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
Feb 13, 2025
Abstract: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.
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Feb 13, 2025
Abstract:In this paper, we propose a novel approach that enhances recurrent neural networks (RNNs) by incorporating path signatures into their gating mechanisms. Our method modifies both Long Short-Term Memory (LSTM) and Gated Recurrent Unit (GRU) architectures by replacing their forget and reset gates, respectively, with learnable path signatures. These signatures, which capture the geometric features of the entire path history, provide a richer context for controlling information flow through the network's memory. This modification allows the networks to make memory decisions based on the full historical context rather than just the current input and state. Through experimental studies, we demonstrate that our Signature-LSTM (SigLSTM) and Signature-GRU (SigGRU) models outperform their traditional counterparts across various sequential learning tasks. By leveraging path signatures in recurrent architectures, this method offers new opportunities to enhance performance in time series analysis and forecasting applications.
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Feb 13, 2025
Abstract:This paper offers a thorough examination of the univariate predictability in cryptocurrency time-series. By exploiting a combination of complexity measure and model predictions we explore the cryptocurrencies time-series forecasting task focusing on the exchange rate in USD of Litecoin, Binance Coin, Bitcoin, Ethereum, and XRP. On one hand, to assess the complexity and the randomness of these time-series, a comparative analysis has been performed using Brownian and colored noises as a benchmark. The results obtained from the Complexity-Entropy causality plane and power density spectrum analysis reveal that cryptocurrency time-series exhibit characteristics closely resembling those of Brownian noise when analyzed in a univariate context. On the other hand, the application of a wide range of statistical, machine and deep learning models for time-series forecasting demonstrates the low predictability of cryptocurrencies. Notably, our analysis reveals that simpler models such as Naive models consistently outperform the more complex machine and deep learning ones in terms of forecasting accuracy across different forecast horizons and time windows. The combined study of complexity and forecasting accuracies highlights the difficulty of predicting the cryptocurrency market. These findings provide valuable insights into the inherent characteristics of the cryptocurrency data and highlight the need to reassess the challenges associated with predicting cryptocurrency's price movements.
* 4th International Conference on AI-ML Systems (AIMLSystems 2024),
October 08-11, 2024, Baton Rouge, LA, USA. ACM, New York, NY, USA, 8 pages
* This is the author's accepted manuscript, modified per ACM
self-archiving policy. The definitive Version of Record is available at
https://doi.org/10.1145/3703412.3703420
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Feb 13, 2025
Abstract:Legal cases require careful logical reasoning following the laws, whereas interactions with non- technical users must be in natural language. As an application combining logical reasoning using Prolog and natural language processing using large language models (LLMs), this paper presents a novel approach and system, LogicLease, to automate the analysis of landlord-tenant legal cases in the state of New York. LogicLease determines compliance with relevant legal requirements by analyzing case descriptions and citing all relevant laws. It leverages LLMs for information extraction and Prolog for legal reasoning. By separating information extraction from legal reasoning, LogicLease achieves greater transparency and control over the legal logic applied to each case. We evaluate the accuracy, efficiency, and robustness of LogicLease through a series of tests, achieving 100% accuracy and an average processing time of 2.57 seconds. LogicLease presents advantages over state-of-the-art LLM- based legal analysis systems by providing clear, step-by-step reasoning, citing specific laws, and distinguishing itself by its ability to avoid hallucinations - a common issue in LLMs.
* EPTCS 416, 2025, pp. 59-68
* In Proceedings ICLP 2024, arXiv:2502.08453
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Feb 13, 2025
Abstract:In remote healthcare monitoring, time series representation learning reveals critical patient behavior patterns from high-frequency data. This study analyzes home activity data from individuals living with dementia by proposing a two-stage, self-supervised learning approach tailored to uncover low-rank structures. The first stage converts time-series activities into text sequences encoded by a pre-trained language model, providing a rich, high-dimensional latent state space using a PageRank-based method. This PageRank vector captures latent state transitions, effectively compressing complex behaviour data into a succinct form that enhances interpretability. This low-rank representation not only enhances model interpretability but also facilitates clustering and transition analysis, revealing key behavioral patterns correlated with clinicalmetrics such as MMSE and ADAS-COG scores. Our findings demonstrate the framework's potential in supporting cognitive status prediction, personalized care interventions, and large-scale health monitoring.
