The Relevance of AWS Chronos: An Evaluation of Standard Methods for Time Series Forecasting with Limited Tuning

A systematic comparison of Chronos, a transformer-based time series forecasting framework, against traditional approaches including ARIMA and Prophet. We evaluate these models across multiple time horizons and user categories, with a focus on the impact of historical context length. Our analysis reveals that while Chronos demonstrates superior performance for longer-term predictions and maintains accuracy with increased context, traditional models show significant degradation as context length increases. We find that prediction quality varies systematically between user classes, suggesting that underlying behavior patterns always influence model performance. This study provides a case for deploying Chronos in real-world applications where limited model tuning is feasible, especially in scenarios requiring longer prediction.

Two-level Solar Irradiance Clustering with Season Identification: A Comparative Analysis

Solar irradiance clustering can enhance solar power capacity planning and help improve forecasting models by identifying similar irradiance patterns influenced by seasonal and weather changes. In this study, we adopt an efficient two-level clustering approach to automatically identify seasons using the clear sky irradiance in first level and subsequently to identify daily cloud level as clear, cloudy and partly cloudy within each season in second level. In the second level of clustering, three methods are compared, namely, Daily Irradiance Index (DII or $\beta$), Euclidean Distance (ED), and Dynamic Time Warping (DTW) distance. The DII is computed as the ratio of time integral of measured irradiance to time integral of the clear sky irradiance. The identified clusters were compared quantitatively using established clustering metrics and qualitatively by comparing the mean irradiance profiles. The results clearly establish the superiority of the $\beta$-based clustering approach as the leader, setting a new benchmark for solar irradiance clustering studies. Moreover, $\beta$-based clustering remains effective even for annual data unlike the time-series methods which suffer significant performance degradation. Interestingly, contrary to expectations, ED-based clustering outperforms the more compute-intensive DTW distance-based clustering. The method has been rigorously validated using data from two distinct US locations, demonstrating robust scalability for larger datasets and potential applicability for other locations.

ChartInsighter: An Approach for Mitigating Hallucination in Time-series Chart Summary Generation with A Benchmark Dataset

Effective chart summary can significantly reduce the time and effort decision makers spend interpreting charts, enabling precise and efficient communication of data insights. Previous studies have faced challenges in generating accurate and semantically rich summaries of time-series data charts. In this paper, we identify summary elements and common hallucination types in the generation of time-series chart summaries, which serve as our guidelines for automatic generation. We introduce ChartInsighter, which automatically generates chart summaries of time-series data, effectively reducing hallucinations in chart summary generation. Specifically, we assign multiple agents to generate the initial chart summary and collaborate iteratively, during which they invoke external data analysis modules to extract insights and compile them into a coherent summary. Additionally, we implement a self-consistency test method to validate and correct our summary. We create a high-quality benchmark of charts and summaries, with hallucination types annotated on a sentence-by-sentence basis, facilitating the evaluation of the effectiveness of reducing hallucinations. Our evaluations using our benchmark show that our method surpasses state-of-the-art models, and that our summary hallucination rate is the lowest, which effectively reduces various hallucinations and improves summary quality. The benchmark is available at https://github.com/wangfen01/ChartInsighter.

Logarithmic Memory Networks (LMNs): Efficient Long-Range Sequence Modeling for Resource-Constrained Environments

Long-range sequence modeling is a crucial aspect of natural language processing and time series analysis. However, traditional models like Recurrent Neural Networks (RNNs) and Transformers suffer from computational and memory inefficiencies, especially when dealing with long sequences. This paper introduces Logarithmic Memory Networks (LMNs), a novel architecture that leverages a hierarchical logarithmic tree structure to efficiently store and retrieve past information. LMNs dynamically summarize historical context, significantly reducing the memory footprint and computational complexity of attention mechanisms from O(n2) to O(log(n)). The model employs a single-vector, targeted attention mechanism to access stored information, and the memory block construction worker (summarizer) layer operates in two modes: a parallel execution mode during training for efficient processing of hierarchical tree structures and a sequential execution mode during inference, which acts as a memory management system. It also implicitly encodes positional information, eliminating the need for explicit positional encodings. These features make LMNs a robust and scalable solution for processing long-range sequences in resource-constrained environments, offering practical improvements in efficiency and scalability. The code is publicly available under the MIT License on GitHub: https://github.com/AhmedBoin/LogarithmicMemory.

