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Oct 16

UniRec: A Dual Enhancement of Uniformity and Frequency in Sequential Recommendations

Representation learning in sequential recommendation is critical for accurately modeling user interaction patterns and improving recommendation precision. However, existing approaches predominantly emphasize item-to-item transitions, often neglecting the time intervals between interactions, which are closely related to behavior pattern changes. Additionally, broader interaction attributes, such as item frequency, are frequently overlooked. We found that both sequences with more uniform time intervals and items with higher frequency yield better prediction performance. Conversely, non-uniform sequences exacerbate user interest drift and less-frequent items are difficult to model due to sparse sampling, presenting unique challenges inadequately addressed by current methods. In this paper, we propose UniRec, a novel bidirectional enhancement sequential recommendation method. UniRec leverages sequence uniformity and item frequency to enhance performance, particularly improving the representation of non-uniform sequences and less-frequent items. These two branches mutually reinforce each other, driving comprehensive performance optimization in complex sequential recommendation scenarios. Additionally, we present a multidimensional time module to further enhance adaptability. To the best of our knowledge, UniRec is the first method to utilize the characteristics of uniformity and frequency for feature augmentation. Comparing with eleven advanced models across four datasets, we demonstrate that UniRec outperforms SOTA models significantly. The code is available at https://github.com/Linxi000/UniRec.

  • 3 authors
·
Jun 26, 2024

TimeDRL: Disentangled Representation Learning for Multivariate Time-Series

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.

  • 5 authors
·
Dec 7, 2023

Time-IMM: A Dataset and Benchmark for Irregular Multimodal Multivariate Time Series

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/

Time-MMD: Multi-Domain Multimodal Dataset for Time Series Analysis

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.

  • 11 authors
·
Jun 12, 2024

TiMem: Temporal-Hierarchical Memory Consolidation for Long-Horizon Conversational Agents

Long-horizon conversational agents have to manage ever-growing interaction histories that quickly exceed the finite context windows of large language models (LLMs). Existing memory frameworks provide limited support for temporally structured information across hierarchical levels, often leading to fragmented memories and unstable long-horizon personalization. We present TiMem, a temporal--hierarchical memory framework that organizes conversations through a Temporal Memory Tree (TMT), enabling systematic memory consolidation from raw conversational observations to progressively abstracted persona representations. TiMem is characterized by three core properties: (1) temporal--hierarchical organization through TMT; (2) semantic-guided consolidation that enables memory integration across hierarchical levels without fine-tuning; and (3) complexity-aware memory recall that balances precision and efficiency across queries of varying complexity. Under a consistent evaluation setup, TiMem achieves state-of-the-art accuracy on both benchmarks, reaching 75.30% on LoCoMo and 76.88% on LongMemEval-S. It outperforms all evaluated baselines while reducing the recalled memory length by 52.20% on LoCoMo. Manifold analysis indicates clear persona separation on LoCoMo and reduced dispersion on LongMemEval-S. Overall, TiMem treats temporal continuity as a first-class organizing principle for long-horizon memory in conversational agents.

  • 12 authors
·
Jan 6

Times2D: Multi-Period Decomposition and Derivative Mapping for General Time Series Forecasting

Time series forecasting is an important application in various domains such as energy management, traffic planning, financial markets, meteorology, and medicine. However, real-time series data often present intricate temporal variability and sharp fluctuations, which pose significant challenges for time series forecasting. Previous models that rely on 1D time series representations usually struggle with complex temporal variations. To address the limitations of 1D time series, this study introduces the Times2D method that transforms the 1D time series into 2D space. Times2D consists of three main parts: first, a Periodic Decomposition Block (PDB) that captures temporal variations within a period and between the same periods by converting the time series into a 2D tensor in the frequency domain. Second, the First and Second Derivative Heatmaps (FSDH) capture sharp changes and turning points, respectively. Finally, an Aggregation Forecasting Block (AFB) integrates the output tensors from PDB and FSDH for accurate forecasting. This 2D transformation enables the utilization of 2D convolutional operations to effectively capture long and short characteristics of the time series. Comprehensive experimental results across large-scale data in the literature demonstrate that the proposed Times2D model achieves state-of-the-art performance in both short-term and long-term forecasting. The code is available in this repository: https://github.com/Tims2D/Times2D.

  • 3 authors
·
Mar 30, 2025

TiM4Rec: An Efficient Sequential Recommendation Model Based on Time-Aware Structured State Space Duality Model

The Sequential Recommendation modeling paradigm is shifting from Transformer to Mamba architecture, which comprises two generations: Mamba1, based on the State Space Model (SSM), and Mamba2, based on State Space Duality (SSD). Although SSD offers superior computational efficiency compared to SSM, it suffers performance degradation in sequential recommendation tasks, especially in low-dimensional scenarios that are critical for these tasks. Considering that time-aware enhancement methods are commonly employed to mitigate performance loss, our analysis reveals that the performance decline of SSD can similarly be fundamentally compensated by leveraging mechanisms in time-aware methods. Thus, we propose integrating time-awareness into the SSD framework to address these performance issues. However, integrating current time-aware methods, modeled after TiSASRec, into SSD faces the following challenges: 1) the complexity of integrating these transformer-based mechanisms with the SSD architecture, and 2) the computational inefficiency caused by the need for dimensionality expansion of time-difference modeling. To overcome these challenges, we introduce a novel Time-aware Structured Masked Matrix that efficiently incorporates time-aware capabilities into SSD. Building on this, we propose Time-Aware Mamba for Recommendation (TiM4Rec), which mitigates performance degradation in low-dimensional SSD contexts while preserving computational efficiency. This marks the inaugural application of a time-aware enhancement method specifically tailored for the Mamba architecture within the domain of sequential recommendation. Extensive experiments conducted on three real-world datasets demonstrate the superiority of our approach. The code for our model is accessible at https://github.com/AlwaysFHao/TiM4Rec.

  • 7 authors
·
Sep 24, 2024

TimesNet: Temporal 2D-Variation Modeling for General Time Series Analysis

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.

  • 6 authors
·
Oct 5, 2022

Can Multimodal LLMs Perform Time Series Anomaly Detection?

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.

  • 6 authors
·
Feb 24, 2025

A Dataset for Answering Time-Sensitive Questions

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.

  • 3 authors
·
Aug 13, 2021

Chimera: Effectively Modeling Multivariate Time Series with 2-Dimensional State Space Models

Modeling multivariate time series is a well-established problem with a wide range of applications from healthcare to financial markets. Traditional State Space Models (SSMs) are classical approaches for univariate time series modeling due to their simplicity and expressive power to represent linear dependencies. They, however, have fundamentally limited expressive power to capture non-linear dependencies, are slow in practice, and fail to model the inter-variate information flow. Despite recent attempts to improve the expressive power of SSMs by using deep structured SSMs, the existing methods are either limited to univariate time series, fail to model complex patterns (e.g., seasonal patterns), fail to dynamically model the dependencies of variate and time dimensions, and/or are input-independent. We present Chimera that uses two input-dependent 2-D SSM heads with different discretization processes to learn long-term progression and seasonal patterns. To improve the efficiency of complex 2D recurrence, we present a fast training using a new 2-dimensional parallel selective scan. We further present and discuss 2-dimensional Mamba and Mamba-2 as the spacial cases of our 2D SSM. Our experimental evaluation shows the superior performance of Chimera on extensive and diverse benchmarks, including ECG and speech time series classification, long-term and short-term time series forecasting, and time series anomaly detection.

  • 3 authors
·
Jun 6, 2024 1

TimEE: End-to-end Time Series Classification via In-Context Learning

Time series classification (TSC) is dominated by a two-stage paradigm: train a feature encoder -- either from scratch on the target dataset or via pretraining on large corpora -- and then fit a task-specific classifier on top. While effective, this decoupling optimizes representation learning independently of the classification objective, requires per-dataset training, and prevents the model from exploiting label information during inference. We introduce TimEE, a 4.5M-parameter foundation model for end-to-end TSC via in-context learning. Given a labeled support set and a query time series, TimEE directly outputs a predicted class distribution in a single forward pass with no per-dataset training required. Following the prior-data fitted network (PFN) framework, TimEE is meta-trained exclusively on synthetic TSC tasks, where each task contains time series with distinct class identities arising from structured distributional shifts in the generative process. Despite seeing no real time series during pre-training, TimEE ranks first in ROC AUC (and third on accuracy) on the UCR benchmark among all compared methods, which include both foundation models and supervised deep learning baselines. To our knowledge, TimEE is the first purely synthetic-pretrained model to reach state-of-the-art performance on the UCR benchmark. These results establish end-to-end ICL with synthetic priors as a compelling, largely unexplored direction for TSC, with scaling, prior design, and richer generation mechanisms as natural avenues for improvement. Code is publicly available at http://github.com/automl/timee.

