TS2Vec is one of the strongest self-supervised methods for time series classification, introduced in 2022. It is designed to be trained anew on every dataset: self-supervised pre-training followed by linear probing. Since then, the field has shifted towards foundation models that reuse one encoder across datasets. Yet TS2Vec offers a compact convolutional architecture that operates directly on temporal samples and accepts variable-length inputs without resampling. We ask whether these properties can be retained when the encoder is pre-trained only once, and show that they can: TS2Vec can essentially be turned into a foundation model. Three changes suffice: pre-train on a synthetic corpus, feed the encoder a raw amplitude view and an instance-normalized shape view of the input through two small stems, and distill one specialist encoder per view into a single encoder. The result, TS2Vec-FM, is a 1.6M-parameter dilated convolutional network that, kept frozen, reaches 83.3% on UCR-128 and 75.3% on UEA-27 under linear probing, within 0.3 pp of MantisV2, the current state of the art, and above TS2Vec trained separately on each target dataset. What we find most interesting is how different TS2Vec-FM is from other foundation models in design: near-parity is reached without attention, without a patch tokenizer, and without intermediate-layer extraction, using an "old-school" convolutional encoder and a two-layer MLP stem.
https://arxiv.org/abs/2610.28602
Deep State-Space Models (Deep SSMs) have shown promising performance and computational benefits in processing of time-series data with complex temporal dependencies. Spiking neural networks (SNNs) constitute a biologically inspired class of deep SSMs, where computing blocks communicate through spikes, discrete single-bit events rather than continuous activation functions. A particularly important task in time-series processing is forecasting, i.e. predicting future values of a sequence from past observations alone. However, how to best perform forecasting with SNNs is an open question, where the standard autoregressive nature of the data processing with SNNs requires values that are not available during the forecasting phase. In this article, we address this challenge. We explore two closed-loop forecasting strategies, in which the network's own generated values are fed back into the network as if they were observed past values: (i) model-level and (ii) layer-level closed-loop forecasting. We evaluate these approaches on the ETT-small datasets, a standard benchmark for time-series forecasting, under both spike-based and continuous activation functions. We compare the proposed closed-loop approaches against state-of-the-art methods such as SpaceTime, as well as the zero-masking baseline in S4. Both of the proposed approaches perform comparably to or better than zero-masking with S4, and in most cases match SpaceTime. These findings highlight the trade-off between continuous and low-bit quantized activations, and demonstrate that the proposed Deep SSM architectures provide a competitive framework for forecasting.
https://arxiv.org/abs/2610.28495
Accurate electrical load forecasting supports power-system operation across countries, regions, cities, and buildings, but repeated development of target-specific models is costly. Time series foundation models (TSFMs) provide reusable pretrained backbones, although multi-domain pretraining may not fully capture load-specific characteristics. This paper compares pretrained inference, full fine-tuning, and low-rank adaptation (LoRA) in terms of forecasting accuracy and adaptation efficiency across four electrical load aggregation levels. MOIRAI 1.0 Large serves as the primary backbone, while Chronos-2 assesses whether the findings transfer across model families. The evaluation covers both in-distribution (ID) and out-of-distribution (OOD) settings and examines whether compact adaptation provides consistent gains over strong pretrained checkpoints. Pretrained foundation models outperform the implemented seasonal naive and XGBoost baselines across the evaluated aggregation levels. On MOIRAI Large, rank-16 LoRA reduces normalized mean absolute error (NMAE) by 7.5% on average while updating 3.146 million parameters, about 1% of the model, and retains most of the improvement from full fine-tuning. Chronos-2 achieves lower pretrained NMAE than MOIRAI but benefits less from adaptation. OOD results show that adaptation benefits vary by target, with the clearest gains for the local-area series and several buildings. Overall, LoRA provides a favorable accuracy-efficiency trade-off when adaptation yields a meaningful gain over a strong pretrained checkpoint.