Free-Knots Kolmogorov-Arnold Network: On the Analysis of Spline Knots and Advancing Stability

Kolmogorov-Arnold Neural Networks (KANs) have gained significant attention in the machine learning community. However, their implementation often suffers from poor training stability and heavy trainable parameter. Furthermore, there is limited understanding of the behavior of the learned activation functions derived from B-splines. In this work, we analyze the behavior of KANs through the lens of spline knots and derive the lower and upper bound for the number of knots in B-spline-based KANs. To address existing limitations, we propose a novel Free Knots KAN that enhances the performance of the original KAN while reducing the number of trainable parameters to match the trainable parameter scale of standard Multi-Layer Perceptrons (MLPs). Additionally, we introduce new a training strategy to ensure $C^2$ continuity of the learnable spline, resulting in smoother activation compared to the original KAN and improve the training stability by range expansion. The proposed method is comprehensively evaluated on 8 datasets spanning various domains, including image, text, time series, multimodal, and function approximation tasks. The promising results demonstrates the feasibility of KAN-based network and the effectiveness of proposed method.

Deep Self-Supervised Disturbance Mapping with the OPERA Sentinel-1 Radiometric Terrain Corrected SAR Backscatter Product

Mapping land surface disturbances supports disaster response, resource and ecosystem management, and climate adaptation efforts. Synthetic aperture radar (SAR) is an invaluable tool for disturbance mapping, providing consistent time-series images of the ground regardless of weather or illumination conditions. Despite SAR's potential for disturbance mapping, processing SAR data to an analysis-ready format requires expertise and significant compute resources, particularly for large-scale global analysis. In October 2023, NASA's Observational Products for End-Users from Remote Sensing Analysis (OPERA) project released the near-global Radiometric Terrain Corrected SAR backscatter from Sentinel-1 (RTC-S1) dataset, providing publicly available, analysis-ready SAR imagery. In this work, we utilize this new dataset to systematically analyze land surface disturbances. As labeling SAR data is often prohibitively time-consuming, we train a self-supervised vision transformer - which requires no labels to train - on OPERA RTC-S1 data to estimate a per-pixel distribution from the set of baseline imagery and assess disturbances when there is significant deviation from the modeled distribution. To test our model's capability and generality, we evaluate three different natural disasters - which represent high-intensity, abrupt disturbances - from three different regions of the world. Across events, our approach yields high quality delineations: F1 scores exceeding 0.6 and Areas Under the Precision-Recall Curve exceeding 0.65, consistently outperforming existing SAR disturbance methods. Our findings suggest that a self-supervised vision transformer is well-suited for global disturbance mapping and can be a valuable tool for operational, near-global disturbance monitoring, particularly when labeled data does not exist.

Transformer-based Multivariate Time Series Anomaly Localization

With the growing complexity of Cyber-Physical Systems (CPS) and the integration of Internet of Things (IoT), the use of sensors for online monitoring generates large volume of multivariate time series (MTS) data. Consequently, the need for robust anomaly diagnosis in MTS is paramount to maintaining system reliability and safety. While significant advancements have been made in anomaly detection, localization remains a largely underexplored area, though crucial for intelligent decision-making. This paper introduces a novel transformer-based model for unsupervised anomaly diagnosis in MTS, with a focus on improving localization performance, through an in-depth analysis of the self-attention mechanism's learning behavior under both normal and anomalous conditions. We formulate the anomaly localization problem as a three-stage process: time-step, window, and segment-based. This leads to the development of the Space-Time Anomaly Score (STAS), a new metric inspired by the connection between transformer latent representations and space-time statistical models. STAS is designed to capture individual anomaly behaviors and inter-series dependencies, delivering enhanced localization performance. Additionally, the Statistical Feature Anomaly Score (SFAS) complements STAS by analyzing statistical features around anomalies, with their combination helping to reduce false alarms. Experiments on real world and synthetic datasets illustrate the model's superiority over state-of-the-art methods in both detection and localization tasks.