  • 5 authors
·
Jul 7

MRMS-Net and LMRMS-Net: Scalable Multi-Representation Multi-Scale Networks for Time Series Classification

Time series classification (TSC) performance depends not only on architectural design but also on the diversity of input representations. In this work, we propose a scalable multi-scale convolutional framework that systematically integrates structured multi-representation inputs for univariate time series. We introduce two architectures: MRMS-Net, a hierarchical multi-scale convolutional network optimized for robustness and calibration, and LMRMS-Net, a lightweight variant designed for efficiency-aware deployment. In addition, we adapt LiteMV -- originally developed for multivariate inputs -- to operate on multi-representation univariate signals, enabling cross-representation interaction. We evaluate all models across 142 benchmark datasets under a unified experimental protocol. Critical Difference (CD) analysis confirms statistically significant performance differences among the top models. Results show that LiteMV achieves the highest mean accuracy, MRMS-Net provides superior probabilistic calibration (lowest NLL), and LMRMS-Net offers the best efficiency-accuracy tradeoff. Pareto analysis further demonstrates that multi-representation multi-scale modeling yields a flexible design space that can be tuned for accuracy-oriented, calibration-oriented, or resource-constrained settings. These findings establish scalable multi-representation multi-scale learning as a principled and practical direction for modern TSC. Reference implementation of MRMS-Net and LMRMS-Net is available at: https://github.com/alagoz/mrmsnet-tsc

  • 3 authors
·
Mar 24

Towards Effective Time-Aware Language Representation: Exploring Enhanced Temporal Understanding in Language Models

In the evolving field of Natural Language Processing, understanding the temporal context of text is increasingly crucial. This study investigates methods to incorporate temporal information during pre-training, aiming to achieve effective time-aware language representation for improved performance on time-related tasks. In contrast to common pre-trained models like BERT, which rely on synchronic document collections such as BookCorpus and Wikipedia, our research introduces BiTimeBERT 2.0, a novel language model pre-trained on a temporal news article collection. BiTimeBERT 2.0 utilizes this temporal news collection, focusing on three innovative pre-training objectives: Time-Aware Masked Language Modeling (TAMLM), Document Dating (DD), and Time-Sensitive Entity Replacement (TSER). Each objective targets a unique aspect of temporal information. TAMLM is designed to enhance the understanding of temporal contexts and relations, DD integrates document timestamps as chronological markers, and TSER focuses on the temporal dynamics of "Person" entities, recognizing their inherent temporal significance. The experimental results consistently demonstrate that BiTimeBERT 2.0 outperforms models like BERT and other existing pre-trained models, achieving substantial gains across a variety of downstream NLP tasks and applications where time plays a pivotal role.

  • 3 authors
·
Jun 3, 2024

Deep Time Series Models: A Comprehensive Survey and Benchmark

Time series, characterized by a sequence of data points organized in a discrete-time order, are ubiquitous in real-world scenarios. Unlike other data modalities, time series present unique challenges due to their intricate and dynamic nature, including the entanglement of nonlinear patterns and time-variant trends. Analyzing such data is of great significance in practical applications and has been extensively studied for centuries. Recent years have witnessed remarkable breakthroughs in the time series community, with techniques shifting from traditional statistical methods to contemporary deep learning models. In this paper, we delve into the design of deep time series models across various analysis tasks and review the existing literature from two perspectives: basic modules and model architectures. Further, we develop and release Time Series Library (TSLib) as a fair benchmark of deep time series models for diverse analysis tasks. TSLib implements 30 prominent models, covers 30 datasets from different domains, and supports five prevalent analysis tasks. Based on TSLib, we thoroughly evaluate 13 advanced deep time series models across diverse tasks. Empirical results indicate that models with specific structures are well-suited for distinct analytical tasks, providing insights for research and adoption of deep time series models. Code and datasets are available at https://github.com/thuml/Time-Series-Library.

  • 7 authors
·
Jul 18, 2024

Prototype-Guided Classification Sub-Task Decoupling Framework: Enhancing Generalization and Interpretability for Multivariate Time Series

Time Series Classification (TSC) is a long-standing research problem that has gained increasing attention in recent years with the rapid growth of large-scale temporal data. Despite substantial progress enabled by deep learning, designing TSC models that are both accurate and interpretable remains a challenging task. Many existing approaches adopt a direct feature-to-label classification paradigm, by collapsing high-dimensional temporal embeddings into class logits via a single linear projection (often after global pooling), the paradigm conflates feature extraction and decision logic into an inseparable mapping. To address these limitations, we propose PDFTime, a prototype-guided framework that reformulates time series classification as a multi-stage decision process. Instead of direct feature-to-label mapping, PDFTime leverages learned prototypes to approximate class-conditional feature distributions in the latent space, enabling progressive discrimination through classification sub-tasks of varying granularity. To our knowledge, PDFTime is the first framework to reformulate time series classification as a decoupled, multi-stage similarity-based reasoning process, breaking the long-standing paradigm of direct, black-box feature-to-label mapping. Extensive evaluations demonstrate that PDFTime achieves state-of-the-art (SOTA) performance across UEA and UCR benchmarks. Notably, it secures the top-1 accuracy on 80 out of 128 datasets in the UCR archive, significantly outperforming recent strong baselines in both consistency and generalization.

  • 5 authors
·
May 20

SpaceTimePilot: Generative Rendering of Dynamic Scenes Across Space and Time

We present SpaceTimePilot, a video diffusion model that disentangles space and time for controllable generative rendering. Given a monocular video, SpaceTimePilot can independently alter the camera viewpoint and the motion sequence within the generative process, re-rendering the scene for continuous and arbitrary exploration across space and time. To achieve this, we introduce an effective animation time-embedding mechanism in the diffusion process, allowing explicit control of the output video's motion sequence with respect to that of the source video. As no datasets provide paired videos of the same dynamic scene with continuous temporal variations, we propose a simple yet effective temporal-warping training scheme that repurposes existing multi-view datasets to mimic temporal differences. This strategy effectively supervises the model to learn temporal control and achieve robust space-time disentanglement. To further enhance the precision of dual control, we introduce two additional components: an improved camera-conditioning mechanism that allows altering the camera from the first frame, and CamxTime, the first synthetic space-and-time full-coverage rendering dataset that provides fully free space-time video trajectories within a scene. Joint training on the temporal-warping scheme and the CamxTime dataset yields more precise temporal control. We evaluate SpaceTimePilot on both real-world and synthetic data, demonstrating clear space-time disentanglement and strong results compared to prior work. Project page: https://zheninghuang.github.io/Space-Time-Pilot/ Code: https://github.com/ZheningHuang/spacetimepilot

  • 7 authors
·
Dec 31, 2025 2

Efficient Multivariate Time Series Forecasting via Calibrated Language Models with Privileged Knowledge Distillation

Multivariate time series forecasting (MTSF) endeavors to predict future observations given historical data, playing a crucial role in time series data management systems. With advancements in large language models (LLMs), recent studies employ textual prompt tuning to infuse the knowledge of LLMs into MTSF. However, the deployment of LLMs often suffers from low efficiency during the inference phase. To address this problem, we introduce TimeKD, an efficient MTSF framework that leverages the calibrated language models and privileged knowledge distillation. TimeKD aims to generate high-quality future representations from the proposed cross-modality teacher model and cultivate an effective student model. The cross-modality teacher model adopts calibrated language models (CLMs) with ground truth prompts, motivated by the paradigm of Learning Under Privileged Information (LUPI). In addition, we design a subtractive cross attention (SCA) mechanism to refine these representations. To cultivate an effective student model, we propose an innovative privileged knowledge distillation (PKD) mechanism including correlation and feature distillation. PKD enables the student to replicate the teacher's behavior while minimizing their output discrepancy. Extensive experiments on real data offer insight into the effectiveness, efficiency, and scalability of the proposed TimeKD.

  • 8 authors
·
May 4, 2025

TimeMAE: Self-Supervised Representations of Time Series with Decoupled Masked Autoencoders

Learning transferable representations from unlabeled time series is crucial for improving performance in data-scarce classification. Existing self-supervised methods often operate at the point level and rely on unidirectional encoding, leading to low semantic density and a mismatch between pre-training and downstream optimization. In this paper, we propose TimeMAE, a self-supervised framework that reformulates masked modeling for time series via semantic unit elevation and decoupled representation learning. Instead of modeling individual time steps, TimeMAE segments time series into non-overlapping sub-series to form semantically enriched units, enabling more informative masked reconstruction while reducing computational cost. To address the representation discrepancy introduced by masking, we design a decoupled masked autoencoder that separately encodes visible and masked regions, avoiding artificial masked tokens in the main encoder. To guide pre-training, we introduce two complementary objectives: masked codeword classification, which discretizes sub-series semantics via a learned tokenizer and masked representation regression, which aligns continuous representations through a momentum-updated target encoder. Extensive experiments on five datasets demonstrate that TimeMAE outperforms competitive baselines, particularly in label-scarce scenarios and transfer learning scenarios.

