Species Distribution Modelling (SDM) is essential for understanding how environmental conditions shape biodiversity, particularly for destructive pests such as the Desert Locust (Schistocerca gregaria), whose breeding dynamics are tightly coupled to rapidly evolving environmental conditions. Maxent has become the dominant method for presence-only data, but its reliance on a linear combination of hand chosen feature transforms limits its ability to capture the nonlinear, temporal relationships common in ecological monitoring, where covariates such as precipitation, soil moisture, and vegetation indices evolve meaningfully over time. Standard implementations flatten time-series covariates into independent features, discarding sequential structure that carries critical signal. We introduce RNN Maxent, an extension of the Maxent framework that replaces the fixed feature dictionary with a neural network, specifically a Gated Recurrent Unit (GRU), trained end to end via backpropagation. The approach preserves Maxent's presence only statistical foundations, background normalization, and probability calibration, differing only in that the nonlinearity is learned from data rather than fixed in advance. We apply RNN Maxent to map suitable habitat for the Desert Locust using 50 day environmental time series derived from ERA5 Land, MODIS, and Sentinel 3, maintaining a 7 day gap between covariates and presence records to yield forecasting behavior. Compared against standard Maxent, RNN Maxent improves performance across metrics (ROC AUC 0.862 std 0.036 vs. 0.792; F1 0.671 std 0.056 vs. 0.590).
Anomaly detection in Internet of Things (IoT) networks presents unique challenges due to the diversity of devices, lack of labeled data, and domain variability across environments. In this paper, we propose a novel framework for multivariate time-series anomaly detection that leverages adversarial learning and contrastive loss within a sequence-based Variational Autoencoder (VAE) architecture. Our method enables zero-shot domain adaptation by jointly optimizing domain-invariant latent representations and semantically structured embedding spaces, without requiring labeled data or raw feature transfer. To address the heterogeneity of IoT deployments, we introduce encoder and decoder adaptor layers that align feature distributions across domains while preserving contextual semantics. Additionally, we propose a destination-based segmentation strategy to better model real-world communication structures in IoT traffic. Our framework is comprehensively evaluated on six distinct datasets spanning industrial, enterprise, general-purpose, smart home, and military automation domains across 44 transfer scenarios. Experimental results demonstrate strong zero-shot generalization in several cross-domain settings and competitive performance against a contrastive domain-adaptation baseline under realistic, heterogeneous, and privacy-constrained IoT conditions.
Accurate cloud resource forecasting is essential for proactive resource provisioning, maintaining Quality of Service (QoS), and reducing operational costs in dynamic cloud environments. The existing forecasting approaches predominantly estimate future CPU workload directly from historical resource traces, which often overlook the relationship between customer service demand and subsequent resource consumption. This study proposes a two-stage integrated forecasting model that explicitly models this dependency by first forecasting customer service requests, expressed as Transactions Per Second (TPS), and subsequently estimating future CPU workload from the TPS forecast. Both the forecasting component and resource prediction component employed the XGBoost model within a cascaded learning architecture, complemented by adaptive online retraining using an expanding-window strategy to address concept drift in continuously evolving cloud workloads. The proposed work was evaluated using real-world traces collected from a private cloud environment comprising ten applications. Experimental results demonstrate robust forecasting performance by achieving Symmetric Mean Absolute Percentage Error (SMAPE) below $7\%$ for most applications, with the best-performing application achieving an MAE of $0.7372$, RMSE of $1.1866$, SMAPE of $3.57\%$, and an R2 of $0.9185$. Horizon-wise drift analysis confirmed stable recursive forecasting behavior with controlled error accumulation across a 60-step prediction horizon. Compared with the conventional direct CPU forecasting method, the proposed two-stage integrated model gives improved forecasting robustness, computational efficiency, and interpretability, making it well-suited for proactive resource management and intelligent auto-scaling in cloud computing environments.
