length.

We build upon time-series classification by leveraging the capabilities of Vision Language Models (VLMs). We find that VLMs produce competitive results after two or less epochs of fine-tuning. We develop a novel approach that incorporates graphical data representations as images in conjunction with numerical data. This approach is rooted in the hypothesis that graphical representations can provide additional contextual information that numerical data alone may not capture. Additionally, providing a graphical representation can circumvent issues such as limited context length faced by LLMs. To further advance this work, we implemented a scalable end-to-end pipeline for training on different scenarios, allowing us to isolate the most effective strategies for transferring learning capabilities from LLMs to Time Series Classification (TSC) tasks. Our approach works with univariate and multivariate time-series data. In addition, we conduct extensive and practical experiments to show how this approach works for time-series classification and generative labels.

In this paper, we introduce TimeGPT, the first foundation model for time series, capable of generating accurate predictions for diverse datasets not seen during training. We evaluate our pre-trained model against established statistical, machine learning, and deep learning methods, demonstrating that TimeGPT zero-shot inference excels in performance, efficiency, and simplicity. Our study provides compelling evidence that insights from other domains of artificial intelligence can be effectively applied to time series analysis. We conclude that large-scale time series models offer an exciting opportunity to democratize access to precise predictions and reduce uncertainty by leveraging the capabilities of contemporary advancements in deep learning.

The scientific reasoning ability of large language models (LLMs) has recently attracted significant attention. Time series, as a fundamental modality in scientific data, presents unique challenges that are often overlooked in current multimodal LLMs, which either encode numerical sequences as text or convert them into images. Such approaches may be insufficient for comprehensive scientific time series understanding and generation. Existing unified time series models typically specialise in either forecasting or analysis, and their effectiveness on non-periodic, heterogeneous scientific signals remains unclear. To address these gaps, we introduce SciTS, a benchmark spanning 12 scientific domains and 43 tasks, with over 50k+ instances, both univariate and multivariate signals ranging from 10^0 to 10^7 in length and up to 10~MHz in frequency. We benchmark 17 models, including text-only LLMs, multimodal LLMs, and unified time series models, and find that general-purpose LLMs exhibit stronger generalisability than specialised time series models, while representing time series as text or images limits their performance due to excessively long sequences and loss of numerical precision, respectively. We then introduce TimeOmni, a framework that equips LLMs with the ability to understand and generate time series while remaining compatible with general-purpose LLM training. This work fills a gap in both dedicated benchmarks and modelling frameworks for scientific time series, paving the way for LLMs to understand and generate complex temporal scientific data.

Time series forecasting plays a crucial role in decision-making across various domains, but it presents significant challenges. Recent studies have explored image-driven approaches using computer vision models to address these challenges, often employing lineplots as the visual representation of time series data. In this paper, we propose a novel approach that uses time-frequency spectrograms as the visual representation of time series data. We introduce the use of a vision transformer for multimodal learning, showcasing the advantages of our approach across diverse datasets from different domains. To evaluate its effectiveness, we compare our method against statistical baselines (EMA and ARIMA), a state-of-the-art deep learning-based approach (DeepAR), other visual representations of time series data (lineplot images), and an ablation study on using only the time series as input. Our experiments demonstrate the benefits of utilizing spectrograms as a visual representation for time series data, along with the advantages of employing a vision transformer for simultaneous learning in both the time and frequency domains.

Time series modeling is a well-established problem, which often requires that methods (1) expressively represent complicated dependencies, (2) forecast long horizons, and (3) efficiently train over long sequences. State-space models (SSMs) are classical models for time series, and prior works combine SSMs with deep learning layers for efficient sequence modeling. However, we find fundamental limitations with these prior approaches, proving their SSM representations cannot express autoregressive time series processes. We thus introduce SpaceTime, a new state-space time series architecture that improves all three criteria. For expressivity, we propose a new SSM parameterization based on the companion matrix -- a canonical representation for discrete-time processes -- which enables SpaceTime's SSM layers to learn desirable autoregressive processes. For long horizon forecasting, we introduce a "closed-loop" variation of the companion SSM, which enables SpaceTime to predict many future time-steps by generating its own layer-wise inputs. For efficient training and inference, we introduce an algorithm that reduces the memory and compute of a forward pass with the companion matrix. With sequence length ell and state-space size d, we go from O(d ell) na\"ively to O(d + ell). In experiments, our contributions lead to state-of-the-art results on extensive and diverse benchmarks, with best or second-best AUROC on 6 / 7 ECG and speech time series classification, and best MSE on 14 / 16 Informer forecasting tasks. Furthermore, we find SpaceTime (1) fits AR(p) processes that prior deep SSMs fail on, (2) forecasts notably more accurately on longer horizons than prior state-of-the-art, and (3) speeds up training on real-world ETTh1 data by 73% and 80% relative wall-clock time over Transformers and LSTMs.

