Daily Papers

There is a recent surge in the development of spatio-temporal forecasting models in the transportation domain. Long-range traffic forecasting, however, remains a challenging task due to the intricate and extensive spatio-temporal correlations observed in traffic networks. Current works primarily rely on road networks with graph structures and learn representations using graph neural networks (GNNs), but this approach suffers from over-smoothing problem in deep architectures. To tackle this problem, recent methods introduced the combination of GNNs with residual connections or neural ordinary differential equations (ODE). However, current graph ODE models face two key limitations in feature extraction: (1) they lean towards global temporal patterns, overlooking local patterns that are important for unexpected events; and (2) they lack dynamic semantic edges in their architectural design. In this paper, we propose a novel architecture called Graph-based Multi-ODE Neural Networks (GRAM-ODE) which is designed with multiple connective ODE-GNN modules to learn better representations by capturing different views of complex local and global dynamic spatio-temporal dependencies. We also add some techniques like shared weights and divergence constraints into the intermediate layers of distinct ODE-GNN modules to further improve their communication towards the forecasting task. Our extensive set of experiments conducted on six real-world datasets demonstrate the superior performance of GRAM-ODE compared with state-of-the-art baselines as well as the contribution of different components to the overall performance. The code is available at https://github.com/zbliu98/GRAM-ODE

Detecting abnormal activities in real-world surveillance videos is an important yet challenging task as the prior knowledge about video anomalies is usually limited or unavailable. Despite that many approaches have been developed to resolve this problem, few of them can capture the normal spatio-temporal patterns effectively and efficiently. Moreover, existing works seldom explicitly consider the local consistency at frame level and global coherence of temporal dynamics in video sequences. To this end, we propose Convolutional Transformer based Dual Discriminator Generative Adversarial Networks (CT-D2GAN) to perform unsupervised video anomaly detection. Specifically, we first present a convolutional transformer to perform future frame prediction. It contains three key components, i.e., a convolutional encoder to capture the spatial information of the input video clips, a temporal self-attention module to encode the temporal dynamics, and a convolutional decoder to integrate spatio-temporal features and predict the future frame. Next, a dual discriminator based adversarial training procedure, which jointly considers an image discriminator that can maintain the local consistency at frame-level and a video discriminator that can enforce the global coherence of temporal dynamics, is employed to enhance the future frame prediction. Finally, the prediction error is used to identify abnormal video frames. Thoroughly empirical studies on three public video anomaly detection datasets, i.e., UCSD Ped2, CUHK Avenue, and Shanghai Tech Campus, demonstrate the effectiveness of the proposed adversarial spatio-temporal modeling framework.

The quadratic complexity of full attention mechanisms poses a significant bottleneck for Video Diffusion Models (VDMs) aiming to generate long-duration, high-resolution videos. While various sparse attention methods have been proposed, many are designed as training-free inference accelerators or do not optimally capture the unique spatio-temporal characteristics inherent in video data when trained natively. This paper introduces Video Mixture of Block Attention (VMoBA), a novel sparse attention mechanism specifically adapted for VDMs. Motivated by an in-depth analysis of attention patterns within pre-trained video transformers, which revealed strong spatio-temporal locality, varying query importance, and head-specific concentration levels, VMoBA enhances the original MoBA framework with three key modifications: (1) a layer-wise recurrent block partition scheme (1D-2D-3D) to dynamically adapt to diverse spatio-temporal attention patterns and improve efficiency; (2) global block selection to prioritize the most salient query-key block interactions across an entire attention head; and (3) threshold-based block selection to dynamically determine the number of attended blocks based on their cumulative similarity. Extensive experiments demonstrate that VMoBA significantly accelerates the training of VDMs on longer sequences, achieving 2.92x FLOPs and 1.48x latency speedup, while attaining comparable or even superior generation quality to full attention. Furthermore, VMoBA exhibits competitive performance in training-free inference, offering 2.40x FLOPs and 1.35x latency speedup for high-res video generation.

We study short-horizon forecasting of weekly terrorism incident counts using the Global Terrorism Database (GTD, 1970--2016). We build a reproducible pipeline with fixed time-based splits and evaluate a Bidirectional LSTM (BiLSTM) against strong classical anchors (seasonal-naive, linear/ARIMA) and a deep LSTM-Attention baseline. On the held-out test set, the BiLSTM attains RMSE 6.38, outperforming LSTM-Attention (9.19; +30.6\%) and a linear lag-regression baseline (+35.4\% RMSE gain), with parallel improvements in MAE and MAPE. Ablations varying temporal memory, training-history length, spatial grain, lookback size, and feature groups show that models trained on long historical data generalize best; a moderate lookback (20--30 weeks) provides strong context; and bidirectional encoding is critical for capturing both build-up and aftermath patterns within the window. Feature-group analysis indicates that short-horizon structure (lagged counts and rolling statistics) contributes most, with geographic and casualty features adding incremental lift. We release code, configs, and compact result tables, and provide a data/ethics statement documenting GTD licensing and research-only use. Overall, the study offers a transparent, baseline-beating reference for GTD incident forecasting.

We present a speaker-aware approach for simulating multi-speaker conversations that captures temporal consistency and realistic turn-taking dynamics. Prior work typically models aggregate conversational statistics under an independence assumption across speakers and turns. In contrast, our method uses speaker-specific deviation distributions enforcing intra-speaker temporal consistency, while a Markov chain governs turn-taking and a fixed room impulse response preserves spatial realism. We also unify pauses and overlaps into a single gap distribution, modeled with kernel density estimation for smooth continuity. Evaluation on Switchboard using intrinsic metrics - global gap statistics, correlations between consecutive gaps, copula-based higher-order dependencies, turn-taking entropy, and gap survival functions - shows that speaker-aware simulation better aligns with real conversational patterns than the baseline method, capturing fine-grained temporal dependencies and realistic speaker alternation, while revealing open challenges in modeling long-range conversational structure.

Analyzing both temporal and spatial patterns for an accurate forecasting model for financial time series forecasting is a challenge due to the complex nature of temporal-spatial dynamics: time series from different locations often have distinct patterns; and for the same time series, patterns may vary as time goes by. Inspired by the successful applications of deep learning, we propose a new model to resolve the issues of forecasting household leverage in China. Our solution consists of multiple RNN-based layers and an attention layer: each RNN-based layer automatically learns the temporal pattern of a specific series with multivariate exogenous series, and then the attention layer learns the spatial correlative weight and obtains the global representations simultaneously. The results show that the new approach can capture the temporal-spatial dynamics of household leverage well and get more accurate and solid predictive results. More, the simulation also studies show that clustering and choosing correlative series are necessary to obtain accurate forecasting results.

Multivariate time series forecasting is an important machine learning problem across many domains, including predictions of solar plant energy output, electricity consumption, and traffic jam situation. Temporal data arise in these real-world applications often involves a mixture of long-term and short-term patterns, for which traditional approaches such as Autoregressive models and Gaussian Process may fail. In this paper, we proposed a novel deep learning framework, namely Long- and Short-term Time-series network (LSTNet), to address this open challenge. LSTNet uses the Convolution Neural Network (CNN) and the Recurrent Neural Network (RNN) to extract short-term local dependency patterns among variables and to discover long-term patterns for time series trends. Furthermore, we leverage traditional autoregressive model to tackle the scale insensitive problem of the neural network model. In our evaluation on real-world data with complex mixtures of repetitive patterns, LSTNet achieved significant performance improvements over that of several state-of-the-art baseline methods. All the data and experiment codes are available online.

Many businesses and industries nowadays rely on large quantities of time series data making time series forecasting an important research area. Global forecasting models that are trained across sets of time series have shown a huge potential in providing accurate forecasts compared with the traditional univariate forecasting models that work on isolated series. However, there are currently no comprehensive time series archives for forecasting that contain datasets of time series from similar sources available for the research community to evaluate the performance of new global forecasting algorithms over a wide variety of datasets. In this paper, we present such a comprehensive time series forecasting archive containing 20 publicly available time series datasets from varied domains, with different characteristics in terms of frequency, series lengths, and inclusion of missing values. We also characterise the datasets, and identify similarities and differences among them, by conducting a feature analysis. Furthermore, we present the performance of a set of standard baseline forecasting methods over all datasets across eight error metrics, for the benefit of researchers using the archive to benchmark their forecasting algorithms.

Temporal knowledge graphs represent temporal facts (s,p,o,tau) relating a subject s and an object o via a relation label p at time tau, where tau could be a time point or time interval. Temporal knowledge graphs may exhibit static temporal patterns at distinct points in time and dynamic temporal patterns between different timestamps. In order to learn a rich set of static and dynamic temporal patterns and apply them for inference, several embedding approaches have been suggested in the literature. However, as most of them resort to single underlying embedding spaces, their capability to model all kinds of temporal patterns was severely limited by having to adhere to the geometric property of their one embedding space. We lift this limitation by an embedding approach that maps temporal facts into a product space of several heterogeneous geometric subspaces with distinct geometric properties, i.e.\ Complex, Dual, and Split-complex spaces. In addition, we propose a temporal-geometric attention mechanism to integrate information from different geometric subspaces conveniently according to the captured relational and temporal information. Experimental results on standard temporal benchmark datasets favorably evaluate our approach against state-of-the-art models.

Self-supervised learning has garnered increasing attention in time series analysis for benefiting various downstream tasks and reducing reliance on labeled data. Despite its effectiveness, existing methods often struggle to comprehensively capture both long-term dynamic evolution and subtle local patterns in a unified manner. In this work, we propose TimeDART, a novel self-supervised time series pre-training framework that unifies two powerful generative paradigms to learn more transferable representations. Specifically, we first employ a causal Transformer encoder, accompanied by a patch-based embedding strategy, to model the evolving trends from left to right. Building on this global modeling, we further introduce a denoising diffusion process to capture fine-grained local patterns through forward diffusion and reverse denoising. Finally, we optimize the model in an autoregressive manner. As a result, TimeDART effectively accounts for both global and local sequence features in a coherent way. We conduct extensive experiments on public datasets for time series forecasting and classification. The experimental results demonstrate that TimeDART consistently outperforms previous compared methods, validating the effectiveness of our approach. Our code is available at https://github.com/Melmaphother/TimeDART.

The performance of transformers for time-series forecasting has improved significantly. Recent architectures learn complex temporal patterns by segmenting a time-series into patches and using the patches as tokens. The patch size controls the ability of transformers to learn the temporal patterns at different frequencies: shorter patches are effective for learning localized, high-frequency patterns, whereas mining long-term seasonalities and trends requires longer patches. Inspired by this observation, we propose a novel framework, Multi-resolution Time-Series Transformer (MTST), which consists of a multi-branch architecture for simultaneous modeling of diverse temporal patterns at different resolutions. In contrast to many existing time-series transformers, we employ relative positional encoding, which is better suited for extracting periodic components at different scales. Extensive experiments on several real-world datasets demonstrate the effectiveness of MTST in comparison to state-of-the-art forecasting techniques.

Volatility forecasting is essential for risk management and decision-making in financial markets. Traditional models like Generalized Autoregressive Conditional Heteroskedasticity (GARCH) effectively capture volatility clustering but often fail to model complex, non-linear interdependencies between multiple indices. This paper proposes a novel approach using Graph Neural Networks (GNNs) to represent global financial markets as dynamic graphs. The Temporal Graph Attention Network (Temporal GAT) combines Graph Convolutional Networks (GCNs) and Graph Attention Networks (GATs) to capture the temporal and structural dynamics of volatility spillovers. By utilizing correlation-based and volatility spillover indices, the Temporal GAT constructs directed graphs that enhance the accuracy of volatility predictions. Empirical results from a 15-year study of eight major global indices show that the Temporal GAT outperforms traditional GARCH models and other machine learning methods, particularly in short- to mid-term forecasts. The sensitivity and scenario-based analysis over a range of parameters and hyperparameters further demonstrate the significance of the proposed technique. Hence, this work highlights the potential of GNNs in modeling complex market behaviors, providing valuable insights for financial analysts and investors.

Visualizing multiple time series presents fundamental tradeoffs between scalability and visual clarity. Time series capture the behavior of many large-scale real-world processes, from stock market trends to urban activities. Users often gain insights by visualizing them as line charts, juxtaposing or superposing multiple time series to compare them and identify trends and patterns. However, existing representations struggle with scalability: when covering long time spans, leading to visual clutter from too many small multiples or overlapping lines. We propose TiVy, a new algorithm that summarizes time series using sequential patterns. It transforms the series into a set of symbolic sequences based on subsequence visual similarity using Dynamic Time Warping (DTW), then constructs a disjoint grouping of similar subsequences based on the frequent sequential patterns. The grouping result, a visual summary of time series, provides uncluttered superposition with fewer small multiples. Unlike common clustering techniques, TiVy extracts similar subsequences (of varying lengths) aligned in time. We also present an interactive time series visualization that renders large-scale time series in real-time. Our experimental evaluation shows that our algorithm (1) extracts clear and accurate patterns when visualizing time series data, (2) achieves a significant speed-up (1000X) compared to a straightforward DTW clustering. We also demonstrate the efficiency of our approach to explore hidden structures in massive time series data in two usage scenarios.

In this paper, we introduce TimeGPT, the first foundation model for time series, capable of generating accurate predictions for diverse datasets not seen during training. We evaluate our pre-trained model against established statistical, machine learning, and deep learning methods, demonstrating that TimeGPT zero-shot inference excels in performance, efficiency, and simplicity. Our study provides compelling evidence that insights from other domains of artificial intelligence can be effectively applied to time series analysis. We conclude that large-scale time series models offer an exciting opportunity to democratize access to precise predictions and reduce uncertainty by leveraging the capabilities of contemporary advancements in deep learning.

Time series analysis is of immense importance in extensive applications, such as weather forecasting, anomaly detection, and action recognition. This paper focuses on temporal variation modeling, which is the common key problem of extensive analysis tasks. Previous methods attempt to accomplish this directly from the 1D time series, which is extremely challenging due to the intricate temporal patterns. Based on the observation of multi-periodicity in time series, we ravel out the complex temporal variations into the multiple intraperiod- and interperiod-variations. To tackle the limitations of 1D time series in representation capability, we extend the analysis of temporal variations into the 2D space by transforming the 1D time series into a set of 2D tensors based on multiple periods. This transformation can embed the intraperiod- and interperiod-variations into the columns and rows of the 2D tensors respectively, making the 2D-variations to be easily modeled by 2D kernels. Technically, we propose the TimesNet with TimesBlock as a task-general backbone for time series analysis. TimesBlock can discover the multi-periodicity adaptively and extract the complex temporal variations from transformed 2D tensors by a parameter-efficient inception block. Our proposed TimesNet achieves consistent state-of-the-art in five mainstream time series analysis tasks, including short- and long-term forecasting, imputation, classification, and anomaly detection. Code is available at this repository: https://github.com/thuml/TimesNet.

Temporal graphs are widely used to model dynamic systems with time-varying interactions. In real-world scenarios, the underlying mechanisms of generating future interactions in dynamic systems are typically governed by a set of recurring substructures within the graph, known as temporal motifs. Despite the success and prevalence of current temporal graph neural networks (TGNN), it remains uncertain which temporal motifs are recognized as the significant indications that trigger a certain prediction from the model, which is a critical challenge for advancing the explainability and trustworthiness of current TGNNs. To address this challenge, we propose a novel approach, called Temporal Motifs Explainer (TempME), which uncovers the most pivotal temporal motifs guiding the prediction of TGNNs. Derived from the information bottleneck principle, TempME extracts the most interaction-related motifs while minimizing the amount of contained information to preserve the sparsity and succinctness of the explanation. Events in the explanations generated by TempME are verified to be more spatiotemporally correlated than those of existing approaches, providing more understandable insights. Extensive experiments validate the superiority of TempME, with up to 8.21% increase in terms of explanation accuracy across six real-world datasets and up to 22.96% increase in boosting the prediction Average Precision of current TGNNs.

Time series are the primary data type used to record dynamic system measurements and generated in great volume by both physical sensors and online processes (virtual sensors). Time series analytics is therefore crucial to unlocking the wealth of information implicit in available data. With the recent advancements in graph neural networks (GNNs), there has been a surge in GNN-based approaches for time series analysis. These approaches can explicitly model inter-temporal and inter-variable relationships, which traditional and other deep neural network-based methods struggle to do. In this survey, we provide a comprehensive review of graph neural networks for time series analysis (GNN4TS), encompassing four fundamental dimensions: forecasting, classification, anomaly detection, and imputation. Our aim is to guide designers and practitioners to understand, build applications, and advance research of GNN4TS. At first, we provide a comprehensive task-oriented taxonomy of GNN4TS. Then, we present and discuss representative research works and introduce mainstream applications of GNN4TS. A comprehensive discussion of potential future research directions completes the survey. This survey, for the first time, brings together a vast array of knowledge on GNN-based time series research, highlighting foundations, practical applications, and opportunities of graph neural networks for time series analysis.

Temporal reasoning is a crucial NLP task, providing a nuanced understanding of time-sensitive contexts within textual data. Although recent advancements in LLMs have demonstrated their potential in temporal reasoning, the predominant focus has been on tasks such as temporal expression and temporal relation extraction. These tasks are primarily designed for the extraction of direct and past temporal cues and to engage in simple reasoning processes. A significant gap remains when considering complex reasoning tasks such as event forecasting, which requires multi-step temporal reasoning on events and prediction on the future timestamp. Another notable limitation of existing methods is their incapability to provide an illustration of their reasoning process, hindering explainability. In this paper, we introduce the first task of explainable temporal reasoning, to predict an event's occurrence at a future timestamp based on context which requires multiple reasoning over multiple events, and subsequently provide a clear explanation for their prediction. Our task offers a comprehensive evaluation of both the LLMs' complex temporal reasoning ability, the future event prediction ability, and explainability-a critical attribute for AI applications. To support this task, we present the first multi-source instruction-tuning dataset of explainable temporal reasoning (ExpTime) with 26k derived from the temporal knowledge graph datasets and their temporal reasoning paths, using a novel knowledge-graph-instructed-generation strategy. Based on the dataset, we propose the first open-source LLM series TimeLlaMA based on the foundation LlaMA2, with the ability of instruction following for explainable temporal reasoning. We compare the performance of our method and a variety of LLMs, where our method achieves the state-of-the-art performance of temporal prediction and explanation.

Dynamic graph learning methods have recently emerged as powerful tools for modelling relational data evolving through time. However, despite extensive benchmarking efforts, it remains unclear whether current Temporal Graph Neural Networks (TGNNs) effectively capture core temporal patterns such as periodicity, cause-and-effect, and long-range dependencies. In this work, we introduce the Temporal Graph Reasoning Benchmark (T-GRAB), a comprehensive set of synthetic tasks designed to systematically probe the capabilities of TGNNs to reason across time. T-GRAB provides controlled, interpretable tasks that isolate key temporal skills: counting/memorizing periodic repetitions, inferring delayed causal effects, and capturing long-range dependencies over both spatial and temporal dimensions. We evaluate 11 temporal graph learning methods on these tasks, revealing fundamental shortcomings in their ability to generalize temporal patterns. Our findings offer actionable insights into the limitations of current models, highlight challenges hidden by traditional real-world benchmarks, and motivate the development of architectures with stronger temporal reasoning abilities. The code for T-GRAB can be found at: https://github.com/alirezadizaji/T-GRAB.

