ConTSG-Bench: A Unified Benchmark for Conditional Time Series Generation

Conditional time series generation plays a critical role in addressing data scarcity and enabling causal analysis in real-world applications. Despite its increasing importance, the field lacks a standardized and systematic benchmarking framework for evaluating generative models across diverse conditions. To address this gap, we introduce the Conditional Time Series Generation Benchmark (ConTSG-Bench). ConTSG-Bench comprises a large-scale, well-aligned dataset spanning diverse conditioning modalities and levels of semantic abstraction, first enabling systematic evaluation of representative generation methods across these dimensions with a comprehensive suite of metrics for generation fidelity and condition adherence. Both the quantitative benchmarking and in-depth analyses of conditional generation behaviors have revealed the traits and limitations of the current approaches, highlighting critical challenges and promising research directions, particularly with respect to precise structural controllability and downstream task utility under complex conditions.

FinTexTS: Financial Text-Paired Time-Series Dataset via Semantic-Based and Multi-Level Pairing

The financial domain involves a variety of important time-series problems. Recently, time-series analysis methods that jointly leverage textual and numerical information have gained increasing attention. Accordingly, numerous efforts have been made to construct text-paired time-series datasets in the financial domain. However, financial markets are characterized by complex interdependencies, in which a company's stock price is influenced not only by company-specific events but also by events in other companies and broader macroeconomic factors. Existing approaches that pair text with financial time-series data based on simple keyword matching often fail to capture such complex relationships. To address this limitation, we propose a semantic-based and multi-level pairing framework. Specifically, we extract company-specific context for the target company from SEC filings and apply an embedding-based matching mechanism to retrieve semantically relevant news articles based on this context. Furthermore, we classify news articles into four levels (macro-level, sector-level, related company-level, and target-company level) using large language models (LLMs), enabling multi-level pairing of news articles with the target company. Applying this framework to publicly-available news datasets, we construct \textbf{FinTexTS}, a new large-scale text-paired stock price dataset. Experimental results on \textbf{FinTexTS} demonstrate the effectiveness of our semantic-based and multi-level pairing strategy in stock price forecasting. In addition to publicly-available news underlying \textbf{FinTexTS}, we show that applying our method to proprietary yet carefully curated news sources leads to higher-quality paired data and improved stock price forecasting performance.

Augmenting representations with scientific papers

Astronomers have acquired vast repositories of multimodal data, including images, spectra, and time series, complemented by decades of literature that analyzes astrophysical sources. Still, these data sources are rarely systematically integrated. This work introduces a contrastive learning framework designed to align X-ray spectra with domain knowledge extracted from scientific literature, facilitating the development of shared multimodal representations. Establishing this connection is inherently complex, as scientific texts encompass a broader and more diverse physical context than spectra. We propose a contrastive pipeline that achieves a 20% Recall@1% when retrieving texts from spectra, proving that a meaningful alignment between these modalities is not only possible but capable of accelerating the interpretation of rare or poorly understood sources. Furthermore, the resulting shared latent space effectively encodes physically significant information. By fusing spectral and textual data, we improve the estimation of 20 physical variables by 16-18% over unimodal spectral baselines. Our results indicate that a Mixture of Experts (MoE) strategy, which leverages both unimodal and shared representations, yields superior performance. Finally, outlier analysis within the multimodal latent space identifies high-priority targets for follow-up investigation, including a candidate pulsating ULX (PULX) and a gravitational lens system. Importantly, this framework can be extended to other scientific domains where aligning observational data with existing literature is possible.

Distributed Dynamic Invariant Causal Prediction in Environmental Time Series

The extraction of invariant causal relationships from time series data with environmental attributes is critical for robust decision-making in domains such as climate science and environmental monitoring. However, existing methods either emphasize dynamic causal analysis without leveraging environmental contexts or focus on static invariant causal inference, leaving a gap in distributed temporal settings. In this paper, we propose Distributed Dynamic Invariant Causal Prediction in Time-series (DisDy-ICPT), a novel framework that learns dynamic causal relationships over time while mitigating spatial confounding variables without requiring data communication. We theoretically prove that DisDy-ICPT recovers stable causal predictors within a bounded number of communication rounds under standard sampling assumptions. Empirical evaluations on synthetic benchmarks and environment-segmented real-world datasets show that DisDy-ICPT achieves superior predictive stability and accuracy compared to baseline methods A and B. Our approach offers promising applications in carbon monitoring and weather forecasting. Future work will extend DisDy-ICPT to online learning scenarios.

LLM-MLFFN: Multi-Level Autonomous Driving Behavior Feature Fusion via Large Language Model

Accurate classification of autonomous vehicle (AV) driving behaviors is critical for safety validation, performance diagnosis, and traffic integration analysis. However, existing approaches primarily rely on numerical time-series modeling and often lack semantic abstraction, limiting interpretability and robustness in complex traffic environments. This paper presents LLM-MLFFN, a novel large language model (LLM)-enhanced multi-level feature fusion network designed to address the complexities of multi-dimensional driving data. The proposed LLM-MLFFN framework integrates priors from largescale pre-trained models and employs a multi-level approach to enhance classification accuracy. LLM-MLFFN comprises three core components: (1) a multi-level feature extraction module that extracts statistical, behavioral, and dynamic features to capture the quantitative aspects of driving behaviors; (2) a semantic description module that leverages LLMs to transform raw data into high-level semantic features; and (3) a dual-channel multi-level feature fusion network that combines numerical and semantic features using weighted attention mechanisms to improve robustness and prediction accuracy. Evaluation on the Waymo open trajectory dataset demonstrates the superior performance of the proposed LLM-MLFFN, achieving a classification accuracy of over 94%, surpassing existing machine learning models. Ablation studies further validate the critical contributions of multi-level fusion, feature extraction strategies, and LLM-derived semantic reasoning. These results suggest that integrating structured feature modeling with language-driven semantic abstraction provides a principled and interpretable pathway for robust autonomous driving behavior classification.