Temporal data such as time series can be viewed as discretized measurements of the underlying function. To build a generative model for such data we have to model the stochastic process that governs it. We propose a solution by defining the denoising diffusion model in the function space which also allows us to naturally handle irregularly-sampled observations. The forward process gradually adds noise to functions, preserving their continuity, while the learned reverse process removes the noise and returns functions as new samples. To this end, we define suitable noise sources and introduce novel denoising and score-matching models. We show how our method can be used for multivariate probabilistic forecasting and imputation, and how our model can be interpreted as a neural process.

We address the problem of learning the dynamics of an unknown non-parametric system linking a target and a feature time series. The feature time series is measured on a sparse and irregular grid, while we have access to only a few points of the target time series. Once learned, we can use these dynamics to predict values of the target from the previous values of the feature time series. We frame this task as learning the solution map of a controlled differential equation (CDE). By leveraging the rich theory of signatures, we are able to cast this non-linear problem as a high-dimensional linear regression. We provide an oracle bound on the prediction error which exhibits explicit dependencies on the individual-specific sampling schemes. Our theoretical results are illustrated by simulations which show that our method outperforms existing algorithms for recovering the full time series while being computationally cheap. We conclude by demonstrating its potential on real-world epidemiological data.

Time-series data are critical in diverse applications, such as industrial monitoring, medical diagnostics, and climate research. However, effectively integrating these high-dimensional temporal signals with natural language for dynamic, interactive tasks remains a significant challenge. To address this, we introduce the Time-Series Question Answering (Time-Series QA) task and release EngineMT-QA, the first large-scale, multi-task, temporal-textual QA dataset designed to capture complex interactions between time-series signals and natural language. Building on this resource, we propose the Instruct Time Transformer (ITFormer), a novel framework that bridges time-series encoders with frozen large language models (LLMs). ITFormer effectively extracts, aligns, and fuses temporal and textual features, achieving a strong improvement in QA accuracy over strong baselines with fewer than 1\% additional trainable parameters. By combining computational efficiency with robust cross-modal modeling, our work establishes a adaptable paradigm for integrating temporal data with natural language, paving the way for new research and applications in multi-modal AI. More details about the project, including datasets and code, are available at: https://pandalin98.github.io/itformer_site/

Time series foundation models have shown impressive performance on a variety of tasks, across a wide range of domains, even in zero-shot settings. However, most of these models are designed to handle short univariate time series as an input. This limits their practical use, especially in domains such as healthcare with copious amounts of long and multivariate data with strong temporal and intra-variate dependencies. Our study bridges this gap by cataloging and systematically comparing various context expansion techniques from both language and time series domains, and introducing a novel compressive memory mechanism to allow encoder-only TSFMs to effectively model intra-variate dependencies. We demonstrate the benefits of our approach by imbuing MOMENT, a recent family of multi-task time series foundation models, with the multivariate context.

The performance of transformers for time-series forecasting has improved significantly. Recent architectures learn complex temporal patterns by segmenting a time-series into patches and using the patches as tokens. The patch size controls the ability of transformers to learn the temporal patterns at different frequencies: shorter patches are effective for learning localized, high-frequency patterns, whereas mining long-term seasonalities and trends requires longer patches. Inspired by this observation, we propose a novel framework, Multi-resolution Time-Series Transformer (MTST), which consists of a multi-branch architecture for simultaneous modeling of diverse temporal patterns at different resolutions. In contrast to many existing time-series transformers, we employ relative positional encoding, which is better suited for extracting periodic components at different scales. Extensive experiments on several real-world datasets demonstrate the effectiveness of MTST in comparison to state-of-the-art forecasting techniques.