https://arxiv.org/abs/2610.28200
Adapting a forecasting system to a changing world classically means retraining. We ask whether the task of continually learning regimes for time series forecasting can be represented by a piece of text: a guidance block, evolved by outcome-driven reflection and used in a frozen LLM forecaster's prompt. On a refreshed multimodal benchmark (weekly search indices, daily currencies, daily commodities, each window paired with web-retrieved news), we run GEPA-style prompt evolution under strict contamination control to prevent the data leakage common in timeseries benchmarks: the forecaster's knowledge cutoff predates every evaluated window. A 900-word evolved guidance carried by Llama-3.3-70B beats TimeSeries Foundation Models (TSFMs) on held-out data (GM MASE 0.776 vs. 0.898 for TabPFN-TS-3), transfers to more recent models without measurable loss, and costs dollars rather than GPU-days to update. We characterize the loop: out-of-loop gains concentrate in the first reflection, in-loop improvements overstate out-of-loop gains 2-3x unless an untouched monitor arbitrates, and error-only objectives silently suppress the text modality. We provide two extensions. First, compiling the guidance into executable code with a TSFM as a callable tool recovers most of the gain deterministically. Second, ablations show the advantage widens at short horizons and that removing the news text does not hurt the guided forecaster, consistent with the text's value being distilled into policy during learning. We argue that continual prompt evolution is a practical, training-free alternative to retraining for multimodal forecasting.
https://arxiv.org/abs/2610.27468
Accurate short-term air-quality forecasting is essential for public health protection and urban management, yet many recent forecasting frameworks rely on complex, data-intensive, and computationally demanding models. This study investigates whether lightweight and interpretable forecasting approaches can provide competitive performance for hourly PM2.5 prediction in Beijing, China. Using multi-year pollutant and meteorological time-series data, we developed a leakage-aware forecasting workflow that combined chronological data partitioning, preprocessing, feature selection, and exogenous-driver modeling under the Perfect Prognosis setting. Three forecasting families were evaluated: SARIMAX, Facebook Prophet, and NeuralProphet. To assess practical deployment behavior, the models were tested under two adaptive regimes: weekly walk-forward refitting and frozen forecasting with online residual correction. Results showed clear differences in both predictive accuracy and computational efficiency. Under walk-forward refitting, Facebook Prophet achieved the strongest completed performance, with an MAE of $37.61$ and an RMSE of $50.10$, while also requiring substantially less execution time than NeuralProphet. In the frozen-model regime, online residual correction improved Facebook Prophet and SARIMAX, with corrected SARIMAX yielding the lowest overall error (MAE $32.50$; RMSE $46.85$). NeuralProphet remained less accurate and less stable across both regimes, and residual correction did not improve its forecasts. Notably, corrected Facebook Prophet reached nearly the same error as its walk-forward counterpart while reducing runtime from $15$ min $21.91$ sec to $46.60$ sec. These findings show that lightweight additive forecasting strategies can remain highly competitive for urban air-quality prediction, offering a practical balance between accuracy, interpretability, ...
https://arxiv.org/abs/2603.25495
Analyzing merchant transaction histories requires dynamic temporal filtering, entity resolution, and aggregation over irregular event streams--operations poorly captured by static tabular or time-series forecasting benchmarks. We introduce TxnQA, an analytical QA benchmark comprising 27 task families (81 templates) alongside a 5-scenario fraud-risk reasoning suite that evaluates both verdicts and supporting evidence over synthetic, privacy-mitigated transaction data. Ground-truth answers are computed programmatically, and model performance is decomposed into format-following rate (FFR), conditional content accuracy (CA), and end-to-end correctness (E2E). Evaluating prompted proprietary baselines and six LoRA-adapted open-weight models shows that adaptation reliably enforces output schemas but leaves arithmetic bottlenecks: Gemma-4-31B-IT and Qwen3-8B attain E2E scores of 0.867 and 0.816, whereas evaluated MoE checkpoints reach only 0.632-0.713. Furthermore, on the 500-instance fraud suite, verdict accuracy frequently exceeds 80%, yet joint accuracy (requiring exact evidence attribution) collapses to at most ~23%. These findings identify schema compliance, semantic calculation, and evidence attribution as three distinct bottlenecks in transaction-sequence QA.