  • 7 authors
·
Feb 26

T3Time: Tri-Modal Time Series Forecasting via Adaptive Multi-Head Alignment and Residual Fusion

Multivariate time series forecasting (MTSF) seeks to model temporal dynamics among variables to predict future trends. Transformer-based models and large language models (LLMs) have shown promise due to their ability to capture long-range dependencies and patterns. However, current methods often rely on rigid inductive biases, ignore intervariable interactions, or apply static fusion strategies that limit adaptability across forecast horizons. These limitations create bottlenecks in capturing nuanced, horizon-specific relationships in time-series data. To solve this problem, we propose T3Time, a novel trimodal framework consisting of time, spectral, and prompt branches, where the dedicated frequency encoding branch captures the periodic structures along with a gating mechanism that learns prioritization between temporal and spectral features based on the prediction horizon. We also proposed a mechanism which adaptively aggregates multiple cross-modal alignment heads by dynamically weighting the importance of each head based on the features. Extensive experiments on benchmark datasets demonstrate that our model consistently outperforms state-of-the-art baselines, achieving an average reduction of 3.28% in MSE and 2.29% in MAE. Furthermore, it shows strong generalization in few-shot learning settings: with 5% training data, we see a reduction in MSE and MAE by 4.13% and 1.91%, respectively; and with 10% data, by 3.62% and 1.98% on average. Code - https://github.com/monaf-chowdhury/T3Time/

  • 3 authors
·
Aug 5, 2025

MambaMixer: Efficient Selective State Space Models with Dual Token and Channel Selection

Recent advances in deep learning have mainly relied on Transformers due to their data dependency and ability to learn at scale. The attention module in these architectures, however, exhibits quadratic time and space in input size, limiting their scalability for long-sequence modeling. Despite recent attempts to design efficient and effective architecture backbone for multi-dimensional data, such as images and multivariate time series, existing models are either data independent, or fail to allow inter- and intra-dimension communication. Recently, State Space Models (SSMs), and more specifically Selective State Space Models, with efficient hardware-aware implementation, have shown promising potential for long sequence modeling. Motivated by the success of SSMs, we present MambaMixer, a new architecture with data-dependent weights that uses a dual selection mechanism across tokens and channels, called Selective Token and Channel Mixer. MambaMixer connects selective mixers using a weighted averaging mechanism, allowing layers to have direct access to early features. As a proof of concept, we design Vision MambaMixer (ViM2) and Time Series MambaMixer (TSM2) architectures based on the MambaMixer block and explore their performance in various vision and time series forecasting tasks. Our results underline the importance of selective mixing across both tokens and channels. In ImageNet classification, object detection, and semantic segmentation tasks, ViM2 achieves competitive performance with well-established vision models and outperforms SSM-based vision models. In time series forecasting, TSM2 achieves outstanding performance compared to state-of-the-art methods while demonstrating significantly improved computational cost. These results show that while Transformers, cross-channel attention, and MLPs are sufficient for good performance in time series forecasting, neither is necessary.

  • 3 authors
·
Mar 28, 2024 1

Effectively Modeling Time Series with Simple Discrete State Spaces

Time series modeling is a well-established problem, which often requires that methods (1) expressively represent complicated dependencies, (2) forecast long horizons, and (3) efficiently train over long sequences. State-space models (SSMs) are classical models for time series, and prior works combine SSMs with deep learning layers for efficient sequence modeling. However, we find fundamental limitations with these prior approaches, proving their SSM representations cannot express autoregressive time series processes. We thus introduce SpaceTime, a new state-space time series architecture that improves all three criteria. For expressivity, we propose a new SSM parameterization based on the companion matrix -- a canonical representation for discrete-time processes -- which enables SpaceTime's SSM layers to learn desirable autoregressive processes. For long horizon forecasting, we introduce a "closed-loop" variation of the companion SSM, which enables SpaceTime to predict many future time-steps by generating its own layer-wise inputs. For efficient training and inference, we introduce an algorithm that reduces the memory and compute of a forward pass with the companion matrix. With sequence length ell and state-space size d, we go from O(d ell) na\"ively to O(d + ell). In experiments, our contributions lead to state-of-the-art results on extensive and diverse benchmarks, with best or second-best AUROC on 6 / 7 ECG and speech time series classification, and best MSE on 14 / 16 Informer forecasting tasks. Furthermore, we find SpaceTime (1) fits AR(p) processes that prior deep SSMs fail on, (2) forecasts notably more accurately on longer horizons than prior state-of-the-art, and (3) speeds up training on real-world ETTh1 data by 73% and 80% relative wall-clock time over Transformers and LSTMs.

  • 6 authors
·
Mar 16, 2023

MPTSNet: Integrating Multiscale Periodic Local Patterns and Global Dependencies for Multivariate Time Series Classification

Multivariate Time Series Classification (MTSC) is crucial in extensive practical applications, such as environmental monitoring, medical EEG analysis, and action recognition. Real-world time series datasets typically exhibit complex dynamics. To capture this complexity, RNN-based, CNN-based, Transformer-based, and hybrid models have been proposed. Unfortunately, current deep learning-based methods often neglect the simultaneous construction of local features and global dependencies at different time scales, lacking sufficient feature extraction capabilities to achieve satisfactory classification accuracy. To address these challenges, we propose a novel Multiscale Periodic Time Series Network (MPTSNet), which integrates multiscale local patterns and global correlations to fully exploit the inherent information in time series. Recognizing the multi-periodicity and complex variable correlations in time series, we use the Fourier transform to extract primary periods, enabling us to decompose data into multiscale periodic segments. Leveraging the inherent strengths of CNN and attention mechanism, we introduce the PeriodicBlock, which adaptively captures local patterns and global dependencies while offering enhanced interpretability through attention integration across different periodic scales. The experiments on UEA benchmark datasets demonstrate that the proposed MPTSNet outperforms 21 existing advanced baselines in the MTSC tasks.

  • 3 authors
·
Mar 7, 2025

SciTS: Scientific Time Series Understanding and Generation with LLMs

The scientific reasoning ability of large language models (LLMs) has recently attracted significant attention. Time series, as a fundamental modality in scientific data, presents unique challenges that are often overlooked in current multimodal LLMs, which either encode numerical sequences as text or convert them into images. Such approaches may be insufficient for comprehensive scientific time series understanding and generation. Existing unified time series models typically specialise in either forecasting or analysis, and their effectiveness on non-periodic, heterogeneous scientific signals remains unclear. To address these gaps, we introduce SciTS, a benchmark spanning 12 scientific domains and 43 tasks, with over 50k+ instances, both univariate and multivariate signals ranging from 10^0 to 10^7 in length and up to 10~MHz in frequency. We benchmark 17 models, including text-only LLMs, multimodal LLMs, and unified time series models, and find that general-purpose LLMs exhibit stronger generalisability than specialised time series models, while representing time series as text or images limits their performance due to excessively long sequences and loss of numerical precision, respectively. We then introduce TimeOmni, a framework that equips LLMs with the ability to understand and generate time series while remaining compatible with general-purpose LLM training. This work fills a gap in both dedicated benchmarks and modelling frameworks for scientific time series, paving the way for LLMs to understand and generate complex temporal scientific data.

  • 15 authors
·
Sep 26, 2025

Chronos Policy: Learning Robot Policies on Physical Time

Robot policies often convert sensing and control into fixed-rate observation-action sequences, leaving physical time implicit in sequence position. This assumption breaks when observation rates or delays vary, or when inference latency changes. We introduce Chronos Policy, which makes physical time explicit by conditioning on observation capture times and desired action execution times. We study two ways to incorporate time into a diffusion transformer: adding timestamp embeddings to token features, or encoding physical time in positional encoding through time-aware rotary positional encodings (time-aware RoPE). We find that time-aware RoPE is more robust, allowing attention to depend directly on physical time while keeping token content unchanged. During training, we temporally randomize which observations are sampled and when the action chunk begins, exposing the policy to a wider range of sensing and execution schedules that may occur during deployments. This also enables learning from asynchronous, multi-rate data without forcing all measurements onto a fixed temporal grid. Across simulation and real-world experiments, Chronos Policy improves performance on dynamic tasks, where observation-to-action timing is critical, and on multisensory tasks, where the relative timing between observations matters. On standard quasi-static tasks, it preserves nominal performance while improving robustness to changes in sensing and inference timing.

  • 3 authors
·
Oct 8

How to Train Your HiPPO: State Space Models with Generalized Orthogonal Basis Projections

Linear time-invariant state space models (SSM) are a classical model from engineering and statistics, that have recently been shown to be very promising in machine learning through the Structured State Space sequence model (S4). A core component of S4 involves initializing the SSM state matrix to a particular matrix called a HiPPO matrix, which was empirically important for S4's ability to handle long sequences. However, the specific matrix that S4 uses was actually derived in previous work for a particular time-varying dynamical system, and the use of this matrix as a time-invariant SSM had no known mathematical interpretation. Consequently, the theoretical mechanism by which S4 models long-range dependencies actually remains unexplained. We derive a more general and intuitive formulation of the HiPPO framework, which provides a simple mathematical interpretation of S4 as a decomposition onto exponentially-warped Legendre polynomials, explaining its ability to capture long dependencies. Our generalization introduces a theoretically rich class of SSMs that also lets us derive more intuitive S4 variants for other bases such as the Fourier basis, and explains other aspects of training S4, such as how to initialize the important timescale parameter. These insights improve S4's performance to 86% on the Long Range Arena benchmark, with 96% on the most difficult Path-X task.