Time series research has gathered lots of interests in the last decade, especially for Time Series Classification (TSC) and Time Series Forecasting (TSF). Research in TSC has greatly benefited from the University of California Riverside and University of East Anglia (UCR/UEA) Time Series Archives. On the other hand, the advancement in Time Series Forecasting relies on time series forecasting competitions such as the Makridakis competitions, NN3 and NN5 Neural Network competitions, and a few Kaggle competitions. Each year, thousands of papers proposing new algorithms for TSC and TSF have utilized these benchmarking archives. These algorithms are designed for these specific problems, but may not be useful for tasks such as predicting the heart rate of a person using photoplethysmogram (PPG) and accelerometer data. We refer to this problem as Time Series Extrinsic Regression (TSER), where we are interested in a more general methodology of predicting a single continuous value, from univariate or multivariate time series. This prediction can be from the same time series or not directly related to the predictor time series and does not necessarily need to be a future value or depend heavily on recent values. To the best of our knowledge, research into TSER has received much less attention in the time series research community and there are no models developed for general time series extrinsic regression problems. Most models are developed for a specific problem. Therefore, we aim to motivate and support the research into TSER by introducing the first TSER benchmarking archive. This archive contains 19 datasets from different domains, with varying number of dimensions, unequal length dimensions, and missing values. In this paper, we introduce the datasets in this archive and did an initial benchmark on existing models.

Time series analysis stands as a focal point within the data mining community, serving as a cornerstone for extracting valuable insights crucial to a myriad of real-world applications. Recent advances in Foundation Models (FMs) have fundamentally reshaped the paradigm of model design for time series analysis, boosting various downstream tasks in practice. These innovative approaches often leverage pre-trained or fine-tuned FMs to harness generalized knowledge tailored for time series analysis. This survey aims to furnish a comprehensive and up-to-date overview of FMs for time series analysis. While prior surveys have predominantly focused on either application or pipeline aspects of FMs in time series analysis, they have often lacked an in-depth understanding of the underlying mechanisms that elucidate why and how FMs benefit time series analysis. To address this gap, our survey adopts a methodology-centric classification, delineating various pivotal elements of time-series FMs, including model architectures, pre-training techniques, adaptation methods, and data modalities. Overall, this survey serves to consolidate the latest advancements in FMs pertinent to time series analysis, accentuating their theoretical underpinnings, recent strides in development, and avenues for future exploration.

We present TimeFound, an encoder-decoder transformer-based time series foundation model for out-of-the-box zero-shot forecasting. To handle time series data from various domains, TimeFound employs a multi-resolution patching strategy to capture complex temporal patterns at multiple scales. We pre-train our model with two sizes (200M and 710M parameters) on a large time-series corpus comprising both real-world and synthetic datasets. Over a collection of unseen datasets across diverse domains and forecasting horizons, our empirical evaluations suggest that TimeFound can achieve superior or competitive zero-shot forecasting performance, compared to state-of-the-art time series foundation models.

Most methods for time series classification that attain state-of-the-art accuracy have high computational complexity, requiring significant training time even for smaller datasets, and are intractable for larger datasets. Additionally, many existing methods focus on a single type of feature such as shape or frequency. Building on the recent success of convolutional neural networks for time series classification, we show that simple linear classifiers using random convolutional kernels achieve state-of-the-art accuracy with a fraction of the computational expense of existing methods.

Time series anomaly detection forms a very crucial area in several domains but poses substantial challenges. Due to time series data possessing seasonality, trends, noise, and evolving patterns (concept drift), it becomes very difficult to set a general notion of what constitutes normal behavior. Anomalies themselves could be varied, ranging from a single outlier to contextual or collective anomalies, and are normally very rare; hence, the dataset is largely imbalanced. Additional layers of complexities arise due to the problems of increased dimensionality of modern time series, real-time detection criteria, setting up appropriate detection thresholds, and arriving at results that are interpretable. To embrace these multifaceted challenges, very strong, flexible, and interpretable approaches are required. This paper presents THEMIS, a new framework for time series anomaly detection that exploits pretrained knowledge from foundation models. THEMIS extracts embeddings from the encoder of the Chronos time series foundation model and applies outlier detection techniques like Local Outlier Factor and Spectral Decomposition on the self-similarity matrix, to spot anomalies in the data. Our experiments show that this modular method achieves SOTA results on the MSL dataset and performs quite competitively on the SMAP and SWAT^* datasets. Notably, THEMIS exceeds models trained specifically for anomaly detection, presenting hyperparameter robustness and interpretability by default. This paper advocates for pretrained representations from foundation models for performing efficient and adaptable anomaly detection for time series data.