https://arxiv.org/abs/2610.27256
Quantifying uncertainty in time series forecasting is particularly demanding because sequential data exhibit temporal dependence and are prone to distributional changes. Conformal inference has emerged as a powerful uncertainty quantification approach through the construction of prediction sets. Recent advances have introduced online conformal methods that adaptively adjust prediction thresholds through feedback mechanisms. However, the existing feedback mechanism typically relies solely on miscoverage indicators (actual feedback), whether the true label falls within the interval at each time step, while overlooking the empirical prediction threshold (estimated feedback) that is derived from the oracle conformal method. In this paper, we propose Dynamic Dual-feedback Conformal Inference (DDCI), which incorporates a dual-feedback mechanism consisting of actual feedback and estimated feedback. The former drives the primary adjustment of the intervals based on true observations, while the latter dampens excessive expansions or contractions by leveraging empirical thresholds from conformal inference during updates. By balancing these two signals, DDCI achieves more stable and narrower prediction intervals in sequential settings while maintaining near-nominal coverage in practice.
https://arxiv.org/abs/2610.26987
Large language models (LLMs) can now perceive, describe, and reason about images and audio, yet time series understanding remains underestimated: most work uses LLMs as forecasters and classifiers, reasoning studies are few and narrow, and no suite trains and evaluates the full range of capabilities. In this paper, we build the first such suite, with 337K training and 44K evaluation samples across three progressive capabilities, Perceive, Solve, and Reason, and use it to ask how time series should enter an LLM that must master all three, and in what order. We find that a dedicated encoder is essential: with one, a 4B model surpasses GPT-4o on every perception attribute we test, whereas textualizing the series costs 8--10 points in reasoning accuracy. The capabilities then build on one another: learning them in order beats mixing the same data and rivals reasoning-only training with over three times the reasoning data, but only when an encoder is used. Analyses further reveal that capabilities are transferred through distinct network depths rather than simply stacked, and that a stage converged on its own benchmark is not necessarily ready for the next. Distilled into a simple recipe, these findings yield 4B TS-LLMs that, without any target-domain data, outperform four recent 7B TS-LLMs on seven of eight out-of-domain metrics, by up to 11 points. We therefore advocate treating time series as a first-class modality for LLMs, read through dedicated encoders and taught to perceive before they reason.
https://arxiv.org/abs/2610.23521
Self-supervised representation learning has advanced time series forecasting by capturing robust features from unlabeled data. However, existing contrastive and masking-based methods often struggle to explicitly model the underlying temporal flow, either by treating time lag as noise or by disrupting the inherent temporal dynamics essential for forecasting. To address these limitations, we propose OliO (**O**DE-based **Li**near Transition **O**perator), a plug-and-play self-supervised learning method that learns bidirectional temporal flows as a continuous and structurally consistent dynamical system. OliO introduces a transition operator derived from linear Ordinary Differential Equations (ODEs) to align latent representations across arbitrary time shifts. By imposing a strictly upper triangular constraint on the transition matrix, we mathematically ensure numerical stability and enforce a robust polynomial boundary that effectively captures long-term dependencies while preventing the exponential divergence typically found in unconstrained ODE-based models. This structural constraint induces a temporally coherent representation space that preserves the underlying flow essential for accurate forecasting. Extensive experiments across various backbone architectures and benchmarks demonstrate that OliO achieves significant performance gains, providing Mean Squared Error (MSE) reductions of up to 5.75% over the most competitive grid-searched SOTA baselines. The code is available at *this https URL
https://arxiv.org/abs/2610.23345
External text can supply predictive information absent from numerical histories, but its value depends on how it is represented, combined and deployed. We present Attribution-guided Semantic Evolution (ASE), a modular framework for constructing textual factors, evaluating their conditional contribution, and deploying validation-selected numerical--textual predictors. ASE supports task-specific implementations with lexical measurements, semantic primitives or evolved event/state factors, coupled to suitable numerical experts. Its feedback-based implementation uses conditional refitting diagnostics to guide factor revision and combination search. We evaluate ASE on the four text-associated TESS datasets and dynamic CSI 300 stock ranking. The four forecasting implementations obtain test MSEs of 0.001041, 0.022439, 0.333115 and 1.8150, each below the corresponding published TESS score. On CSI 300, the frozen text-fusion implementation improves mean RankIC by 0.000642 over its numerical expert and by 0.000701 over matched shuffled text, with positive differences in all five seeds. Controlled text perturbations support functional reliance on text correspondence, while incumbent retention prevents regressions in the measured development criterion. Together, the experiments characterize ASE at two levels: forecasting performance of task-specific implementations and the conditional contributions of individual modules.
