Topic:Time Series Analysis
What is Time Series Analysis? Time series analysis comprises statistical methods for analyzing a sequence of data points collected over an interval of time to identify interesting patterns and trends.
Papers and Code
Apr 16, 2025
Abstract:Reservoir computing (RC) represents a class of state-space models (SSMs) characterized by a fixed state transition mechanism (the reservoir) and a flexible readout layer that maps from the state space. It is a paradigm of computational dynamical systems that harnesses the transient dynamics of high-dimensional state spaces for efficient processing of temporal data. Rooted in concepts from recurrent neural networks, RC achieves exceptional computational power by decoupling the training of the dynamic reservoir from the linear readout layer, thereby circumventing the complexities of gradient-based optimization. This work presents a systematic exploration of RC, addressing its foundational properties such as the echo state property, fading memory, and reservoir capacity through the lens of dynamical systems theory. We formalize the interplay between input signals and reservoir states, demonstrating the conditions under which reservoirs exhibit stability and expressive power. Further, we delve into the computational trade-offs and robustness characteristics of RC architectures, extending the discussion to their applications in signal processing, time-series prediction, and control systems. The analysis is complemented by theoretical insights into optimization, training methodologies, and scalability, highlighting open challenges and potential directions for advancing the theoretical underpinnings of RC.
* 100 pages, 17 tables, 41 figures
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Apr 16, 2025
Abstract:The YOLO (You Only Look Once) series has been a leading framework in real-time object detection, consistently improving the balance between speed and accuracy. However, integrating attention mechanisms into YOLO has been challenging due to their high computational overhead. YOLOv12 introduces a novel approach that successfully incorporates attention-based enhancements while preserving real-time performance. This paper provides a comprehensive review of YOLOv12's architectural innovations, including Area Attention for computationally efficient self-attention, Residual Efficient Layer Aggregation Networks for improved feature aggregation, and FlashAttention for optimized memory access. Additionally, we benchmark YOLOv12 against prior YOLO versions and competing object detectors, analyzing its improvements in accuracy, inference speed, and computational efficiency. Through this analysis, we demonstrate how YOLOv12 advances real-time object detection by refining the latency-accuracy trade-off and optimizing computational resources.
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Apr 14, 2025
Abstract:Time series classification (TSC) is an important task in time series analysis. Existing TSC methods mainly train on each single domain separately, suffering from a degradation in accuracy when the samples for training are insufficient in certain domains. The pre-training and fine-tuning paradigm provides a promising direction for solving this problem. However, time series from different domains are substantially divergent, which challenges the effective pre-training on multi-source data and the generalization ability of pre-trained models. To handle this issue, we introduce Augmented Series and Image Contrastive Learning for Time Series Classification (AimTS), a pre-training framework that learns generalizable representations from multi-source time series data. We propose a two-level prototype-based contrastive learning method to effectively utilize various augmentations in multi-source pre-training, which learns representations for TSC that can be generalized to different domains. In addition, considering augmentations within the single time series modality are insufficient to fully address classification problems with distribution shift, we introduce the image modality to supplement structural information and establish a series-image contrastive learning to improve the generalization of the learned representations for TSC tasks. Extensive experiments show that after multi-source pre-training, AimTS achieves good generalization performance, enabling efficient learning and even few-shot learning on various downstream TSC datasets.
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Apr 14, 2025
Abstract:Clinical case reports encode rich, temporal patient trajectories that are often underexploited by traditional machine learning methods relying on structured data. In this work, we introduce the forecasting problem from textual time series, where timestamped clinical findings--extracted via an LLM-assisted annotation pipeline--serve as the primary input for prediction. We systematically evaluate a diverse suite of models, including fine-tuned decoder-based large language models and encoder-based transformers, on tasks of event occurrence prediction, temporal ordering, and survival analysis. Our experiments reveal that encoder-based models consistently achieve higher F1 scores and superior temporal concordance for short- and long-horizon event forecasting, while fine-tuned masking approaches enhance ranking performance. In contrast, instruction-tuned decoder models demonstrate a relative advantage in survival analysis, especially in early prognosis settings. Our sensitivity analyses further demonstrate the importance of time ordering, which requires clinical time series construction, as compared to text ordering, the format of the text inputs that LLMs are classically trained on. This highlights the additional benefit that can be ascertained from time-ordered corpora, with implications for temporal tasks in the era of widespread LLM use.
* Machine Learning for Healthcare (MLHC 2025)
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Apr 09, 2025
Abstract:Large Language Models (LLMs) have been applied to time series forecasting tasks, leveraging pre-trained language models as the backbone and incorporating textual data to purportedly enhance the comprehensive capabilities of LLMs for time series. However, are these texts really helpful for interpretation? This study seeks to investigate the actual efficacy and interpretability of such textual incorporations. Through a series of empirical experiments on textual prompts and textual prototypes, our findings reveal that the misalignment between two modalities exists, and the textual information does not significantly improve time series forecasting performance in many cases. Furthermore, visualization analysis indicates that the textual representations learned by existing frameworks lack sufficient interpretability when applied to time series data. We further propose a novel metric named Semantic Matching Index (SMI) to better evaluate the matching degree between time series and texts during our post hoc interpretability investigation. Our analysis reveals the misalignment and limited interpretability of texts in current time-series LLMs, and we hope this study can raise awareness of the interpretability of texts for time series. The code is available at https://github.com/zachysun/TS-Lang-Exp.