Designing efficient and robust algorithms for accurate prediction of stock market prices is one of the most exciting challenges in the field of time series analysis and forecasting. With the exponential rate of development and evolution of sophisticated algorithms and with the availability of fast computing platforms, it has now become possible to effectively and efficiently extract, store, process and analyze high volume of stock market data with diversity in its contents. Availability of complex algorithms which can execute very fast on parallel architecture over the cloud has made it possible to achieve higher accuracy in forecasting results while reducing the time required for computation. In this paper, we use the time series data of the healthcare sector of India for the period January 2010 till December 2016. We first demonstrate a decomposition approach of the time series and then illustrate how the decomposition results provide us with useful insights into the behavior and properties exhibited by the time series. Further, based on the structural analysis of the time series, we propose six different methods of forecasting for predicting the time series index of the healthcare sector. Extensive results are provided on the performance of the forecasting methods to demonstrate their effectiveness.

Understanding time series data is crucial for multiple real-world applications. While large language models (LLMs) show promise in time series tasks, current approaches often rely on numerical data alone, overlooking the multimodal nature of time-dependent information, such as textual descriptions, visual data, and audio signals. Moreover, these methods underutilize LLMs' reasoning capabilities, limiting the analysis to surface-level interpretations instead of deeper temporal and multimodal reasoning. In this position paper, we argue that multimodal LLMs (MLLMs) can enable more powerful and flexible reasoning for time series analysis, enhancing decision-making and real-world applications. We call on researchers and practitioners to leverage this potential by developing strategies that prioritize trust, interpretability, and robust reasoning in MLLMs. Lastly, we highlight key research directions, including novel reasoning paradigms, architectural innovations, and domain-specific applications, to advance time series reasoning with MLLMs.

Large Language Models (LLMs) have recently demonstrated a remarkable ability to model time series data. These capabilities can be partly explained if LLMs understand basic time series concepts. However, our knowledge of what these models understand about time series data remains relatively limited. To address this gap, we introduce TimeSeriesExam, a configurable and scalable multiple-choice question exam designed to assess LLMs across five core time series understanding categories: pattern recognition, noise understanding, similarity analysis, anomaly detection, and causality analysis. TimeSeriesExam comprises of over 700 questions, procedurally generated using 104 carefully curated templates and iteratively refined to balance difficulty and their ability to discriminate good from bad models. We test 7 state-of-the-art LLMs on the TimeSeriesExam and provide the first comprehensive evaluation of their time series understanding abilities. Our results suggest that closed-source models such as GPT-4 and Gemini understand simple time series concepts significantly better than their open-source counterparts, while all models struggle with complex concepts such as causality analysis. We believe that the ability to programatically generate questions is fundamental to assessing and improving LLM's ability to understand and reason about time series data.

Masked time series modeling has recently gained much attention as a self-supervised representation learning strategy for time series. Inspired by masked image modeling in computer vision, recent works first patchify and partially mask out time series, and then train Transformers to capture the dependencies between patches by predicting masked patches from unmasked patches. However, we argue that capturing such patch dependencies might not be an optimal strategy for time series representation learning; rather, learning to embed patches independently results in better time series representations. Specifically, we propose to use 1) the simple patch reconstruction task, which autoencode each patch without looking at other patches, and 2) the simple patch-wise MLP that embeds each patch independently. In addition, we introduce complementary contrastive learning to hierarchically capture adjacent time series information efficiently. Our proposed method improves time series forecasting and classification performance compared to state-of-the-art Transformer-based models, while it is more efficient in terms of the number of parameters and training/inference time. Code is available at this repository: https://github.com/seunghan96/pits.

