To address the sequential and evolving nature of time series, the Online Time Series Forecasting (OTSF) task has been extensively studied in multiple domains. Existing research focuses on adapting to non-stationary environments by employing memory buffer-based retrieval strategies. However, we observe that such frameworks struggle with long-term adaptation and fail to generalize to unseen patterns. To this end, we introduce CoSPOT, an LLM-based online time series forecasting framework that leverages a pre-trained LLM as the backbone online forecaster, motivated by its strong few-shot capabilities. For efficient online adaptation, CoSPOT keeps the LLM frozen and employs compositional spectral prompts grounded in frequency-domain bases to guide the model with the overall distribution of the input, thereby substantially reducing the number of parameters updated during the online phase. Specifically, CoSPOT decomposes time series into frequency bases and composes the corresponding spectral basis prompts according to their amplitudes, allowing unseen patterns to be represented as new combinations of learned basis prompts. Our extensive experiments on real-world datasets demonstrate the superiority and practicality of CoSPOT across challenging online scenarios, including extended online phases and cross-dataset settings with substantial distribution shifts. Our code is available at https://github.com/seungyoon-Choi/CoSPOT.
Kewei Li, Rongying Zhang, Xueli Wang +6cs.AI q-bio.BM
Token aggregation converts token-level representations into fixed-dimensional sample representations, but most pooling methods operate only in the original token space. We introduce Frequency-Domain Latent-attention Gated Pooling (FLaG), a plug-in aggregation module that re-expresses encoder outputs in the Fourier domain before final pooling. FLaG represents the nonredundant rFFT spectrum through concatenated real and imaginary components, summarizes spectral tokens with learnable latent queries, derives a sample-conditioned channel gate, and reconstructs modulated token representations for downstream aggregation. We evaluate the same architecture across ESM2-based antimicrobial peptide (AMP) activity prediction, ResNet18 image classification on CIFAR-10 and CIFAR-100, and three RoBERTa-based language tasks. FLaG achieves the best macro-averaged Spearman correlation coefficient, RMSE, and Recall@50 across four AMP backbone-species settings and the highest top-1 accuracy on CIFAR 10. It also achieves the best mean results on five of seven language metrics, although mean pooling remains strongest on STSBenchmark. AMP-side mechanistic analyses reveal low-frequency prediction sensitivity across most encoder layers, with increased relative high-frequency sensitivity in the final layer, and pronounced peptide-specific positional responses. The residual gate broadly amplifies spectral channels while preserving the low-frequency-dominated energy profile, whereas latent cross-attention exhibits sample- and species-specific spectral allocation. Overall, FLaG provides a transferable frequency-domain aggregation bias across protein, visual, and textual representations, with benefits that depend on the backbone and downstream task. Supplementary materials, source code, and data are available at https://www.healthinformaticslab.org/supp/ and https://github.com/Kewei2023/AMPCliff/tree/FLaG.
Real-world time series inherently intertwine global periodic structures with localized non-stationary variations. Existing approaches process these heterogeneous dynamics within a single computational domain, incurring fundamental limitations: time-domain models suffer from periodic misalignment over long horizons, while frequency-domain models over-smooth transient spikes. We argue that the optimal computational domain is not a property of the model, but of the data itself. Based on this principle, we propose RouteTS, a unified forecasting framework that partitions the frequency spectrum via amplitude routing and delegates components to their mathematically optimal domains. Dominant frequencies are processed by a complex-valued linear predictor in the frequency domain to preserve periodic structure, while residual spectral energy is reverted to the time domain and modeled by a lightweight MLP for local variations. Extensive experiments demonstrate that RouteTS achieves competitive prediction accuracy across diverse real-world datasets, with routing decisions guided by the underlying spectral signature. Furthermore, the lightweight design of RouteTS provides significant computational efficiency advantages, offering a principled solution to the longstanding dilemma between global periodicity and local transience.
Klaus Schertler, Xiomara Runge, Andrea Ceni +2cs.LG
While the quadratic sequence-length bottleneck of transformers has fueled a resurgence in recurrent models, effectively capturing complex dynamics requires architectures that balance efficient training with highly expressive latent states. Echo State Networks (ESNs) offer a compelling approach by utilizing fixed recurrent weights to circumvent backpropagation through time, enabling a closed-form training solution. However, achieving the expressivity needed for complex tasks demands large reservoirs, exposing an $\mathcal{O}(N^2)$ state-update bottleneck that prevents ESNs from matching the scale of contemporary recurrent models. To address this limitation, we introduce Frequency Domain Reservoir Computing (FRESCO), an ESN architecture operating entirely in the frequency domain while avoiding domain-shift overheads to achieve $\mathcal{O}(N)$ complexity for dense, non-linear recurrent updates. By employing a novel dimensional zero-padding input embedding, a packed \FDh readout, and a natively applied frequency-domain non-linearity, FRESCO drastically reduces computational costs and energy consumption of training and inference. Furthermore, FRESCO matches the state-of-the-art predictive performance on memory benchmarks, sequential classification, and multivariate long-horizon forecasting, offering a scalable path forward for dense recurrent architectures.
The goal of source-free domain adaptation (SFDA) for time-series data is to transfer knowledge from a pre-trained source model to an unlabeled target domain without requiring access to source data, while addressing feature shift and temporal drift inherent in the signals. Although existing approaches have explored temporal dynamics in unsupervised source-free adaptation, they largely overlook spectral shifts in time-series data. Towards this end, we propose a novel approach termed temporal-Spectral Alignment with Frequency Adaptation (SAFA) for source-free time-series domain adaptation. Specifically, we first model the source domain at multiple scales by jointly capturing temporal dependencies and spectral characteristics. To adapt time-series data in the target domain, we introduce a trainable frequency adaptation module that modulates the phase and amplitude of target signals in the frequency domain to align them with the source distribution. Extensive experiments on multiple benchmark datasets demonstrate the efficacy and robustness of SAFA.
Hongfan Gao, Wangmeng Shen, Bin Yang +1stat.ML cs.LG
Diffusion models have demonstrated strong performance in time series modeling due to their ability to progressively capture complex data distributions through iterative denoising. However, existing approaches struggle with frequency-sensitive denoising, high-frequency reconstruction and balancing global trends with local dynamics. To address these limitations, we propose \textbf{HyFAD}, a \textbf{Hy}brid time-frequency \textbf{D}iffusion model with \textbf{F}requency-\textbf{A}ware embedding for time series imputation. Built upon the DDPM paradigm, HyFAD adopts a coupled time-frequency diffusion framework, in which the reverse denoising proceeds sequentially from the time domain to the frequency domain, enabling coarse-to-fine generation. Specifically, the time-domain diffusion process captures low-frequency global trends, while the frequency-domain diffusion process refines high-frequency spectral components. We further introduce a frequency-aware step embedding that exploits the relationship between diffusion steps and spectral components, providing step-dependent spectral guidance and facilitates more accurate band-wise reconstruction. Extensive experiments on multiple benchmark datasets demonstrate that HyFAD achieves state-of-the-art performance. Our source code is available at https://github.com/hongfangao/HyFAD.