https://arxiv.org/abs/2610.23027
Time series forecasting models are increasingly deployed in continuously evolving environments. After a forecast is issued, future observations gradually arrive and reveal how the model has failed. Existing methods mainly treat such observations as supervision for parameter updates. However, it remains unclear whether verified forecasting errors can themselves provide causal feedback for correcting future predictions. To address this, we introduce Error Feedback Calibration (EFC), a fully test-time framework for deterministic post-hoc correction of time series forecasting. EFC constructs a Causal Error Diagonal (CED) from revealed errors of overlapping historical forecasts, providing a fresh view of the frozen forecaster's recent failure behavior. Then Cumulative Error Transport (CET) maps this error state to future residuals using cumulative estimation, while temporal out-of-sample validation controls the correction strength. Temporal Residual Learning (TRL) further predicts only the residual structure left after CET from recent CED trajectories, rather than relearning the entire forecasting error. Extensive experiments across forecasting backbones and datasets show that EFC broadly improves forecasting performance while substantially controlling harmful over correction.
https://arxiv.org/abs/2610.22872
Time Series Language Models (TSLMs) enable language-based understanding and reasoning over temporal data, yet a fundamental question remains: what information should their time-series representations preserve, and what variation should they factor out? Existing TSLMs typically expose the language model to a single representation, imposing a fixed inductive bias across downstream tasks. We instead introduce complementary representations as a design principle for time-series reasoning. Our model combines two visual views: line plots preserve absolute measurements and the observed coordinate frame, while normalized delay embeddings factor out positive amplitude rescaling and offsets while exposing temporal structure. Dedicated visual encoders integrate both views into a shared language model through visual tokens and multi-level feature fusion. Evaluation-time interventions verify that the two views exhibit distinct invariance profiles, while single-view ablations show that their combination is particularly beneficial beyond basic perception, with the large gains in prediction and reasoning. Built on Qwen3-VL-8B, our dual-view model improves overall TSRBench accuracy from 44.5% with line plots alone to 53.2%, substantially exceeding the strongest evaluated dedicated TSLM baseline at 36.7%. It further achieves 89.9% accuracy on TSExam and 86.8% numerical accuracy on multivariate ChatTS alignment. Together, these results demonstrate that complementary representations provide an effective design principle for general-purpose TSLMs, enabling models to exploit temporal structure without sacrificing access to the original measurement frame.
https://arxiv.org/abs/2610.22327
Earth observation (EO) models are still built by hand. For each new task, experts design a training recipe and tune it against a benchmark. We show that this loop can be handed to an agent. Any verifiable task can be cast as a harness and a verifier, where the harness defines what the agent may use and the verifier defines what counts as success. Every EO task can be made verifiable, through labeled benchmarks, independent sensors, physical models or the repeated observation of the same place. Given only these two components, a general-purpose coding agent builds the EO model and improves it recursively on its own outputs. Settings long treated as separate research problems, from learning with a handful of labels to adapting across domains, become choices of harness and verifier. On six EO benchmarks spanning optical, SAR and multispectral time-series imagery, with outputs that range from land-cover maps and ship instances to canopy heights and answers about large images, agent-built models surpass the state of the art on every one, and on land-cover mapping, they do so from 11% of the training labels. This establishes a new paradigm for EO, in which people design harnesses and verifiers and agents build the models, so EO models improve as agents do.
https://arxiv.org/abs/2610.18845
Anomaly detection is a fundamental task for time-series analytics, with important implications for the downstream performance of many applications. Despite the large number of anomaly detection methods proposed in the literature, recent benchmark studies have shown that no single detector performs best across highly heterogeneous time series. Therefore, a practical and scalable solution is to develop a model-selection method that, for a given time series, selects the anomaly detector most likely to perform well. Nevertheless, the model selection approaches proposed in the literature suffer from a significant drop in accuracy when applied in Out-of-Distribution (OOD) settings. In this paper, we tackle the aforementioned limitation and propose RAMSAD, a retrieval-based framework for model selection in time-series anomaly detection. Given a new time series, our method queries a knowledge base of previously observed instances, retrieves the top-k most similar series, and transfers detector recommendations from their performance profiles. The framework can operate with standard similarity measures as well as embedding-based representations. Our results show that RAMSAD outperforms existing baselines in In-Distribution (ID) settings and is the most robust selector in OOD, where, when selecting a small subset of detectors, it matches or exceeds ensembles that run the entire detector pool, at a fraction of their cost. Overall, we demonstrate that similarity-based retrieval constitutes a strong and efficient foundation for model selection in time-series anomaly detection.