Time series analysis is of immense importance in extensive applications, such as weather forecasting, anomaly detection, and action recognition. This paper focuses on temporal variation modeling, which is the common key problem of extensive analysis tasks. Previous methods attempt to accomplish this directly from the 1D time series, which is extremely challenging due to the intricate temporal patterns. Based on the observation of multi-periodicity in time series, we ravel out the complex temporal variations into the multiple intraperiod- and interperiod-variations. To tackle the limitations of 1D time series in representation capability, we extend the analysis of temporal variations into the 2D space by transforming the 1D time series into a set of 2D tensors based on multiple periods. This transformation can embed the intraperiod- and interperiod-variations into the columns and rows of the 2D tensors respectively, making the 2D-variations to be easily modeled by 2D kernels. Technically, we propose the TimesNet with TimesBlock as a task-general backbone for time series analysis. TimesBlock can discover the multi-periodicity adaptively and extract the complex temporal variations from transformed 2D tensors by a parameter-efficient inception block. Our proposed TimesNet achieves consistent state-of-the-art in five mainstream time series analysis tasks, including short- and long-term forecasting, imputation, classification, and anomaly detection. Code is available at this repository: https://github.com/thuml/TimesNet.

Time series analysis is crucial in diverse scenarios. Beyond forecasting, considerable real-world tasks are categorized into classification, imputation, and anomaly detection, underscoring different capabilities termed time series understanding in this paper. While GPT-style models have been positioned as foundation models for time series forecasting, the BERT-style architecture, which has made significant advances in natural language understanding, has not been fully unlocked for time series understanding, possibly attributed to the undesirable dropout of essential elements of BERT. In this paper, inspired by the shared multi-granularity structure between multivariate time series and multisentence documents, we design TimesBERT to learn generic representations of time series including temporal patterns and variate-centric characteristics. In addition to a natural adaptation of masked modeling, we propose a parallel task of functional token prediction to embody vital multi-granularity structures. Our model is pre-trained on 260 billion time points across diverse domains. Leveraging multi-granularity representations, TimesBERT achieves state-of-the-art performance across four typical downstream understanding tasks, outperforming task-specific models and language pre-trained backbones, positioning it as a versatile foundation model for time series understanding.

In this paper, we investigate the distillation of time series reasoning capabilities into small, instruction-tuned language models as a step toward building interpretable time series foundation models. Leveraging a synthetic dataset of mean-reverting time series with systematically varied trends and noise levels, we generate natural language annotations using a large multimodal model and use these to supervise the fine-tuning of compact Qwen models. We introduce evaluation metrics that assess the quality of the distilled reasoning - focusing on trend direction, noise intensity, and extremum localization - and show that the post-trained models acquire meaningful interpretive capabilities. Our results highlight the feasibility of compressing time series understanding into lightweight, language-capable models suitable for on-device or privacy-sensitive deployment. This work contributes a concrete foundation toward developing small, interpretable models that explain temporal patterns in natural language.

Time series reasoning treats time as a first-class axis and incorporates intermediate evidence directly into the answer. This survey defines the problem and organizes the literature by reasoning topology with three families: direct reasoning in one step, linear chain reasoning with explicit intermediates, and branch-structured reasoning that explores, revises, and aggregates. The topology is crossed with the main objectives of the field, including traditional time series analysis, explanation and understanding, causal inference and decision making, and time series generation, while a compact tag set spans these axes and captures decomposition and verification, ensembling, tool use, knowledge access, multimodality, agent loops, and LLM alignment regimes. Methods and systems are reviewed across domains, showing what each topology enables and where it breaks down in faithfulness or robustness, along with curated datasets, benchmarks, and resources that support study and deployment (https://github.com/blacksnail789521/Time-Series-Reasoning-Survey). Evaluation practices that keep evidence visible and temporally aligned are highlighted, and guidance is distilled on matching topology to uncertainty, grounding with observable artifacts, planning for shift and streaming, and treating cost and latency as design budgets. We emphasize that reasoning structures must balance capacity for grounding and self-correction against computational cost and reproducibility, while future progress will likely depend on benchmarks that tie reasoning quality to utility and on closed-loop testbeds that trade off cost and risk under shift-aware, streaming, and long-horizon settings. Taken together, these directions mark a shift from narrow accuracy toward reliability at scale, enabling systems that not only analyze but also understand, explain, and act on dynamic worlds with traceable evidence and credible outcomes.