Reasoning about time and temporal relations is an integral aspect of human cognition, essential for perceiving the world and navigating our experiences. Though large language models (LLMs) have demonstrated impressive performance in many reasoning tasks, temporal reasoning remains challenging due to its intrinsic complexity. In this work, we first study an essential task of temporal reasoning -- temporal graph generation, to unveil LLMs' inherent, global reasoning capabilities. We show that this task presents great challenges even for the most powerful LLMs, such as GPT-3.5/4. We also notice a significant performance gap by small models (<10B) that lag behind LLMs by 50%. Next, we study how to close this gap with a budget constraint, e.g., not using model finetuning. We propose a new prompting technique tailored for temporal reasoning, Narrative-of-Thought (NoT), that first converts the events set to a Python class, then prompts a small model to generate a temporally grounded narrative, guiding the final generation of a temporal graph. Extensive experiments showcase the efficacy of NoT in improving various metrics. Notably, NoT attains the highest F1 on the Schema-11 evaluation set, while securing an overall F1 on par with GPT-3.5. NoT also achieves the best structural similarity across the board, even compared with GPT-3.5/4. Our code is available at https://github.com/launchnlp/NoT.

Recent advancements in the collection and analysis of sequential educational data have brought time series analysis to a pivotal position in educational research, highlighting its essential role in facilitating data-driven decision-making. However, there is a lack of comprehensive summaries that consolidate these advancements. To the best of our knowledge, this paper is the first to provide a comprehensive review of time series analysis techniques specifically within the educational context. We begin by exploring the landscape of educational data analytics, categorizing various data sources and types relevant to education. We then review four prominent time series methods-forecasting, classification, clustering, and anomaly detection-illustrating their specific application points in educational settings. Subsequently, we present a range of educational scenarios and applications, focusing on how these methods are employed to address diverse educational tasks, which highlights the practical integration of multiple time series methods to solve complex educational problems. Finally, we conclude with a discussion on future directions, including personalized learning analytics, multimodal data fusion, and the role of large language models (LLMs) in educational time series. The contributions of this paper include a detailed taxonomy of educational data, a synthesis of time series techniques with specific educational applications, and a forward-looking perspective on emerging trends and future research opportunities in educational analysis. The related papers and resources are available and regularly updated at the project page.

Time series data are ubiquitous across a wide range of real-world domains. While real-world time series analysis (TSA) requires human experts to integrate numerical series data with multimodal domain-specific knowledge, most existing TSA models rely solely on numerical data, overlooking the significance of information beyond numerical series. This oversight is due to the untapped potential of textual series data and the absence of a comprehensive, high-quality multimodal dataset. To overcome this obstacle, we introduce Time-MMD, the first multi-domain, multimodal time series dataset covering 9 primary data domains. Time-MMD ensures fine-grained modality alignment, eliminates data contamination, and provides high usability. Additionally, we develop MM-TSFlib, the first multimodal time-series forecasting (TSF) library, seamlessly pipelining multimodal TSF evaluations based on Time-MMD for in-depth analyses. Extensive experiments conducted on Time-MMD through MM-TSFlib demonstrate significant performance enhancements by extending unimodal TSF to multimodality, evidenced by over 15% mean squared error reduction in general, and up to 40% in domains with rich textual data. More importantly, our datasets and library revolutionize broader applications, impacts, research topics to advance TSA. The dataset and library are available at https://github.com/AdityaLab/Time-MMD and https://github.com/AdityaLab/MM-TSFlib.

Finding multiple temporal relationships among locations can benefit a bunch of urban applications, such as dynamic offline advertising and smart public transport planning. While some efforts have been made on finding static relationships among locations, little attention is focused on studying time-aware location relationships. Indeed, abundant location-based human activities are time-varying and the availability of these data enables a new paradigm for understanding the dynamic relationships in a period among connective locations. To this end, we propose to study a new problem, namely multi-Temporal relationship inference among locations (Trial for short), where the major challenge is how to integrate dynamic and geographical influence under the relationship sparsity constraint. Specifically, we propose a solution to Trial with a graph learning scheme, which includes a spatially evolving graph neural network (SEENet) with two collaborative components: spatially evolving graph convolution module (SEConv) and spatially evolving self-supervised learning strategy (SE-SSL). SEConv performs the intra-time aggregation and inter-time propagation to capture the multifaceted spatially evolving contexts from the view of location message passing. In addition, SE-SSL designs time-aware self-supervised learning tasks in a global-local manner with additional evolving constraint to enhance the location representation learning and further handle the relationship sparsity. Finally, experiments on four real-world datasets demonstrate the superiority of our method over several state-of-the-art approaches.

Temporal Point Processes (TPP) are probabilistic generative frameworks. They model discrete event sequences localized in continuous time. Generally, real-life events reveal descriptive information, known as marks. Marked TPPs model time and marks of the event together for practical relevance. Conditioned on past events, marked TPPs aim to learn the joint distribution of the time and the mark of the next event. For simplicity, conditionally independent TPP models assume time and marks are independent given event history. They factorize the conditional joint distribution of time and mark into the product of individual conditional distributions. This structural limitation in the design of TPP models hurt the predictive performance on entangled time and mark interactions. In this work, we model the conditional inter-dependence of time and mark to overcome the limitations of conditionally independent models. We construct a multivariate TPP conditioning the time distribution on the current event mark in addition to past events. Besides the conventional intensity-based models for conditional joint distribution, we also draw on flexible intensity-free TPP models from the literature. The proposed TPP models outperform conditionally independent and dependent models in standard prediction tasks. Our experimentation on various datasets with multiple evaluation metrics highlights the merit of the proposed approach.

Time series foundation models have demonstrated impressive performance as zero-shot forecasters. However, achieving effectively unified training on time series remains an open challenge. Existing approaches introduce some level of model specialization to account for the highly heterogeneous nature of time series data. For instance, Moirai pursues unified training by employing multiple input/output projection layers, each tailored to handle time series at a specific frequency. Similarly, TimesFM maintains a frequency embedding dictionary for this purpose. We identify two major drawbacks to this human-imposed frequency-level model specialization: (1) Frequency is not a reliable indicator of the underlying patterns in time series. For example, time series with different frequencies can display similar patterns, while those with the same frequency may exhibit varied patterns. (2) Non-stationarity is an inherent property of real-world time series, leading to varied distributions even within a short context window of a single time series. Frequency-level specialization is too coarse-grained to capture this level of diversity. To address these limitations, this paper introduces Moirai-MoE, using a single input/output projection layer while delegating the modeling of diverse time series patterns to the sparse mixture of experts (MoE) within Transformers. With these designs, Moirai-MoE reduces reliance on human-defined heuristics and enables automatic token-level specialization. Extensive experiments on 39 datasets demonstrate the superiority of Moirai-MoE over existing foundation models in both in-distribution and zero-shot scenarios. Furthermore, this study conducts comprehensive model analyses to explore the inner workings of time series MoE foundation models and provides valuable insights for future research.

Fake news detection has been a critical task for maintaining the health of the online news ecosystem. However, very few existing works consider the temporal shift issue caused by the rapidly-evolving nature of news data in practice, resulting in significant performance degradation when training on past data and testing on future data. In this paper, we observe that the appearances of news events on the same topic may display discernible patterns over time, and posit that such patterns can assist in selecting training instances that could make the model adapt better to future data. Specifically, we design an effective framework FTT (Forecasting Temporal Trends), which could forecast the temporal distribution patterns of news data and then guide the detector to fast adapt to future distribution. Experiments on the real-world temporally split dataset demonstrate the superiority of our proposed framework. The code is available at https://github.com/ICTMCG/FTT-ACL23.

Earthquakes are evaluated among the most destructive disasters for human beings, as also experienced for Turkiye region. Data science has the property of discovering hidden patterns in case a sufficient volume of data is supplied. Time dependency of events, specifically being defined by co-occurrence in a specific time window, may be handled as an associate rule mining task such as a market-basket analysis application. In this regard, we assumed each day's seismic activity as a single basket of events, leading to discovering the association patterns between these events. Consequently, this study presents the most prominent association rules for the earthquakes recorded in Turkiye region in the last 5 years, each year presented separately. Results indicate statistical inference with events recorded from regions of various distances, which could be further verified with geologic evidence from the field. As a result, we believe that the current study may form a statistical basis for the future works with the aid of machine learning algorithm performed for associate rule mining.

Real-world networks, with their evolving relations, are best captured as temporal graphs. However, existing software libraries are largely designed for static graphs where the dynamic nature of temporal graphs is ignored. Bridging this gap, we introduce TGX, a Python package specially designed for analysis of temporal networks that encompasses an automated pipeline for data loading, data processing, and analysis of evolving graphs. TGX provides access to eleven built-in datasets and eight external Temporal Graph Benchmark (TGB) datasets as well as any novel datasets in the .csv format. Beyond data loading, TGX facilitates data processing functionalities such as discretization of temporal graphs and node subsampling to accelerate working with larger datasets. For comprehensive investigation, TGX offers network analysis by providing a diverse set of measures, including average node degree and the evolving number of nodes and edges per timestamp. Additionally, the package consolidates meaningful visualization plots indicating the evolution of temporal patterns, such as Temporal Edge Appearance (TEA) and Temporal Edge Trafficc (TET) plots. The TGX package is a robust tool for examining the features of temporal graphs and can be used in various areas like studying social networks, citation networks, and tracking user interactions. We plan to continuously support and update TGX based on community feedback. TGX is publicly available on: https://github.com/ComplexData-MILA/TGX.

Time series data in real-world applications such as healthcare, climate modeling, and finance are often irregular, multimodal, and messy, with varying sampling rates, asynchronous modalities, and pervasive missingness. However, existing benchmarks typically assume clean, regularly sampled, unimodal data, creating a significant gap between research and real-world deployment. We introduce Time-IMM, a dataset specifically designed to capture cause-driven irregularity in multimodal multivariate time series. Time-IMM represents nine distinct types of time series irregularity, categorized into trigger-based, constraint-based, and artifact-based mechanisms. Complementing the dataset, we introduce IMM-TSF, a benchmark library for forecasting on irregular multimodal time series, enabling asynchronous integration and realistic evaluation. IMM-TSF includes specialized fusion modules, including a timestamp-to-text fusion module and a multimodality fusion module, which support both recency-aware averaging and attention-based integration strategies. Empirical results demonstrate that explicitly modeling multimodality on irregular time series data leads to substantial gains in forecasting performance. Time-IMM and IMM-TSF provide a foundation for advancing time series analysis under real-world conditions. The dataset is publicly available at https://github.com/blacksnail789521/Time-IMM, and the benchmark library can be accessed at https://github.com/blacksnail789521/IMM-TSF. Project page: https://blacksnail789521.github.io/time-imm-project-page/

Recognizing the flow of time in a story is a crucial aspect of understanding it. Prior work related to time has primarily focused on identifying temporal expressions or relative sequencing of events, but here we propose computationally annotating each line of a book with wall clock times, even in the absence of explicit time-descriptive phrases. To do so, we construct a data set of hourly time phrases from 52,183 fictional books. We then construct a time-of-day classification model that achieves an average error of 2.27 hours. Furthermore, we show that by analyzing a book in whole using dynamic programming of breakpoints, we can roughly partition a book into segments that each correspond to a particular time-of-day. This approach improves upon baselines by over two hours. Finally, we apply our model to a corpus of literature categorized by different periods in history, to show interesting trends of hourly activity throughout the past. Among several observations we find that the fraction of events taking place past 10 P.M jumps past 1880 - coincident with the advent of the electric light bulb and city lights.

We present TimeFound, an encoder-decoder transformer-based time series foundation model for out-of-the-box zero-shot forecasting. To handle time series data from various domains, TimeFound employs a multi-resolution patching strategy to capture complex temporal patterns at multiple scales. We pre-train our model with two sizes (200M and 710M parameters) on a large time-series corpus comprising both real-world and synthetic datasets. Over a collection of unseen datasets across diverse domains and forecasting horizons, our empirical evaluations suggest that TimeFound can achieve superior or competitive zero-shot forecasting performance, compared to state-of-the-art time series foundation models.

Many real-world systems exhibit temporal, dynamic behaviors, which are captured as time series of complex agent interactions. To perform temporal reasoning, current methods primarily encode temporal dynamics through simple sequence-based models. However, in general these models fail to efficiently capture the full spectrum of rich dynamics in the input, since the dynamics is not uniformly distributed. In particular, relevant information might be harder to extract and computing power is wasted for processing all individual timesteps, even if they contain no significant changes or no new information. Here we propose TimeGraphs, a novel approach that characterizes dynamic interactions as a hierarchical temporal graph, diverging from traditional sequential representations. Our approach models the interactions using a compact graph-based representation, enabling adaptive reasoning across diverse time scales. Adopting a self-supervised method, TimeGraphs constructs a multi-level event hierarchy from a temporal input, which is then used to efficiently reason about the unevenly distributed dynamics. This construction process is scalable and incremental to accommodate streaming data. We evaluate TimeGraphs on multiple datasets with complex, dynamic agent interactions, including a football simulator, the Resistance game, and the MOMA human activity dataset. The results demonstrate both robustness and efficiency of TimeGraphs on a range of temporal reasoning tasks. Our approach obtains state-of-the-art performance and leads to a performance increase of up to 12.2% on event prediction and recognition tasks over current approaches. Our experiments further demonstrate a wide array of capabilities including zero-shot generalization, robustness in case of data sparsity, and adaptability to streaming data flow.

Time series data are foundational in finance, healthcare, and energy domains. However, most existing methods and datasets remain focused on a narrow spectrum of tasks, such as forecasting or anomaly detection. To bridge this gap, we introduce Time Series Multi-Task Question Answering (Time-MQA), a unified framework that enables natural language queries across multiple time series tasks - numerical analytical tasks and open-ended question answering with reasoning. Central to Time-MQA is the TSQA dataset, a large-scale dataset containing sim200k question-answer pairs derived from diverse time series spanning environment, traffic, etc. This comprehensive resource covers various time series lengths and promotes robust model development. We further demonstrate how continually pre-training large language models (Mistral 7B, Llama-3 8B, and Qwen-2.5 7B) on the TSQA dataset enhanced time series reasoning capabilities, moving beyond mere numeric tasks and enabling more advanced and intuitive interactions with temporal data. The complete TSQA dataset, models, executable codes, user study questionnaires for evaluation, and results have all been open-sourced.

Multivariate time series forecasting is essential in domains such as finance, transportation, climate, and energy. However, existing patch-based methods typically adopt fixed-length segmentation, overlooking the heterogeneity of local temporal dynamics and the decoding heterogeneity of forecasting. Such designs lose details in information-dense regions, introduce redundancy in stable segments, and fail to capture the distinct complexities of short-term and long-term horizons. We propose TimeMosaic, a forecasting framework that aims to address temporal heterogeneity. TimeMosaic employs adaptive patch embedding to dynamically adjust granularity according to local information density, balancing motif reuse with structural clarity while preserving temporal continuity. In addition, it introduces segment-wise decoding that treats each prediction horizon as a related subtask and adapts to horizon-specific difficulty and information requirements, rather than applying a single uniform decoder. Extensive evaluations on benchmark datasets demonstrate that TimeMosaic delivers consistent improvements over existing methods, and our model trained on the large-scale corpus with 321 billion observations achieves performance competitive with state-of-the-art TSFMs.

Developing models and algorithms to predict nonstationary time series is a long standing statistical problem. It is crucial for many applications, in particular for fashion or retail industries, to make optimal inventory decisions and avoid massive wastes. By tracking thousands of fashion trends on social media with state-of-the-art computer vision approaches, we propose a new model for fashion time series forecasting. Our contribution is twofold. We first provide publicly a dataset gathering 10000 weekly fashion time series. As influence dynamics are the key of emerging trend detection, we associate with each time series an external weak signal representing behaviours of influencers. Secondly, to leverage such a dataset, we propose a new hybrid forecasting model. Our approach combines per-time-series parametric models with seasonal components and a global recurrent neural network to include sporadic external signals. This hybrid model provides state-of-the-art results on the proposed fashion dataset, on the weekly time series of the M4 competition, and illustrates the benefit of the contribution of external weak signals.

Recent advancements in deep learning models for time series forecasting have been significant. These models often leverage fundamental time series properties such as seasonality and non-stationarity, which may suggest an intrinsic link between model performance and data properties. However, existing benchmark datasets fail to offer diverse and well-defined temporal patterns, restricting the systematic evaluation of such connections. Additionally, there is no effective model recommendation approach, leading to high time and cost expenditures when testing different architectures across different downstream applications. For those reasons, we propose ARIES, a framework for assessing relation between time series properties and modeling strategies, and for recommending deep forcasting models for realistic time series. First, we construct a synthetic dataset with multiple distinct patterns, and design a comprehensive system to compute the properties of time series. Next, we conduct an extensive benchmarking of over 50 forecasting models, and establish the relationship between time series properties and modeling strategies. Our experimental results reveal a clear correlation. Based on these findings, we propose the first deep forecasting model recommender, capable of providing interpretable suggestions for real-world time series. In summary, ARIES is the first study to establish the relations between the properties of time series data and modeling strategies, while also implementing a model recommendation system. The code is available at: https://github.com/blisky-li/ARIES.

Knowledge about the hidden factors that determine particular system dynamics is crucial for both explaining them and pursuing goal-directed interventions. Inferring these factors from time series data without supervision remains an open challenge. Here, we focus on spatiotemporal processes, including wave propagation and weather dynamics, for which we assume that universal causes (e.g. physics) apply throughout space and time. A recently introduced DIstributed SpatioTemporal graph Artificial Neural network Architecture (DISTANA) is used and enhanced to learn such processes, requiring fewer parameters and achieving significantly more accurate predictions compared to temporal convolutional neural networks and other related approaches. We show that DISTANA, when combined with a retrospective latent state inference principle called active tuning, can reliably derive location-respective hidden causal factors. In a current weather prediction benchmark, DISTANA infers our planet's land-sea mask solely by observing temperature dynamics and, meanwhile, uses the self inferred information to improve its own future temperature predictions.

The field of general time series analysis has recently begun to explore unified modeling, where a common architectural backbone can be retrained on a specific task for a specific dataset. In this work, we approach unification from a complementary vantage point: unification across tasks and domains. To this end, we explore the impact of discrete, learnt, time series data representations that enable generalist, cross-domain training. Our method, TOTEM, or TOkenized Time Series EMbeddings, proposes a simple tokenizer architecture that embeds time series data from varying domains using a discrete vectorized representation learned in a self-supervised manner. TOTEM works across multiple tasks and domains with minimal to no tuning. We study the efficacy of TOTEM with an extensive evaluation on 17 real world time series datasets across 3 tasks. We evaluate both the specialist (i.e., training a model on each domain) and generalist (i.e., training a single model on many domains) settings, and show that TOTEM matches or outperforms previous best methods on several popular benchmarks. The code can be found at: https://github.com/SaberaTalukder/TOTEM.