Time series representation learning (TSRL) has attracted growing research interests in recent years. Two recent explorations in TSRL are: i) exploiting a transformer-based framework to learn time series; ii) instead of using only the targeted dataset, borrowing time series from other datasets to to facilitate representation transfer. While these two explorations are shown effective, the self-supervised time series recovery task in (i) and the single-source dataset used in (ii) are technically simple and thus can be enhanced with new ideas. In this work, we propose a new TSRL framework, namely multi-source multi-phase time series representation transfer (SMart), which has two novel mechanisms to address the aforementioned deficiencies: 1) a multi-phase recurrence plots recovery task, in three alternative modes, for guiding the encoder to embed time series dynamics into the time series representation; and 2) a source dataset selector to select multiple suitable source datasets to supplement the original target dataset for pre-training the TSRL encoder. Experimental results show that SMart outperforms several state-of-the-art models for time series representation learning, classification and regression on both uni-variate and multi-variate time series datasets, reducing mean absolute error up to 19.5% for time series regression, and increasing average accuracy up to 1.34\% for time series classification.
Bayesian methodologies for handling count-valued time series have gained prominence due to their ability to infer interpretable latent structures and to estimate uncertainties. Among these Bayesian models, Poisson-Gamma Dynamical Systems (PGDSs) are proven to be effective in capturing the evolving dynamics underlying observed count sequences. However, the state-of-the-art PGDS still falls short in capturing the transition dynamics that are commonly observed in real-world count time series. To mitigate this limitation, a PGDS with time-varying transition kernel (TV-PGDS), is proposed to allow the underlying transition matrices to evolve over time. Three specifically-designed Dirichlet Markov chains (Dir-Dir, Dir-Gam-Dir, PR-Gam-Dir) are constructed to accommodate heterogeneous structural mutations within these dependencies. Leveraging Dirichlet-Multinomial-Beta data augmentation techniques, a fully-conjugate and efficient Gibbs sampler is developed to perform posterior simulation. Experiments show that, in comparison with related models, the proposed PGDS achieves improved predictive performance due to its capacity to learn time-varying dependency structure captured by the time-evolving transition matrices.
This paper develops a general convolutional neural network (CNN) framework for detecting heterogeneous event-driven dynamics in univariate time series windows. We show that the induced CNN class exactly represents classifiers based on range, maximum drawup, maximum drawdown and slope change, and uniformly approximates realised volatility and autoregressive explosiveness on compact domains. We further establish error bounds for representative rules in finite samples and an oracle inequality for learning across them. Simulations show that the proposed model can match or outperform classifiers based on individual statistics as the training sample grows. In an application to six daily energy price series, a hierarchical CNN distinguishes event windows and event families. Applied without retraining to observations withheld after 20 February 2026, the fitted model identifies predominantly geopolitical dynamics in several oil and refined product series around the outbreak of the 2026 Iran war, while distinguishing a contemporaneous natural gas spike associated with weather.
Martin Bonsergent-Brachet, Jesse Read, Dany Abboudcs.LG
Monitoring the health of heterogeneous industrial robot fleets is severely challenged by the multi-modal nature of their operational cycles and a persistent scarcity of run-to-failure data. Standard data-driven approaches, particularly deep learning architectures relying on sequential reconstruction, often struggle in this specific setting; they tend to over-smooth complex dynamics, masking early signs of degradation. To address these industrial constraints, we reframe the monitoring problem through a framework based on Phase Space Reconstruction (PSR). Instead of predicting temporal sequences, this framework transforms univariate sensor data into a geometric attractor, explicitly unfolding the mechanical states independently of their temporal occurrence. By evaluating various anomaly scoring techniques within this space, we demonstrate that discrete support estimation provides an effective and computationally frugal Health Indicator (HI). Validated on a real-world dataset of 21 heterogeneous robots over three years and a synthetic Langevin system, our approach outperforms standard deep learning baselines. We show that aligning the algorithmic bias with the geometric properties of the target system yields a pragmatic, traceable and easily deployable approach perfectly tailored to the realities of industrial constraints.
Real-world time series often exhibit irregular sampling and extended temporal horizons, requiring models to capture continuous-time dynamics across arbitrary intervals without prohibitive scaling costs. Discrete-time methods collapse variable time intervals into static positional steps; solver-dependent continuous-time models preserve temporal structure but rely on sequential integration, precluding parallelization; and solver-free approximations avoid this cost yet none couples observed time intervals with input-driven state modulation. We propose Liquid Gated Attention (LGA), a solver-free parallel temporal operator. By parameterizing an input-driven gating mechanism with observed time intervals, LGA introduces a continuous-time inductive bias and formulates hidden state evolution as a fast-weight associative memory, enabling parallel computation across the temporal dimension. Using matrix associativity in non-causal encoding and a prefix scan in causal encoding, LGA attains linear temporal complexity in sequence length in both modes. A sequence-level normalization bounds cumulative temporal decay for stable long-horizon optimization. Building on LGA, we instantiate LFormer, a modular backbone for continuous-time representation learning. Across six tasks and sixteen datasets spanning up to 17,984 steps, LFormer demonstrates long-range dependency modeling, fine-grained state tracking, and trajectory reconstruction from sparse and noisy observations, while delivering competitive performance against state-of-the-art discrete-time and continuous-time baselines with linear scaling efficiency.