Time series clustering promises to uncover hidden structural patterns in data with applications across healthcare, finance, industrial systems, and other critical domains. However, without validated ground truth information, researchers cannot objectively assess clustering quality or determine whether poor results stem from absent structures in the data, algorithmic limitations, or inappropriate validation methods, raising the question whether clustering is "more art than science" (Guyon et al., 2009). To address these challenges, we introduce CSTS (Correlation Structures in Time Series), a synthetic benchmark for evaluating the discovery of correlation structures in multivariate time series data. CSTS provides a clean benchmark that enables researchers to isolate and identify specific causes of clustering failures by differentiating between correlation structure deterioration and limitations of clustering algorithms and validation methods. Our contributions are: (1) a comprehensive benchmark for correlation structure discovery with distinct correlation structures, systematically varied data conditions, established performance thresholds, and recommended evaluation protocols; (2) empirical validation of correlation structure preservation showing moderate distortion from downsampling and minimal effects from distribution shifts and sparsification; and (3) an extensible data generation framework enabling structure-first clustering evaluation. A case study demonstrates CSTS's practical utility by identifying an algorithm's previously undocumented sensitivity to non-normal distributions, illustrating how the benchmark enables precise diagnosis of methodological limitations. CSTS advances rigorous evaluation standards for correlation-based time series clustering.

Transformer-based foundation models have emerged as a dominant paradigm in time series analysis, offering unprecedented capabilities in tasks such as forecasting, anomaly detection, classification, trend analysis and many more time series analytical tasks. This survey provides a comprehensive overview of the current state of the art pre-trained foundation models, introducing a novel taxonomy to categorize them across several dimensions. Specifically, we classify models by their architecture design, distinguishing between those leveraging patch-based representations and those operating directly on raw sequences. The taxonomy further includes whether the models provide probabilistic or deterministic predictions, and whether they are designed to work with univariate time series or can handle multivariate time series out of the box. Additionally, the taxonomy encompasses model scale and complexity, highlighting differences between lightweight architectures and large-scale foundation models. A unique aspect of this survey is its categorization by the type of objective function employed during training phase. By synthesizing these perspectives, this survey serves as a resource for researchers and practitioners, providing insights into current trends and identifying promising directions for future research in transformer-based time series modeling.

By encoding time series as a string of numerical digits, we can frame time series forecasting as next-token prediction in text. Developing this approach, we find that large language models (LLMs) such as GPT-3 and LLaMA-2 can surprisingly zero-shot extrapolate time series at a level comparable to or exceeding the performance of purpose-built time series models trained on the downstream tasks. To facilitate this performance, we propose procedures for effectively tokenizing time series data and converting discrete distributions over tokens into highly flexible densities over continuous values. We argue the success of LLMs for time series stems from their ability to naturally represent multimodal distributions, in conjunction with biases for simplicity, and repetition, which align with the salient features in many time series, such as repeated seasonal trends. We also show how LLMs can naturally handle missing data without imputation through non-numerical text, accommodate textual side information, and answer questions to help explain predictions. While we find that increasing model size generally improves performance on time series, we show GPT-4 can perform worse than GPT-3 because of how it tokenizes numbers, and poor uncertainty calibration, which is likely the result of alignment interventions such as RLHF.

Forecasting on sparse multivariate time series (MTS) aims to model the predictors of future values of time series given their incomplete past, which is important for many emerging applications. However, most existing methods process MTS's individually, and do not leverage the dynamic distributions underlying the MTS's, leading to sub-optimal results when the sparsity is high. To address this challenge, we propose a novel generative model, which tracks the transition of latent clusters, instead of isolated feature representations, to achieve robust modeling. It is characterized by a newly designed dynamic Gaussian mixture distribution, which captures the dynamics of clustering structures, and is used for emitting timeseries. The generative model is parameterized by neural networks. A structured inference network is also designed for enabling inductive analysis. A gating mechanism is further introduced to dynamically tune the Gaussian mixture distributions. Extensive experimental results on a variety of real-life datasets demonstrate the effectiveness of our method.

