Strong Linear Baselines Strike Back: Closed-Form Linear Models as Gaussian Process Conditional Density Estimators for TSAD

Research in time series anomaly detection (TSAD) has largely focused on developing increasingly sophisticated, hard-to-train, and expensive-to-infer neural architectures. We revisit this paradigm and show that a simple linear autoregressive anomaly score with the closed-form solution provided by ordinary least squares (OLS) regression consistently matches or outperforms state-of-the-art deep detectors. From a theoretical perspective, we show that linear models capture a broad class of anomaly types, estimating a finite-history Gaussian process conditional density. From a practical side, across extensive univariate and multivariate benchmarks, the proposed approach achieves superior accuracy while requiring orders of magnitude fewer computational resources. Thus, future research should consistently include strong linear baselines and, more importantly, develop new benchmarks with richer temporal structures pinpointing the advantages of deep learning models.

Tsururu: A Python-based Time Series Forecasting Strategies Library

While current time series research focuses on developing new models, crucial questions of selecting an optimal approach for training such models are underexplored. Tsururu, a Python library introduced in this paper, bridges SoTA research and industry by enabling flexible combinations of global and multivariate approaches and multi-step-ahead forecasting strategies. It also enables seamless integration with various forecasting models. Available at https://github.com/sb-ai-lab/tsururu .

Hallucination Detection in LLMs via Topological Divergence on Attention Graphs

Hallucination, i.e., generating factually incorrect content, remains a critical challenge for large language models (LLMs). We introduce TOHA, a TOpology-based HAllucination detector in the RAG setting, which leverages a topological divergence metric to quantify the structural properties of graphs induced by attention matrices. Examining the topological divergence between prompt and response subgraphs reveals consistent patterns: higher divergence values in specific attention heads correlate with hallucinated outputs, independent of the dataset. Extensive experiments, including evaluation on question answering and data-to-text tasks, show that our approach achieves state-of-the-art or competitive results on several benchmarks, two of which were annotated by us and are being publicly released to facilitate further research. Beyond its strong in-domain performance, TOHA maintains remarkable domain transferability across multiple open-source LLMs. Our findings suggest that analyzing the topological structure of attention matrices can serve as an efficient and robust indicator of factual reliability in LLMs.

Uniting contrastive and generative learning for event sequences models

High-quality representation of transactional sequences is vital for modern banking applications, including risk management, churn prediction, and personalized customer offers. Different tasks require distinct representation properties: local tasks benefit from capturing the client's current state, while global tasks rely on general behavioral patterns. Previous research has demonstrated that various self-supervised approaches yield representations that better capture either global or local qualities. This study investigates the integration of two self-supervised learning techniques - instance-wise contrastive learning and a generative approach based on restoring masked events in latent space. The combined approach creates representations that balance local and global transactional data characteristics. Experiments conducted on several public datasets, focusing on sequence classification and next-event type prediction, show that the integrated method achieves superior performance compared to individual approaches and demonstrates synergistic effects. These findings suggest that the proposed approach offers a robust framework for advancing event sequences representation learning in the financial sector.