In this research, a novel framework is proposed for the SOH estimation, which employs a hybrid deep learning architecture of a concatenation of a Convolution Neural Network (CNN) and a Bidirectional Long Short-Term Memory (BiLSTM) Neural Network (NN) with the integration of Bayesian Optimization-based hyperparameter tuning for the network. Three different deep learning architectures are being evaluated: standalone recurrent models, CNN-RNN architectures and CNN-RNN combinations enhanced with intermediate Fully Connected (FC) layers. Among the three, the model with the intermediate FC layers demonstrated the highest predictive accuracy. A comprehensive feature engineering approach combines capacity (Q), voltage (V), Incremental Capacity Analysis (ICA), and Differential Voltage Analysis (DVA), with systematic evaluation of multiple combinations to identify the optimal input representation. To validate the proposed method, three publicly available datasets were utilized, ensuring reproducibility of the results, two from external sources and one developed by the author of this study using a unique experimental setup. The comparison study was performed using the Mean Absolute Error (MAE), the Root Mean Squared Error (RMSE) and the FLoating-point OPerations (FLOPs) as evaluation metrics.
Machine learning systems are increasingly corrected while they run, and the decision of when to intervene is increasingly delegated to statistical monitors. Anytime-valid inference promises evidence that can be acted on at any moment, exactly the guarantee this setting needs, and it is moving from theory into deployed monitoring. Conformal test martingales are the change-detection instrument, and Ville's inequality caps their false-alarm probability on exchangeable data. The guarantee is conditional. A deployment inherits it only if the stream it monitors behaves exchangeably. The premise is hardest to satisfy where these monitors are most useful, on dependent data and inside loops where the monitor modifies the learner whose scores it reads. It is also rarely measured. We measure it in a pre-specified case study, where such a monitor gates the online updates of a Kalman adapter correcting frozen time-series foundation models on five forecasting streams. On exchangeable synthetic streams, the same implementation fires in at most 1 of 60 runs. On the real streams, at alpha = 0.05, 135 of 135 clean-stream runs fired. The construction does not explain the firing; the failure comes from the deployed score stream itself. Repeated fires hold the gate's drift response active, and the gated filter amplifies the very transient it was designed to prevent. The component worth keeping makes no validity claim. Huber-style gating of the filter's own updates cuts isolated-spike degradation by an order of magnitude with no dataset specific tuning. Anytime-valid methods proposed for dependent data should therefore be accompanied by null-calibration controls and mechanism traces.
Limiao Zhang, Yuhui Lu, Jie Gao +3physics.soc-ph cs.LG physics.data-an
Accurate traffic flow prediction is fundamental to intelligent transportation systems, playing a pivotal role in urban mobility optimization and smart city development. While Graph Neural Networks (GNNs) integrated with time series forecasting have emerged as promising solutions, two critical limitations persist: (1) the quadratic complexity of attention-based architectures hinders real-time deployment in large-scale networks, and (2) high-frequency noise in sensor data significantly degrades prediction reliability. These challenges are particularly acute in metropolitan scenarios where both computational efficiency and noise robustness are paramount. To address these limitations, we introduce \textbf{ButterMamba}, a novel and efficient framework based on State Space Models (SSMs). ButterMamba consists of two key components: (1) a Butterworth Spectral Filtering module that preprocesses the data by removing high-frequency noise, allowing the model to focus on significant underlying trends, and (2) a Spatial-Temporal State Mixer that uses a parallel Mamba architecture to efficiently capture both long-range temporal dependencies and complex spatial correlations across the road network. By decoupling noise filtering from spatial-temporal modeling, ButterMamba achieves superior predictive accuracy with linear computational complexity. Extensive experiments on three public datasets demonstrate that ButterMamba not only outperforms existing state-of-the-art models in terms of prediction accuracy but also considerably reduces training time and memory usage.