  • 5 authors
·
Jun 23, 2022

Taking ROCKET on an Efficiency Mission: Multivariate Time Series Classification with LightWaveS

Nowadays, with the rising number of sensors in sectors such as healthcare and industry, the problem of multivariate time series classification (MTSC) is getting increasingly relevant and is a prime target for machine and deep learning approaches. Their expanding adoption in real-world environments is causing a shift in focus from the pursuit of ever-higher prediction accuracy with complex models towards practical, deployable solutions that balance accuracy and parameters such as prediction speed. An MTSC model that has attracted attention recently is ROCKET, based on random convolutional kernels, both because of its very fast training process and its state-of-the-art accuracy. However, the large number of features it utilizes may be detrimental to inference time. Examining its theoretical background and limitations enables us to address potential drawbacks and present LightWaveS: a framework for accurate MTSC, which is fast both during training and inference. Specifically, utilizing wavelet scattering transformation and distributed feature selection, we manage to create a solution that employs just 2.5% of the ROCKET features, while achieving accuracy comparable to recent MTSC models. LightWaveS also scales well across multiple compute nodes and with the number of input channels during training. In addition, it can significantly reduce the input size and provide insight to an MTSC problem by keeping only the most useful channels. We present three versions of our algorithm and their results on distributed training time and scalability, accuracy, and inference speedup. We show that we achieve speedup ranging from 9x to 53x compared to ROCKET during inference on an edge device, on datasets with comparable accuracy.

  • 4 authors
·
Apr 4, 2022

ShapeFormer: Shapelet Transformer for Multivariate Time Series Classification

Multivariate time series classification (MTSC) has attracted significant research attention due to its diverse real-world applications. Recently, exploiting transformers for MTSC has achieved state-of-the-art performance. However, existing methods focus on generic features, providing a comprehensive understanding of data, but they ignore class-specific features crucial for learning the representative characteristics of each class. This leads to poor performance in the case of imbalanced datasets or datasets with similar overall patterns but differing in minor class-specific details. In this paper, we propose a novel Shapelet Transformer (ShapeFormer), which comprises class-specific and generic transformer modules to capture both of these features. In the class-specific module, we introduce the discovery method to extract the discriminative subsequences of each class (i.e. shapelets) from the training set. We then propose a Shapelet Filter to learn the difference features between these shapelets and the input time series. We found that the difference feature for each shapelet contains important class-specific features, as it shows a significant distinction between its class and others. In the generic module, convolution filters are used to extract generic features that contain information to distinguish among all classes. For each module, we employ the transformer encoder to capture the correlation between their features. As a result, the combination of two transformer modules allows our model to exploit the power of both types of features, thereby enhancing the classification performance. Our experiments on 30 UEA MTSC datasets demonstrate that ShapeFormer has achieved the highest accuracy ranking compared to state-of-the-art methods. The code is available at https://github.com/xuanmay2701/shapeformer.

  • 4 authors
·
May 23, 2024

Time is Not a Label: Continuous Phase Rotation for Temporal Knowledge Graphs and Agentic Memory

Structured memory representations such as knowledge graphs are central to autonomous agents and other long-lived systems. However, most existing approaches model time as discrete metadata, either sorting by recency (burying old-yet-permanent knowledge), simply overwriting outdated facts, or requiring an expensive LLM call at every ingestion step, leaving them unable to distinguish persistent facts from evolving ones. To address this, we introduce RoMem, a drop-in temporal knowledge graph module for structured memory systems, applicable to agentic memory and beyond. A pretrained Semantic Speed Gate maps each relation's text embedding to a volatility score, learning from data that evolving relations (e.g., "president of") should rotate fast while persistent ones (e.g., "born in") should remain stable. Combined with continuous phase rotation, this enables geometric shadowing: obsolete facts are rotated out of phase in complex vector space, so temporally correct facts naturally outrank contradictions without deletion. On temporal knowledge graph completion, RoMem achieves state-of-the-art results on ICEWS05-15 (72.6 MRR). Applied to agentic memory, it delivers 2-3x MRR and answer accuracy on temporal reasoning (MultiTQ), dominates hybrid benchmark (LoCoMo), preserves static memory with zero degradation (DMR-MSC), and generalises zero-shot to unseen financial domains (FinTMMBench).

KARMA: A Multilevel Decomposition Hybrid Mamba Framework for Multivariate Long-Term Time Series Forecasting

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

  • 7 authors
·
Jun 10, 2025

Instruction-based Time Series Editing

In time series editing, we aim to modify some properties of a given time series without altering others. For example, when analyzing a hospital patient's blood pressure, we may add a sudden early drop and observe how it impacts their future while preserving other conditions. Existing diffusion-based editors rely on rigid, predefined attribute vectors as conditions and produce all-or-nothing edits through sampling. This attribute- and sampling-based approach limits flexibility in condition format and lacks customizable control over editing strength. To overcome these limitations, we introduce Instruction-based Time Series Editing, where users specify intended edits using natural language. This allows users to express a wider range of edits in a more accessible format. We then introduce InstructTime, the first instruction-based time series editor. InstructTime takes in time series and instructions, embeds them into a shared multi-modal representation space, then decodes their embeddings to generate edited time series. By learning a structured multi-modal representation space, we can easily interpolate between embeddings to achieve varying degrees of edit. To handle local and global edits together, we propose multi-resolution encoders. In our experiments, we use synthetic and real datasets and find that InstructTime is a state-of-the-art time series editor: InstructTime achieves high-quality edits with controllable strength, can generalize to unseen instructions, and can be easily adapted to unseen conditions through few-shot learning.

  • 5 authors
·
Aug 2, 2025

SPDNet: Seasonal-Periodic Decomposition Network for Advanced Residential Demand Forecasting

Residential electricity demand forecasting is critical for efficient energy management and grid stability. Accurate predictions enable utility companies to optimize planning and operations. However, real-world residential electricity demand data often exhibit intricate temporal variability, including multiple seasonalities, periodicities, and abrupt fluctuations, which pose significant challenges for forecasting models. Previous models that rely on statistical methods, recurrent, convolutional neural networks, and transformers often struggle to capture these intricate temporal dynamics. To address these challenges, we propose the Seasonal-Periodic Decomposition Network (SPDNet), a novel deep learning framework consisting of two main modules. The first is the Seasonal-Trend Decomposition Module (STDM), which decomposes the input data into trend, seasonal, and residual components. The second is the Periodical Decomposition Module (PDM), which employs the Fast Fourier Transform to identify the dominant periods. For each dominant period, 1D input data is reshaped into a 2D tensor, where rows represent periods and columns correspond to frequencies. The 2D representations are then processed through three submodules: a 1D convolution to capture sharp fluctuations, a transformer-based encoder to model global patterns, and a 2D convolution to capture interactions between periods. Extensive experiments conducted on real-world residential electricity load data demonstrate that SPDNet outperforms traditional and advanced models in both forecasting accuracy and computational efficiency. The code is available in this repository: https://github.com/Tims2D/SPDNet.

  • 3 authors
·
Mar 27, 2025

Timo: Towards Better Temporal Reasoning for Language Models

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.

  • 7 authors
·
Jun 20, 2024

TimelyGPT: Extrapolatable Transformer Pre-training for Long-term Time-Series Forecasting in Healthcare

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.

  • 6 authors
·
Nov 29, 2023

DoTime: A Synthetic Benchmark Generator for Interventional and Counterfactual Time Series

Most benchmarks for causal inference over time series are observational, small, or domain-specific, leaving interventional and counterfactual estimation under-served exactly where it matters most, such as in healthcare, policy evaluation, and climate science. We introduce DoTime, an open, scalable, and theoretically grounded generator of multivariate temporal structural causal models (TSCMs) with interventions, released as the dotime PyPI package together with four frozen evaluation suites. Beyond existing work, it adds capabilities absent from prior generators: continuous-time intervention windows, counterfactual sampling modes with a positivity guard, regime-switching SCMs as a strict generalization of interrupted time series, non-stationary dynamics by construction with switching SCM parameters, and deterministic ramp and sinusoidal intervention profiles that place trends and structural breaks inside the evaluation window. Moreover, it demonstrates the suitability of the generator as a prior for a causal foundation model reference implementation. The released suites span a training-scale snapshot of 100{,}000 trajectories and eight named identification structures, each with exact ground truth: paired interventional trajectories from the same SCM throughout, and shared-noise counterfactuals in the continuous-time suite. We ship reference baseline implementations with an evaluation harness, and pose a falsifiable claim: interventional training buys a measurable direction-accuracy advantage over an observational model of identical capacity. It is tested across three training seeds per arm. Under structure-matched evaluation on held-out episodes, the interventional prior-fitted network's (PFN) gap is positive in every structure, trajectory length, and seed tested.