https://arxiv.org/abs/2610.20243
Consumer phones and wearables increasingly collect physiological time-series data, yet most mobile systems treat these streams as summaries or text rather than as temporal evidence. This representation is poorly matched to personal health systems that need to retrieve, route, or summarize sensor evidence while preserving temporal structure. Cloud-hosted time-series language models avoid smartphone limits, but they repeatedly move sensitive physiology off the device and add latency and per-query compute cost. Mobile model alternatives that aggregate time-series data into statistical features or serialize raw samples as text either compress temporal structure or exhaust the context and memory budgets of small on-device models. We present PocketTSLM, a mobile-native deployment of OpenTSLM SoftPrompt, the soft-prompt variant of the OpenTSLM time-series language model. PocketTSLM runs fully on a consumer smartphone by injecting encoded time-series windows as embeddings instead of tokenizing time series as text. A numerical parity protocol verifies identical greedy-decoded token sequences between the Swift port and a Python reference using Apple's MLX machine-learning framework. Answers also match the PyTorch reference, although rationale wording can differ. An on-device context-economics benchmark compares the soft-prompt path with a text-serialized baseline on the same backbone. In our benchmark format, soft-prompting uses approximately 12 times fewer time-series tokens and reduces prompt-prefill cost. PocketTSLM processes 30-second Sleep-EDF electroencephalography clips for sleep staging and a 1,000-sample (10 s) 12-lead electrocardiogram clip from ECG-QA. In comparison, text-serialized baselines exceed the phone's context or memory budget at longer time-series windows. All inference runs entirely on the device, with no health data transmitted during inference.
https://arxiv.org/abs/2610.21308
Time-series data generated continuously across industrial, environmental, and especially health domains produce multimodal signals whose scale and heterogeneity make their processing and interpretation particularly challenging. Time-Series Language Models (TSLMs) promise scalable interpretation of these signals, yet remain bottlenecked by a fundamental lack of text-annotated time series pairs that are signal-grounded, reproducible, and extensible across modalities and schemas. Existing paired corpora are either closed or limited in scale and modality coverage. Annotation with large language models could scale them up, but its outputs cannot be regenerated exactly, which prevents others from re-deriving, extending, or auditing the resulting corpus. To address this, we release TimeCap, an open deterministic captioning pipeline with three reusable extractor tiers and a cross-channel synthesis layer that operates directly on the signal with no language model in the loop, extensible to new schemas by writing channel definitions alone. This positions TimeCap as a reproducible mechanism for future dataset generation rather than a one-off release. Applying TimeCap to OpenMHC, the MyHeart Counts wearable dataset, yields MHCap, the largest open caption layer for multimodal wearable time-series data. MHCap spans 19 Apple HealthKit channels and 7,005,763 captions over 908,944 person-days. To showcase the impact of the corpus, we train OpenTSLM, a time-series language model, on MHCap and benchmark on health-outcome prediction. Caption-augmented training (OpenTSLM-Cap) outperforms a label-only baseline on 29 of 32 per-user binary evaluations across 8 tasks.
https://arxiv.org/abs/2610.21274
Series decomposition has emerged as a widely acknowledged paradigm in deep time series forecasting models. However, existing approaches predominantly employ a homogeneous modeling strategy for all subsequences, thereby overlooking the distinct inductive biases inherent in different components. We identify that the trend component exhibits dominant spatial coupling across channels but carries significant temporal redundancy, whereas the seasonal component is characterized by local temporal evolution but remains susceptible to attention distraction. To address this, we propose a novel disentangled architecture that tailors specific modeling strategies to align with the intrinsic properties of each component. For the trend branch, we design a Latent Graph Block, employing latent graph modeling to capture global topological dependencies and system-wide co-movements. Conversely, for the seasonal branch, we introduce a Gaussian Multi-scale Attention mechanism to mitigate attention distraction. By injecting learnable Gaussian priors, we impose structural constraints that compel the model to focus on multi-granular local contexts, effectively filtering out global noise and accurately capturing local evolutionary phases. Extensive experiments on multiple real-world benchmarks demonstrate the effectiveness of our proposed model.