Predicting future organ dysfunction in Intensive Care Unit (ICU) patients is critical for early clinical intervention, yet existing machine learning approaches have largely treated the Sequential Organ Failure Assessment (SOFA) score as an input to binary mortality prediction rather than as a continuous clinical outcome in its own right. We investigate the extent to which a Temporal Convolutional Net work (TCN) can predict next-day SOFA scores from multivariate ICU time-series data extracted from MIMIC-IV, characterise the relative contribution of each organ system to total SOFA variance and deterioration, and identify distinct trajectory patterns across ICU stays. A residual TCN trained on three-day sliding windows achieved a five-fold cross-validation R2 of 0.740 +- 0.013 and MAE of 1.431 +- 0.022, outperforming a naive persistence baseline on RMSE and R2. SHAP interpretability analysis revealed that the model functions primarily as a severity-anchoring mechanism rather than a true sequence model, with predictions dominated almost entirely by the most recent observation day. Cardiovascular dysfunction emerged as the strongest discriminator of both cross-sectional severity and acute deterioration, and unsupervised trajectory clustering identified two clinically meaningful phenotypes, an improving group (58.9%) and a persistently severe group (41.1%), differentiated by cardiovascular, hepatic, coagulation, and renal involvement. We conclude that TCNs can extract meaningful predictive signal from ICU physiological data, but that short input windows and complete-case selection bias currently limit their clinical utility, motivating future work on longer input horizons, alternative missing-data strategies, and external validation.
Momina Liaqat Ali, Muhammad Abid, Muhammad Abdullah +1cs.LG
Wind power ramp events which are sudden, large swings in turbine output over short windows are difficult to estimate, and standard models often miss them. Hybrid forecasting approach is built which augments semantic context to ramp-event forecast. Rather than applying an extensive language model directly to predict turbine operating data, we have implemented a pipeline where turbine operating data is converted to simplified text, which is then converted to dense embeddings to be used as inputs for ensemble models incorporated with other features. Testing runs are performed at multiple intervals within the SDWPF dataset, including 10-minute, 30-minute, and 60- minute horizons, with ramp events constituting the highest change in future power output. We check robustness against autoregressive, LSTM, and GRU baselines plus several ensemble configurations, using Diebold-Mariano tests and bootstrap confidence intervals, and we vary the ramp threshold, compress the embeddings with PCA, and validate externally on Kaggle SCADA and NREL data with uncertainty-aware scoring. The semantic-context features produce negligible yet statistically significant gains over the baselines in multiple paired ensemble runs, most clearly at the 30- and 60-minute horizons where these gains hold across different ramp-threshold definitions, and PCA compression helps in some longer-horizon cases. The best context- augmented ensembles rank near the top overall, though the GRU model still posts the lowest ramp-event RMSE at 30 and 60 minutes. External tests confirm the error reduction generalizes across datasets, but the size of the gain depends on both model and dataset. Prediction intervals cover most test cases well but weaken during ramp events, pointing to a localized shift in the data distribution.
Time-series data across physical and biological domains are fundamentally driven by complex, non-stationary oscillatory modes. While deep learning models, such as Convolutional Neural Networks (CNNs), Recurrent Neural Networks, and Transformers, have dominated sequential analysis, they remain fundamentally "spectral-blind". By mapping continuous physical waves into unconstrained spatial or discrete token spaces, these architectures suffer from severe spectral entanglement, acting as opaque black boxes that decouple predictive accuracy from physical reality. In this paper, we introduce the Frequency Selective Neural Network (FSNN), pioneering a foundation architecture guaranteeing physical interpretability without sacrificing expressive power of deep learning. FSNN addresses spectral entanglement by explicitly embedding the rigorous mathematics of advanced signal processing into its neural topology. Through a fully differentiable Wiener-like filter bank optimized via complex-domain backpropagation, FSNN autonomously discovers and isolates the precise physical modes of a given task. Extensive evaluations demonstrate that FSNN establishes state-of-the-art predictive performance, achieving $77.0\%$ average accuracy on the standard 10 multivariate UEA datasets and leading across all major metrics on the highly imbalanced PTB-XL clinical ECG benchmark. Crucially, in contrast to yielding abstract feature maps, FSNN converges directly on physically meaningful frequency bands, such as isolating the cardiac QRS complex, providing a highly scalable, interpretable paradigm for robust pattern recognition in complex temporal domains. Our code is available at: https://github.com/ad6174hhhh/FSNN.
