TimeSage-EV: A Live Benchmark for Agentic Time Series Analysis in Evolving Environments

Time series analysis in high-stakes domains relies on recurring data releases, where new observations can alter the evidence base and the validity of later conclusions. Existing time series QA benchmarks mostly rely on fixed snapshots, leaving temporal validity and cutoff-aware evidence use unevaluated. We introduce TimeSage-EV, a live benchmark for agentic time series analysis in evolving environments. It tracks 60 real institutional scenarios across 6 domains, comprising 1,485 scenario-period QA pairs from Feb 2023 to May 2026 and spanning monthly, weekly, daily, and irregular release cadences. At each period, large language model (LLM) agents receive time series data and source reports, while the withheld target release provides ground truth. TimeSage-EV evaluates state identification, data summarization, and outlook reasoning. Experiments with frontier LLM agents and TimeSage-1.0, a novel self-evolving agent with a reusable analytical skill library, reveal significant performance gaps across model tiers and recurring failures in temporal validity, exogenous context use, and adaptation. We release TimeSage-EV as a research resource with monthly updates, code, a leaderboard, and failure-mode analyses.

Forecasting Technological Directions in Wireless Networks and Mobile Computing via AutoML Framework

The exponential increase in scientific publications has driven the emergence of new trends. Accurate forecasting of these developments is essential for researchers and professionals to stay updated with advancements in the field. This study presents an automated pipeline for trend prediction in the wireless networks and mobile computing domain by integrating clustering, topic modeling, and time series analysis. The process begins with the collection of 127,820 abstracts from high-impact journals and conferences, followed by extensive preprocessing and semantic embedding using the SPECTER model. AutoCluster applies meta-learning to select the most suitable clustering algorithm based on the dataset meta-features, ensuring semantically coherent groupings. AutoTopicModeling then employs a successive halving strategy to identify the best-performing topic model per cluster, followed by LLM-assisted topic labeling and optional label generalization. Finally, AutoTrendAnalysis transforms topic-labeled data into time series and applies forecasting models -ARIMA, STL, Prophet, or LSTM - to predict future topic popularity. Topics are classified as strong, weak, or noise signals based on forecast trajectories, offering interpretable insights into emerging and declining research themes. The framework is scalable, adaptive, and designed for robust trend analysis across scientific domains. Experimental results demonstrated high predictive accuracy, achieving a Root Mean Square Error (RMSE) of 36.76.

Can LLM Coding Agents Reason About Time Series?

Large language models (LLMs) are increasingly being used for automated decision-making systems in finance, healthcare, or environmental monitoring. Time series data are ubiquitous in these fields, yet hard to process automatically. Can time series be analyzed by LLM agents? We examine three approaches: providing the agent with raw numerical data, using the LLM as a coding agent, or a combination of both. In the coding agent setup, the model iteratively queries the data using Python code. Using two time series understanding benchmarks, we show that agents with code access can outperform models processing raw data by up to 10%. However, even the best performing agent still answers about 22-34% of the questions incorrectly. To get insights into models' strategies and reasoning gaps, we analyze the model outputs with a strong LLM judge. Our analysis reveals that coding agents can select appropriate statistical tests, but often miss important nuances. Meanwhile, models with access to raw data can reach the right conclusions using back-of-the-envelope calculations.

Time Series Analysis in Machine Learning

Time series analysis is a fundamental component of machine learning, especially in astrophysics and cosmology where temporal data abound. This chapter provides a pedagogical review of time series analysis techniques from a machine learning perspective. We cover the basic concepts of time series (stationarity, autocorrelation, seasonality), classical statistical models (autoregressive, moving average, ARIMA, exponential smoothing, state-space models), and modern machine learning approaches. In particular, we discuss how traditional statistical methods lay the groundwork, and then explore machine learning methods for time series, including feature-based regression, tree-based ensemble methods, hidden Markov models, Gaussian processes, and deep learning models (recurrent neural networks, convolutional networks, transformers). Throughout, we illustrate with examples drawn from multiple domains (e.g. astronomy, weather forecasting, finance) to emphasize common principles. The goal is to equip readers with both the theoretical understanding and practical context to apply machine learning techniques for time series analysis in their research.

Feasibility to detect rapid change and disappearance of seagrass: Lessons from nearly 80 years of vegetation change in the Ako, Seto Inland Sea, Japan

This study analyses the Ako tidal flat in the Seto Inland Sea, Japan, where nearly all Zostera marina disappeared within a single year in 2025. Using aerial photographs from the 1940s onward, high-resolution satellite imagery, GRUS images (2.5-5 m), and monthly Sentinel-2 composites (10 m), we reconstructed approximately 80 years of seagrass distribution. YOLO-based segmentation using deep learning achieved high accuracy (overall accuracy >= 0.9) across these datasets; although species could not be discriminated, the models captured the major temporal dynamics in vegetation area. The long-term mean seagrass area was 6.8 ha, but values fluctuated widely, from 3.5 ha in 1974 to 41.3 ha in 1989 except 0.2 ha in 2025. Sentinel-2 composites from 2019 to 2026 revealed clear seasonality, with vegetation increasing in early summer and declining from autumn. In 2025, however, the area decreased sharply after summer and remained anomalously low throughout the winter of 2025-2026. Our results, indicating that the 2025 event was not a normal fluctuation but a rapid ecosystem shift involving the loss of the dominant canopy-forming species, most plausibly driven by regionally elevated summer water temperatures. The findings also have implications for seagrass Essential Ocean Variables (EOVs) and the State of Nature (SoN) metrics used in TNFD-aligned nature-related disclosures. Unlike forests, seagrass meadows require finer temporal resolution because both pronounced seasonality and abrupt collapse strongly influence area-based indicators. Therefore, in addition to previously noted issues such as species-level classification accuracy, we recommend that (1) baselines be defined over the longest available record and justified ecologically, (2) seasonal standardization be applied before inter-annual comparisons, and (3) years with extreme area anomalies be flagged rather than used as reference points.