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Apr 09, 2025
Abstract:Missing instances in time series data impose a significant challenge to deep learning models, particularly in regression tasks. In the Earth Observation field, satellite failure or cloud occlusion frequently results in missing time-steps, introducing uncertainties in the predicted output and causing a decline in predictive performance. While many studies address missing time-steps through data augmentation to improve model robustness, the uncertainty arising at the input level is commonly overlooked. To address this gap, we introduce Monte Carlo Temporal Dropout (MC-TD), a method that explicitly accounts for input-level uncertainty by randomly dropping time-steps during inference using a predefined dropout ratio, thereby simulating the effect of missing data. To bypass the need for costly searches for the optimal dropout ratio, we extend this approach with Monte Carlo Concrete Temporal Dropout (MC-ConcTD), a method that learns the optimal dropout distribution directly. Both MC-TD and MC-ConcTD are applied during inference, leveraging Monte Carlo sampling for uncertainty quantification. Experiments on three EO time-series datasets demonstrate that MC-ConcTD improves predictive performance and uncertainty calibration compared to existing approaches. Additionally, we highlight the advantages of adaptive dropout tuning over manual selection, making uncertainty quantification more robust and accessible for EO applications.
* Accepted at Symposium on Intelligent Data Analysis (IDA 2025)
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Apr 08, 2025
Abstract:In exploring Predictive Health Management (PHM) strategies for Proton Exchange Membrane Fuel Cells (PEMFC), the Transformer model, widely used in data-driven approaches, excels in many fields but struggles with time series analysis due to its self-attention mechanism, which yields a complexity of the input sequence squared and low computational efficiency. It also faces challenges in capturing both global long-term dependencies and local details effectively. To tackle this, we propose the Temporal Scale Transformer (TSTransformer), an enhanced version of the inverted Transformer (iTransformer). Unlike traditional Transformers that treat each timestep as an input token, TSTransformer maps sequences of varying lengths into tokens at different stages for inter-sequence modeling, using attention to capture multivariate correlations and feed-forward networks (FFN) to encode sequence representations. By integrating a one-dimensional convolutional layer into the multivariate attention for multi-level scaling of K and V matrices, it improves local feature extraction, captures temporal scale characteristics, and reduces token count and computational costs. Experiments comparing TSTransformer with models like Long Short-Term Memory, iTransformer, and Transformer demonstrate its potential as a powerful tool for advancing PHM in renewable energy, effectively addressing the limitations of pure Transformer models in data-driven time series tasks.
* 7 figs, 10 pages
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Apr 09, 2025
Abstract:Recording the open surgery process is essential for educational and medical evaluation purposes; however, traditional single-camera methods often face challenges such as occlusions caused by the surgeon's head and body, as well as limitations due to fixed camera angles, which reduce comprehensibility of the video content. This study addresses these limitations by employing a multi-viewpoint camera recording system, capturing the surgical procedure from six different angles to mitigate occlusions. We propose a fully supervised learning-based time series prediction method to choose the best shot sequences from multiple simultaneously recorded video streams, ensuring optimal viewpoints at each moment. Our time series prediction model forecasts future camera selections by extracting and fusing visual and semantic features from surgical videos using pre-trained models. These features are processed by a temporal prediction network with TimeBlocks to capture sequential dependencies. A linear embedding layer reduces dimensionality, and a Softmax classifier selects the optimal camera view based on the highest probability. In our experiments, we created five groups of open thyroidectomy videos, each with simultaneous recordings from six different angles. The results demonstrate that our method achieves competitive accuracy compared to traditional supervised methods, even when predicting over longer time horizons. Furthermore, our approach outperforms state-of-the-art time series prediction techniques on our dataset. This manuscript makes a unique contribution by presenting an innovative framework that advances surgical video analysis techniques, with significant implications for improving surgical education and patient safety.
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Apr 07, 2025
Abstract:In recent years, modeling and analysis of interval-valued time series have garnered increasing attention in econometrics, finance, and statistics. However, these studies have predominantly focused on statistical inference in the forecasting of univariate and multivariate interval-valued time series, overlooking another important aspect: classification. In this paper, we introduce a classification approach that treats intervals as unified entities, applicable to both univariate and multivariate interval-valued time series. Specifically, we first extend the point-valued time series imaging methods to interval-valued scenarios using the $D_K$-distance, enabling the imaging of interval-valued time series. Then, we employ suitable deep learning model for classification on the obtained imaging dataset, aiming to achieve classification for interval-valued time series. In theory, we derived a sharper excess risk bound for deep multiclassifiers based on offset Rademacher complexity. Finally, we validate the superiority of the proposed method through comparisons with various existing point-valued time series classification methods in both simulation studies and real data applications.
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Apr 05, 2025
Abstract: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.
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