Sjoerd van Straten, Christine Jacob, Marwan Hassanics.LG
Predictive Process Monitoring (PPM) enables organizations to forecast future process behavior, such as the next activity and remaining time of ongoing cases. In practice, three conditions cause existing methods to degrade, namely data scarcity, high process entropy and distributional shift. While Foundation Models (FMs), especially Large Language Models (LLMs), offer a new paradigm through broad sequential reasoning, adapting them to multi-task PPM under these conditions remains an open challenge. Existing FM-based approaches either lack mechanisms for handling distributional shift or rely on direct regression heads that can be structurally misaligned with continuous time prediction tasks. This paper introduces D-TAIA (Domain-aware Training and Attention-based Inference Architecture), a framework for a joint next activity and remaining time prediction task via parameter-efficient fine-tuning of an FM backbone. Our approach combines domain-aware triplet loss (DATL) pre-training with FAISS-based nearest neighbor retrieval for remaining time prediction, and adopts the TAIA inference strategy to preserve pre-trained sequential reasoning during fine-tuning. Evaluated across four real-world event logs, D-TAIA consistently shows SOTA or competitive performance compared to a fine-tuned LLM and a recurrent neural network baseline. Ablation studies confirm that techniques from NLP and computer vision can be transferred effectively to PPM with only a 10M-parameter backbone, though component contributions vary by dataset entropy.
Prasen R. Nuthanakaluva, Nava K. Gaddamcs.LG stat.ML
Forecast combination is a reliable way to improve predictive performance when several forecasting models are available. Simple aggregation rules such as the mean, median, trimmed mean, inverse-loss weighting, and exponential weighting are often strong baselines, but their relative performance can vary across datasets, forecast horizons, deployment settings, and levels of disagreement among base forecasters. We develop Generalized Gibbs Ensemble Weighting (GGEW), a probabilistic framework that treats forecasting models as experts and assigns ensemble weights using a Gibbs-style exponential transformation of normalized predictive loss. The framework extends this basic weighting rule through numerical stabilization, diversity-aware score corrections, and online hyperparameter adaptation. GGEW produces a family of related methods, including Stable Gibbs weighting, Directional Gibbs-NCL, and Symmetric Gibbs-NCL. These variants share one core algorithm and differ only in the score used inside the exponential weighting rule. For sequential deployment, we adopt a UCB-style bandit mechanism, called online Local-UCB, to adapt the learning rate, diversity strength, and Gibbs variant without evaluating the full hyperparameter grid at every prediction step. We evaluate GGEW on official M4 competition forecast submissions and external rolling-origin deployment experiments using Monash Traffic Hourly, Electricity Hourly, and Solar Weekly datasets. Results suggest that Gibbs-style adaptive weighting is a useful and competitive tool across several benchmark settings, although its relative performance varies across datasets, forecast horizons, deployment protocols, and forecast disagreement groups. The contribution is not a universal dominance claim, but a framework and empirical study motivating further investigation of when adaptive Gibbs-style forecast combination is useful.
Tommaso Bendinelli, Artur Dox, Christian Holzcs.LG
LLM agents are increasingly applied to anomaly detection and root-cause analysis in time-series observations collected from real-world systems; however, their performance on these tasks has not been systematically evaluated under controlled conditions. We introduce TraceBench, a simulation-based framework for generating controlled root-cause attribution tasks. In each generated task, an agent receives time-series observations produced by simulating a physical dynamical system and must determine whether a system parameter was altered during the simulation and, if so, which one. Using TraceBench, we generate tasks from three interpretable mechanical systems and systematically evaluate four LLM agents across controlled experimental conditions, yielding new insights into how these agents analyze time-series observations from dynamical systems. Our results show that agents benefit substantially from domain context and explore data primarily through numerical console output rather than visualizations. We also find that agents generally perform worse when required to produce a Python script that maps each time-series sample to a predicted root-cause label than when they submit predictions directly. We release our datasets, agent trajectories, experimental results, and a leaderboard on our website, tracebench.github.io.