Navigating Time's Possibilities: Plausible Counterfactual Explanations for Multivariate Time-Series Forecast through Genetic Algorithms

Counterfactual learning has become promising for understanding and modeling causality in complex and dynamic systems. This paper presents a novel method for counterfactual learning in the context of multivariate time series analysis and forecast. The primary objective is to uncover hidden causal relationships and identify potential interventions to achieve desired outcomes. The proposed methodology integrates genetic algorithms and rigorous causality tests to infer and validate counterfactual dependencies within temporal sequences. More specifically, we employ Granger causality to enhance the reliability of identified causal relationships, rigorously assessing their statistical significance. Then, genetic algorithms, in conjunction with quantile regression, are used to exploit these intricate causal relationships to project future scenarios. The synergy between genetic algorithms and causality tests ensures a thorough exploration of the temporal dynamics present in the data, revealing hidden dependencies and enabling the projection of outcomes under hypothetical interventions. We evaluate the performance of our algorithm on real-world data, showcasing its ability to handle complex causal relationships, revealing meaningful counterfactual insights, and allowing for the prediction of outcomes under hypothetical interventions.

Deep Learning for Financial Time Series: A Large-Scale Benchmark of Risk-Adjusted Performance

We present a large scale benchmark of modern deep learning architectures for a financial time series prediction and position sizing task, with a primary focus on Sharpe ratio optimization. Evaluating linear models, recurrent networks, transformer based architectures, state space models, and recent sequence representation approaches, we assess out of sample performance on a daily futures dataset spanning commodities, equity indices, bonds, and FX spanning 2010 to 2025. Our evaluation goes beyond average returns and includes statistical significance, downside and tail risk measures, breakeven transaction cost analysis, robustness to random seed selection, and computational efficiency. We find that models explicitly designed to learn rich temporal representations consistently outperform linear benchmarks and generic deep learning models, which often lead the ranking in standard time series benchmarks. Hybrid models such as VSN with LSTM, a combination of Variable Selection Networks (VSN) and LSTMs, achieves the highest overall Sharpe ratio, while VSN with xLSTM and LSTM with PatchTST exhibit superior downside adjusted characteristics. xLSTM demonstrates the largest breakeven transaction cost buffer, indicating improved robustness to trading frictions.

Stringology-Based Motif Discovery from EEG Signals: an ADHD Case Study

We propose a novel computational framework for analyzing electroencephalography (EEG) time series using methods from stringology, the study of efficient algorithms for string processing, to systematically identify and characterize recurrent temporal patterns in neural signals. The primary aim is to introduce quantitative measures to understand neural signal dynamics, with the present findings serving as a proof-of-concept. The framework adapts order-preserving matching (OPM) and Cartesian tree matching (CTM) to detect temporal motifs that preserve relative ordering and hierarchical structure while remaining invariant to amplitude scaling. This approach provides a temporally precise representation of EEG dynamics that complements traditional spectral and global complexity analyses. To evaluate its utility, we applied the framework to multichannel EEG recordings from individuals with attention-deficit/hyperactivity disorder (ADHD) and matched controls using a publicly available dataset. Highly recurrent, group-specific motifs were extracted and quantified using both OPM and CTM. The ADHD group exhibited significantly higher motif frequencies, suggesting increased repetitiveness in neural activity. OPM analysis revealed shorter motif lengths and greater gradient instability in ADHD, reflected in larger mean and maximal inter-sample amplitude changes. CTM analysis further demonstrated reduced hierarchical complexity in ADHD, characterized by shallower tree structures and fewer hierarchical levels despite comparable motif lengths. These findings suggest that ADHD-related EEG alterations involve systematic differences in the structure, stability, and hierarchical organization of recurrent temporal patterns. The proposed stringology-based motif framework provides a complementary computational tool with potential applications for objective biomarker development in neurodevelopmental disorders.

The Chebyshev Polynomial Series Frequency Modulation Model for Waveform Design and Analysis

Polynomial phase signals (PPS) are a staple of waveform design and analysis in sonar, radar, and communications fields. They also find application in the modeling of bioacoustic emissions, especially those of echolocating animals such as bats and odontocetes. This work presents a novel PPS waveform formulation that exploits some special properties of Chebyshev polynomials, such as orthogonality, recurrence relations, and equivalence to trigonometric functions. The result is the Chebyshev Polynomial Frequency Modulation (CPSFM) family of waveforms, which prove useful in the modeling of bioacoustic signals and the approximation of non-polynomial-phase signals such as hyperbolic chirps. We demonstrate that the CPSFM model admits compact analytic expressions for fundamental continuous-time signal processing functions such as the Fourier transform, the convolution and correlation operations, and the ambiguity function. Derivations for these expressions using CPSFM are presented, along with their application to the analysis of biosonar emissions of Mexican free-tailed bats.

Hybrid Quantum Temporal Convolutional Networks

Quantum machine learning models for sequential data face scalability challenges with complex multivariate signals. We introduce the Hybrid Quantum Temporal Convolutional Network (HQTCN), which combines classical temporal windowing with a quantum convolutional neural network core. By applying a shared quantum circuit across temporal windows, HQTCN captures long-range dependencies while achieving significant parameter reduction. Evaluated on synthetic NARMA sequences and high-dimensional EEG time-series, HQTCN performs competitively with classical baselines on univariate data and outperforms all baselines on multivariate tasks. The model demonstrates particular strength under data-limited conditions, maintaining high performance with substantially fewer parameters than conventional approaches. These results establish HQTCN as a parameter-efficient approach for multivariate time-series analysis.