  • 3 authors
·
Jul 28

Automated Chronotyping from a Daily Calendar using Machine Learning

Chronotype compares individuals' circadian phase to others. It contextualizes mental health risk assessments and detection of social jet lag, which can hamper mental health and cognitive performance. Existing ways of determining chronotypes, such as Dim Light Melatonin Onset (DLMO) or the Morningness-Eveningness Questionnaire (MEQ), are limited by being discrete in time and time-intensive to update, meaning they rarely capture real-world variability across time. Chronotyping users based on a daily planner app might augment existing methods to enable assessment continuously and at scale. This paper reports the construction of a supervised binary classifier that attempts to demonstrate the feasibility of this approach. 1,460 registered users from the Owaves app opted in by filling out the MEQ survey between July 14, 2022, and May 1, 2023. 142 met the eligibility criteria. We used multimodal app data from individuals identified as morning and evening types from MEQ data, basing the classifier on app time series data. This included daily timing for 8 main lifestyle activity types: exercise, sleep, social interactions, meal times, relaxation, work, play, and miscellaneous, as defined in the app. The timing of activities showed substantial change across time, as well as heterogeneity by activity type. Our novel chronotyping classifier was able to predict the morningness and eveningness of its users with an ROC AUC of 0.70. Our findings demonstrate the feasibility of chronotype classification from multimodal, real-world app data, while highlighting fundamental challenges to applying discrete and fixed labels to complex, dynamic, multimodal behaviors. Our findings suggest a potential for real-time monitoring of shifts in chronotype specific to different causes (i.e. types of activity), which could feasibly be used to support future, prospective mental health support research.

  • 7 authors
·
Jul 8, 2024

TAU: Modeling Temporal Consistency Through Temporal Attentive U-Net for PPG Peak Detection

Photoplethysmography (PPG) sensors have been widely used in consumer wearable devices to monitor heart rates (HR) and heart rate variability (HRV). Despite the prevalence, PPG signals can be contaminated by motion artifacts induced from daily activities. Existing approaches mainly use the amplitude information to perform PPG peak detection. However, these approaches cannot accurately identify peaks, since motion artifacts may bring random and significant amplitude variations. To improve the performance of PPG peak detection, the time information can be used. Specifically, heart rates exhibit temporal consistency that consecutive heartbeat intervals in a normal person can have limited variations. To leverage the temporal consistency, we propose the Temporal Attentive U-Net, i.e., TAU, to accurately detect peaks from PPG signals. In TAU, we design a time module that encodes temporal consistency in temporal embeddings. We integrate the amplitude information with temporal embeddings using the attention mechanism to estimate peak labels. Our experimental results show that TAU outperforms eleven baselines on heart rate estimation by more than 22.4%. Our TAU model achieves the best performance across various Signal-to-Noise Ratio (SNR) levels. Moreover, we achieve Pearson correlation coefficients higher than 0.9 (p < 0.01) on estimating HRV features from low-noise-level PPG signals.

  • 3 authors
·
Mar 12, 2025

Looped SSMs: Depth-Recurrence and Input Reshaping for Time Series Classification

State Space Models (SSMs) are inherently recurrent along the sequence dimension, yet depth-recurrence - reusing the same block repeatedly across layers, as recently applied in looped transformers - has not been explored in this model family. We show that a looped SSM with k parameters iterated L times consistently closely matches or outperforms a standard SSM with k cdot L independent parameters across four architectures (LRU, S5, LinOSS, LrcSSM) and six time series classification benchmarks, despite operating within a strictly smaller hypothesis space, as we formally establish. Since the larger model contains the looped model as a special case, this dominance cannot be explained by expressivity and instead points to parameter sharing across depth as a beneficial inductive bias that simplifies optimization. These results demonstrate that depth-recurrence is orthogonal to sequence-recurrence and independently beneficial. We further show that input reshaping is an equally neglected design axis: concatenating timesteps for low-dimensional inputs, or flattening and rechunking the joint feature-time dimension for high-dimensional ones, yields accuracy gains of 1-6% across all models, confirmed over 5 random seeds. Both techniques provide standalone improvements that compound when combined, suggesting that depth and input reshaping are two independent and underexplored design axes for SSMs on time series.

  • 4 authors
·
May 14

ChronoMagic-Bench: A Benchmark for Metamorphic Evaluation of Text-to-Time-lapse Video Generation

We propose a novel text-to-video (T2V) generation benchmark, ChronoMagic-Bench, to evaluate the temporal and metamorphic capabilities of the T2V models (e.g. Sora and Lumiere) in time-lapse video generation. In contrast to existing benchmarks that focus on the visual quality and textual relevance of generated videos, ChronoMagic-Bench focuses on the model's ability to generate time-lapse videos with significant metamorphic amplitude and temporal coherence. The benchmark probes T2V models for their physics, biology, and chemistry capabilities, in a free-form text query. For these purposes, ChronoMagic-Bench introduces 1,649 prompts and real-world videos as references, categorized into four major types of time-lapse videos: biological, human-created, meteorological, and physical phenomena, which are further divided into 75 subcategories. This categorization comprehensively evaluates the model's capacity to handle diverse and complex transformations. To accurately align human preference with the benchmark, we introduce two new automatic metrics, MTScore and CHScore, to evaluate the videos' metamorphic attributes and temporal coherence. MTScore measures the metamorphic amplitude, reflecting the degree of change over time, while CHScore assesses the temporal coherence, ensuring the generated videos maintain logical progression and continuity. Based on the ChronoMagic-Bench, we conduct comprehensive manual evaluations of ten representative T2V models, revealing their strengths and weaknesses across different categories of prompts, and providing a thorough evaluation framework that addresses current gaps in video generation research. Moreover, we create a large-scale ChronoMagic-Pro dataset, containing 460k high-quality pairs of 720p time-lapse videos and detailed captions ensuring high physical pertinence and large metamorphic amplitude.

  • 10 authors
·
Jun 26, 2024 3

MRAG: A Modular Retrieval Framework for Time-Sensitive Question Answering

Understanding temporal relations and answering time-sensitive questions is crucial yet a challenging task for question-answering systems powered by large language models (LLMs). Existing approaches either update the parametric knowledge of LLMs with new facts, which is resource-intensive and often impractical, or integrate LLMs with external knowledge retrieval (i.e., retrieval-augmented generation). However, off-the-shelf retrievers often struggle to identify relevant documents that require intensive temporal reasoning. To systematically study time-sensitive question answering, we introduce the TempRAGEval benchmark, which repurposes existing datasets by incorporating temporal perturbations and gold evidence labels. As anticipated, all existing retrieval methods struggle with these temporal reasoning-intensive questions. We further propose Modular Retrieval (MRAG), a trainless framework that includes three modules: (1) Question Processing that decomposes question into a main content and a temporal constraint; (2) Retrieval and Summarization that retrieves evidence and uses LLMs to summarize according to the main content; (3) Semantic-Temporal Hybrid Ranking that scores each evidence summarization based on both semantic and temporal relevance. On TempRAGEval, MRAG significantly outperforms baseline retrievers in retrieval performance, leading to further improvements in final answer accuracy.

  • 6 authors
·
Dec 19, 2024

Temporal-Visual Semantic Alignment: A Unified Architecture for Transferring Spatial Priors from Vision Models to Zero-Shot Temporal Tasks

Large Multimodal Models (LMMs) have achieved remarkable progress in aligning and generating content across text and image modalities. However, the potential of using non-visual, continuous sequential, as a conditioning signal for high-fidelity image generation remains largely unexplored. Furthermore, existing methods that convert series into "pseudo-images" for temporal forecasting fail to establish semantic-level alignment. In this paper, we propose TimeArtist, a temporal-visual conversion framework that pioneers semantic-level alignment between time series fluctuations and visual concepts. It pioneers a "warmup-align" paradigm: first, a dual-autoencoder and shared quantizer are self-supervised trained on large-scale datasets to learn modality-shared representations. Then, the encoders and quantizer are frozen, and a projection is introduced to align temporal and visual samples at the representation level. TimeArtist establishes a versatile cross-modal framework, enabling high-quality, diverse image generation directly from time series, while capturing temporal fluctuation patterns to render images as styles transfer. Extensive experiments show that TimeArtist achieves satisfactory performance in image generation metrics, while also attaining superior results in zero-shot temporal tasks. Our work establishes a new paradigm for cross-modal generation, bridging the gap between temporal dynamics and visual semantics.