Majid Masoumi, Asghar Dashtiy, Mohammad Dehghan +1cs.LG
This study provides a comprehensive benchmarking of conventional machine learning (ML), ensemble learning, deep neural networks, recurrent architectures, Transformers, graph based models, and hybrid ensemble deep learning approaches under complementary renewable energy scenarios. Three datasets are considered: a large scale WEC dataset, a 16 WEC dataset, and operational 10 min SCADA measurements at the Penmanshiel wind farm. For structured WEC layout data, tree ensembles exhibited a clear advantage over conventional ML and neural predictors because randomized partitioning and boosting efficiently captured nonlinear layout power interactions without requiring explicit feature representation learning. The Extra Trees was the strongest model, achieving considerable results. Relative to the MLP baseline, this corresponds to an approximately 63.7% reduction in MAE, demonstrating the suitability of randomized tree ensembles for high dimensional structured WEC data. Also, STGCN reduced the MAE to approximately 167.0 kW and achieved R = 0.93 by explicitly learning spatial and temporal turbine interactions. The best overall forecasting accuracy was obtained by the RF BiLSTM hybrid, with an MAE=150.5 kW. Compared with standalone LSTM, this represents an approximately 75% reduction in MAE, while improving on STGCN by approximately 10.0%. Finally, the experiments reveal that no single AI architecture is universally optimal: randomized and boosted ensembles are particularly effective for structured WEC surrogate modeling, graph networks become advantageous when explicit spatial interactions dominate, and ensemble recurrent hybrids provide the strongest balance when nonlinear tabular relationships and temporal dynamics coexist.
LLM-based agents are increasingly being developed for time-series problems, but their design choices vary substantially across task settings. This survey adopts a problem-driven taxonomy that organizes these systems by the time-series problems they address rather than by isolated technical components. We group existing systems into four categories: forecasting and reasoning, augmentation and synthesis, anomaly detection and diagnosis, and decision support. Within each category, we examine how task requirements shape agent architecture, tool use, and memory design. We further summarize representative datasets and environments, and compare reported model performance under shared or closely related settings. Overall, this survey offers a task-oriented guide to designing LLM-based agents for time-series problems and identifies open gaps for future work.
Forecasting a stochastic dynamical system rarely means a single number: one wants several observables---future state, threshold event, regime label---each with its own likelihood. Standard multi-task recipes balance per-task losses, tuned or learned. We instead compose the observables' likelihoods in per-task free-routed last-layer beliefs on a shared backbone; this absorbs unit-dependent loss scaling into likelihood parameters learned in the same gradient pass. Stochastic dynamics supply what static benchmarks cannot: computable ground truth for the predictive variance. Results land where theory puts them: on the well-specified, homoscedastic Ornstein--Uhlenbeck process the learned predictive law recovers the analytic kernel and correctly specified baselines tie. On heteroscedastic systems (stochastic Lorenz-63, real air-quality data) the belief's input-dependent variance separates: best single-run NLL on the state and regime tasks, calibration matched only by arms whose NLL it beats, at a fraction of the tuned grids' cost. On the real series the state margin holds across five rolling origins.
Explaining deep learning models operating on time series data is crucial in various applications that require transparent and interpretable insights into model behavior. {Existing explanation methods generally fall into two categories: attribution-based explanations, which identify the temporal regions most responsible for a prediction, and counterfactual explanations, which reveal how an input should be modified to alter the model's decision.} {Despite valuable insights, these two fields are largely studied independently. This disconnect leaves attribution methods lacking causal validation, while counterfactual methods suffer from severe instability, producing adversarial-like noise instead of meaningful explanations.} In this work, we revisit time-series explainability from an information-theoretic perspective and show that existing explainers are vulnerable to trivial solutions and distributional shifts. To address these limitations, we propose a unified objective function for explainable time series learning that bridges attribution and counterfactual reasoning within a single framework. Building upon the Information Bottleneck principle, our formulation explicitly prevents trivial explanations and out-of-distribution counterfactuals. {Based on this objective function, we introduce {\modelname}, a novel explanation framework that learns a parametric transformation network to construct explanation-embedded instances, where preserved information yields attribution explanations and controlled information removal produces stable counterfactual explanations.} We evaluate {\modelname} on synthetic and real-world benchmarks against state-of-the-art baselines. Extensive quantitative and qualitative results show that {\modelname} consistently outperforms competing methods, yielding faithful attributions and stable counterfactual explanations.