* AAAI 2025 Workshop on Large Language Models and Generative AI for
Health
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Feb 12, 2025
Abstract:The paper discusses the challenge of evaluating the prognosis quality of machine health index (HI) data. Many existing solutions in machine health forecasting involve visually assessing the quality of predictions to roughly gauge the similarity between predicted and actual samples, lacking precise measures or decisions. In this paper, we introduce a universal procedure with multiple variants and criteria. The overarching concept involves comparing predicted data with true HI time series, but each procedure variant has a specific pattern determined through statistical analysis. Additionally, a statistically established threshold is employed to classify the result as either a reliable or non-reliable prognosis. The criteria include both simple measures (MSE, MAPE) and more advanced ones (Space quantiles-inclusion factor, Kupiec's POF, and TUFF statistics). Depending on the criterion chosen, the pattern and decision-making process vary. To illustrate effectiveness, we apply the proposed procedure to HI data sourced from the literature, covering both warning (linear degradation) and critical (exponential degradation) stages. While the method yields a binary output, there is potential for extension to a multi-class classification. Furthermore, experienced users can use the quality measure expressed in percentage for more in-depth analysis.
* Measurement 242, Part C (2025) 116040
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Feb 10, 2025
Abstract:In time-series analysis, nonlinear temporal misalignment remains a pivotal challenge that forestalls even simple averaging. Since its introduction, the Diffeomorphic Temporal Alignment Net (DTAN), which we first introduced (Weber et al., 2019) and further developed in (Weber & Freifeld, 2023), has proven itself as an effective solution for this problem (these conference papers are earlier partial versions of the current manuscript). DTAN predicts and applies diffeomorphic transformations in an input-dependent manner, thus facilitating the joint alignment (JA) and averaging of time-series ensembles in an unsupervised or a weakly-supervised manner. The inherent challenges of the weakly/unsupervised setting, particularly the risk of trivial solutions through excessive signal distortion, are mitigated using either one of two distinct strategies: 1) a regularization term for warps; 2) using the Inverse Consistency Averaging Error (ICAE). The latter is a novel, regularization-free approach which also facilitates the JA of variable-length signals. We also further extend our framework to incorporate multi-task learning (MT-DTAN), enabling simultaneous time-series alignment and classification. Additionally, we conduct a comprehensive evaluation of different backbone architectures, demonstrating their efficacy in time-series alignment tasks. Finally, we showcase the utility of our approach in enabling Principal Component Analysis (PCA) for misaligned time-series data. Extensive experiments across 128 UCR datasets validate the superiority of our approach over contemporary averaging methods, including both traditional and learning-based approaches, marking a significant advancement in the field of time-series analysis.
* This manuscript covers and extends the papers: Diffeomorphic Temporal
Alignment Nets (DTAN; NeruIPS 2019) and Regularization-free Diffeomorphic
Temporal Alignment Nets (ICML 2023). Additional contributions: Multi-tasking
DTAN, PCA-DTAN and more
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Feb 11, 2025
Abstract:The Transiting Exoplanet Survey Satellite (TESS) is surveying a large fraction of the sky, generating a vast database of photometric time series data that requires thorough analysis to identify exoplanetary transit signals. Automated learning approaches have been successfully applied to identify transit signals. However, most existing methods focus on the classification and validation of candidates, while few efforts have explored new techniques for the search of candidates. To search for new exoplanet transit candidates, we propose an approach to identify exoplanet transit signals without the need for phase folding or assuming periodicity in the transit signals, such as those observed in multi-transit light curves. To achieve this, we implement a new neural network inspired by Transformers to directly process Full Frame Image (FFI) light curves to detect exoplanet transits. Transformers, originally developed for natural language processing, have recently demonstrated significant success in capturing long-range dependencies compared to previous approaches focused on sequential data. This ability allows us to employ multi-head self-attention to identify exoplanet transit signals directly from the complete light curves, combined with background and centroid time series, without requiring prior transit parameters. The network is trained to learn characteristics of the transit signal, like the dip shape, which helps distinguish planetary transits from other variability sources. Our model successfully identified 214 new planetary system candidates, including 122 multi-transit light curves, 88 single-transit and 4 multi-planet systems from TESS sectors 1-26 with a radius > 0.27 $R_{\mathrm{Jupiter}}$, demonstrating its ability to detect transits regardless of their periodicity.
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Feb 08, 2025
Abstract: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
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Feb 10, 2025
Abstract:Medical time series are often irregular and face significant missingness, posing challenges for data analysis and clinical decision-making. Existing methods typically adopt a single modeling perspective, either treating series data as sequences or transforming them into image representations for further classification. In this paper, we propose a joint learning framework that incorporates both sequence and image representations. We also design three self-supervised learning strategies to facilitate the fusion of sequence and image representations, capturing a more generalizable joint representation. The results indicate that our approach outperforms seven other state-of-the-art models in three representative real-world clinical datasets. We further validate our approach by simulating two major types of real-world missingness through leave-sensors-out and leave-samples-out techniques. The results demonstrate that our approach is more robust and significantly surpasses other baselines in terms of classification performance.
* 9 pages, 2 figures, AAAI2025
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