We introduce MOMENT, a family of open-source foundation models for general-purpose time-series analysis. Pre-training large models on time-series data is challenging due to (1) the absence of a large and cohesive public time-series repository, and (2) diverse time-series characteristics which make multi-dataset training onerous. Additionally, (3) experimental benchmarks to evaluate these models, especially in scenarios with limited resources, time, and supervision, are still in their nascent stages. To address these challenges, we compile a large and diverse collection of public time-series, called the Time-series Pile, and systematically tackle time-series-specific challenges to unlock large-scale multi-dataset pre-training. Finally, we build on recent work to design a benchmark to evaluate time-series foundation models on diverse tasks and datasets in limited supervision settings. Experiments on this benchmark demonstrate the effectiveness of our pre-trained models with minimal data and task-specific fine-tuning. Finally, we present several interesting empirical observations about large pre-trained time-series models. Our code is available anonymously at anonymous.4open.science/r/BETT-773F/.

Time series analysis has witnessed the inspiring development from traditional autoregressive models, deep learning models, to recent Transformers and Large Language Models (LLMs). Efforts in leveraging vision models for time series analysis have also been made along the way but are less visible to the community due to the predominant research on sequence modeling in this domain. However, the discrepancy between continuous time series and the discrete token space of LLMs, and the challenges in explicitly modeling the correlations of variates in multivariate time series have shifted some research attentions to the equally successful Large Vision Models (LVMs) and Vision Language Models (VLMs). To fill the blank in the existing literature, this survey discusses the advantages of vision models over LLMs in time series analysis. It provides a comprehensive and in-depth overview of the existing methods, with dual views of detailed taxonomy that answer the key research questions including how to encode time series as images and how to model the imaged time series for various tasks. Additionally, we address the challenges in the pre- and post-processing steps involved in this framework and outline future directions to further advance time series analysis with vision models.

Using a 100-day symmetric window around the January 2025 U.S. presidential inauguration, non-parametric statistical methods with bootstrap resampling (10,000 iterations) analyze distributional properties and anomalies. Results indicate a statistically significant 3.61\% Indonesian rupiah depreciation post-inauguration, with a large effect size (Cliff's Delta = -0.9224, CI: [-0.9727, -0.8571]). Central tendency shifted markedly, yet volatility remained stable (variance ratio = 0.9061, p = 0.504). Four significant anomalies exhibiting temporal clustering are detected. These findings provide quantitative evidence of political transition effects on emerging market currencies, highlighting implications for monetary policy and currency risk management.

We present Timer-XL, a generative Transformer for unified time series forecasting. To uniformly predict 1D and 2D time series, we generalize next token prediction, predominantly adopted for causal generation of 1D sequences, to multivariate next token prediction. The proposed paradigm uniformly formulates various forecasting scenarios as a long-context generation problem. We opt for the generative Transformer, which can capture global-range and causal dependencies while providing contextual flexibility, to implement unified forecasting on univariate series characterized by non-stationarity, multivariate time series with complicated dynamics and correlations, and covariate-informed contexts that include both endogenous and exogenous variables. Technically, we propose a universal TimeAttention to facilitate generative Transformers on time series, which can effectively capture fine-grained intra- and inter-series dependencies of flattened time series tokens (patches) and is further strengthened by position embeddings in both temporal and variable dimensions. Timer-XL achieves state-of-the-art performance across challenging forecasting benchmarks through a unified approach. As a large time series model, it demonstrates notable model transferability by large-scale pre-training, as well as contextual flexibility in token lengths, positioning it as a one-for-all forecaster.

The ionosphere electromagnetic activity is a major factor of the quality of satellite telecommunications, Global Navigation Satellite Systems (GNSS) and other vital space applications. Being able to forecast globally the Total Electron Content (TEC) would enable a better anticipation of potential performance degradations. A few studies have proposed models able to predict the TEC locally, but not worldwide for most of them. Thanks to a large record of past TEC maps publicly available, we propose a method based on Deep Neural Networks (DNN) to forecast a sequence of global TEC maps consecutive to an input sequence of TEC maps, without introducing any prior knowledge other than Earth rotation periodicity. By combining several state-of-the-art architectures, the proposed approach is competitive with previous works on TEC forecasting while predicting the TEC globally.

Temporal reasoning is fundamental to human cognition and is crucial for various real-world applications. While recent advances in Large Language Models have demonstrated promising capabilities in temporal reasoning, existing benchmarks primarily rely on rule-based construction, lack contextual depth, and involve a limited range of temporal entities. To address these limitations, we introduce Chinese Time Reasoning (CTM), a benchmark designed to evaluate LLMs on temporal reasoning within the extensive scope of Chinese dynastic chronology. CTM emphasizes cross-entity relationships, pairwise temporal alignment, and contextualized and culturally-grounded reasoning, providing a comprehensive evaluation. Extensive experimental results reveal the challenges posed by CTM and highlight potential avenues for improvement.

We present a new dataset, Functional Map of the World (fMoW), which aims to inspire the development of machine learning models capable of predicting the functional purpose of buildings and land use from temporal sequences of satellite images and a rich set of metadata features. The metadata provided with each image enables reasoning about location, time, sun angles, physical sizes, and other features when making predictions about objects in the image. Our dataset consists of over 1 million images from over 200 countries. For each image, we provide at least one bounding box annotation containing one of 63 categories, including a "false detection" category. We present an analysis of the dataset along with baseline approaches that reason about metadata and temporal views. Our data, code, and pretrained models have been made publicly available.

Multivariate time series is prevalent in many scientific and industrial domains. Modeling multivariate signals is challenging due to their long-range temporal dependencies and intricate interactions--both direct and indirect. To confront these complexities, we introduce a method of representing multivariate signals as nodes in a graph with edges indicating interdependency between them. Specifically, we leverage graph neural networks (GNN) and attention mechanisms to efficiently learn the underlying relationships within the time series data. Moreover, we suggest employing hierarchical signal decompositions running over the graphs to capture multiple spatial dependencies. The effectiveness of our proposed model is evaluated across various real-world benchmark datasets designed for long-term forecasting tasks. The results consistently showcase the superiority of our model, achieving an average 23\% reduction in mean squared error (MSE) compared to existing models.

We present a constraint-based algorithm for learning causal structures from observational time-series data, in the presence of latent confounders. We assume a discrete-time, stationary structural vector autoregressive process, with both temporal and contemporaneous causal relations. One may ask if temporal and contemporaneous relations should be treated differently. The presented algorithm gradually refines a causal graph by learning long-term temporal relations before short-term ones, where contemporaneous relations are learned last. This ordering of causal relations to be learnt leads to a reduction in the required number of statistical tests. We validate this reduction empirically and demonstrate that it leads to higher accuracy for synthetic data and more plausible causal graphs for real-world data compared to state-of-the-art algorithms.

Time series foundation models (TSFMs) have emerged as a powerful paradigm for time series analysis, driven by large-scale pretraining on diverse data corpora. However, time series inherently exhibit heterogeneous information density over time, influenced by system states and signal complexity, presenting significant modeling challenges especially in a zero-shot scenario. Current TSFMs rely on non-adaptive processing pipelines that fail to capture this dynamic nature. For example, common tokenization strategies such as fixed-size patching enforce rigid observational granularity, limiting their ability to adapt to varying information densities. Similarly, conventional positional encodings impose a uniform temporal scale, making it difficult to model diverse periodicities and trends across series. To overcome these limitations, we propose Kairos, a flexible TSFM framework that integrates a dynamic patching tokenizer and an instance-adaptive positional embedding. Kairos adaptively selects tokenization granularity and tailors positional encodings to the unique characteristics of each time series instance. Trained on a large-scale Predictability-Stratified Time Series (PreSTS) corpus comprising over 300 billion time points and adopting a multi-patch prediction strategy in the inference stage, Kairos achieves superior performance with much fewer parameters on two common zero-shot benchmarks, GIFT-Eval and the Time-Series-Library benchmark, consistently outperforming established methods across diverse tasks. The project page is at https://foundation-model-research.github.io/Kairos .

Irregularly sampled time series data arise naturally in many application domains including biology, ecology, climate science, astronomy, and health. Such data represent fundamental challenges to many classical models from machine learning and statistics due to the presence of non-uniform intervals between observations. However, there has been significant progress within the machine learning community over the last decade on developing specialized models and architectures for learning from irregularly sampled univariate and multivariate time series data. In this survey, we first describe several axes along which approaches to learning from irregularly sampled time series differ including what data representations they are based on, what modeling primitives they leverage to deal with the fundamental problem of irregular sampling, and what inference tasks they are designed to perform. We then survey the recent literature organized primarily along the axis of modeling primitives. We describe approaches based on temporal discretization, interpolation, recurrence, attention and structural invariance. We discuss similarities and differences between approaches and highlight primary strengths and weaknesses.

Epidemiologists aiming to model the dynamics of global events face a significant challenge in identifying the factors linked with anomalies such as disease outbreaks. In this paper, we present a novel method for identifying the most important development sectors sensitive to disease outbreaks by using global development indicators as markers. We use statistical methods to assess the causative linkages between these indicators and disease outbreaks, as well as to find the most often ranked indicators. We used data imputation techniques in addition to statistical analysis to convert raw real-world data sets into meaningful data for causal inference. The application of various algorithms for the detection of causal linkages between the indicators is the subject of this research. Despite the fact that disparities in governmental policies between countries account for differences in causal linkages, several indicators emerge as important determinants sensitive to disease outbreaks over the world in the 21st Century.

Existing works on general time series forecasting build foundation models with heavy model parameters through large-scale multi-source pre-training. These models achieve superior generalization ability across various datasets at the cost of significant computational burdens and limitations in resource-constrained scenarios. This paper introduces LightGTS, a lightweight general time series forecasting model designed from the perspective of consistent periodical modeling. To handle diverse scales and intrinsic periods in multi-source pre-training, we introduce Periodical Tokenization, which extracts consistent periodic patterns across different datasets with varying scales. To better utilize the periodicity in the decoding process, we further introduce Periodical Parallel Decoding, which leverages historical tokens to improve forecasting. Based on the two techniques above which fully leverage the inductive bias of periods inherent in time series, LightGTS uses a lightweight model to achieve outstanding performance on general time series forecasting. It achieves state-of-the-art forecasting performance on 9 real-world benchmarks in both zero-shot and full-shot settings with much better efficiency compared with existing time series foundation models.

Large-scale pre-trained models (PTMs) such as BERT and GPT have recently achieved great success in Natural Language Processing and Computer Vision domains. However, the development of PTMs on healthcare time-series data is lagging behind.This underscores the limitations of the existing transformer-based architectures, particularly their scalability to handle large-scale time series and ability to capture long-term temporal dependencies. In this study, we present Timely Generative Pre-trained Transformer (TimelyGPT). TimelyGPT employs an extrapolatable position (xPos) embedding to encode trend and periodic patterns into time-series representations. It also integrates recurrent attention and temporal convolution modules to effectively capture global-local temporal dependencies. We evaluated TimelyGPT on two large-scale healthcare time series datasets corresponding to continuous biosignals and irregularly-sampled time series, respectively. Our experiments show that during pre-training, TimelyGPT excels in learning time-series representations from continuously monitored biosignals and irregularly-sampled time series data commonly observed in longitudinal electronic health records (EHRs). In forecasting continuous biosignals, TimelyGPT achieves accurate extrapolation up to 6,000 timesteps of body temperature during the sleep stage transition, given a short look-up window (i.e., prompt) containing only 2,000 timesteps. For irregularly-sampled time series, TimelyGPT with a proposed time-specific inference demonstrates high top recall scores in predicting future diagnoses using early diagnostic records, effectively handling irregular intervals between clinical records. Together, we envision TimelyGPT to be useful in a broad spectrum of health domains, including long-term patient health state forecasting and patient risk trajectory prediction.

User preferences follow a dynamic pattern over a day, e.g., at 8 am, a user might prefer to read news, while at 8 pm, they might prefer to watch movies. Time modeling aims to enable recommendation systems to perceive time changes to capture users' dynamic preferences over time, which is an important and challenging problem in recommendation systems. Especially, streaming recommendation systems in the industry, with only available samples of the current moment, present greater challenges for time modeling. There is still a lack of effective time modeling methods for streaming recommendation systems. In this paper, we propose an effective and universal method Interest Clock to perceive time information in recommendation systems. Interest Clock first encodes users' time-aware preferences into a clock (hour-level personalized features) and then uses Gaussian distribution to smooth and aggregate them into the final interest clock embedding according to the current time for the final prediction. By arming base models with Interest Clock, we conduct online A/B tests, obtaining +0.509% and +0.758% improvements on user active days and app duration respectively. Besides, the extended offline experiments show improvements as well. Interest Clock has been deployed on Douyin Music App.

Multi-horizon forecasting problems often contain a complex mix of inputs -- including static (i.e. time-invariant) covariates, known future inputs, and other exogenous time series that are only observed historically -- without any prior information on how they interact with the target. While several deep learning models have been proposed for multi-step prediction, they typically comprise black-box models which do not account for the full range of inputs present in common scenarios. In this paper, we introduce the Temporal Fusion Transformer (TFT) -- a novel attention-based architecture which combines high-performance multi-horizon forecasting with interpretable insights into temporal dynamics. To learn temporal relationships at different scales, the TFT utilizes recurrent layers for local processing and interpretable self-attention layers for learning long-term dependencies. The TFT also uses specialized components for the judicious selection of relevant features and a series of gating layers to suppress unnecessary components, enabling high performance in a wide range of regimes. On a variety of real-world datasets, we demonstrate significant performance improvements over existing benchmarks, and showcase three practical interpretability use-cases of TFT.

Continuous-time event sequences play a vital role in real-world domains such as healthcare, finance, online shopping, social networks, and so on. To model such data, temporal point processes (TPPs) have emerged as the most natural and competitive models, making a significant impact in both academic and application communities. Despite the emergence of many powerful models in recent years, there hasn't been a central benchmark for these models and future research endeavors. This lack of standardization impedes researchers and practitioners from comparing methods and reproducing results, potentially slowing down progress in this field. In this paper, we present EasyTPP, the first central repository of research assets (e.g., data, models, evaluation programs, documentations) in the area of event sequence modeling. Our EasyTPP makes several unique contributions to this area: a unified interface of using existing datasets and adding new datasets; a wide range of evaluation programs that are easy to use and extend as well as facilitate reproducible research; implementations of popular neural TPPs, together with a rich library of modules by composing which one could quickly build complex models. All the data and implementation can be found at https://github.com/ant-research/EasyTemporalPointProcess. We will actively maintain this benchmark and welcome contributions from other researchers and practitioners. Our benchmark will help promote reproducible research in this field, thus accelerating research progress as well as making more significant real-world impacts.

The realization that complex systems such as ecological communities can collapse or shift regimes suddenly and without rapid external forcing poses a serious challenge to our understanding and management of the natural world. The potential to identify early warning signals that would allow researchers and managers to predict such events before they happen has therefore been an invaluable discovery that offers a way forward in spite of such seemingly unpredictable behavior. Research into early warning signals has demonstrated that it is possible to define and detect such early warning signals in advance of a transition in certain contexts. Here we describe the pattern emerging as research continues to explore just how far we can generalize these results. A core of examples emerges that shares three properties: the phenomenon of rapid regime shifts, a pattern of 'critical slowing down' that can be used to detect the approaching shift, and a mechanism of bifurcation driving the sudden change. As research has expanded beyond these core examples, it is becoming clear that not all systems that show regime shifts exhibit critical slowing down, or vice versa. Even when systems exhibit critical slowing down, statistical detection is a challenge. We review the literature that explores these edge cases and highlight the need for (a) new early warning behaviors that can be used in cases where rapid shifts do not exhibit critical slowing down, (b) the development of methods to identify which behavior might be an appropriate signal when encountering a novel system; bearing in mind that a positive indication for some systems is a negative indication in others, and (c) statistical methods that can distinguish between signatures of early warning behaviors and noise.

Time series reasoning treats time as a first-class axis and incorporates intermediate evidence directly into the answer. This survey defines the problem and organizes the literature by reasoning topology with three families: direct reasoning in one step, linear chain reasoning with explicit intermediates, and branch-structured reasoning that explores, revises, and aggregates. The topology is crossed with the main objectives of the field, including traditional time series analysis, explanation and understanding, causal inference and decision making, and time series generation, while a compact tag set spans these axes and captures decomposition and verification, ensembling, tool use, knowledge access, multimodality, agent loops, and LLM alignment regimes. Methods and systems are reviewed across domains, showing what each topology enables and where it breaks down in faithfulness or robustness, along with curated datasets, benchmarks, and resources that support study and deployment (https://github.com/blacksnail789521/Time-Series-Reasoning-Survey). Evaluation practices that keep evidence visible and temporally aligned are highlighted, and guidance is distilled on matching topology to uncertainty, grounding with observable artifacts, planning for shift and streaming, and treating cost and latency as design budgets. We emphasize that reasoning structures must balance capacity for grounding and self-correction against computational cost and reproducibility, while future progress will likely depend on benchmarks that tie reasoning quality to utility and on closed-loop testbeds that trade off cost and risk under shift-aware, streaming, and long-horizon settings. Taken together, these directions mark a shift from narrow accuracy toward reliability at scale, enabling systems that not only analyze but also understand, explain, and act on dynamic worlds with traceable evidence and credible outcomes.

Event sequences, characterized by irregular sampling intervals and a mix of categorical and numerical features, are common data structures in various real-world domains such as healthcare, finance, and user interaction logs. Despite advances in temporal data modeling techniques, there is no standardized benchmarks for evaluating their performance on event sequences. This complicates result comparison across different papers due to varying evaluation protocols, potentially misleading progress in this field. We introduce EBES, a comprehensive benchmarking tool with standardized evaluation scenarios and protocols, focusing on regression and classification problems with sequence-level targets. Our library simplifies benchmarking, dataset addition, and method integration through a unified interface. It includes a novel synthetic dataset and provides preprocessed real-world datasets, including the largest publicly available banking dataset. Our results provide an in-depth analysis of datasets, identifying some as unsuitable for model comparison. We investigate the importance of modeling temporal and sequential components, as well as the robustness and scaling properties of the models. These findings highlight potential directions for future research. Our benchmark aim is to facilitate reproducible research, expediting progress and increasing real-world impacts.

Human cognition is deeply intertwined with a sense of time, known as Chronoception. This sense allows us to judge how long facts remain valid and when knowledge becomes outdated. Despite progress in vision, language, and motor control, AI still struggles to reason about temporal validity. We introduce Chronocept, the first benchmark to model temporal validity as a continuous probability distribution over time. Using skew-normal curves fitted along semantically decomposed temporal axes, Chronocept captures nuanced patterns of emergence, decay, and peak relevance. It includes two datasets: Benchmark I (atomic facts) and Benchmark II (multi-sentence passages). Annotations show strong inter-annotator agreement (84% and 89%). Our baselines predict curve parameters - location, scale, and skewness - enabling interpretable, generalizable learning and outperforming classification-based approaches. Chronocept fills a foundational gap in AI's temporal reasoning, supporting applications in knowledge grounding, fact-checking, retrieval-augmented generation (RAG), and proactive agents. Code and data are publicly available.