Timely detection of crop stress is critical for sustaining yields under increasing drought frequency, yet conventional vegetation index thresholds or image-based clustering often fail to capture stress progression, limiting their value for farm decision-making. To address this gap, we present EigenCL, a physiology-guided contrastive learning framework that stages crop stress from Sentinel-2 NDRE trajectories, with the goal of providing interpretable and transferable stress diagnostics for decision support systems (DSS). EigenCL was trained on 10,000 maize NDRE patches from drought-affected Iowa fields in 2020 and tested on Nebraska fields in 2023 without retraining, with validation incorporating soil-moisture records, U.S. Drought Monitor maps, and county-level yield statistics. The model produced four physiologically coherent stress clusters (Healthy, Mild, Moderate, Severe), significantly outperforming baselines including K-Means, SimCLR, ProtoCLR, and an ablation model (Silhouette = 0.748, DBI = 0.35, CHI = 49,624). Clusters aligned with maize growth stages, with severe stress peaking around tasseling-silking (VT-R1), a stage known to drive yield loss; moreover, EigenCL clusters correlated with soil moisture at 0-14-day lags (rho up to 0.72) and matched yield anomalies in drought-affected counties. By embedding NDRE trajectory dynamics into contrastive learning, EigenCL enables early stress alerts and interpretable DSS outputs (e.g., heatmaps, scouting priorities, regional risk indices), extending beyond single-date NDRE thresholds and supporting scalable monitoring for climate-smart agronomy.
Accurate gust forecasting under typhoon conditions remains challenging due to the highly non-stationary and multi-scale characteristics of extreme wind fluctuations. Existing deep learning models often struggle to simultaneously capture long-term trends and rapid local variations, resulting in degraded performance during extreme events. We propose WDANet, a frequency-aware forecasting framework that integrates stationary wavelet decomposition, a Feature-wise Linear Modulation (FiLM) strategy, and a dual-branch encoder-decoder architecture, enabling separate modeling of trend and fluctuation components. Taking the offshore regions of the Western Pacific in China as an example, we conduct fine-grid wind gust prediction research. The results demonstrate that WDANet shows advantages for short lead times under the experimental setting across a 24-h forecasting horizon and achieves higher prediction accuracy than ECMWF-HRES within the first 6 h. During extreme wind events, WDANet more accurately captures gust peaks and attains the best RMSE and MAE performance. These results highlight its potential for offshore wind power operation, disaster warning, and risk mitigation.
Muyan Anna Li, Manikandan Ravikiran, Aditi Gautamcs.LG cs.AI stat.ML
Time series forecasting models are widely used in high-stakes settings, yet their predictions remain difficult to interpret because existing post-hoc methods often ignore temporal dependence and fail to provide horizon-specific explanations. We propose a model-agnostic explainability framework that explains forecasting predictions by attributing each forecast horizon to temporally relevant historical lags. The framework models forecasting as a latent trajectory and introduces semantic flow to quantify how information evolves across time in the model's internal representations. By aggregating semantic flow, it constructs a lag-horizon attribution matrix that captures horizon-resolved temporal influence. To improve explainability, we further generate structure-preserving perturbations and fit sparse local surrogate models, producing human-readable and temporally coherent explanations. We evaluate the method using faithfulness and stability diagnostics across multiple benchmark datasets. Results show that the semantic-flow variant achieves competitive or superior faithfulness compared to standard post-hoc baselines, while being substantially more computationally efficient. Stability analysis further demonstrates that the explanations are robust and identifies regimes where interpretation should be applied with caution.
Predictive Coding (PC) is a neural learning paradigm that enables parallelizable neural network layer updates. However, the main bottleneck of PC Networks (PCN) is the sequential backwards error propagation. To tackle this, we introduce a training technique that pairs a Generative PCN with a support Encoding PCN. The two PCNs are trained in parallel to match their neural activations, without sequential propagation. We apply this to time series anomaly detection and show that our approach results in more stable, continuous, online learning.