  • 4 authors
·
Nov 24, 2025

One-for-All: A Lightweight Stabilized and Parameter-Efficient Pre-trained LLM for Time Series Forecasting

We address the challenge of adapting pre-trained Large Language Models (LLMs) for multivariate time-series analysis, where their deployment is often hindered by prohibitive computational and memory demands. Our solution, One-for-All, introduces Gaussian Rank-Stabilized Low-Rank Adapters (rsLoRA) to enable parameter-efficient fine-tuning of frozen LLMs. While inspired by LoRA, rsLoRA introduces a mathematically grounded rank-stabilization mechanism that enables provable gradient stability at low ranks a novel contribution absent in prior PEFT methods. Our framework injects trainable rank decomposition matrices (rank 16) into positional embeddings and output layers, while keeping self-attention weights fixed. This design reduces trainable parameters by 6.8times (vs. TimesNet), 21times (vs. GPT4TS), and 11.8times (vs. TIME-LLM), while achieving a 168-1,776times smaller memory footprint (2.2MiB vs. 340MiB-4.18GiB in SOTA models). Rigorous evaluation across six time-series tasks demonstrates that One-for-All achieves state-of-the-art efficiency-accuracy trade-offs: 5.5times higher parameter efficiency (MSE=5.50) than TimesNet and 21times better than GPT4TS, while matching their forecasting accuracy (MSE=0.33). The framework's stability is validated through consistent performance across diverse horizons (96-720 steps) and datasets (ETT, Weather, M3, M4), with 98.3% fewer parameters than conventional transformers. These advances enable deployment on edge devices for healthcare, finance, and environmental monitoring without compromising performance.

  • 3 authors
·
Mar 30

Moirai-MoE: Empowering Time Series Foundation Models with Sparse Mixture of Experts

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.

  • 10 authors
·
Oct 14, 2024

AutoTimes: Autoregressive Time Series Forecasters via Large Language Models

Foundation models of time series have not been fully developed due to the limited availability of time series corpora and the underexploration of scalable pre-training. Based on the similar sequential formulation of time series and natural language, increasing research demonstrates the feasibility of leveraging large language models (LLM) for time series. Nevertheless, the inherent autoregressive property and decoder-only architecture of LLMs have not been fully considered, resulting in insufficient utilization of LLM abilities. To fully revitalize the general-purpose token transition and multi-step generation capability of large language models, we propose AutoTimes to repurpose LLMs as autoregressive time series forecasters, which projects time series into the embedding space of language tokens and autoregressively generates future predictions with arbitrary lengths. Compatible with any decoder-only LLMs, the consequent forecaster exhibits the flexibility of the lookback length and scalability with larger LLMs. Further, we formulate time series as prompts, extending the context for prediction beyond the lookback window, termed in-context forecasting. By introducing LLM-embedded textual timestamps, AutoTimes can utilize chronological information to align multivariate time series. Empirically, AutoTimes achieves state-of-the-art with 0.1% trainable parameters and over 5times training/inference speedup compared to advanced LLM-based forecasters. Code is available at this repository: https://github.com/thuml/AutoTimes.

  • 5 authors
·
Feb 4, 2024

Temporal Feature Matters: A Framework for Diffusion Model Quantization

The Diffusion models, widely used for image generation, face significant challenges related to their broad applicability due to prolonged inference times and high memory demands. Efficient Post-Training Quantization (PTQ) is crucial to address these issues. However, unlike traditional models, diffusion models critically rely on the time-step for the multi-round denoising. Typically, each time-step is encoded into a hypersensitive temporal feature by several modules. Despite this, existing PTQ methods do not optimize these modules individually. Instead, they employ unsuitable reconstruction objectives and complex calibration methods, leading to significant disturbances in the temporal feature and denoising trajectory, as well as reduced compression efficiency. To address these challenges, we introduce a novel quantization framework that includes three strategies: 1) TIB-based Maintenance: Based on our innovative Temporal Information Block (TIB) definition, Temporal Information-aware Reconstruction (TIAR) and Finite Set Calibration (FSC) are developed to efficiently align original temporal features. 2) Cache-based Maintenance: Instead of indirect and complex optimization for the related modules, pre-computing and caching quantized counterparts of temporal features are developed to minimize errors. 3) Disturbance-aware Selection: Employ temporal feature errors to guide a fine-grained selection between the two maintenance strategies for further disturbance reduction. This framework preserves most of the temporal information and ensures high-quality end-to-end generation. Extensive testing on various datasets, diffusion models and hardware confirms our superior performance and acceleration..

  • 7 authors
·
Jul 28, 2024

Chronos-2: From Univariate to Universal Forecasting

Pretrained time series models have enabled inference-only forecasting systems that produce accurate predictions without task-specific training. However, existing approaches largely focus on univariate forecasting, limiting their applicability in real-world scenarios where multivariate data and covariates play a crucial role. We present Chronos-2, a pretrained model capable of handling univariate, multivariate, and covariate-informed forecasting tasks in a zero-shot manner. Chronos-2 employs a group attention mechanism that facilitates in-context learning (ICL) through efficient information sharing across multiple time series within a group, which may represent sets of related series, variates of a multivariate series, or targets and covariates in a forecasting task. These general capabilities are achieved through training on synthetic datasets that impose diverse multivariate structures on univariate series. Chronos-2 delivers state-of-the-art performance across three comprehensive benchmarks: fev-bench, GIFT-Eval, and Chronos Benchmark II. On fev-bench, which emphasizes multivariate and covariate-informed forecasting, Chronos-2's universal ICL capabilities lead to substantial improvements over existing models. On tasks involving covariates, it consistently outperforms baselines by a wide margin. Case studies in the energy and retail domains further highlight its practical advantages. The in-context learning capabilities of Chronos-2 establish it as a general-purpose forecasting model that can be used "as is" in real-world forecasting pipelines.

amazon Amazon
·
Oct 17, 2025 3

Towards Foundation Models for Zero-Shot Time Series Anomaly Detection: Leveraging Synthetic Data and Relative Context Discrepancy

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.

  • 7 authors
·
Sep 25, 2025

TimeMaster: Training Time-Series Multimodal LLMs to Reason via Reinforcement Learning

Time-series reasoning remains a significant challenge in multimodal large language models (MLLMs) due to the dynamic temporal patterns, ambiguous semantics, and lack of temporal priors. In this work, we introduce TimeMaster, a reinforcement learning (RL)-based method that enables time-series MLLMs to perform structured, interpretable reasoning directly over visualized time-series inputs and task prompts. TimeMaster adopts a three-part structured output format, reasoning, classification, and domain-specific extension, and is optimized via a composite reward function that aligns format adherence, prediction accuracy, and open-ended insight quality. The model is trained using a two-stage pipeline: we first apply supervised fine-tuning (SFT) to establish a good initialization, followed by Group Relative Policy Optimization (GRPO) at the token level to enable stable and targeted reward-driven improvement in time-series reasoning. We evaluate TimeMaster on the TimerBed benchmark across six real-world classification tasks based on Qwen2.5-VL-3B-Instruct. TimeMaster achieves state-of-the-art performance, outperforming both classical time-series models and few-shot GPT-4o by over 14.6% and 7.3% performance gain, respectively. Notably, TimeMaster goes beyond time-series classification: it also exhibits expert-like reasoning behavior, generates context-aware explanations, and delivers domain-aligned insights. Our results highlight that reward-driven RL can be a scalable and promising path toward integrating temporal understanding into time-series MLLMs.

  • 6 authors
·
Jun 16, 2025

DyMRL: Dynamic Multispace Representation Learning for Multimodal Event Forecasting in Knowledge Graph

Accurate representation of multimodal knowledge is crucial for event forecasting in real-world scenarios. However, existing studies have largely focused on static settings, overlooking the dynamic acquisition and fusion of multimodal knowledge. 1) At the knowledge acquisition level, how to learn time-sensitive information of different modalities, especially the dynamic structural modality. Existing dynamic learning methods are often limited to shallow structures across heterogeneous spaces or simple unispaces, making it difficult to capture deep relation-aware geometric features. 2) At the knowledge fusion level, how to learn evolving multimodal fusion features. Existing knowledge fusion methods based on static coattention struggle to capture the varying historical contributions of different modalities to future events. To this end, we propose DyMRL, a Dynamic Multispace Representation Learning approach to efficiently acquire and fuse multimodal temporal knowledge. 1) For the former issue, DyMRL integrates time-specific structural features from Euclidean, hyperbolic, and complex spaces into a relational message-passing framework to learn deep representations, reflecting human intelligences in associative thinking, high-order abstracting, and logical reasoning. Pretrained models endow DyMRL with time-sensitive visual and linguistic intelligences. 2) For the latter concern, DyMRL incorporates advanced dual fusion-evolution attention mechanisms that assign dynamic learning emphases equally to different modalities at different timestamps in a symmetric manner. To evaluate DyMRL's event forecasting performance through leveraging its learned multimodal temporal knowledge in history, we construct four multimodal temporal knowledge graph benchmarks. Extensive experiments demonstrate that DyMRL outperforms state-of-the-art dynamic unimodal and static multimodal baseline methods.