Many social and environmental phenomena are associated with macroscopic changes in the built environment, captured by satellite imagery on a global scale and with daily temporal resolution. While widely used for prediction, these images and especially image sequences remain underutilized for causal inference, especially in the context of randomized controlled trials (RCTs), where causal identification is established by design. In this paper, we develop and compare a set of general tools for analyzing Conditional Average Treatment Effects (CATEs) from temporal satellite data that can be applied to any RCT where geographical identifiers are available. Through a simulation study, we analyze different modeling strategies for estimating CATE in sequences of satellite images. We find that image sequence representation models with more parameters generally yield a greater ability to detect heterogeneity. To explore the role of model and data choice in practice, we apply the approaches to two influential RCTs -- Banerjee et al. (2015), a poverty study in Cusco, Peru, and Bolsen et al. (2014), a water conservation experiment in Georgia, USA. We benchmark our image sequence models against image-only, tabular-only, and combined image-tabular data sources, summarizing practical implications for investigators in a multivariate analysis. Land cover classifications over satellite images facilitate interpretation of what image features drive heterogeneity. We also show robustness to data and model choice of satellite-based generalization of the RCT results to larger geographical areas outside the original. Overall, this paper shows how satellite sequence data can be incorporated into the analysis of RCTs, and provides evidence about the implications of data, model, and evaluation metric choice for causal analysis.

The static synaptic connectivity of neuronal circuits stands in direct contrast to the dynamics of their function. As in changing community interactions, different neurons can participate actively in various combinations to effect behaviors at different times. We introduce an unsupervised approach to learn the dynamic affinities between neurons in live, behaving animals, and to reveal which communities form among neurons at different times. The inference occurs in two major steps. First, pairwise non-linear affinities between neuronal traces from brain-wide calcium activity are organized by non-negative tensor factorization (NTF). Each factor specifies which groups of neurons are most likely interacting for an inferred interval in time, and for which animals. Finally, a generative model that allows for weighted community detection is applied to the functional motifs produced by NTF to reveal a dynamic functional connectome. Since time codes the different experimental variables (e.g., application of chemical stimuli), this provides an atlas of neural motifs active during separate stages of an experiment (e.g., stimulus application or spontaneous behaviors). Results from our analysis are experimentally validated, confirming that our method is able to robustly predict causal interactions between neurons to generate behavior. Code is available at https://github.com/dyballa/dynamic-connectomes.

Time series anomaly detection (TSAD) is a critical task, but developing models that generalize to unseen data in a zero-shot manner remains a major challenge. Prevailing foundation models for TSAD predominantly rely on reconstruction-based objectives, which suffer from a fundamental objective mismatch: they struggle to identify subtle anomalies while often misinterpreting complex normal patterns, leading to high rates of false negatives and positives. To overcome these limitations, we introduce TimeRCD, a novel foundation model for TSAD built upon a new pre-training paradigm: Relative Context Discrepancy (RCD). Instead of learning to reconstruct inputs, TimeRCD is explicitly trained to identify anomalies by detecting significant discrepancies between adjacent time windows. This relational approach, implemented with a standard Transformer architecture, enables the model to capture contextual shifts indicative of anomalies that reconstruction-based methods often miss. To facilitate this paradigm, we develop a large-scale, diverse synthetic corpus with token-level anomaly labels, providing the rich supervisory signal necessary for effective pre-training. Extensive experiments demonstrate that TimeRCD significantly outperforms existing general-purpose and anomaly-specific foundation models in zero-shot TSAD across diverse datasets. Our results validate the superiority of the RCD paradigm and establish a new, effective path toward building robust and generalizable foundation models for time series anomaly detection.

Recent advances in deep learning have driven rapid progress in time series forecasting, yet many state-of-the-art models continue to struggle with robust performance in real-world applications, even when they achieve strong results on standard benchmark datasets. This persistent gap can be attributed to the black-box nature of deep learning architectures and the inherent limitations of current evaluation frameworks, which frequently lack the capacity to provide clear, quantitative insights into the specific strengths and weaknesses of different models, thereby complicating the selection of appropriate models for particular forecasting scenarios. To address these issues, we propose a synthetic data-driven evaluation paradigm, SynTSBench, that systematically assesses fundamental modeling capabilities of time series forecasting models through programmable feature configuration. Our framework isolates confounding factors and establishes an interpretable evaluation system with three core analytical dimensions: (1) temporal feature decomposition and capability mapping, which enables systematic evaluation of model capacities to learn specific pattern types; (2) robustness analysis under data irregularities, which quantifies noise tolerance thresholds and anomaly recovery capabilities; and (3) theoretical optimum benchmarking, which establishes performance boundaries for each pattern type-enabling direct comparison between model predictions and mathematical optima. Our experiments show that current deep learning models do not universally approach optimal baselines across all types of temporal features.The code is available at https://github.com/TanQitai/SynTSBench

A key aspect of temporal domains is the ability to make predictions multiple time steps into the future, a process known as multi-step forecasting (MSF). At the core of this process is selecting a forecasting strategy, however, with no existing frameworks to map out the space of strategies, practitioners are left with ad-hoc methods for strategy selection. In this work, we propose Stratify, a parameterised framework that addresses multi-step forecasting, unifying existing strategies and introducing novel, improved strategies. We evaluate Stratify on 18 benchmark datasets, five function classes, and short to long forecast horizons (10, 20, 40, 80). In over 84% of 1080 experiments, novel strategies in Stratify improved performance compared to all existing ones. Importantly, we find that no single strategy consistently outperforms others in all task settings, highlighting the need for practitioners explore the Stratify space to carefully search and select forecasting strategies based on task-specific requirements. Our results are the most comprehensive benchmarking of known and novel forecasting strategies. We make code available to reproduce our results.

Graph-based deep learning methods have become popular tools to process collections of correlated time series. Differently from traditional multivariate forecasting methods, neural graph-based predictors take advantage of pairwise relationships by conditioning forecasts on a (possibly dynamic) graph spanning the time series collection. The conditioning can take the form of an architectural inductive bias on the neural forecasting architecture, resulting in a family of deep learning models called spatiotemporal graph neural networks. Such relational inductive biases enable the training of global forecasting models on large time-series collections, while at the same time localizing predictions w.r.t. each element in the set (i.e., graph nodes) by accounting for local correlations among them (i.e., graph edges). Indeed, recent theoretical and practical advances in graph neural networks and deep learning for time series forecasting make the adoption of such processing frameworks appealing and timely. However, most of the studies in the literature focus on proposing variations of existing neural architectures by taking advantage of modern deep learning practices, while foundational and methodological aspects have not been subject to systematic investigation. To fill the gap, this paper aims to introduce a comprehensive methodological framework that formalizes the forecasting problem and provides design principles for graph-based predictive models and methods to assess their performance. At the same time, together with an overview of the field, we provide design guidelines, recommendations, and best practices, as well as an in-depth discussion of open challenges and future research directions.

Large language models (LLMs) have been increasingly used in time series analysis. However, the potential of multimodal LLMs (MLLMs), particularly vision-language models, for time series remains largely under-explored. One natural way for humans to detect time series anomalies is through visualization and textual description. Motivated by this, we raise a critical and practical research question: Can multimodal LLMs perform time series anomaly detection? To answer this, we propose VisualTimeAnomaly benchmark to evaluate MLLMs in time series anomaly detection (TSAD). Our approach transforms time series numerical data into the image format and feed these images into various MLLMs, including proprietary models (GPT-4o and Gemini-1.5) and open-source models (LLaVA-NeXT and Qwen2-VL), each with one larger and one smaller variant. In total, VisualTimeAnomaly contains 12.4k time series images spanning 3 scenarios and 3 anomaly granularities with 9 anomaly types across 8 MLLMs. Starting with the univariate case (point- and range-wise anomalies), we extend our evaluation to more practical scenarios, including multivariate and irregular time series scenarios, and variate-wise anomalies. Our study reveals several key insights: 1) MLLMs detect range- and variate-wise anomalies more effectively than point-wise anomalies. 2) MLLMs are highly robust to irregular time series, even with 25% of the data missing. 3) Open-source MLLMs perform comparably to proprietary models in TSAD. While open-source MLLMs excel on univariate time series, proprietary MLLMs demonstrate superior effectiveness on multivariate time series. To the best of our knowledge, this is the first work to comprehensively investigate MLLMs for TSAD, particularly for multivariate and irregular time series scenarios. We release our dataset and code at https://github.com/mllm-ts/VisualTimeAnomaly to support future research.

Human mobility prediction is a fundamental task essential for various applications in urban planning, location-based services and intelligent transportation systems. Existing methods often ignore activity information crucial for reasoning human preferences and routines, or adopt a simplified representation of the dependencies between time, activities and locations. To address these issues, we present Hierarchical Graph Attention Recurrent Network (HGARN) for human mobility prediction. Specifically, we construct a hierarchical graph based on past mobility records and employ a Hierarchical Graph Attention Module to capture complex time-activity-location dependencies. This way, HGARN can learn representations with rich human travel semantics to model user preferences at the global level. We also propose a model-agnostic history-enhanced confidence (MAHEC) label to incorporate each user's individual-level preferences. Finally, we introduce a Temporal Module, which employs recurrent structures to jointly predict users' next activities and their associated locations, with the former used as an auxiliary task to enhance the latter prediction. For model evaluation, we test the performance of HGARN against existing state-of-the-art methods in both the recurring (i.e., returning to a previously visited location) and explorative (i.e., visiting a new location) settings. Overall, HGARN outperforms other baselines significantly in all settings based on two real-world human mobility data benchmarks. These findings confirm the important role that human activities play in determining mobility decisions, illustrating the need to develop activity-aware intelligent transportation systems. Source codes of this study are available at https://github.com/YihongT/HGARN.

The stable periodic patterns present in time series data serve as the foundation for conducting long-horizon forecasts. In this paper, we pioneer the exploration of explicitly modeling this periodicity to enhance the performance of models in long-term time series forecasting (LTSF) tasks. Specifically, we introduce the Residual Cycle Forecasting (RCF) technique, which utilizes learnable recurrent cycles to model the inherent periodic patterns within sequences, and then performs predictions on the residual components of the modeled cycles. Combining RCF with a Linear layer or a shallow MLP forms the simple yet powerful method proposed in this paper, called CycleNet. CycleNet achieves state-of-the-art prediction accuracy in multiple domains including electricity, weather, and energy, while offering significant efficiency advantages by reducing over 90% of the required parameter quantity. Furthermore, as a novel plug-and-play technique, the RCF can also significantly improve the prediction accuracy of existing models, including PatchTST and iTransformer. The source code is available at: https://github.com/ACAT-SCUT/CycleNet.

Deep models have demonstrated remarkable performance in time series forecasting. However, due to the partially-observed nature of real-world applications, solely focusing on the target of interest, so-called endogenous variables, is usually insufficient to guarantee accurate forecasting. Notably, a system is often recorded into multiple variables, where the exogenous variables can provide valuable external information for endogenous variables. Thus, unlike well-established multivariate or univariate forecasting paradigms that either treat all the variables equally or ignore exogenous information, this paper focuses on a more practical setting: time series forecasting with exogenous variables. We propose a novel approach, TimeXer, to ingest external information to enhance the forecasting of endogenous variables. With deftly designed embedding layers, TimeXer empowers the canonical Transformer with the ability to reconcile endogenous and exogenous information, where patch-wise self-attention and variate-wise cross-attention are used simultaneously. Moreover, global endogenous tokens are learned to effectively bridge the causal information underlying exogenous series into endogenous temporal patches. Experimentally, TimeXer achieves consistent state-of-the-art performance on twelve real-world forecasting benchmarks and exhibits notable generality and scalability. Code is available at this repository: https://github.com/thuml/TimeXer.

Interpreting time series models is uniquely challenging because it requires identifying both the location of time series signals that drive model predictions and their matching to an interpretable temporal pattern. While explainers from other modalities can be applied to time series, their inductive biases do not transfer well to the inherently challenging interpretation of time series. We present TimeX, a time series consistency model for training explainers. TimeX trains an interpretable surrogate to mimic the behavior of a pretrained time series model. It addresses the issue of model faithfulness by introducing model behavior consistency, a novel formulation that preserves relations in the latent space induced by the pretrained model with relations in the latent space induced by TimeX. TimeX provides discrete attribution maps and, unlike existing interpretability methods, it learns a latent space of explanations that can be used in various ways, such as to provide landmarks to visually aggregate similar explanations and easily recognize temporal patterns. We evaluate TimeX on eight synthetic and real-world datasets and compare its performance against state-of-the-art interpretability methods. We also conduct case studies using physiological time series. Quantitative evaluations demonstrate that TimeX achieves the highest or second-highest performance in every metric compared to baselines across all datasets. Through case studies, we show that the novel components of TimeX show potential for training faithful, interpretable models that capture the behavior of pretrained time series models.

Despite the successful application of Temporal Graph Networks (TGNs) for tasks such as dynamic node classification and link prediction, they still perform poorly on the task of dynamic node affinity prediction -- where the goal is to predict 'how much' two nodes will interact in the future. In fact, simple heuristic approaches such as persistent forecasts and moving averages over ground-truth labels significantly and consistently outperform TGNs. Building on this observation, we find that computing heuristics over messages is an equally competitive approach, outperforming TGN and all current temporal graph (TG) models on dynamic node affinity prediction. In this paper, we prove that no formulation of TGN can represent persistent forecasting or moving averages over messages, and propose to enhance the expressivity of TGNs by adding source-target identification to each interaction event message. We show that this modification is required to represent persistent forecasting, moving averages, and the broader class of autoregressive models over messages. Our proposed method, TGNv2, significantly outperforms TGN and all current TG models on all Temporal Graph Benchmark (TGB) dynamic node affinity prediction datasets.

The success of large pretrained models in natural language processing (NLP) and computer vision (CV) has opened new avenues for constructing foundation models for time series forecasting (TSF). Traditional TSF foundation models rely heavily on numerical data fitting. In contrast, the human brain is inherently skilled at processing visual information, prefer predicting future trends by observing visualized sequences. From a biomimetic perspective, utilizing models to directly process numerical sequences might not be the most effective route to achieving Artificial General Intelligence (AGI). This paper proposes ViTime, a novel Visual Intelligence-based foundation model for TSF. ViTime overcomes the limitations of numerical time series data fitting by utilizing visual data processing paradigms and employs a innovative data synthesis method during training, called Real Time Series (RealTS). Experiments on a diverse set of previously unseen forecasting datasets demonstrate that ViTime achieves state-of-the-art zero-shot performance, even surpassing the best individually trained supervised models in some situations. These findings suggest that visual intelligence can significantly enhance time series analysis and forecasting, paving the way for more advanced and versatile models in the field. The code for our framework is accessible at https://github.com/IkeYang/ViTime.

Time series forecasting is widely used in extensive applications, such as traffic planning and weather forecasting. However, real-world time series usually present intricate temporal variations, making forecasting extremely challenging. Going beyond the mainstream paradigms of plain decomposition and multiperiodicity analysis, we analyze temporal variations in a novel view of multiscale-mixing, which is based on an intuitive but important observation that time series present distinct patterns in different sampling scales. The microscopic and the macroscopic information are reflected in fine and coarse scales respectively, and thereby complex variations can be inherently disentangled. Based on this observation, we propose TimeMixer as a fully MLP-based architecture with Past-Decomposable-Mixing (PDM) and Future-Multipredictor-Mixing (FMM) blocks to take full advantage of disentangled multiscale series in both past extraction and future prediction phases. Concretely, PDM applies the decomposition to multiscale series and further mixes the decomposed seasonal and trend components in fine-to-coarse and coarse-to-fine directions separately, which successively aggregates the microscopic seasonal and macroscopic trend information. FMM further ensembles multiple predictors to utilize complementary forecasting capabilities in multiscale observations. Consequently, TimeMixer is able to achieve consistent state-of-the-art performances in both long-term and short-term forecasting tasks with favorable run-time efficiency.

Recent advancements in time series forecasting have explored augmenting models with text or vision modalities to improve accuracy. While text provides contextual understanding, it often lacks fine-grained temporal details. Conversely, vision captures intricate temporal patterns but lacks semantic context, limiting the complementary potential of these modalities. To address this, we propose \method, a novel multimodal framework that leverages pre-trained Vision-Language Models (VLMs) to bridge temporal, visual, and textual modalities for enhanced forecasting. Our framework comprises three key components: (1) a Retrieval-Augmented Learner, which extracts enriched temporal features through memory bank interactions; (2) a Vision-Augmented Learner, which encodes time series as informative images; and (3) a Text-Augmented Learner, which generates contextual textual descriptions. These components collaborate with frozen pre-trained VLMs to produce multimodal embeddings, which are then fused with temporal features for final prediction. Extensive experiments demonstrate that Time-VLM achieves superior performance, particularly in few-shot and zero-shot scenarios, thereby establishing a new direction for multimodal time series forecasting. Code is available at https://github.com/CityMind-Lab/ICML25-TimeVLM.

In recent years, generative pre-trained paradigms such as Large Language Models (LLMs) and Large Vision Models (LVMs) have achieved revolutionary advancements and widespread real-world applications. Particularly, the emergence of pre-trained LLMs-based temporal works, compared to previous deep model approaches, has demonstrated superior generalization and robustness, showcasing the potential of generative pre-trained paradigms as foundation models for time series. However, those LLMs-based works mainly focus on cross-modal research, i.e., leveraging the language capabilities of LLMs in time series contexts. Although they have achieved impressive performance, there still exist the issues of concept drift caused by differences in data distribution and inflexibility caused by misalignment of dimensions. To this end, inspired by recent work on LVMs, we reconsider the paradigm of time series modeling. In this paper, we comprehensively explore, for the first time, the effectiveness and superiority of the Generative Pre-trained Diffusion (GPD) paradigm in real-world multivariate time series forecasting (TSF). Specifically, to mitigate performance bias introduced by sophisticated networks, we propose a straightforward MLP diffusion network for unconditional modeling of time series. Then we employ a zero-shot and tuning-free method to predict (generate) future data using historical data as prompts. The GPD paradigm is established on the time series modality, effectively preventing the phenomenon of concept drift, and enabling flexible forecasting of arbitrary lengths. We demonstrate that the GPD paradigm achieves comprehensive performance and generalization comparable to current SOTA LLM-based and deep model paradigms on mainstream benchmarks and various TSF tasks. Extensive experiments validate the potential of the GPD paradigm and its assistance in future related research.

Time-series forecasting is one of the most active research topics in artificial intelligence. Applications in real-world time series should consider two factors for achieving reliable predictions: modeling dynamic dependencies among multiple variables and adjusting the model's intrinsic hyperparameters. A still open gap in that literature is that statistical and ensemble learning approaches systematically present lower predictive performance than deep learning methods. They generally disregard the data sequence aspect entangled with multivariate data represented in more than one time series. Conversely, this work presents a novel neural network architecture for time-series forecasting that combines the power of graph evolution with deep recurrent learning on distinct data distributions; we named our method Recurrent Graph Evolution Neural Network (ReGENN). The idea is to infer multiple multivariate relationships between co-occurring time-series by assuming that the temporal data depends not only on inner variables and intra-temporal relationships (i.e., observations from itself) but also on outer variables and inter-temporal relationships (i.e., observations from other-selves). An extensive set of experiments was conducted comparing ReGENN with dozens of ensemble methods and classical statistical ones, showing sound improvement of up to 64.87% over the competing algorithms. Furthermore, we present an analysis of the intermediate weights arising from ReGENN, showing that by looking at inter and intra-temporal relationships simultaneously, time-series forecasting is majorly improved if paying attention to how multiple multivariate data synchronously evolve.