Multivariate time-series data in numerous real-world applications (e.g., healthcare and industry) are informative but challenging due to the lack of labels and high dimensionality. Recent studies in self-supervised learning have shown their potential in learning rich representations without relying on labels, yet they fall short in learning disentangled embeddings and addressing issues of inductive bias (e.g., transformation-invariance). To tackle these challenges, we propose TimeDRL, a generic multivariate time-series representation learning framework with disentangled dual-level embeddings. TimeDRL is characterized by three novel features: (i) disentangled derivation of timestamp-level and instance-level embeddings from patched time-series data using a [CLS] token strategy; (ii) utilization of timestamp-predictive and instance-contrastive tasks for disentangled representation learning, with the former optimizing timestamp-level embeddings with predictive loss, and the latter optimizing instance-level embeddings with contrastive loss; and (iii) avoidance of augmentation methods to eliminate inductive biases, such as transformation-invariance from cropping and masking. Comprehensive experiments on 6 time-series forecasting datasets and 5 time-series classification datasets have shown that TimeDRL consistently surpasses existing representation learning approaches, achieving an average improvement of forecasting by 58.02% in MSE and classification by 1.48% in accuracy. Furthermore, extensive ablation studies confirmed the relative contribution of each component in TimeDRL's architecture, and semi-supervised learning evaluations demonstrated its effectiveness in real-world scenarios, even with limited labeled data. The code is available at https://github.com/blacksnail789521/TimeDRL.

While large language models have rapidly evolved towards general artificial intelligence, their versatility in analyzing time series data remains limited. To address this limitation, we propose a novel normalization technique that considers the inherent nature of tokenization. The proposed Tokenization-Optimized Normalization (TOKON) simplifies time series data by representing each element with a single token, effectively reducing the number of tokens by 2 to 3 times. Additionally, we introduce a novel prompt for time series forecasting, termed Time Series Forecasting with Care (TFSC), to further enhance forecasting performance. Experimental results demonstrate that TOKON improves root mean square error (RMSE) for multi-step forecasting by approximately 7% to 18%, depending on the dataset and prompting method. Furthermore, TFSC, when used in conjunction with TOKON, shows additional improvements in forecasting accuracy for certain datasets

Time series forecasting is widely used in extensive applications, such as traffic planning and weather forecasting. However, real-world time series usually present intricate temporal variations, making forecasting extremely challenging. Going beyond the mainstream paradigms of plain decomposition and multiperiodicity analysis, we analyze temporal variations in a novel view of multiscale-mixing, which is based on an intuitive but important observation that time series present distinct patterns in different sampling scales. The microscopic and the macroscopic information are reflected in fine and coarse scales respectively, and thereby complex variations can be inherently disentangled. Based on this observation, we propose TimeMixer as a fully MLP-based architecture with Past-Decomposable-Mixing (PDM) and Future-Multipredictor-Mixing (FMM) blocks to take full advantage of disentangled multiscale series in both past extraction and future prediction phases. Concretely, PDM applies the decomposition to multiscale series and further mixes the decomposed seasonal and trend components in fine-to-coarse and coarse-to-fine directions separately, which successively aggregates the microscopic seasonal and macroscopic trend information. FMM further ensembles multiple predictors to utilize complementary forecasting capabilities in multiscale observations. Consequently, TimeMixer is able to achieve consistent state-of-the-art performances in both long-term and short-term forecasting tasks with favorable run-time efficiency.

Transformers have been actively studied for time-series forecasting in recent years. While often showing promising results in various scenarios, traditional Transformers are not designed to fully exploit the characteristics of time-series data and thus suffer some fundamental limitations, e.g., they generally lack of decomposition capability and interpretability, and are neither effective nor efficient for long-term forecasting. In this paper, we propose ETSFormer, a novel time-series Transformer architecture, which exploits the principle of exponential smoothing in improving Transformers for time-series forecasting. In particular, inspired by the classical exponential smoothing methods in time-series forecasting, we propose the novel exponential smoothing attention (ESA) and frequency attention (FA) to replace the self-attention mechanism in vanilla Transformers, thus improving both accuracy and efficiency. Based on these, we redesign the Transformer architecture with modular decomposition blocks such that it can learn to decompose the time-series data into interpretable time-series components such as level, growth and seasonality. Extensive experiments on various time-series benchmarks validate the efficacy and advantages of the proposed method. Code is available at https://github.com/salesforce/ETSformer.

In recent years, transformer-based models have gained prominence in multivariate long-term time series forecasting (LTSF), demonstrating significant advancements despite facing challenges such as high computational demands, difficulty in capturing temporal dynamics, and managing long-term dependencies. The emergence of LTSF-Linear, with its straightforward linear architecture, has notably outperformed transformer-based counterparts, prompting a reevaluation of the transformer's utility in time series forecasting. In response, this paper presents an adaptation of a recent architecture termed extended LSTM (xLSTM) for LTSF. xLSTM incorporates exponential gating and a revised memory structure with higher capacity that has good potential for LTSF. Our adopted architecture for LTSF termed as xLSTMTime surpasses current approaches. We compare xLSTMTime's performance against various state-of-the-art models across multiple real-world da-tasets, demonstrating superior forecasting capabilities. Our findings suggest that refined recurrent architectures can offer competitive alternatives to transformer-based models in LTSF tasks, po-tentially redefining the landscape of time series forecasting.