  • 5 authors
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Mar 24

Mixed Neural Voxels for Fast Multi-view Video Synthesis

Synthesizing high-fidelity videos from real-world multi-view input is challenging because of the complexities of real-world environments and highly dynamic motions. Previous works based on neural radiance fields have demonstrated high-quality reconstructions of dynamic scenes. However, training such models on real-world scenes is time-consuming, usually taking days or weeks. In this paper, we present a novel method named MixVoxels to better represent the dynamic scenes with fast training speed and competitive rendering qualities. The proposed MixVoxels represents the 4D dynamic scenes as a mixture of static and dynamic voxels and processes them with different networks. In this way, the computation of the required modalities for static voxels can be processed by a lightweight model, which essentially reduces the amount of computation, especially for many daily dynamic scenes dominated by the static background. To separate the two kinds of voxels, we propose a novel variation field to estimate the temporal variance of each voxel. For the dynamic voxels, we design an inner-product time query method to efficiently query multiple time steps, which is essential to recover the high-dynamic motions. As a result, with 15 minutes of training for dynamic scenes with inputs of 300-frame videos, MixVoxels achieves better PSNR than previous methods. Codes and trained models are available at https://github.com/fengres/mixvoxels

  • 5 authors
·
Nov 30, 2022

pLSTM: parallelizable Linear Source Transition Mark networks

Modern recurrent architectures, such as xLSTM and Mamba, have recently challenged the Transformer in language modeling. However, their structure constrains their applicability to sequences only or requires processing multi-dimensional data structures, such as images or molecular graphs, in a pre-defined sequential order. In contrast, Multi-Dimensional RNNs (MDRNNs) are well suited for data with a higher level structure, like 2D grids, trees, and directed acyclic graphs (DAGs). In this work, we extend the notion of multi-dimensionality to linear RNNs. We introduce parallelizable Linear Source Transition Mark networks (pLSTMs) using Source, Transition, and Mark gates that act on the line graph of a general DAG. This enables parallelization in analogy to parallel associative scans and the chunkwise-recurrent form of sequential linear RNNs, but for DAGs. For regular grids (1D and 2D), like images, this scheme can be efficiently implemented using einsum operations, concatenations, and padding in logarithmic time. pLSTMs tackle the vanishing/exploding activation/gradient problem for long distances in DAGs via two distinct modes: a directed propagation mode (P-mode) and a diffusive distribution mode (D-mode). To showcase the long-range capabilities of pLSTM, we introduce arrow-pointing extrapolation as a synthetic computer vision task that contains long-distance directional information. We demonstrate that pLSTMs generalize well to larger image sizes, whereas Transformers struggle to extrapolate. On established molecular graph and computer vision benchmarks, pLSTMs also show strong performance. Code and Datasets are available at: https://github.com/ml-jku/plstm_experiments.

  • 5 authors
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Jun 13, 2025 2

M4V: Multimodal Mamba for Efficient Text-to-Video Generation

Text-to-video generation has significantly enriched content creation and holds the potential to evolve into powerful world simulators. However, modeling the vast spatiotemporal space remains computationally demanding, particularly when employing Transformers, which incur quadratic complexity in sequence processing and thus limit practical applications. Recent advancements in linear-time sequence modeling, particularly the Mamba architecture, offer a more efficient alternative. Nevertheless, its plain design limits its direct applicability to multimodal and spatiotemporal video generation tasks. To address these challenges, we introduce M4V, a multimodal Mamba framework for efficient text-to-video generation. Specifically, a MultiModal diffusion Mamba (MM-DiM) block is designed within the framework to enable seamless integration of multimodal information and spatiotemporal modeling. In detail, we introduce a novel multimodal token re-composition design, which employs a bidirectional scheme for multimodal information integration through simple token arrangement, along with visual registers to enhance spatialtemporal consistency. As a result, the MM-DiM blocks in M4V reduce FLOPs by 45% compared with the attention-based alternative when generating videos at 768x1280 resolution. Additionally, several training strategies are explored in this work to provide a better understanding of training text-to-video models using only publicly available datasets. Extensive experiments on text-to-video benchmarks demonstrate M4V's ability to produce high-quality videos while significantly lowering computational costs. Project page: https://huangjch526.github.io/M4V_project/.

  • 8 authors
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Jul 9

TIDES: Implicit Time-Awareness in Selective State Space Models

Selective state space models (SSMs), such as Mamba, achieve strong per-token expressivity by making the time discretization step TildeΔ a learned function of the input. However, in doing so, TildeΔ no longer equals the physical time gap Δ between consecutive observations, limiting the ability of these models to handle irregular time series. Continuous time SSMs, such as S5, keep TildeΔequivΔ and therefore handle irregular timestamps natively, but their dynamics remain linear time invariant (LTI), limiting per token expressivity. We propose TIDES, a selective SSM variant that reconciles selective and continuous architectures by moving input dependence off the step size and onto the diagonal state matrix. As a result, TildeΔequivΔ as in S5, allowing the model to handle irregular timestamps natively without sacrificing the per-token expressivity that makes selective SSMs effective. We show this on a novel Fading Flash experimental benchmark, a compact controlled diagnostic for sequence models that jointly tests input dependence and extrapolation to out-of-distribution Δ values, and isolates the distinct failure modes of current state-of-the-art architectures that TIDES avoids by construction. On large-scale benchmarks, TIDES sets the new best average rank on UEA time series classification and the Physiome ODE regression benchmark, and matches or exceeds the reference baseline model on 6 of 8 natively irregular datasets from astronomy, agriculture, neuromorphic sensing, and climate events. Code available at: https://github.com/TaylanSoydan/TIDES.

ethz ETH Zurich
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Oct 4 2

Temporal Smoothness Regularisers for Neural Link Predictors

Most algorithms for representation learning and link prediction on relational data are designed for static data. However, the data to which they are applied typically evolves over time, including online social networks or interactions between users and items in recommender systems. This is also the case for graph-structured knowledge bases -- knowledge graphs -- which contain facts that are valid only for specific points in time. In such contexts, it becomes crucial to correctly identify missing links at a precise time point, i.e. the temporal prediction link task. Recently, Lacroix et al. and Sadeghian et al. proposed a solution to the problem of link prediction for knowledge graphs under temporal constraints inspired by the canonical decomposition of 4-order tensors, where they regularise the representations of time steps by enforcing temporal smoothing, i.e. by learning similar transformation for adjacent timestamps. However, the impact of the choice of temporal regularisation terms is still poorly understood. In this work, we systematically analyse several choices of temporal smoothing regularisers using linear functions and recurrent architectures. In our experiments, we show that by carefully selecting the temporal smoothing regulariser and regularisation weight, a simple method like TNTComplEx can produce significantly more accurate results than state-of-the-art methods on three widely used temporal link prediction datasets. Furthermore, we evaluate the impact of a wide range of temporal smoothing regularisers on two state-of-the-art temporal link prediction models. Our work shows that simple tensor factorisation models can produce new state-of-the-art results using newly proposed temporal regularisers, highlighting a promising avenue for future research.

  • 4 authors
·
Nov 4, 2024

A Hybrid Framework for Real-Time Data Drift and Anomaly Identification Using Hierarchical Temporal Memory and Statistical Tests

Data Drift is the phenomenon where the generating model behind the data changes over time. Due to data drift, any model built on the past training data becomes less relevant and inaccurate over time. Thus, detecting and controlling for data drift is critical in machine learning models. Hierarchical Temporal Memory (HTM) is a machine learning model developed by Jeff Hawkins, inspired by how the human brain processes information. It is a biologically inspired model of memory that is similar in structure to the neocortex, and whose performance is claimed to be comparable to state of the art models in detecting anomalies in time series data. Another unique benefit of HTMs is its independence from training and testing cycle; all the learning takes place online with streaming data and no separate training and testing cycle is required. In sequential learning paradigm, Sequential Probability Ratio Test (SPRT) offers some unique benefit for online learning and inference. This paper proposes a novel hybrid framework combining HTM and SPRT for real-time data drift detection and anomaly identification. Unlike existing data drift methods, our approach eliminates frequent retraining and ensures low false positive rates. HTMs currently work with one dimensional or univariate data. In a second study, we also propose an application of HTM in multidimensional supervised scenario for anomaly detection by combining the outputs of multiple HTM columns, one for each dimension of the data, through a neural network. Experimental evaluations demonstrate that the proposed method outperforms conventional drift detection techniques like the Kolmogorov-Smirnov (KS) test, Wasserstein distance, and Population Stability Index (PSI) in terms of accuracy, adaptability, and computational efficiency. Our experiments also provide insights into optimizing hyperparameters for real-time deployment in domains such as Telecom.

  • 3 authors
·
Apr 24, 2025

DisTime: Distribution-based Time Representation for Video Large Language Models

Despite advances in general video understanding, Video Large Language Models (Video-LLMs) face challenges in precise temporal localization due to discrete time representations and limited temporally aware datasets. Existing methods for temporal expression either conflate time with text-based numerical values, add a series of dedicated temporal tokens, or regress time using specialized temporal grounding heads. To address these issues, we introduce DisTime, a lightweight framework designed to enhance temporal comprehension in Video-LLMs. DisTime employs a learnable token to create a continuous temporal embedding space and incorporates a Distribution-based Time Decoder that generates temporal probability distributions, effectively mitigating boundary ambiguities and maintaining temporal continuity. Additionally, the Distribution-based Time Encoder re-encodes timestamps to provide time markers for Video-LLMs. To overcome temporal granularity limitations in existing datasets, we propose an automated annotation paradigm that combines the captioning capabilities of Video-LLMs with the localization expertise of dedicated temporal models. This leads to the creation of InternVid-TG, a substantial dataset with 1.25M temporally grounded events across 179k videos, surpassing ActivityNet-Caption by 55 times. Extensive experiments demonstrate that DisTime achieves state-of-the-art performance across benchmarks in three time-sensitive tasks while maintaining competitive performance in Video QA tasks. Code and data are released at https://github.com/josephzpng/DisTime.