Temporal reasoning is pivotal for Large Language Models (LLMs) to comprehend the real world. However, existing works neglect the real-world challenges for temporal reasoning: (1) intensive temporal information, (2) fast-changing event dynamics, and (3) complex temporal dependencies in social interactions. To bridge this gap, we propose a multi-level benchmark TIME, designed for temporal reasoning in real-world scenarios. TIME consists of 38,522 QA pairs, covering 3 levels with 11 fine-grained sub-tasks. This benchmark encompasses 3 sub-datasets reflecting different real-world challenges: TIME-Wiki, TIME-News, and TIME-Dial. We conduct extensive experiments on reasoning models and non-reasoning models. And we conducted an in-depth analysis of temporal reasoning performance across diverse real-world scenarios and tasks, and summarized the impact of test-time scaling on temporal reasoning capabilities. Additionally, we release TIME-Lite, a human-annotated subset to foster future research and standardized evaluation in temporal reasoning. The code is available at https://github.com/sylvain-wei/TIME , and the dataset is available at https://huggingface.co/datasets/SylvainWei/TIME .

Understanding the temporal dynamics of Earth's surface is a mission of multi-temporal remote sensing image analysis, significantly promoted by deep vision models with its fuel -- labeled multi-temporal images. However, collecting, preprocessing, and annotating multi-temporal remote sensing images at scale is non-trivial since it is expensive and knowledge-intensive. In this paper, we present a scalable multi-temporal remote sensing change data generator via generative modeling, which is cheap and automatic, alleviating these problems. Our main idea is to simulate a stochastic change process over time. We consider the stochastic change process as a probabilistic semantic state transition, namely generative probabilistic change model (GPCM), which decouples the complex simulation problem into two more trackable sub-problems, \ie, change event simulation and semantic change synthesis. To solve these two problems, we present the change generator (Changen), a GAN-based GPCM, enabling controllable object change data generation, including customizable object property, and change event. The extensive experiments suggest that our Changen has superior generation capability, and the change detectors with Changen pre-training exhibit excellent transferability to real-world change datasets.

We propose TRACIE, a novel temporal reasoning dataset that evaluates the degree to which systems understand implicit events -- events that are not mentioned explicitly in natural language text but can be inferred from it. This introduces a new challenge in temporal reasoning research, where prior work has focused on explicitly mentioned events. Human readers can infer implicit events via commonsense reasoning, resulting in a more comprehensive understanding of the situation and, consequently, better reasoning about time. We find, however, that state-of-the-art models struggle when predicting temporal relationships between implicit and explicit events. To address this, we propose a neuro-symbolic temporal reasoning model, SYMTIME, which exploits distant supervision signals from large-scale text and uses temporal rules to combine start times and durations to infer end times. SYMTIME outperforms strong baseline systems on TRACIE by 5%, and by 11% in a zero prior knowledge training setting. Our approach also generalizes to other temporal reasoning tasks, as evidenced by a gain of 1%-9% on MATRES, an explicit event benchmark.

Understanding time is crucial for understanding events expressed in natural language. Because people rarely say the obvious, it is often necessary to have commonsense knowledge about various temporal aspects of events, such as duration, frequency, and temporal order. However, this important problem has so far received limited attention. This paper systematically studies this temporal commonsense problem. Specifically, we define five classes of temporal commonsense, and use crowdsourcing to develop a new dataset, MCTACO, that serves as a test set for this task. We find that the best current methods used on MCTACO are still far behind human performance, by about 20%, and discuss several directions for improvement. We hope that the new dataset and our study here can foster more future research on this topic.

Time series classification (TSC) on multivariate time series is a critical problem. We propose a novel multi-view approach integrating frequency-domain and time-domain features to provide complementary contexts for TSC. Our method fuses continuous wavelet transform spectral features with temporal convolutional or multilayer perceptron features. We leverage the Mamba state space model for efficient and scalable sequence modeling. We also introduce a novel tango scanning scheme to better model sequence relationships. Experiments on 10 standard benchmark datasets demonstrate our approach achieves an average 6.45% accuracy improvement over state-of-the-art TSC models.

Earth observation is a fundamental tool for monitoring the evolution of land use in specific areas of interest. Observing and precisely defining change, in this context, requires both time-series data and pixel-wise segmentations. To that end, we propose the DynamicEarthNet dataset that consists of daily, multi-spectral satellite observations of 75 selected areas of interest distributed over the globe with imagery from Planet Labs. These observations are paired with pixel-wise monthly semantic segmentation labels of 7 land use and land cover (LULC) classes. DynamicEarthNet is the first dataset that provides this unique combination of daily measurements and high-quality labels. In our experiments, we compare several established baselines that either utilize the daily observations as additional training data (semi-supervised learning) or multiple observations at once (spatio-temporal learning) as a point of reference for future research. Finally, we propose a new evaluation metric SCS that addresses the specific challenges associated with time-series semantic change segmentation. The data is available at: https://mediatum.ub.tum.de/1650201.

Providing personalized recommendations in an environment where items exhibit ephemerality and temporal relevancy (e.g. in social media) presents a few unique challenges: (1) inductively understanding ephemeral appeal for items in a setting where new items are created frequently, (2) adapting to trends within engagement patterns where items may undergo temporal shifts in relevance, (3) accurately modeling user preferences over this item space where users may express multiple interests. In this work we introduce MiCRO, a generative statistical framework that models multi-interest user preferences and temporal multi-interest item representations. Our framework is specifically formulated to adapt to both new items and temporal patterns of engagement. MiCRO demonstrates strong empirical performance on candidate retrieval experiments performed on two large scale user-item datasets: (1) an open-source temporal dataset of (User, User) follow interactions and (2) a temporal dataset of (User, Tweet) favorite interactions which we will open-source as an additional contribution to the community.

We used a dataset of daily Bloomberg Financial Market Summaries from 2010 to 2023, reposted on large financial media, to determine how global news headlines may affect stock market movements using ChatGPT and a two-stage prompt approach. We document a statistically significant positive correlation between the sentiment score and future equity market returns over short to medium term, which reverts to a negative correlation over longer horizons. Validation of this correlation pattern across multiple equity markets indicates its robustness across equity regions and resilience to non-linearity, evidenced by comparison of Pearson and Spearman correlations. Finally, we provide an estimate of the optimal horizon that strikes a balance between reactivity to new information and correlation.

This paper presents TS2Vec, a universal framework for learning representations of time series in an arbitrary semantic level. Unlike existing methods, TS2Vec performs contrastive learning in a hierarchical way over augmented context views, which enables a robust contextual representation for each timestamp. Furthermore, to obtain the representation of an arbitrary sub-sequence in the time series, we can apply a simple aggregation over the representations of corresponding timestamps. We conduct extensive experiments on time series classification tasks to evaluate the quality of time series representations. As a result, TS2Vec achieves significant improvement over existing SOTAs of unsupervised time series representation on 125 UCR datasets and 29 UEA datasets. The learned timestamp-level representations also achieve superior results in time series forecasting and anomaly detection tasks. A linear regression trained on top of the learned representations outperforms previous SOTAs of time series forecasting. Furthermore, we present a simple way to apply the learned representations for unsupervised anomaly detection, which establishes SOTA results in the literature. The source code is publicly available at https://github.com/yuezhihan/ts2vec.

The advent of universal time series forecasting models has revolutionized zero-shot forecasting across diverse domains, yet the critical role of data diversity in training these models remains underexplored. Existing large-scale time series datasets often suffer from inherent biases and imbalanced distributions, leading to suboptimal model performance and generalization. To address this gap, we introduce BLAST, a novel pre-training corpus designed to enhance data diversity through a balanced sampling strategy. First, BLAST incorporates 321 billion observations from publicly available datasets and employs a comprehensive suite of statistical metrics to characterize time series patterns. Then, to facilitate pattern-oriented sampling, the data is implicitly clustered using grid-based partitioning. Furthermore, by integrating grid sampling and grid mixup techniques, BLAST ensures a balanced and representative coverage of diverse patterns. Experimental results demonstrate that models pre-trained on BLAST achieve state-of-the-art performance with a fraction of the computational resources and training tokens required by existing methods. Our findings highlight the pivotal role of data diversity in improving both training efficiency and model performance for the universal forecasting task.

Unprecedented access to multi-temporal satellite imagery has opened new perspectives for a variety of Earth observation tasks. Among them, pixel-precise panoptic segmentation of agricultural parcels has major economic and environmental implications. While researchers have explored this problem for single images, we argue that the complex temporal patterns of crop phenology are better addressed with temporal sequences of images. In this paper, we present the first end-to-end, single-stage method for panoptic segmentation of Satellite Image Time Series (SITS). This module can be combined with our novel image sequence encoding network which relies on temporal self-attention to extract rich and adaptive multi-scale spatio-temporal features. We also introduce PASTIS, the first open-access SITS dataset with panoptic annotations. We demonstrate the superiority of our encoder for semantic segmentation against multiple competing architectures, and set up the first state-of-the-art of panoptic segmentation of SITS. Our implementation and PASTIS are publicly available.

Time Series Imputation (TSI), which aims to recover missing values in temporal data, remains a fundamental challenge due to the complex and often high-rate missingness in real-world scenarios. Existing models typically optimize the point-wise reconstruction loss, focusing on recovering numerical values (local information). However, we observe that under high missing rates, these models still perform well in the training phase yet produce poor imputations and distorted latent representation distributions (global information) in the inference phase. This reveals a critical optimization dilemma: current objectives lack global guidance, leading models to overfit local noise and fail to capture global information of the data. To address this issue, we propose a new training paradigm, Glocal Information Bottleneck (Glocal-IB). Glocal-IB is model-agnostic and extends the standard IB framework by introducing a Global Alignment loss, derived from a tractable mutual information approximation. This loss aligns the latent representations of masked inputs with those of their originally observed counterparts. It helps the model retain global structure and local details while suppressing noise caused by missing values, giving rise to better generalization under high missingness. Extensive experiments on nine datasets confirm that Glocal-IB leads to consistently improved performance and aligned latent representations under missingness. Our code implementation is available in https://github.com/Muyiiiii/NeurIPS-25-Glocal-IB.

Node centralities play a pivotal role in network science, social network analysis, and recommender systems. In temporal data, static path-based centralities like closeness or betweenness can give misleading results about the true importance of nodes in a temporal graph. To address this issue, temporal generalizations of betweenness and closeness have been defined that are based on the shortest time-respecting paths between pairs of nodes. However, a major issue of those generalizations is that the calculation of such paths is computationally expensive. Addressing this issue, we study the application of De Bruijn Graph Neural Networks (DBGNN), a causality-aware graph neural network architecture, to predict temporal path-based centralities in time series data. We experimentally evaluate our approach in 13 temporal graphs from biological and social systems and show that it considerably improves the prediction of both betweenness and closeness centrality compared to a static Graph Convolutional Neural Network.

Multivariate long-term and efficient time series forecasting is a key requirement for a variety of practical applications, and there are complex interleaving time dynamics in time series data that require decomposition modeling. Traditional time series decomposition methods are single and rely on fixed rules, which are insufficient for mining the potential information of the series and adapting to the dynamic characteristics of complex series. On the other hand, the Transformer-based models for time series forecasting struggle to effectively model long sequences and intricate dynamic relationships due to their high computational complexity. To overcome these limitations, we introduce KARMA, with an Adaptive Time Channel Decomposition module (ATCD) to dynamically extract trend and seasonal components. It further integrates a Hybrid Frequency-Time Decomposition module (HFTD) to further decompose Series into frequency-domain and time-domain. These components are coupled with multi-scale Mamba-based KarmaBlock to efficiently process global and local information in a coordinated manner. Experiments on eight real-world datasets from diverse domains well demonstrated that KARMA significantly outperforms mainstream baseline methods in both predictive accuracy and computational efficiency. Code and full results are available at this repository: https://github.com/yedadasd/KARMA

Reasoning about time is essential for Large Language Models (LLMs) to understand the world. Previous works focus on solving specific tasks, primarily on time-sensitive question answering. While these methods have proven effective, they cannot generalize to a wider spectrum of temporal reasoning tasks. Therefore, we propose a crucial question: Can we build a universal framework to handle a variety of temporal reasoning tasks? To that end, we systematically study 38 temporal reasoning tasks. Based on the observation that 19 tasks are directly related to mathematics, we first leverage the available mathematical dataset to set a solid foundation for temporal reasoning. However, the in-depth study indicates that focusing solely on mathematical enhancement falls short of addressing pure temporal reasoning tasks. To mitigate this limitation, we propose a simple but effective self-critic temporal optimization method to enhance the model's temporal reasoning capabilities without sacrificing general task abilities. Finally, we develop Timo, a model designed to excel in temporal reasoning at the 7B and 13B scales. Notably, Timo outperforms the counterpart LLMs by 10.0 and 7.6 in average accuracy scores and achieves the new state-of-the-art (SOTA) performance of comparable size. Extensive experiments further validate our framework's effectiveness and its generalization across diverse temporal tasks. The code is available at https://github.com/zhaochen0110/Timo.

Time series analysis stands as a focal point within the data mining community, serving as a cornerstone for extracting valuable insights crucial to a myriad of real-world applications. Recent advances in Foundation Models (FMs) have fundamentally reshaped the paradigm of model design for time series analysis, boosting various downstream tasks in practice. These innovative approaches often leverage pre-trained or fine-tuned FMs to harness generalized knowledge tailored for time series analysis. This survey aims to furnish a comprehensive and up-to-date overview of FMs for time series analysis. While prior surveys have predominantly focused on either application or pipeline aspects of FMs in time series analysis, they have often lacked an in-depth understanding of the underlying mechanisms that elucidate why and how FMs benefit time series analysis. To address this gap, our survey adopts a methodology-centric classification, delineating various pivotal elements of time-series FMs, including model architectures, pre-training techniques, adaptation methods, and data modalities. Overall, this survey serves to consolidate the latest advancements in FMs pertinent to time series analysis, accentuating their theoretical underpinnings, recent strides in development, and avenues for future exploration.

Due to the recurrent structure of RNN, the long information propagation path poses limitations in capturing long-term dependencies, gradient explosion/vanishing issues, and inefficient sequential execution. Based on this, we propose a novel paradigm called Parallel Gated Network (PGN) as the new successor to RNN. PGN directly captures information from previous time steps through the designed Historical Information Extraction (HIE) layer and leverages gated mechanisms to select and fuse it with the current time step information. This reduces the information propagation path to O(1), effectively addressing the limitations of RNN. To enhance PGN's performance in long-range time series forecasting tasks, we propose a novel temporal modeling framework called Temporal PGN (TPGN). TPGN incorporates two branches to comprehensively capture the semantic information of time series. One branch utilizes PGN to capture long-term periodic patterns while preserving their local characteristics. The other branch employs patches to capture short-term information and aggregate the global representation of the series. TPGN achieves a theoretical complexity of O(L), ensuring efficiency in its operations. Experimental results on five benchmark datasets demonstrate the state-of-the-art (SOTA) performance and high efficiency of TPGN, further confirming the effectiveness of PGN as the new successor to RNN in long-range time series forecasting. The code is available in this repository: https://github.com/Water2sea/TPGN.

Time series foundation models have shown impressive performance on a variety of tasks, across a wide range of domains, even in zero-shot settings. However, most of these models are designed to handle short univariate time series as an input. This limits their practical use, especially in domains such as healthcare with copious amounts of long and multivariate data with strong temporal and intra-variate dependencies. Our study bridges this gap by cataloging and systematically comparing various context expansion techniques from both language and time series domains, and introducing a novel compressive memory mechanism to allow encoder-only TSFMs to effectively model intra-variate dependencies. We demonstrate the benefits of our approach by imbuing MOMENT, a recent family of multi-task time series foundation models, with the multivariate context.

Forecasting on sparse multivariate time series (MTS) aims to model the predictors of future values of time series given their incomplete past, which is important for many emerging applications. However, most existing methods process MTS's individually, and do not leverage the dynamic distributions underlying the MTS's, leading to sub-optimal results when the sparsity is high. To address this challenge, we propose a novel generative model, which tracks the transition of latent clusters, instead of isolated feature representations, to achieve robust modeling. It is characterized by a newly designed dynamic Gaussian mixture distribution, which captures the dynamics of clustering structures, and is used for emitting timeseries. The generative model is parameterized by neural networks. A structured inference network is also designed for enabling inductive analysis. A gating mechanism is further introduced to dynamically tune the Gaussian mixture distributions. Extensive experimental results on a variety of real-life datasets demonstrate the effectiveness of our method.

Models that can predict the occurrence of events ahead of time with low false-alarm rates are critical to the acceptance of decision support systems in the medical community. This challenging task is typically treated as a simple binary classification, ignoring temporal dependencies between samples, whereas we propose to exploit this structure. We first introduce a common theoretical framework unifying dynamic survival analysis and early event prediction. Following an analysis of objectives from both fields, we propose Temporal Label Smoothing (TLS), a simpler, yet best-performing method that preserves prediction monotonicity over time. By focusing the objective on areas with a stronger predictive signal, TLS improves performance over all baselines on two large-scale benchmark tasks. Gains are particularly notable along clinically relevant measures, such as event recall at low false-alarm rates. TLS reduces the number of missed events by up to a factor of two over previously used approaches in early event prediction.

This study examines the effects of de-globalization trends on international trade networks and their role in improving forecasts for economic growth. Using section-level trade data from nearly 200 countries from 2010 to 2022, we identify significant shifts in the network topology driven by rising trade policy uncertainty. Our analysis highlights key global players through centrality rankings, with the United States, China, and Germany maintaining consistent dominance. Using a horse race of supervised regressors, we find that network topology descriptors evaluated from section-specific trade networks substantially enhance the quality of a country's GDP growth forecast. We also find that non-linear models, such as Random Forest, XGBoost, and LightGBM, outperform traditional linear models used in the economics literature. Using SHAP values to interpret these non-linear model's predictions, we find that about half of most important features originate from the network descriptors, underscoring their vital role in refining forecasts. Moreover, this study emphasizes the significance of recent economic performance, population growth, and the primary sector's influence in shaping economic growth predictions, offering novel insights into the intricacies of economic growth forecasting.

The growing popularity of wearable sensors has generated large quantities of temporal physiological and activity data. Ability to analyze this data offers new opportunities for real-time health monitoring and forecasting. However, temporal physiological data presents many analytic challenges: the data is noisy, contains many missing values, and each series has a different length. Most methods proposed for time series analysis and classification do not handle datasets with these characteristics nor do they offer interpretability and explainability, a critical requirement in the health domain. We propose an unsupervised method for learning representations of time series based on common patterns identified within them. The patterns are, interpretable, variable in length, and extracted using Byte Pair Encoding compression technique. In this way the method can capture both long-term and short-term dependencies present in the data. We show that this method applies to both univariate and multivariate time series and beats state-of-the-art approaches on a real world dataset collected from wearable sensors.