Time-series analysis is critical for a wide range of fields such as healthcare, finance, transportation, and energy, among many others. The practical applications often involve analyzing time-series data alongside contextual information in the form of natural language to support informed decisions. However, current time-series models are limited in their ability to perform reasoning that involves both time-series and their textual content. In this work, we address this gap by introducing Chat-TS, a large language model (LLM) based framework, designed to support reasoning over time series and textual data. Unlike traditional models, Chat-TS integrates time-series tokens into LLMs' vocabulary, enhancing its reasoning ability over both modalities without compromising the core natural language capabilities, enabling practical analysis and reasoning across modalities. To support learning and evaluation in this setup, we contribute new datasets: the TS Instruct Training Dataset which pairs diverse time-series data with relevant text instructions and responses for instruction tuning, the TS Instruct Question and Answer (QA) Gold Dataset which provides multiple-choice questions designed to evaluate multimodal reasoning, and a TS Instruct Quantitative Probing Set which contains a small subset of the TS Instruct QA tasks alongside math and decision-making questions for LLM evaluation. We designed a training strategy to preserve the inherent reasoning capabilities of LLMs while augmenting them for time-series reasoning. Experiments show that Chat-TS achieves state-of-the-art performance in multi-modal reasoning tasks by maintaining strong natural language proficiency while improving time-series reasoning. ~To ensure replicability and facilitate future research, all models, datasets, and code will be available at [\texttt{Github-URL].}

Recent efforts have been dedicated to enhancing time series forecasting accuracy by introducing advanced network architectures and self-supervised pretraining strategies. Nevertheless, existing approaches still exhibit two critical drawbacks. Firstly, these methods often rely on a single dataset for training, limiting the model's generalizability due to the restricted scale of the training data. Secondly, the one-step generation schema is widely followed, which necessitates a customized forecasting head and overlooks the temporal dependencies in the output series, and also leads to increased training costs under different horizon length settings. To address these issues, we propose a novel generative pretrained hierarchical transformer architecture for forecasting, named GPHT. There are two aspects of key designs in GPHT. On the one hand, we advocate for constructing a mixed dataset for pretraining our model, comprising various datasets from diverse data scenarios. This approach significantly expands the scale of training data, allowing our model to uncover commonalities in time series data and facilitating improved transfer to specific datasets. On the other hand, GPHT employs an auto-regressive forecasting approach under the channel-independent assumption, effectively modeling temporal dependencies in the output series. Importantly, no customized forecasting head is required, enabling a single model to forecast at arbitrary horizon settings. We conduct sufficient experiments on eight datasets with mainstream self-supervised pretraining models and supervised models. The results demonstrated that GPHT surpasses the baseline models across various fine-tuning and zero/few-shot learning settings in the traditional long-term forecasting task, providing support for verifying the feasibility of pretrained time series large models.

Multivariate Time Series Classification (MTSC) is crucial in extensive practical applications, such as environmental monitoring, medical EEG analysis, and action recognition. Real-world time series datasets typically exhibit complex dynamics. To capture this complexity, RNN-based, CNN-based, Transformer-based, and hybrid models have been proposed. Unfortunately, current deep learning-based methods often neglect the simultaneous construction of local features and global dependencies at different time scales, lacking sufficient feature extraction capabilities to achieve satisfactory classification accuracy. To address these challenges, we propose a novel Multiscale Periodic Time Series Network (MPTSNet), which integrates multiscale local patterns and global correlations to fully exploit the inherent information in time series. Recognizing the multi-periodicity and complex variable correlations in time series, we use the Fourier transform to extract primary periods, enabling us to decompose data into multiscale periodic segments. Leveraging the inherent strengths of CNN and attention mechanism, we introduce the PeriodicBlock, which adaptively captures local patterns and global dependencies while offering enhanced interpretability through attention integration across different periodic scales. The experiments on UEA benchmark datasets demonstrate that the proposed MPTSNet outperforms 21 existing advanced baselines in the MTSC tasks.