Electric vehicle (EV) charging loads exhibit strong behavioral heterogeneity and temporal variability, posing significant challenges for online probabilistic forecasting under evolving operating conditions. In particular, persistent charging patterns may differ substantially across stations, while recent behavioral changes can continuously alter the underlying load distributions. This paper proposes a behavior-guided online probabilistic forecasting framework that explicitly characterizes persistent station-specific patterns and recent behavioral changes. A dual-timescale behavior representation is constructed to distinguish long-term charging characteristics from recent behavioral states and quantify their deviations. These behavioral changes are further semantically encoded to guide drift-aware forecasting adaptation, while a delayed-feedback mechanism ensures temporally consistent online updates when observations become available across different forecasting horizons. Experiments on ten heterogeneous real-world charging stations demonstrate that the proposed method consistently outperforms conventional forecasting models and concept-drift-aware online baselines in forecasting accuracy and probabilistic reliability. For 1-h-ahead forecasting, the proposed method reduces MSE and Pinball loss by 15.3\% and 17.8\%, respectively, over the corresponding best baselines. For 4-h-ahead forecasting, the improvements further reach 16.8\% and 22.6\%, respectively, demonstrating consistent performance gains under evolving charging behaviors and extended forecasting horizons.
Francisco J. Beron-Veraphysics.ao-ph cs.LG math.DS nlin.CD
Using monthly Niño-3.4 anomalies through July 2026, we investigate how much predictive information is contained in delayed observations of the index. Ridge regression identifies informative delays, while multilayer perceptron and sparse identification of nonlinear dynamics (SINDy) models test whether nonlinear complexity provides additional direct forecast skill; gated recurrent unit (GRU) and long short-term memory (LSTM) networks provide a complementary test in which the temporal representation is learned internally. Delayed observations substantially improve forecasts over persistence and climatology at leads of up to six months, but increasing model complexity provides no systematic improvement. Historical recursive experiments favor a simple explicit SINDy recurrence and select shallow recurrent architectures, with no appreciable gain from learning the temporal representation internally. These results support a compact predictive representation of Niño-3.4 evolution in which the representation of past information is more consequential than model complexity. As a prospective application, the selected models are used to forecast the developing 2026 event beyond the last available observation and to compare its predicted evolution with completed historical El Niño events.
Mathis Jander, Wouter van Heeswijk, Martijn Mescs.LG
Transitioning from bespoke time series models towards time series foundation models changes the relationship of model and application from one-to-one to one-to-many. This shift introduces concentration risk as many, potentially high-risk, forecasting applications are exposed to the same biases and failure modes of a single time series foundation model. At the same time, this centralization allows for economies of scale in model development and validation. In this study we investigate how biases and failure modes of time series foundation models can be identified before deployment. We propose a causal analysis framework to investigate the ability of a time series foundation model to preserve time series patterns. To achieve this, we intervene on parameterized synthetic time series generators and measure the corresponding change in model output under ceteris paribus conditions. We apply our causal analysis framework to Chronos-2 and TimesFM-2.5 and test them across six distinct time series patterns. We find safe configurations for trend and harmonic oscillation patterns. The results also indicate a bias in both models towards overestimating persistence, sudden failures for both models against the regime switch pattern and failure for TimesFM-2.5 against the energy-release pattern. Our review of the original works for both models indicates that the findings might be explained by the data used for pretraining. We conclude our study with suggestions for further model development, recommendations for application-specific model selection, and a discussion of limitations and further research directions.
Can a sequence model remain competitive with only a few thousand parameters and an explicitly auditable prediction interface? We introduce ALPHABET, a compact linear-time model that compresses temporal history into stable complex pole modes: a direct bank synthesizes its modal states back into the feature trajectory, an independent cascaded bank analyzes the transformed trajectory without resynthesis, and an affine head reads only modal energies and lag moments from both banks. We characterize the temporal information this descriptor retains: for a stationary, fully observed feature process, each mode energy is a frequency-localized measurement of the second-order spectrum, the continuum of such measurements identifies the spectrum, and almost every mode separates any fixed finite set of spectrally distinct classes. On a Gaussian control with matched low-lag statistics, the learned descriptor approaches the Bayes oracle where raw autocovariances remain at chance. Across the fixed 82-task registry, ALPHABET attains mean rank 3.97 in the complete ten-family comparison. At the common-width D=64 runtime anchor, its 6,437 parameters deliver 5.02 times faster inference and 3.93 times faster complete training steps than the nine baselines on average.
Systematic trading rests on one article of faith: that regularities found in the past persist. We state it as a time-invariant mechanism driven by an unobserved latent state, and show that it leaves a researcher five constants to declare --- the recurrence bound $Lambda$ at a block length $b$, the invariance defect $epsilon_0$ of the representation it is declared of, the coherence times $ell_i$ of the state's coordinates, the signal ceiling $rho$ and the fraction $kappa$ of it contingent on the regime --- after which the architecture of a correct quantitative investment system is nearly forced.