Multivariate time-series data in numerous real-world applications (e.g., healthcare and industry) are informative but challenging due to the lack of labels and high dimensionality. Recent studies in self-supervised learning have shown their potential in learning rich representations without relying on labels, yet they fall short in learning disentangled embeddings and addressing issues of inductive bias (e.g., transformation-invariance). To tackle these challenges, we propose TimeDRL, a generic multivariate time-series representation learning framework with disentangled dual-level embeddings. TimeDRL is characterized by three novel features: (i) disentangled derivation of timestamp-level and instance-level embeddings from patched time-series data using a [CLS] token strategy; (ii) utilization of timestamp-predictive and instance-contrastive tasks for disentangled representation learning, with the former optimizing timestamp-level embeddings with predictive loss, and the latter optimizing instance-level embeddings with contrastive loss; and (iii) avoidance of augmentation methods to eliminate inductive biases, such as transformation-invariance from cropping and masking. Comprehensive experiments on 6 time-series forecasting datasets and 5 time-series classification datasets have shown that TimeDRL consistently surpasses existing representation learning approaches, achieving an average improvement of forecasting by 58.02% in MSE and classification by 1.48% in accuracy. Furthermore, extensive ablation studies confirmed the relative contribution of each component in TimeDRL's architecture, and semi-supervised learning evaluations demonstrated its effectiveness in real-world scenarios, even with limited labeled data. The code is available at https://github.com/blacksnail789521/TimeDRL.

Time series foundation models (TSFMs) have recently gained significant attention due to their strong zero-shot capabilities and widespread real-world applications. Such models typically require a computationally costly pretraining on large-scale, carefully curated collections of real-world sequences. To allow for a sample-efficient pretraining of TSFMs, we propose CauKer, a novel algorithm designed to generate diverse, causally coherent synthetic time series with realistic trends, seasonality, and nonlinear interactions. CauKer combines Gaussian Process (GP) kernel composition with Structural Causal Models (SCM) to produce data for sample-efficient pretraining of state-of-the-art classification TSFMs having different architectures and following different pretraining approaches. Additionally, our experiments reveal that CauKer-generated datasets exhibit clear scaling laws for both dataset size (10K to 10M samples) and model capacity (1M to 783M parameters), unlike real-world datasets, which display irregular scaling behavior.

This paper introduces a large collection of time series data derived from Twitter, postprocessed using word embedding techniques, as well as specialized fine-tuned language models. This data comprises the past five years and captures changes in n-gram frequency, similarity, sentiment and topic distribution. The interface built on top of this data enables temporal analysis for detecting and characterizing shifts in meaning, including complementary information to trending metrics, such as sentiment and topic association over time. We release an online demo for easy experimentation, and we share code and the underlying aggregated data for future work. In this paper, we also discuss three case studies unlocked thanks to our platform, showcasing its potential for temporal linguistic analysis.

Time series anomaly detection forms a very crucial area in several domains but poses substantial challenges. Due to time series data possessing seasonality, trends, noise, and evolving patterns (concept drift), it becomes very difficult to set a general notion of what constitutes normal behavior. Anomalies themselves could be varied, ranging from a single outlier to contextual or collective anomalies, and are normally very rare; hence, the dataset is largely imbalanced. Additional layers of complexities arise due to the problems of increased dimensionality of modern time series, real-time detection criteria, setting up appropriate detection thresholds, and arriving at results that are interpretable. To embrace these multifaceted challenges, very strong, flexible, and interpretable approaches are required. This paper presents THEMIS, a new framework for time series anomaly detection that exploits pretrained knowledge from foundation models. THEMIS extracts embeddings from the encoder of the Chronos time series foundation model and applies outlier detection techniques like Local Outlier Factor and Spectral Decomposition on the self-similarity matrix, to spot anomalies in the data. Our experiments show that this modular method achieves SOTA results on the MSL dataset and performs quite competitively on the SMAP and SWAT^* datasets. Notably, THEMIS exceeds models trained specifically for anomaly detection, presenting hyperparameter robustness and interpretability by default. This paper advocates for pretrained representations from foundation models for performing efficient and adaptable anomaly detection for time series data.

Generative modeling of time series is a central challenge in time series analysis, particularly under data-scarce conditions. Despite recent advances in generative modeling, a comprehensive understanding of how state-of-the-art generative models perform under limited supervision remains lacking. In this work, we conduct the first large-scale study evaluating leading generative models in data-scarce settings, revealing a substantial performance gap between full-data and data-scarce regimes. To close this gap, we propose a unified diffusion-based generative framework that can synthesize high-fidelity time series across diverse domains using just a few examples. Our model is pre-trained on a large, heterogeneous collection of time series datasets, enabling it to learn generalizable temporal representations. It further incorporates architectural innovations such as dynamic convolutional layers for flexible channel adaptation and dataset token conditioning for domain-aware generation. Without requiring abundant supervision, our unified model achieves state-of-the-art performance in few-shot settings-outperforming domain-specific baselines across a wide range of subset sizes. Remarkably, it also surpasses all baselines even when tested on full datasets benchmarks, highlighting the strength of pre-training and cross-domain generalization. We hope this work encourages the community to revisit few-shot generative modeling as a key problem in time series research and pursue unified solutions that scale efficiently across domains. Code is available at https://github.com/azencot-group/ImagenFew.

Temporal point processes (TPP) are a natural tool for modeling event-based data. Among all TPP models, Hawkes processes have proven to be the most widely used, mainly due to their adequate modeling for various applications, particularly when considering exponential or non-parametric kernels. Although non-parametric kernels are an option, such models require large datasets. While exponential kernels are more data efficient and relevant for specific applications where events immediately trigger more events, they are ill-suited for applications where latencies need to be estimated, such as in neuroscience. This work aims to offer an efficient solution to TPP inference using general parametric kernels with finite support. The developed solution consists of a fast ell_2 gradient-based solver leveraging a discretized version of the events. After theoretically supporting the use of discretization, the statistical and computational efficiency of the novel approach is demonstrated through various numerical experiments. Finally, the method's effectiveness is evaluated by modeling the occurrence of stimuli-induced patterns from brain signals recorded with magnetoencephalography (MEG). Given the use of general parametric kernels, results show that the proposed approach leads to an improved estimation of pattern latency than the state-of-the-art.

Large video-language models (LVLMs) have shown remarkable performance across various video-language tasks. However, they encounter significant challenges when processing long videos because of the large number of video frames involved. Downsampling long videos in either space or time can lead to visual hallucinations, making it difficult to accurately interpret long videos. Motivated by human hierarchical temporal search strategies, we propose TimeSearch, a novel framework enabling LVLMs to understand long videos in a human-like manner. TimeSearch integrates two human-like primitives into a unified autoregressive LVLM: 1) Spotlight efficiently identifies relevant temporal events through a Temporal-Augmented Frame Representation (TAFR), explicitly binding visual features with timestamps; 2) Reflection evaluates the correctness of the identified events, leveraging the inherent temporal self-reflection capabilities of LVLMs. TimeSearch progressively explores key events and prioritizes temporal search based on reflection confidence. Extensive experiments on challenging long-video benchmarks confirm that TimeSearch substantially surpasses previous state-of-the-art, improving the accuracy from 41.8\% to 51.5\% on the LVBench. Additionally, experiments on temporal grounding demonstrate that appropriate TAFR is adequate to effectively stimulate the surprising temporal grounding ability of LVLMs in a simpler yet versatile manner, which improves mIoU on Charades-STA by 11.8\%. The code will be released.

Time series clustering promises to uncover hidden structural patterns in data with applications across healthcare, finance, industrial systems, and other critical domains. However, without validated ground truth information, researchers cannot objectively assess clustering quality or determine whether poor results stem from absent structures in the data, algorithmic limitations, or inappropriate validation methods, raising the question whether clustering is "more art than science" (Guyon et al., 2009). To address these challenges, we introduce CSTS (Correlation Structures in Time Series), a synthetic benchmark for evaluating the discovery of correlation structures in multivariate time series data. CSTS provides a clean benchmark that enables researchers to isolate and identify specific causes of clustering failures by differentiating between correlation structure deterioration and limitations of clustering algorithms and validation methods. Our contributions are: (1) a comprehensive benchmark for correlation structure discovery with distinct correlation structures, systematically varied data conditions, established performance thresholds, and recommended evaluation protocols; (2) empirical validation of correlation structure preservation showing moderate distortion from downsampling and minimal effects from distribution shifts and sparsification; and (3) an extensible data generation framework enabling structure-first clustering evaluation. A case study demonstrates CSTS's practical utility by identifying an algorithm's previously undocumented sensitivity to non-normal distributions, illustrating how the benchmark enables precise diagnosis of methodological limitations. CSTS advances rigorous evaluation standards for correlation-based time series clustering.

Neural Temporal Point Processes (TPPs) are the prevalent paradigm for modeling continuous-time event sequences, such as user activities on the web and financial transactions. In real-world applications, event data is typically received in a streaming manner, where the distribution of patterns may shift over time. Additionally, privacy and memory constraints are commonly observed in practical scenarios, further compounding the challenges. Therefore, the continuous monitoring of a TPP to learn the streaming event sequence is an important yet under-explored problem. Our work paper addresses this challenge by adopting Continual Learning (CL), which makes the model capable of continuously learning a sequence of tasks without catastrophic forgetting under realistic constraints. Correspondingly, we propose a simple yet effective framework, PromptTPPOur code is available at {\small \url{ https://github.com/yanyanSann/PromptTPP}}, by integrating the base TPP with a continuous-time retrieval prompt pool. The prompts, small learnable parameters, are stored in a memory space and jointly optimized with the base TPP, ensuring that the model learns event streams sequentially without buffering past examples or task-specific attributes. We present a novel and realistic experimental setup for modeling event streams, where PromptTPP consistently achieves state-of-the-art performance across three real user behavior datasets.

Future link prediction is a fundamental challenge in various real-world dynamic systems. To address this, numerous temporal graph neural networks (temporal GNNs) and benchmark datasets have been developed. However, these datasets often feature excessive repeated edges and lack complex sequential dynamics, a key characteristic inherent in many real-world applications such as recommender systems and ``Who-To-Follow'' on social networks. This oversight has led existing methods to inadvertently downplay the importance of learning sequential dynamics, focusing primarily on predicting repeated edges. In this study, we demonstrate that existing methods, such as GraphMixer and DyGFormer, are inherently incapable of learning simple sequential dynamics, such as ``a user who has followed OpenAI and Anthropic is more likely to follow AI at Meta next.'' Motivated by this issue, we introduce the Temporal Graph Benchmark with Sequential Dynamics (TGB-Seq), a new benchmark carefully curated to minimize repeated edges, challenging models to learn sequential dynamics and generalize to unseen edges. TGB-Seq comprises large real-world datasets spanning diverse domains, including e-commerce interactions, movie ratings, business reviews, social networks, citation networks and web link networks. Benchmarking experiments reveal that current methods usually suffer significant performance degradation and incur substantial training costs on TGB-Seq, posing new challenges and opportunities for future research. TGB-Seq datasets, leaderboards, and example codes are available at https://tgb-seq.github.io/.

Spatio-Temporal Graph (STG) forecasting is a fundamental task in many real-world applications. Spatio-Temporal Graph Neural Networks have emerged as the most popular method for STG forecasting, but they often struggle with temporal out-of-distribution (OoD) issues and dynamic spatial causation. In this paper, we propose a novel framework called CaST to tackle these two challenges via causal treatments. Concretely, leveraging a causal lens, we first build a structural causal model to decipher the data generation process of STGs. To handle the temporal OoD issue, we employ the back-door adjustment by a novel disentanglement block to separate invariant parts and temporal environments from input data. Moreover, we utilize the front-door adjustment and adopt the Hodge-Laplacian operator for edge-level convolution to model the ripple effect of causation. Experiments results on three real-world datasets demonstrate the effectiveness and practicality of CaST, which consistently outperforms existing methods with good interpretability.

The neural Hawkes process (Mei & Eisner, 2017) is a generative model of irregularly spaced sequences of discrete events. To handle complex domains with many event types, Mei et al. (2020a) further consider a setting in which each event in the sequence updates a deductive database of facts (via domain-specific pattern-matching rules); future events are then conditioned on the database contents. They show how to convert such a symbolic system into a neuro-symbolic continuous-time generative model, in which each database fact and the possible event has a time-varying embedding that is derived from its symbolic provenance. In this paper, we modify both models, replacing their recurrent LSTM-based architectures with flatter attention-based architectures (Vaswani et al., 2017), which are simpler and more parallelizable. This does not appear to hurt our accuracy, which is comparable to or better than that of the original models as well as (where applicable) previous attention-based methods (Zuo et al., 2020; Zhang et al., 2020a).

Time series analysis is a fundamental task in various application domains, and deep learning approaches have demonstrated remarkable performance in this area. However, many real-world time series data exhibit significant periodic or quasi-periodic dynamics that are often not adequately captured by existing deep learning-based solutions. This results in an incomplete representation of the underlying dynamic behaviors of interest. To address this gap, we propose an unsupervised method called Floss that automatically regularizes learned representations in the frequency domain. The Floss method first automatically detects major periodicities from the time series. It then employs periodic shift and spectral density similarity measures to learn meaningful representations with periodic consistency. In addition, Floss can be easily incorporated into both supervised, semi-supervised, and unsupervised learning frameworks. We conduct extensive experiments on common time series classification, forecasting, and anomaly detection tasks to demonstrate the effectiveness of Floss. We incorporate Floss into several representative deep learning solutions to justify our design choices and demonstrate that it is capable of automatically discovering periodic dynamics and improving state-of-the-art deep learning models.

Large Language Models (LLMs) demonstrate impressive capabilities but lack robust temporal intelligence, struggling to integrate reasoning about the past with predictions and plausible generations of the future. Meanwhile, existing methods typically target isolated temporal skills, such as question answering about past events or basic forecasting, and exhibit poor generalization, particularly when dealing with events beyond their knowledge cutoff or requiring creative foresight. To address these limitations, we introduce Time-R1, the first framework to endow a moderate-sized (3B-parameter) LLM with comprehensive temporal abilities: understanding, prediction, and creative generation. Our approach features a novel three-stage development path; the first two constitute a reinforcement learning (RL) curriculum driven by a meticulously designed dynamic rule-based reward system. This framework progressively builds (1) foundational temporal understanding and logical event-time mappings from historical data, (2) future event prediction skills for events beyond its knowledge cutoff, and finally (3) enables remarkable generalization to creative future scenario generation without any fine-tuning. Strikingly, experiments demonstrate that Time-R1 outperforms models over 200 times larger, including the state-of-the-art 671B DeepSeek-R1, on highly challenging future event prediction and creative scenario generation benchmarks. This work provides strong evidence that thoughtfully engineered, progressive RL fine-tuning allows smaller, efficient models to achieve superior temporal performance, offering a practical and scalable path towards truly time-aware AI. To foster further research, we also release Time-Bench, a large-scale multi-task temporal reasoning dataset derived from 10 years of news data, and our series of Time-R1 checkpoints.

Multivariate time series classification is a crucial task in data mining, attracting growing research interest due to its broad applications. While many existing methods focus on discovering discriminative patterns in time series, real-world data does not always present such patterns, and sometimes raw numerical values can also serve as discriminative features. Additionally, the recent success of Transformer models has inspired many studies. However, when applying to time series classification, the self-attention mechanisms in Transformer models could introduce classification-irrelevant features, thereby compromising accuracy. To address these challenges, we propose a novel method, VSFormer, that incorporates both discriminative patterns (shape) and numerical information (value). In addition, we extract class-specific prior information derived from supervised information to enrich the positional encoding and provide classification-oriented self-attention learning, thereby enhancing its effectiveness. Extensive experiments on all 30 UEA archived datasets demonstrate the superior performance of our method compared to SOTA models. Through ablation studies, we demonstrate the effectiveness of the improved encoding layer and the proposed self-attention mechanism. Finally, We provide a case study on a real-world time series dataset without discriminative patterns to interpret our model.

Spatio-temporal forecasting is essential for real-world applications such as traffic management and urban computing. Although recent methods have shown improved accuracy, they often fail to account for dynamic deviations between current inputs and historical patterns. These deviations contain critical signals that can significantly affect model performance. To fill this gap, we propose ST-SSDL, a Spatio-Temporal time series forecasting framework that incorporates a Self-Supervised Deviation Learning scheme to capture and utilize such deviations. ST-SSDL anchors each input to its historical average and discretizes the latent space using learnable prototypes that represent typical spatio-temporal patterns. Two auxiliary objectives are proposed to refine this structure: a contrastive loss that enhances inter-prototype discriminability and a deviation loss that regularizes the distance consistency between input representations and corresponding prototypes to quantify deviation. Optimized jointly with the forecasting objective, these components guide the model to organize its hidden space and improve generalization across diverse input conditions. Experiments on six benchmark datasets show that ST-SSDL consistently outperforms state-of-the-art baselines across multiple metrics. Visualizations further demonstrate its ability to adaptively respond to varying levels of deviation in complex spatio-temporal scenarios. Our code and datasets are available at https://github.com/Jimmy-7664/ST-SSDL.

Time series research has gathered lots of interests in the last decade, especially for Time Series Classification (TSC) and Time Series Forecasting (TSF). Research in TSC has greatly benefited from the University of California Riverside and University of East Anglia (UCR/UEA) Time Series Archives. On the other hand, the advancement in Time Series Forecasting relies on time series forecasting competitions such as the Makridakis competitions, NN3 and NN5 Neural Network competitions, and a few Kaggle competitions. Each year, thousands of papers proposing new algorithms for TSC and TSF have utilized these benchmarking archives. These algorithms are designed for these specific problems, but may not be useful for tasks such as predicting the heart rate of a person using photoplethysmogram (PPG) and accelerometer data. We refer to this problem as Time Series Extrinsic Regression (TSER), where we are interested in a more general methodology of predicting a single continuous value, from univariate or multivariate time series. This prediction can be from the same time series or not directly related to the predictor time series and does not necessarily need to be a future value or depend heavily on recent values. To the best of our knowledge, research into TSER has received much less attention in the time series research community and there are no models developed for general time series extrinsic regression problems. Most models are developed for a specific problem. Therefore, we aim to motivate and support the research into TSER by introducing the first TSER benchmarking archive. This archive contains 19 datasets from different domains, with varying number of dimensions, unequal length dimensions, and missing values. In this paper, we introduce the datasets in this archive and did an initial benchmark on existing models.

Time series forecasting plays a crucial role in data mining, driving rapid advancements across numerous industries. With the emergence of large models, time series foundation models (TSFMs) have exhibited remarkable generalization capabilities, such as zero-shot learning, through large-scale pre-training. Meanwhile, Retrieval-Augmented Generation (RAG) methods have been widely employed to enhance the performance of foundation models on unseen data, allowing models to access to external knowledge. In this paper, we introduce TimeRAF, a Retrieval-Augmented Forecasting model that enhance zero-shot time series forecasting through retrieval-augmented techniques. We develop customized time series knowledge bases that are tailored to the specific forecasting tasks. TimeRAF employs an end-to-end learnable retriever to extract valuable information from the knowledge base. Additionally, we propose Channel Prompting for knowledge integration, which effectively extracts relevant information from the retrieved knowledge along the channel dimension. Extensive experiments demonstrate the effectiveness of our model, showing significant improvement across various domains and datasets.