https://arxiv.org/abs/2610.21123
Generating realistic time-series requires faithfully reproducing rare but high-impact extreme events. Existing approaches often rely on specialized representations or extreme-focused training objectives, which may restrict the diversity of captured extremes or compromise overall distributional fidelity. We propose Cross-View Time-Frequency Diffusion (CrossTF), a framework that exploits discrepancies between time- and frequency-view denoisers for extreme-aware time-series generation. Our key empirical finding is extreme-sensitive cross-view asymmetry: moving along the direction connecting the two views' clean-sample estimates substantially changes extreme fidelity while having limited effects on overall generation quality. We further identify a late-stage cross-view window in which this discrepancy stabilizes and cross-view adjustments have a particularly strong effect on extreme fidelity. These findings motivate a staged optimization strategy in CrossTF: after training and freezing both denoisers, it only needs to learn step-specific fusion parameters within this window using an Extreme Value Theory-based objective under an energy-distance constraint. This formulation supports interpolation between and extrapolation beyond the view-specific estimates while limiting degradation in overall generation quality. Extensive experiments on seven real-world datasets against 11 baselines show that CrossTF improves extreme fidelity by 26.1% and overall performance by 7.4% relative to the strongest baselines. These results highlight cross-view discrepancy as an effective basis for low-dimensional optimization in extreme-aware time-series generation.
https://arxiv.org/abs/2610.17407
Time-series analysis is increasingly studied in multimodal settings, yet most benchmarks pair temporal signals with text or with visualizations derived from the same signal. This leaves open whether multimodal large language models (MLLMs) can integrate time series with real-world visual evidence. We introduce MMTA (multimodal temporal analysis), a benchmark of tri-modal tasks with diverse cross-modal complementarity patterns among time series, text, and vision. MMTA spans nine domains -- robotics, autonomous driving, human action, manufacturing, AR assistance, healthcare, recommendation, finance, and climate -- under video+TS and image+TS layouts, with a 3,524-sample test split covering classification and forecasting. The benchmark standardizes heterogeneous real-world sources into a shared schema with domain-specific prompts, provenance documentation, and success-weighted metrics that penalize both wrong answers and failed generations. Evaluating eight open-source and proprietary MLLMs reveals a shared bottleneck: representing time series as text creates very long token sequences and weakens fine-grained alignment with visual evidence, especially in long-video settings. We then introduce TimeOmni-v, a multimodal LLM extension with a dedicated time-series encoder, temporal positional alignment, modality-aware token layout, and a forecasting head. TimeOmni-v improves long-video classification and time-series inference efficiency, showing that MMTA not only exposes representation and grounding failures but also motivates targeted model design.
https://arxiv.org/abs/2610.17856
Field pea has gained interest in the Midwest U.S. and has the potential to benefit Iowa cropping systems. This study evaluated 17 accessions and 7 Canadian varieties for agronomic and seed yield performance. This study found that PI accession trials exhibit genetic diversity in phenology and canopy traits, whereas the Canadian elite varieties demonstrated great yield potential under Iowa conditions. The accession genotypes matured between 75 DAP (late June) and 95 DAP (late July) across six site-years. The top-yielding Canadian varieties averaged 1961 kg/ha across two site-years. To comprehensively assess field pea performance, this study extracted time-series Unmanned Aerial Vehicle(UAV)-derived traits, assessed UAV-derived traits, and evaluated their correlations with multiple agronomic traits and yield. The results found that UAV-derived time-series canopy area was the most yield-relevant trait (r = 0.63) among all UAV-derived canopy features, vegetation indices, and manually collected measurements. Compared with yield, UAV-derived canopy area showed higher selection reliability (H2 = 0.87, CV = 13.46%), making it suitable for phenotypic selection and accelerating Midwest field pea breeding programs. This study identifies useful UAV-derived features for pea breeding and demonstrates the value of integrating diverse germplasm, elite commercial varieties, and time-series UAV phenotyping. Combining genetic variation from the accession trial with the yield potential of high-performing commercial varieties provides valuable breeding materials and phenotyping strategies for developing locally adapted, high-yielding field pea varieties for future production in the Midwest.
https://arxiv.org/abs/2610.19154