  • 7 authors
·
May 30, 2025

PTCL: Pseudo-Label Temporal Curriculum Learning for Label-Limited Dynamic Graph

Dynamic node classification is critical for modeling evolving systems like financial transactions and academic collaborations. In such systems, dynamically capturing node information changes is critical for dynamic node classification, which usually requires all labels at every timestamp. However, it is difficult to collect all dynamic labels in real-world scenarios due to high annotation costs and label uncertainty (e.g., ambiguous or delayed labels in fraud detection). In contrast, final timestamp labels are easier to obtain as they rely on complete temporal patterns and are usually maintained as a unique label for each user in many open platforms, without tracking the history data. To bridge this gap, we propose PTCL(Pseudo-label Temporal Curriculum Learning), a pioneering method addressing label-limited dynamic node classification where only final labels are available. PTCL introduces: (1) a temporal decoupling architecture separating the backbone (learning time-aware representations) and decoder (strictly aligned with final labels), which generate pseudo-labels, and (2) a Temporal Curriculum Learning strategy that prioritizes pseudo-labels closer to the final timestamp by assigning them higher weights using an exponentially decaying function. We contribute a new academic dataset (CoOAG), capturing long-range research interest in dynamic graph. Experiments across real-world scenarios demonstrate PTCL's consistent superiority over other methods adapted to this task. Beyond methodology, we propose a unified framework FLiD (Framework for Label-Limited Dynamic Node Classification), consisting of a complete preparation workflow, training pipeline, and evaluation standards, and supporting various models and datasets. The code can be found at https://github.com/3205914485/FLiD.

  • 7 authors
·
Apr 24, 2025

Time-R1: Towards Comprehensive Temporal Reasoning in LLMs

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.

  • 5 authors
·
May 16, 2025 3

Insight Miner: A Time Series Analysis Dataset for Cross-Domain Alignment with Natural Language

Time-series data is critical across many scientific and industrial domains, including environmental analysis, agriculture, transportation, and finance. However, mining insights from this data typically requires deep domain expertise, a process that is both time-consuming and labor-intensive. In this paper, we propose Insight Miner, a large-scale multimodal model (LMM) designed to generate high-quality, comprehensive time-series descriptions enriched with domain-specific knowledge. To facilitate this, we introduce TS-InsightsAvailable at \href{https://huggingface.co/datasets/zhykoties/time-series-language-alignment{https://huggingface.co/datasets/zhykoties/time-series-language-alignment}.}, the first general-domain dataset for time series and language alignment. TS-Insights contains 100k time-series windows sampled from 20 forecasting datasets. We construct this dataset using a novel agentic workflow, where we use statistical tools to extract features from raw time series before synthesizing them into coherent trend descriptions with GPT-4. Following instruction tuning on TS-Insights, Insight Miner outperforms state-of-the-art multimodal models, such as LLaVA liu2023llava and GPT-4, in generating time-series descriptions and insights. Our findings suggest a promising direction for leveraging LMMs in time series analysis, and serve as a foundational step toward enabling LLMs to interpret time series as a native input modality.

google Google
·
Dec 11, 2025 2

StarEmbed: Benchmarking Time Series Foundation Models on Astronomical Observations of Variable Stars

Time series foundation models (TSFMs) are increasingly being adopted as highly-capable general-purpose time series representation learners. Although their training corpora are vast, they exclude astronomical time series data. Observations of stars produce peta-scale time series with unique challenges including irregular sampling and heteroskedasticity. We introduce StarEmbed, the first public benchmark for rigorous and standardized evaluation of state-of-the-art TSFMs on stellar time series observations (``light curves''). We benchmark on three scientifically-motivated downstream tasks: unsupervised clustering, supervised classification, and out-of-distribution source detection. StarEmbed integrates a catalog of expert-vetted labels with multi-variate light curves from the Zwicky Transient Facility, yielding ~40k hand-labeled light curves spread across seven astrophysical classes. We evaluate the zero-shot representation capabilities of three TSFMs (MOIRAI, Chronos, Chronos-Bolt) and a domain-specific transformer (Astromer) against handcrafted feature extraction, the long-standing baseline in the astrophysics literature. Our results demonstrate that these TSFMs, especially the Chronos models, which are trained on data completely unlike the astronomical observations, can outperform established astrophysics-specific baselines in some tasks and effectively generalize to entirely new data. In particular, TSFMs deliver state-of-the-art performance on our out-of-distribution source detection benchmark. With the first benchmark of TSFMs on astronomical time series data, we test the limits of their generalization and motivate a paradigm shift in time-domain astronomy from using task-specific, fully supervised pipelines toward adopting generic foundation model representations for the analysis of peta-scale datasets from forthcoming observatories.

  • 9 authors
·
Feb 17

Multimodal Language Models for Domain-Specific Procedural Video Summarization

Videos serve as a powerful medium to convey ideas, tell stories, and provide detailed instructions, especially through long-format tutorials. Such tutorials are valuable for learning new skills at one's own pace, yet they can be overwhelming due to their length and dense content. Viewers often seek specific information, like precise measurements or step-by-step execution details, making it essential to extract and summarize key segments efficiently. An intelligent, time-sensitive video assistant capable of summarizing and detecting highlights in long videos is highly sought after. Recent advancements in Multimodal Large Language Models offer promising solutions to develop such an assistant. Our research explores the use of multimodal models to enhance video summarization and step-by-step instruction generation within specific domains. These models need to understand temporal events and relationships among actions across video frames. Our approach focuses on fine-tuning TimeChat to improve its performance in specific domains: cooking and medical procedures. By training the model on domain-specific datasets like Tasty for cooking and MedVidQA for medical procedures, we aim to enhance its ability to generate concise, accurate summaries of instructional videos. We curate and restructure these datasets to create high-quality video-centric instruction data. Our findings indicate that when finetuned on domain-specific procedural data, TimeChat can significantly improve the extraction and summarization of key instructional steps in long-format videos. This research demonstrates the potential of specialized multimodal models to assist with practical tasks by providing personalized, step-by-step guidance tailored to the unique aspects of each domain.

  • 1 authors
·
Jul 7, 2024

Time Series Reasoning via Process-Verifiable Thinking Data Synthesis and Scheduling for Tailored LLM Reasoning

Time series is a pervasive data type across various application domains, rendering the reasonable solving of diverse time series tasks a long-standing goal. Recent advances in large language models (LLMs), especially their reasoning abilities unlocked through reinforcement learning (RL), have opened new opportunities for tackling tasks with long Chain-of-Thought (CoT) reasoning. However, leveraging LLM reasoning for time series remains in its infancy, hindered by the absence of carefully curated time series CoT data for training, limited data efficiency caused by underexplored data scheduling, and the lack of RL algorithms tailored for exploiting such time series CoT data. In this paper, we introduce VeriTime, a framework that tailors LLMs for time series reasoning through data synthesis, data scheduling, and RL training. First, we propose a data synthesis pipeline that constructs a TS-text multimodal dataset with process-verifiable annotations. Second, we design a data scheduling mechanism that arranges training samples according to a principled hierarchy of difficulty and task taxonomy. Third, we develop a two-stage reinforcement finetuning featuring fine-grained, multi-objective rewards that leverage verifiable process-level CoT data. Extensive experiments show that VeriTime substantially boosts LLM performance across diverse time series reasoning tasks. Notably, it enables compact 3B, 4B models to achieve reasoning capabilities on par with or exceeding those of larger proprietary LLMs.

  • 9 authors
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May 6

Temporal Working Memory: Query-Guided Segment Refinement for Enhanced Multimodal Understanding

Multimodal foundation models (MFMs) have demonstrated significant success in tasks such as visual captioning, question answering, and image-text retrieval. However, these models face inherent limitations due to their finite internal capacity, which restricts their ability to process extended temporal sequences, a crucial requirement for comprehensive video and audio analysis. To overcome these challenges, we introduce a specialized cognitive module, temporal working memory (TWM), which aims to enhance the temporal modeling capabilities of MFMs. It selectively retains task-relevant information across temporal dimensions, ensuring that critical details are preserved throughout the processing of video and audio content. The TWM uses a query-guided attention approach to focus on the most informative multimodal segments within temporal sequences. By retaining only the most relevant content, TWM optimizes the use of the model's limited capacity, enhancing its temporal modeling ability. This plug-and-play module can be easily integrated into existing MFMs. With our TWM, nine state-of-the-art models exhibit significant performance improvements across tasks such as video captioning, question answering, and video-text retrieval. By enhancing temporal modeling, TWM extends the capability of MFMs to handle complex, time-sensitive data effectively. Our code is available at https://github.com/xid32/NAACL_2025_TWM.

  • 8 authors
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Feb 9, 2025