Large Language Models (LLMs) have achieved remarkable success in various NLP tasks, yet they still face significant challenges in reasoning and arithmetic. Temporal reasoning, a critical component of natural language understanding, has raised increasing research attention. However, comprehensive testing of Allen's interval relations (e.g., before, after, during) -- a fundamental framework for temporal relationships -- remains underexplored. To fill this gap, we present ChronoSense, a new benchmark for evaluating LLMs' temporal understanding. It includes 16 tasks, focusing on identifying the Allen relation between two temporal events and temporal arithmetic, using both abstract events and real-world data from Wikidata. We assess the performance of seven recent LLMs using this benchmark and the results indicate that models handle Allen relations, even symmetrical ones, quite differently. Moreover, the findings suggest that the models may rely on memorization to answer time-related questions. Overall, the models' low performance highlights the need for improved temporal understanding in LLMs and ChronoSense offers a robust framework for future research in this area. Our dataset and the source code are available at https://github.com/duyguislakoglu/chronosense.

The striking fractal geometry of strange attractors underscores the generative nature of chaos: like probability distributions, chaotic systems can be repeatedly measured to produce arbitrarily-detailed information about the underlying attractor. Chaotic systems thus pose a unique challenge to modern statistical learning techniques, while retaining quantifiable mathematical properties that make them controllable and interpretable as benchmarks. Here, we present a growing database currently comprising 131 known chaotic dynamical systems spanning fields such as astrophysics, climatology, and biochemistry. Each system is paired with precomputed multivariate and univariate time series. Our dataset has comparable scale to existing static time series databases; however, our systems can be re-integrated to produce additional datasets of arbitrary length and granularity. Our dataset is annotated with known mathematical properties of each system, and we perform feature analysis to broadly categorize the diverse dynamics present across the collection. Chaotic systems inherently challenge forecasting models, and across extensive benchmarks we correlate forecasting performance with the degree of chaos present. We also exploit the unique generative properties of our dataset in several proof-of-concept experiments: surrogate transfer learning to improve time series classification, importance sampling to accelerate model training, and benchmarking symbolic regression algorithms.

The ongoing Russo-Ukrainian conflict has been a subject of intense media coverage worldwide. Understanding the global narrative surrounding this topic is crucial for researchers that aim to gain insights into its multifaceted dimensions. In this paper, we present a novel multimedia dataset that focuses on this topic by collecting and processing tweets posted by news or media companies on social media across the globe. We collected tweets from February 2022 to May 2023 to acquire approximately 1.5 million tweets in 60 different languages along with their images. Each entry in the dataset is accompanied by processed tags, allowing for the identification of entities, stances, textual or visual concepts, and sentiment. The availability of this multimedia dataset serves as a valuable resource for researchers aiming to investigate the global narrative surrounding the ongoing conflict from various aspects such as who are the prominent entities involved, what stances are taken, where do these stances originate from, how are the different textual and visual concepts related to the event portrayed.

Multivariate time series data, collected across various fields such as manufacturing and wearable technology, exhibit states at multiple levels of granularity, from coarse-grained system behaviors to fine-grained, detailed events. Effectively segmenting and integrating states across these different granularities is crucial for tasks like predictive maintenance and performance optimization. However, existing time series segmentation methods face two key challenges: (1) the inability to handle multiple levels of granularity within a unified model, and (2) limited adaptability to new, evolving patterns in dynamic environments. To address these challenges, we propose PromptTSS, a novel framework for time series segmentation with multi-granularity states. PromptTSS uses a unified model with a prompting mechanism that leverages label and boundary information to guide segmentation, capturing both coarse- and fine-grained patterns while adapting dynamically to unseen patterns. Experiments show PromptTSS improves accuracy by 24.49% in multi-granularity segmentation, 17.88% in single-granularity segmentation, and up to 599.24% in transfer learning, demonstrating its adaptability to hierarchical states and evolving time series dynamics. Our code is available at https://github.com/blacksnail789521/PromptTSS.

Networks provide a powerful formalism for modeling complex systems by using a model of pairwise interactions. But much of the structure within these systems involves interactions that take place among more than two nodes at once; for example, communication within a group rather than person-to person, collaboration among a team rather than a pair of coauthors, or biological interaction between a set of molecules rather than just two. Such higher-order interactions are ubiquitous, but their empirical study has received limited attention, and little is known about possible organizational principles of such structures. Here we study the temporal evolution of 19 datasets with explicit accounting for higher-order interactions. We show that there is a rich variety of structure in our datasets but datasets from the same system types have consistent patterns of higher-order structure. Furthermore, we find that tie strength and edge density are competing positive indicators of higher-order organization, and these trends are consistent across interactions involving differing numbers of nodes. To systematically further the study of theories for such higher-order structures, we propose higher-order link prediction as a benchmark problem to assess models and algorithms that predict higher-order structure. We find a fundamental differences from traditional pairwise link prediction, with a greater role for local rather than long-range information in predicting the appearance of new interactions.

We present the Temporal Graph Benchmark (TGB), a collection of challenging and diverse benchmark datasets for realistic, reproducible, and robust evaluation of machine learning models on temporal graphs. TGB datasets are of large scale, spanning years in duration, incorporate both node and edge-level prediction tasks and cover a diverse set of domains including social, trade, transaction, and transportation networks. For both tasks, we design evaluation protocols based on realistic use-cases. We extensively benchmark each dataset and find that the performance of common models can vary drastically across datasets. In addition, on dynamic node property prediction tasks, we show that simple methods often achieve superior performance compared to existing temporal graph models. We believe that these findings open up opportunities for future research on temporal graphs. Finally, TGB provides an automated machine learning pipeline for reproducible and accessible temporal graph research, including data loading, experiment setup and performance evaluation. TGB will be maintained and updated on a regular basis and welcomes community feedback. TGB datasets, data loaders, example codes, evaluation setup, and leaderboards are publicly available at https://tgb.complexdatalab.com/.

International trade policies have recently garnered attention for limiting cross-border exchange of essential goods (e.g. steel, aluminum, soybeans, and beef). Since trade critically affects employment and wages, predicting future patterns of trade is a high-priority for policy makers around the world. While traditional economic models aim to be reliable predictors, we consider the possibility that Machine Learning (ML) techniques allow for better predictions to inform policy decisions. Open-government data provide the fuel to power the algorithms that can explain and forecast trade flows to inform policies. Data collected in this article describe international trade transactions and commonly associated economic factors. Machine learning (ML) models deployed include: ARIMA, GBoosting, XGBoosting, and LightGBM for predicting future trade patterns, and K-Means clustering of countries according to economic factors. Unlike short-term and subjective (straight-line) projections and medium-term (aggre-gated) projections, ML methods provide a range of data-driven and interpretable projections for individual commodities. Models, their results, and policies are introduced and evaluated for prediction quality.

Traffic forecasting has emerged as a core component of intelligent transportation systems. However, timely accurate traffic forecasting, especially long-term forecasting, still remains an open challenge due to the highly nonlinear and dynamic spatial-temporal dependencies of traffic flows. In this paper, we propose a novel paradigm of Spatial-Temporal Transformer Networks (STTNs) that leverages dynamical directed spatial dependencies and long-range temporal dependencies to improve the accuracy of long-term traffic forecasting. Specifically, we present a new variant of graph neural networks, named spatial transformer, by dynamically modeling directed spatial dependencies with self-attention mechanism to capture realtime traffic conditions as well as the directionality of traffic flows. Furthermore, different spatial dependency patterns can be jointly modeled with multi-heads attention mechanism to consider diverse relationships related to different factors (e.g. similarity, connectivity and covariance). On the other hand, the temporal transformer is utilized to model long-range bidirectional temporal dependencies across multiple time steps. Finally, they are composed as a block to jointly model the spatial-temporal dependencies for accurate traffic prediction. Compared to existing works, the proposed model enables fast and scalable training over a long range spatial-temporal dependencies. Experiment results demonstrate that the proposed model achieves competitive results compared with the state-of-the-arts, especially forecasting long-term traffic flows on real-world PeMS-Bay and PeMSD7(M) datasets.

Time-series causal discovery (TSCD) is a fundamental problem of machine learning. However, existing synthetic datasets cannot properly evaluate or predict the algorithms' performance on real data. This study introduces the CausalTime pipeline to generate time-series that highly resemble the real data and with ground truth causal graphs for quantitative performance evaluation. The pipeline starts from real observations in a specific scenario and produces a matching benchmark dataset. Firstly, we harness deep neural networks along with normalizing flow to accurately capture realistic dynamics. Secondly, we extract hypothesized causal graphs by performing importance analysis on the neural network or leveraging prior knowledge. Thirdly, we derive the ground truth causal graphs by splitting the causal model into causal term, residual term, and noise term. Lastly, using the fitted network and the derived causal graph, we generate corresponding versatile time-series proper for algorithm assessment. In the experiments, we validate the fidelity of the generated data through qualitative and quantitative experiments, followed by a benchmarking of existing TSCD algorithms using these generated datasets. CausalTime offers a feasible solution to evaluating TSCD algorithms in real applications and can be generalized to a wide range of fields. For easy use of the proposed approach, we also provide a user-friendly website, hosted on www.causaltime.cc.

Large language models (LLMs) are often trained on extensive, temporally indiscriminate text corpora, reflecting the lack of datasets with temporal metadata. This approach is not aligned with the evolving nature of language. Conventional methods for creating temporally adapted language models often depend on further pre-training static models on time-specific data. This paper presents a new approach: a series of point-in-time LLMs called Time Machine GPT (TiMaGPT), specifically designed to be nonprognosticative. This ensures they remain uninformed about future factual information and linguistic changes. This strategy is beneficial for understanding language evolution and is of critical importance when applying models in dynamic contexts, such as time-series forecasting, where foresight of future information can prove problematic. We provide access to both the models and training datasets.

Multi-subject fMRI studies are challenging due to the high variability of both brain anatomy and functional brain topographies across participants. An effective way of aggregating multi-subject fMRI data is to extract a shared representation that filters out unwanted variability among subjects. Some recent work has implemented probabilistic models to extract a shared representation in task fMRI. In the present work, we improve upon these models by incorporating temporal information in the common latent structures. We introduce a new model, Shared Gaussian Process Factor Analysis (S-GPFA), that discovers shared latent trajectories and subject-specific functional topographies, while modelling temporal correlation in fMRI data. We demonstrate the efficacy of our model in revealing ground truth latent structures using simulated data, and replicate experimental performance of time-segment matching and inter-subject similarity on the publicly available Raider and Sherlock datasets. We further test the utility of our model by analyzing its learned model parameters in the large multi-site SPINS dataset, on a social cognition task from participants with and without schizophrenia.

Forecasting future events based on evidence of current conditions is an innate skill of human beings, and key for predicting the outcome of any decision making. In artificial vision for example, we would like to predict the next human action before it happens, without observing the future video frames associated to it. Computer vision models for action anticipation are expected to collect the subtle evidence in the preamble of the target actions. In prior studies recurrence modeling often leads to better performance, the strong temporal inference is assumed to be a key element for reasonable prediction. To this end, we propose a unified recurrence modeling for video action anticipation via message passing framework. The information flow in space-time can be described by the interaction between vertices and edges, and the changes of vertices for each incoming frame reflects the underlying dynamics. Our model leverages self-attention as the building blocks for each of the message passing functions. In addition, we introduce different edge learning strategies that can be end-to-end optimized to gain better flexibility for the connectivity between vertices. Our experimental results demonstrate that our proposed method outperforms previous works on the large-scale EPIC-Kitchen dataset.

Deep neural networks, including transformers and convolutional neural networks, have significantly improved multivariate time series classification (MTSC). However, these methods often rely on supervised learning, which does not fully account for the sparsity and locality of patterns in time series data (e.g., diseases-related anomalous points in ECG). To address this challenge, we formally reformulate MTSC as a weakly supervised problem, introducing a novel multiple-instance learning (MIL) framework for better localization of patterns of interest and modeling time dependencies within time series. Our novel approach, TimeMIL, formulates the temporal correlation and ordering within a time-aware MIL pooling, leveraging a tokenized transformer with a specialized learnable wavelet positional token. The proposed method surpassed 26 recent state-of-the-art methods, underscoring the effectiveness of the weakly supervised TimeMIL in MTSC. The code will be available at https://github.com/xiwenc1/TimeMIL.

Optical and radar satellite time series are synergetic: optical images contain rich spectral information, while C-band radar captures useful geometrical information and is immune to cloud cover. Motivated by the recent success of temporal attention-based methods across multiple crop mapping tasks, we propose to investigate how these models can be adapted to operate on several modalities. We implement and evaluate multiple fusion schemes, including a novel approach and simple adjustments to the training procedure, significantly improving performance and efficiency with little added complexity. We show that most fusion schemes have advantages and drawbacks, making them relevant for specific settings. We then evaluate the benefit of multimodality across several tasks: parcel classification, pixel-based segmentation, and panoptic parcel segmentation. We show that by leveraging both optical and radar time series, multimodal temporal attention-based models can outmatch single-modality models in terms of performance and resilience to cloud cover. To conduct these experiments, we augment the PASTIS dataset with spatially aligned radar image time series. The resulting dataset, PASTIS-R, constitutes the first large-scale, multimodal, and open-access satellite time series dataset with semantic and instance annotations.

Reasoning about time is of fundamental importance. Many facts are time-dependent. For example, athletes change teams from time to time, and different government officials are elected periodically. Previous time-dependent question answering (QA) datasets tend to be biased in either their coverage of time spans or question types. In this paper, we introduce a comprehensive probing dataset \tempreason to evaluate the temporal reasoning capability of large language models. Our dataset includes questions of three temporal reasoning levels. In addition, we also propose a novel learning framework to improve the temporal reasoning capability of large language models, based on temporal span extraction and time-sensitive reinforcement learning. We conducted experiments in closed book QA, open book QA, and reasoning QA settings and demonstrated the effectiveness of our approach. Our code and data are released on https://github.com/DAMO-NLP-SG/TempReason.

Time-series representation learning is a fundamental task for time-series analysis. While significant progress has been made to achieve accurate representations for downstream applications, the learned representations often lack interpretability and do not expose semantic meanings. Different from previous efforts on the entangled feature space, we aim to extract the semantic-rich temporal correlations in the latent interpretable factorized representation of the data. Motivated by the success of disentangled representation learning in computer vision, we study the possibility of learning semantic-rich time-series representations, which remains unexplored due to three main challenges: 1) sequential data structure introduces complex temporal correlations and makes the latent representations hard to interpret, 2) sequential models suffer from KL vanishing problem, and 3) interpretable semantic concepts for time-series often rely on multiple factors instead of individuals. To bridge the gap, we propose Disentangle Time Series (DTS), a novel disentanglement enhancement framework for sequential data. Specifically, to generate hierarchical semantic concepts as the interpretable and disentangled representation of time-series, DTS introduces multi-level disentanglement strategies by covering both individual latent factors and group semantic segments. We further theoretically show how to alleviate the KL vanishing problem: DTS introduces a mutual information maximization term, while preserving a heavier penalty on the total correlation and the dimension-wise KL to keep the disentanglement property. Experimental results on various real-world benchmark datasets demonstrate that the representations learned by DTS achieve superior performance in downstream applications, with high interpretability of semantic concepts.

Change detection, a prominent research area in remote sensing, is pivotal in observing and analyzing surface transformations. Despite significant advancements achieved through deep learning-based methods, executing high-precision change detection in spatio-temporally complex remote sensing scenarios still presents a substantial challenge. The recent emergence of foundation models, with their powerful universality and generalization capabilities, offers potential solutions. However, bridging the gap of data and tasks remains a significant obstacle. In this paper, we introduce Time Travelling Pixels (TTP), a novel approach that integrates the latent knowledge of the SAM foundation model into change detection. This method effectively addresses the domain shift in general knowledge transfer and the challenge of expressing homogeneous and heterogeneous characteristics of multi-temporal images. The state-of-the-art results obtained on the LEVIR-CD underscore the efficacy of the TTP. The Code is available at https://kychen.me/TTP.

Time is an important dimension in our physical world. Lots of facts can evolve with respect to time. For example, the U.S. President might change every four years. Therefore, it is important to consider the time dimension and empower the existing QA models to reason over time. However, the existing QA datasets contain rather few time-sensitive questions, hence not suitable for diagnosing or benchmarking the model's temporal reasoning capability. In order to promote research in this direction, we propose to construct a time-sensitive QA dataset. The dataset is constructed by 1) mining time-evolving facts from WikiData and aligning them to their corresponding Wikipedia page, 2) employing crowd workers to verify and calibrate these noisy facts, 3) generating question-answer pairs based on the annotated time-sensitive facts. Our dataset poses challenges in the aspect of both temporal understanding and temporal reasoning. We evaluate different SoTA long-document QA systems like BigBird and FiD on our dataset. The best-performing model FiD can only achieve 46\% accuracy, still far behind the human performance of 87\%. We demonstrate that these models are still lacking the ability to perform consistent temporal reasoning. Therefore, we believe that our dataset could serve as a benchmark to develop NLP models more sensitive to temporal shifts. The dataset and code are released in~https://github.com/wenhuchen/Time-Sensitive-QA.

Conventional Time Series Classification (TSC) methods are often black boxes that obscure inherent interpretation of their decision-making processes. In this work, we leverage Multiple Instance Learning (MIL) to overcome this issue, and propose a new framework called MILLET: Multiple Instance Learning for Locally Explainable Time series classification. We apply MILLET to existing deep learning TSC models and show how they become inherently interpretable without compromising (and in some cases, even improving) predictive performance. We evaluate MILLET on 85 UCR TSC datasets and also present a novel synthetic dataset that is specially designed to facilitate interpretability evaluation. On these datasets, we show MILLET produces sparse explanations quickly that are of higher quality than other well-known interpretability methods. To the best of our knowledge, our work with MILLET, which is available on GitHub (https://github.com/JAEarly/MILTimeSeriesClassification), is the first to develop general MIL methods for TSC and apply them to an extensive variety of domains

Time series forecasting is a foundational task across domains, such as finance, healthcare, and environmental monitoring. While recent advances in Time Series Foundation Models (TSFMs) have demonstrated strong generalisation through large-scale pretraining, existing models operate predominantly in a unimodal setting, ignoring the rich multimodal context, such as visual and textual signals, that often accompanies time series data in real-world scenarios. This paper introduces a novel parameter-efficient multimodal framework, UniCast, that extends TSFMs to jointly leverage time series, vision, and text modalities for enhanced forecasting performance. Our method integrates modality-specific embeddings from pretrained Vision and Text Encoders with a frozen TSFM via soft prompt tuning, enabling efficient adaptation with minimal parameter updates. This design not only preserves the generalisation strength of the foundation model but also enables effective cross-modal interaction. Extensive experiments across diverse time-series forecasting benchmarks demonstrate that UniCast consistently and significantly outperforms all existing TSFM baselines. The findings highlight the critical role of multimodal context in advancing the next generation of general-purpose time series forecasters.