Benchmarking Graph Representations and Graph Neural Networks for Multivariate Time Series Classification

Multivariate Time Series Classification (MTSC) enables the analysis if complex temporal data, and thus serves as a cornerstone in various real-world applications, ranging from healthcare to finance. Since the relationship among variables in MTS usually contain crucial cues, a large number of graph-based MTSC approaches have been proposed, as the graph topology and edges can explicitly represent relationships among variables (channels), where not only various MTS graph representation learning strategies but also different Graph Neural Networks (GNNs) have been explored. Despite such progresses, there is no comprehensive study that fairly benchmarks and investigates the performances of existing widely-used graph representation learning strategies/GNN classifiers in the application of different MTSC tasks. In this paper, we present the first benchmark which systematically investigates the effectiveness of the widely-used three node feature definition strategies, four edge feature learning strategies and five GNN architecture, resulting in 60 different variants for graph-based MTSC. These variants are developed and evaluated with a standardized data pipeline and training/validation/testing strategy on 26 widely-used suspensor MTSC datasets. Our experiments highlight that node features significantly influence MTSC performance, while the visualization of edge features illustrates why adaptive edge learning outperforms other edge feature learning methods. The code of the proposed benchmark is publicly available at \url{https://github.com/CVI-yangwn/Benchmark-GNN-for-Multivariate-Time-Series-Classification}.

Convergence Analysis of Real-time Recurrent Learning (RTRL) for a class of Recurrent Neural Networks

Recurrent neural networks (RNNs) are commonly trained with the truncated backpropagation-through-time (TBPTT) algorithm. For the purposes of computational tractability, the TBPTT algorithm truncates the chain rule and calculates the gradient on a finite block of the overall data sequence. Such approximation could lead to significant inaccuracies, as the block length for the truncated backpropagation is typically limited to be much smaller than the overall sequence length. In contrast, Real-time recurrent learning (RTRL) is an online optimization algorithm which asymptotically follows the true gradient of the loss on the data sequence as the number of sequence time steps $t \rightarrow \infty$. RTRL forward propagates the derivatives of the RNN hidden/memory units with respect to the parameters and, using the forward derivatives, performs online updates of the parameters at each time step in the data sequence. RTRL's online forward propagation allows for exact optimization over extremely long data sequences, although it can be computationally costly for models with large numbers of parameters. We prove convergence of the RTRL algorithm for a class of RNNs. The convergence analysis establishes a fixed point for the joint distribution of the data sequence, RNN hidden layer, and the RNN hidden layer forward derivatives as the number of data samples from the sequence and the number of training steps tend to infinity. We prove convergence of the RTRL algorithm to a stationary point of the loss. Numerical studies illustrate our theoretical results. One potential application area for RTRL is the analysis of financial data, which typically involve long time series and models with small to medium numbers of parameters. This makes RTRL computationally tractable and a potentially appealing optimization method for training models. Thus, we include an example of RTRL applied to limit order book data.

Explore the Use of Time Series Foundation Model for Car-Following Behavior Analysis

Modeling car-following behavior is essential for traffic simulation, analyzing driving patterns, and understanding complex traffic flows with varying levels of autonomous vehicles. Traditional models like the Safe Distance Model and Intelligent Driver Model (IDM) require precise parameter calibration and often lack generality due to simplified assumptions about driver behavior. While machine learning and deep learning methods capture complex patterns, they require large labeled datasets. Foundation models provide a more efficient alternative. Pre-trained on vast, diverse time series datasets, they can be applied directly to various tasks without the need for extensive re-training. These models generalize well across domains, and with minimal fine-tuning, they can be adapted to specific tasks like car-following behavior prediction. In this paper, we apply Chronos, a state-of-the-art public time series foundation model, to analyze car-following behavior using the Open ACC dataset. Without fine-tuning, Chronos outperforms traditional models like IDM and Exponential smoothing with trend and seasonality (ETS), and achieves similar results to deep learning models such as DeepAR and TFT, with an RMSE of 0.60. After fine-tuning, Chronos reduces the error to an RMSE of 0.53, representing a 33.75% improvement over IDM and a 12-37% reduction compared to machine learning models like ETS and deep learning models including DeepAR, WaveNet, and TFT. This demonstrates the potential of foundation models to significantly advance transportation research, offering a scalable, adaptable, and highly accurate approach to predicting and simulating car-following behaviors.