We present a large-scale study on unsupervised spatiotemporal representation learning from videos. With a unified perspective on four recent image-based frameworks, we study a simple objective that can easily generalize all these methods to space-time. Our objective encourages temporally-persistent features in the same video, and in spite of its simplicity, it works surprisingly well across: (i) different unsupervised frameworks, (ii) pre-training datasets, (iii) downstream datasets, and (iv) backbone architectures. We draw a series of intriguing observations from this study, e.g., we discover that encouraging long-spanned persistency can be effective even if the timespan is 60 seconds. In addition to state-of-the-art results in multiple benchmarks, we report a few promising cases in which unsupervised pre-training can outperform its supervised counterpart. Code is made available at https://github.com/facebookresearch/SlowFast

In time series forecasting, effectively disentangling intricate temporal patterns is crucial. While recent works endeavor to combine decomposition techniques with deep learning, multiple frequencies may still be mixed in the decomposed components, e.g., trend and seasonal. Furthermore, frequency domain analysis methods, e.g., Fourier and wavelet transforms, have limitations in resolution in the time domain and adaptability. In this paper, we propose D-PAD, a deep-shallow multi-frequency patterns disentangling neural network for time series forecasting. Specifically, a multi-component decomposing (MCD) block is introduced to decompose the series into components with different frequency ranges, corresponding to the "shallow" aspect. A decomposition-reconstruction-decomposition (D-R-D) module is proposed to progressively extract the information of frequencies mixed in the components, corresponding to the "deep" aspect. After that, an interaction and fusion (IF) module is used to further analyze the components. Extensive experiments on seven real-world datasets demonstrate that D-PAD achieves the state-of-the-art performance, outperforming the best baseline by an average of 9.48% and 7.15% in MSE and MAE, respectively.

Green's functions are a useful technique for interpreting atmospheric state responses to changes in the spatial pattern of sea surface temperature (SST). Here we train version 2 of the Ai2 Climate Emulator (ACE2) on reference historical SST simulations of the US Department of Energy's EAMv3 global atmosphere model. We compare how well the SST Green's functions generated by ACE2 match those of EAMv3, following the protocol of the Green's Function Model Intercomparison Project (GFMIP). The spatial patterns of top-of-atmosphere (TOA) radiative response from the individual GFMIP SST patch simulations are similar for ACE and the EAMv3 reference. The derived sensitivity of global net TOA radiation sensitivity to SST patch location is qualitatively similar in ACE as in EAMv3, but there are statistically significant discrepancies for some SST patches, especially over the subtropical northeast Pacific. These discrepancies may reflect insufficient diversity in the SST patterns sampled over the course of the EAMv3 AMIP simulation used for training ACE. Both ACE and EAMv3 Green's functions reconstruct the historical record of the global annual-mean TOA radiative flux from a reference EAMv3 AMIP simulation reasonably well. Notably, under our configuration and compute resources, ACE achieves these results approximately 100 times faster in wall-clock time compared to EAMv3, highlighting its potential as a powerful and efficient tool for tackling other computationally intensive problems in climate science.

Long-term forecasting of chaotic systems from short-term observations remains a fundamental and underexplored challenge due to the intrinsic sensitivity to initial conditions and the complex geometry of strange attractors. Existing approaches often rely on long-term training data or focus on short-term sequence correlations, struggling to maintain predictive stability and dynamical coherence over extended horizons. We propose PhyxMamba, a novel framework that integrates a Mamba-based state-space model with physics-informed principles to capture the underlying dynamics of chaotic systems. By reconstructing the attractor manifold from brief observations using time-delay embeddings, PhyxMamba extracts global dynamical features essential for accurate forecasting. Our generative training scheme enables Mamba to replicate the physical process, augmented by multi-token prediction and attractor geometry regularization for physical constraints, enhancing prediction accuracy and preserving key statistical invariants. Extensive evaluations on diverse simulated and real-world chaotic systems demonstrate that PhyxMamba delivers superior long-term forecasting and faithfully captures essential dynamical invariants from short-term data. This framework opens new avenues for reliably predicting chaotic systems under observation-scarce conditions, with broad implications across climate science, neuroscience, epidemiology, and beyond. Our code is open-source at https://github.com/tsinghua-fib-lab/PhyxMamba.

Discovering the underlying relationships among variables from temporal observations has been a longstanding challenge in numerous scientific disciplines, including biology, finance, and climate science. The dynamics of such systems are often best described using continuous-time stochastic processes. Unfortunately, most existing structure learning approaches assume that the underlying process evolves in discrete-time and/or observations occur at regular time intervals. These mismatched assumptions can often lead to incorrect learned structures and models. In this work, we introduce a novel structure learning method, SCOTCH, which combines neural stochastic differential equations (SDE) with variational inference to infer a posterior distribution over possible structures. This continuous-time approach can naturally handle both learning from and predicting observations at arbitrary time points. Theoretically, we establish sufficient conditions for an SDE and SCOTCH to be structurally identifiable, and prove its consistency under infinite data limits. Empirically, we demonstrate that our approach leads to improved structure learning performance on both synthetic and real-world datasets compared to relevant baselines under regular and irregular sampling intervals.

Transformers for time series forecasting mainly model time series from limited or fixed scales, making it challenging to capture different characteristics spanning various scales. We propose Pathformer, a multi-scale Transformer with adaptive pathways. It integrates both temporal resolution and temporal distance for multi-scale modeling. Multi-scale division divides the time series into different temporal resolutions using patches of various sizes. Based on the division of each scale, dual attention is performed over these patches to capture global correlations and local details as temporal dependencies. We further enrich the multi-scale Transformer with adaptive pathways, which adaptively adjust the multi-scale modeling process based on the varying temporal dynamics of the input, improving the accuracy and generalization of Pathformer. Extensive experiments on eleven real-world datasets demonstrate that Pathformer not only achieves state-of-the-art performance by surpassing all current models but also exhibits stronger generalization abilities under various transfer scenarios. The code is made available at https://github.com/decisionintelligence/pathformer.

Unprecedented volumes of Earth observation data are continually collected around the world, but high-quality labels remain scarce given the effort required to make physical measurements and observations. This has led to considerable investment in bespoke modeling efforts translating sparse labels into maps. Here we introduce AlphaEarth Foundations, an embedding field model yielding a highly general, geospatial representation that assimilates spatial, temporal, and measurement contexts across multiple sources, enabling accurate and efficient production of maps and monitoring systems from local to global scales. The embeddings generated by AlphaEarth Foundations are the only to consistently outperform all previous featurization approaches tested on a diverse set of mapping evaluations without re-training. We will release a dataset of global, annual, analysis-ready embedding field layers from 2017 through 2024.

We propose a novel hierarchical Bayesian model for learning with a large (possibly infinite) number of tasks/episodes, which suits well the few-shot meta learning problem. We consider episode-wise random variables to model episode-specific target generative processes, where these local random variables are governed by a higher-level global random variate. The global variable helps memorize the important information from historic episodes while controlling how much the model needs to be adapted to new episodes in a principled Bayesian manner. Within our model framework, the prediction on a novel episode/task can be seen as a Bayesian inference problem. However, a main obstacle in learning with a large/infinite number of local random variables in online nature, is that one is not allowed to store the posterior distribution of the current local random variable for frequent future updates, typical in conventional variational inference. We need to be able to treat each local variable as a one-time iterate in the optimization. We propose a Normal-Inverse-Wishart model, for which we show that this one-time iterate optimization becomes feasible due to the approximate closed-form solutions for the local posterior distributions. The resulting algorithm is more attractive than the MAML in that it is not required to maintain computational graphs for the whole gradient optimization steps per episode. Our approach is also different from existing Bayesian meta learning methods in that unlike dealing with a single random variable for the whole episodes, our approach has a hierarchical structure that allows one-time episodic optimization, desirable for principled Bayesian learning with many/infinite tasks. The code is available at https://github.com/minyoungkim21/niwmeta.

Global climate models typically operate at a grid resolution of hundreds of kilometers and fail to resolve atmospheric mesoscale processes, e.g., clouds, precipitation, and gravity waves (GWs). Model representation of these processes and their sources is essential to the global circulation and planetary energy budget, but subgrid scale contributions from these processes are often only approximately represented in models using parameterizations. These parameterizations are subject to approximations and idealizations, which limit their capability and accuracy. The most drastic of these approximations is the "single-column approximation" which completely neglects the horizontal evolution of these processes, resulting in key biases in current climate models. With a focus on atmospheric GWs, we present the first-ever global simulation of atmospheric GW fluxes using machine learning (ML) models trained on the WINDSET dataset to emulate global GW emulation in the atmosphere, as an alternative to traditional single-column parameterizations. Using an Attention U-Net-based architecture trained on globally resolved GW momentum fluxes, we illustrate the importance and effectiveness of global nonlocality, when simulating GWs using data-driven schemes.

Transformers have achieved superior performances in many tasks in natural language processing and computer vision, which also triggered great interest in the time series community. Among multiple advantages of Transformers, the ability to capture long-range dependencies and interactions is especially attractive for time series modeling, leading to exciting progress in various time series applications. In this paper, we systematically review Transformer schemes for time series modeling by highlighting their strengths as well as limitations. In particular, we examine the development of time series Transformers in two perspectives. From the perspective of network structure, we summarize the adaptations and modifications that have been made to Transformers in order to accommodate the challenges in time series analysis. From the perspective of applications, we categorize time series Transformers based on common tasks including forecasting, anomaly detection, and classification. Empirically, we perform robust analysis, model size analysis, and seasonal-trend decomposition analysis to study how Transformers perform in time series. Finally, we discuss and suggest future directions to provide useful research guidance. To the best of our knowledge, this paper is the first work to comprehensively and systematically summarize the recent advances of Transformers for modeling time series data. We hope this survey will ignite further research interests in time series Transformers.

With the exacerbation of the biodiversity and climate crises, macroecological pursuits such as global biodiversity mapping become more urgent. Remote sensing offers a wealth of Earth observation data for ecological studies, but the scarcity of labeled datasets remains a major challenge. Recently, self-supervised learning has enabled learning representations from unlabeled data, triggering the development of pretrained geospatial models with generalizable features. However, these models are often trained on datasets biased toward areas of high human activity, leaving entire ecological regions underrepresented. Additionally, while some datasets attempt to address seasonality through multi-date imagery, they typically follow calendar seasons rather than local phenological cycles. To better capture vegetation seasonality at a global scale, we propose a simple phenology-informed sampling strategy and introduce corresponding SSL4Eco, a multi-date Sentinel-2 dataset, on which we train an existing model with a season-contrastive objective. We compare representations learned from SSL4Eco against other datasets on diverse ecological downstream tasks and demonstrate that our straightforward sampling method consistently improves representation quality, highlighting the importance of dataset construction. The model pretrained on SSL4Eco reaches state of the art performance on 7 out of 8 downstream tasks spanning (multi-label) classification and regression. We release our code, data, and model weights to support macroecological and computer vision research at https://github.com/PlekhanovaElena/ssl4eco.

Complex, temporally evolving phenomena, from climate to brain activity, are governed by dynamical systems (DS). DS reconstruction (DSR) seeks to infer generative surrogate models of these from observed data, reproducing their long-term behavior. Existing DSR approaches require purpose-training for any new system observed, lacking the zero-shot and in-context inference capabilities known from LLMs. Here we introduce DynaMix, a novel multivariate ALRNN-based mixture-of-experts architecture pre-trained for DSR, the first DSR model able to generalize zero-shot to out-of-domain DS. Just from a provided context signal, without any re-training, DynaMix faithfully forecasts the long-term evolution of novel DS where existing time series (TS) foundation models, like Chronos, fail -- at a fraction of the number of parameters and orders of magnitude faster inference times. DynaMix outperforms TS foundation models in terms of long-term statistics, and often also short-term forecasts, even on real-world time series, like traffic or weather data, typically used for training and evaluating TS models, but not at all part of DynaMix' training corpus. We illustrate some of the failure modes of TS models for DSR problems, and conclude that models built on DS principles may bear a huge potential also for advancing the TS prediction field.

We address causal reasoning in multivariate time series data generated by stochastic processes. Existing approaches are largely restricted to static settings, ignoring the continuity and emission of variations across time. In contrast, we propose a learning paradigm that directly establishes causation between events in the course of time. We present two key lemmas to compute causal contributions and frame them as reinforcement learning problems. Our approach offers formal and computational tools for uncovering and quantifying causal relationships in diffusion processes, subsuming various important settings such as discrete-time Markov decision processes. Finally, in fairly intricate experiments and through sheer learning, our framework reveals and quantifies causal links, which otherwise seem inexplicable.

Predicting the motion of multiple traffic participants has always been one of the most challenging tasks in autonomous driving. The recently proposed occupancy flow field prediction method has shown to be a more effective and scalable representation compared to general trajectory prediction methods. However, in complex multi-agent traffic scenarios, it remains difficult to model the interactions among various factors and the dependencies among prediction outputs at different time steps. In view of this, we propose a transformer-based hierarchical feature guided network (HGNET), which can efficiently extract features of agents and map information from visual and vectorized inputs, modeling multimodal interaction relationships. Second, we design the Feature-Guided Attention (FGAT) module to leverage the potential guiding effects between different prediction targets, thereby improving prediction accuracy. Additionally, to enhance the temporal consistency and causal relationships of the predictions, we propose a Time Series Memory framework to learn the conditional distribution models of the prediction outputs at future time steps from multivariate time series. The results demonstrate that our model exhibits competitive performance, which ranks 3rd in the 2024 Waymo Occupancy and Flow Prediction Challenge.

We introduce the concept of programmable feature engineering for time series modeling and propose a feature programming framework. This framework generates large amounts of predictive features for noisy multivariate time series while allowing users to incorporate their inductive bias with minimal effort. The key motivation of our framework is to view any multivariate time series as a cumulative sum of fine-grained trajectory increments, with each increment governed by a novel spin-gas dynamical Ising model. This fine-grained perspective motivates the development of a parsimonious set of operators that summarize multivariate time series in an abstract fashion, serving as the foundation for large-scale automated feature engineering. Numerically, we validate the efficacy of our method on several synthetic and real-world noisy time series datasets.

Time series analysis and forecasting of stock market prices has been a very active area of research over the last two decades. Availability of extremely fast and parallel architecture of computing and sophisticated algorithms has made it possible to extract, store, process and analyze high volume stock market time series data very efficiently. In this paper, we have used time series data of the two sectors of the Indian economy: Information Technology and Capital Goods for the period January 2009 till April 2016 and have studied the relationships of these two time series with the time series of DJIA index, NIFTY index and the US Dollar to Indian Rupee exchange rate. We establish by graphical and statistical tests that while the IT sector of India has a strong association with DJIA index and the Dollar to Rupee exchange rate, the Indian CG sector exhibits a strong association with the NIFTY index. We contend that these observations corroborate our hypotheses that the Indian IT sector is strongly coupled with the world economy whereas the CG sector of India reflects internal economic growth of India. We also present several models of regression between the time series which exhibit strong association among them. The effectiveness of these models have been demonstrated by very low values of their forecasting errors.

Temporal networks have been widely used to model real-world complex systems such as financial systems and e-commerce systems. In a temporal network, the joint neighborhood of a set of nodes often provides crucial structural information useful for predicting whether they may interact at a certain time. However, recent representation learning methods for temporal networks often fail to extract such information or depend on online construction of structural features, which is time-consuming. To address the issue, this work proposes Neighborhood-Aware Temporal network model (NAT). For each node in the network, NAT abandons the commonly-used one-single-vector-based representation while adopting a novel dictionary-type neighborhood representation. Such a dictionary representation records a downsampled set of the neighboring nodes as keys, and allows fast construction of structural features for a joint neighborhood of multiple nodes. We also design a dedicated data structure termed N-cache to support parallel access and update of those dictionary representations on GPUs. NAT gets evaluated over seven real-world large-scale temporal networks. NAT not only outperforms all cutting-edge baselines by averaged 1.2% and 4.2% in transductive and inductive link prediction accuracy, respectively, but also keeps scalable by achieving a speed-up of 4.1-76.7x against the baselines that adopt joint structural features and achieves a speed-up of 1.6-4.0x against the baselines that cannot adopt those features. The link to the code: https: //github.com/Graph-COM/Neighborhood-Aware-Temporal-Network.

Satellite image time-series analysis demands fine-grained spatial-temporal reasoning, which remains a challenge for existing multimodal large language models (MLLMs). In this work, we study the capabilities of MLLMs on a novel task that jointly targets temporal change understanding and future scene generation, aiming to assess their potential for modeling complex multimodal dynamics over time. We propose TAMMs, a Temporal-Aware Multimodal Model for satellite image change understanding and forecasting, which enhances frozen MLLMs with lightweight temporal modules for structured sequence encoding and contextual prompting. To guide future image generation, TAMMs introduces a Semantic-Fused Control Injection (SFCI) mechanism that adaptively combines high-level semantic reasoning and structural priors within an enhanced ControlNet. This dual-path conditioning enables temporally consistent and semantically grounded image synthesis. Experiments demonstrate that TAMMs outperforms strong MLLM baselines in both temporal change understanding and future image forecasting tasks, highlighting how carefully designed temporal reasoning and semantic fusion can unlock the full potential of MLLMs for spatio-temporal understanding.

Recent advances in data collection technology, accompanied by the ever-rising volume and velocity of streaming data, underscore the vital need for time series analytics. In this regard, time-series anomaly detection has been an important activity, entailing various applications in fields such as cyber security, financial markets, law enforcement, and health care. While traditional literature on anomaly detection is centered on statistical measures, the increasing number of machine learning algorithms in recent years call for a structured, general characterization of the research methods for time-series anomaly detection. This survey groups and summarizes anomaly detection existing solutions under a process-centric taxonomy in the time series context. In addition to giving an original categorization of anomaly detection methods, we also perform a meta-analysis of the literature and outline general trends in time-series anomaly detection research.

The oceans are a source of an impressive mixture of complex data that could be used to uncover relationships yet to be discovered. Such data comes from the oceans and their surface, such as Automatic Identification System (AIS) messages used for tracking vessels' trajectories. AIS messages are transmitted over radio or satellite at ideally periodic time intervals but vary irregularly over time. As such, this paper aims to model the AIS message transmission behavior through neural networks for forecasting upcoming AIS messages' content from multiple vessels, particularly in a simultaneous approach despite messages' temporal irregularities as outliers. We present a set of experiments comprising multiple algorithms for forecasting tasks with horizon sizes of varying lengths. Deep learning models (e.g., neural networks) revealed themselves to adequately preserve vessels' spatial awareness regardless of temporal irregularity. We show how convolutional layers, feed-forward networks, and recurrent neural networks can improve such tasks by working together. Experimenting with short, medium, and large-sized sequences of messages, our model achieved 36/37/38% of the Relative Percentage Difference - the lower, the better, whereas we observed 92/45/96% on the Elman's RNN, 51/52/40% on the GRU, and 129/98/61% on the LSTM. These results support our model as a driver for improving the prediction of vessel routes when analyzing multiple vessels of diverging types simultaneously under temporally noise data.