Real-world time series exhibit complex dynamics characterized by multiple simultaneous temporal patterns: short-term fluctuations, periodic seasonal cycles, long-term trends, and irregular abrupt changes. However, many existing forecasting architectures rely on single-path temporal modeling--transformers capture long-range dependencies but smooth local variations, convolutions capture local patterns but have limited receptive fields, and linear models are efficient but cannot capture nonlinear dynamics. To address this, we introduce RhyMix (RHYthm MIXture), a hybrid neural architecture designed around a parallel dual-path modeling paradigm with adaptive gating mechanisms. RhyMix integrates two complementary encoding branches: (i) a Cyclic Path that incorporates explicit seasonal inductive bias through learnable cyclic embeddings, capturing predictable rhythmic patterns; and (ii) a lightweight Multi-Scale Temporal Convolutional Network with Channel Attention Path that employs multi-scale depthwise dilated convolutions to capture temporal dependencies across different receptive fields. A key innovation is the use of adaptive gating at multiple levels: a path gate dynamically combines four specialized forecasting heads (Direct, Trend-Seasonal Decomposition, Local Convolution, and Periodic Fusion) per sample and channel, while a hybrid gate adaptively balances the Cyclic and MSTCN-CA Paths based on input characteristics. This design ensures the model adapts to specific temporal patterns while maintaining linear complexity in sequence length, channels, and prediction horizon. Across extensive benchmarks on 12 real-world datasets for long-term forecasting, RhyMix achieves state-of-the-art performance on 10 of 12 datasets. The model remains lightweight (~40K params) with linear complexity and low-latency inference (<5ms),suitable for resource-constrained edge devices and real-time deployment.
https://arxiv.org/abs/2607.08234
Accurate photovoltaic (PV) power forecasting is essential for reliable grid dispatch and renewable energy integration, yet it remains challenging because PV generation is jointly shaped by weather variability, day-night transitions, regime-dependent dynamics, and strict physical constraints. We propose PARA-PV, a Physics-Aware Retrieval-Augmented framework that embeds physical knowledge throughout the forecasting process. The framework first encodes multivariate PV observations into patch-level representations and, through a physics-aware retrieval-augmented learner, retrieves historical patches and analog trajectories that are consistent with the current window in temporal shape, power level, PV operating state, and intra-day period; this yields a physically grounded base forecast. To supplement local memory with broader temporal knowledge, the base forecast is then calibrated against a frozen Chronos time-series foundation-model prior through a lightweight residual adapter, so that general temporal regularities are adapted to PV-specific dynamics without overriding the physically grounded prediction. Because residual conditional distribution shifts persist when weather and diurnal regimes change, a physics-aware distribution shift correction module subsequently adjusts the preliminary forecast using power, weather, timestamp, and day/night conditions, applying gated mean-shift and scale corrections selectively. Finally, a physics-constrained loss function partitions the samples into peak, ramping, night-time, and regular regimes and adaptively reweights their error contributions, preventing the dominant regular regime from suppressing learning of operationally critical states. Our code is available at this https URL.
https://arxiv.org/abs/2607.08079
Deep learning has significantly advanced time series imputation, yet most existing architectures primarily rely on localized temporal context within the corrupted input sequence. This reliance can be limiting in real-world scenarios, where time series often exhibit non-stationary dynamics, weak temporal correlations, and infrequent patterns that are difficult to reconstruct from nearby observations alone. In this paper, we propose ALER-TI, Aligned Latent Embedding Retrieval for Time Series Imputation, a retrieval-augmented framework that explicitly leverages historical patterns to supplement degraded local context for more reliable missing-value reconstruction. The core of ALER-TI is Latent Embedding Alignment (LEA), which mitigates the representation mismatch between corrupted queries and complete historical candidates. By applying post-hoc masking in the latent space, LEA aligns candidates with the query's missingness pattern while allowing historical embeddings to be pre-computed and cached for efficient retrieval. ALER-TI is model-agnostic and can be integrated with various imputation backbones through a lightweight adaptation module. Extensive experiments on six real-world datasets under different missing rates demonstrate that ALER-TI consistently improves strong baseline models and enhances robustness across diverse imputation settings.
https://arxiv.org/abs/2607.07640
Time series analysis plays a vital role across a wide range of scientific and engineering domains but poses substantial computational challenges. A major difficulty arises from the time reparameterization invariance of time series data, which complicates the extraction of meaningful temporal features. In this work, we address the problem of time series classification by exploring the application of quantum computation techniques. We propose a hybrid quantum-classical architecture that integrates recent advances in quantum neural networks with the mathematical framework of path signatures, mitigating the impact of time reparametrization invariance. The architecture employs feature layers that compute a signature kernel between pairs of input paths, consisting of a reference path and a target path for classification, using either classical or quantum variational linear solvers (VQLS). These feature layers are followed by a Quantum Convolutional Neural Network (QCNN) to perform downstream learning tasks. We evaluate several realizations of the proposed architecture, differing in QCNN configurations, on a binary classification task involving time series representations of handwritten digits. Our experiments demonstrate the potential advantages of implementing path signature kernel layers within quantum circuits and provide an analysis of the computational limitations associated with the VQLS component.
https://arxiv.org/abs/2607.07634
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 this http URL.
https://arxiv.org/abs/2607.07500
In many realistic scenarios, large volumes of time series data are generated with limited or expensive annotations. This limitation makes supervised learning methods difficult to apply and leads to the use of unsupervised approaches capable of discovering meaningful structures directly from raw data. Clustering therefore plays a crucial role in organizing time series into groups that share similar temporal patterns, enabling exploratory analysis and downstream tasks without requiring manual labeling. However, existing deep clustering methods often struggle to capture long-range temporal dependencies or rely on architectures with high computational cost. This paper introduces FMMVCC, a Mamba-based deep clustering framework for time series that leverages state space sequence modeling to efficiently learn temporal representations with linear complexity. Additionally, it utilizes multi-view self-supervised learning with temporal masking and augmentations. Experimental evaluation in 15 benchmark datasets proves that FMMVCC consistently outperforms state-of-the-art baselines, achieving the best overall performance in 29 of 60 total metric evaluations and the highest average rank in all tested scenarios.
https://arxiv.org/abs/2607.07258
Deep learning has achieved remarkable success in various domains including time series analysis, computer vision and natural language processing. However, high computational and memory demands of state-of-the-art architectures pose challenges for deployment in resource-limited environments. Knowledge Distillation (KD) addresses this by transferring knowledge from a large teacher model to a smaller, more efficient student model while maintaining competitive performance. In this work, we investigate the effectiveness of KD for Time Series Classification (TSC) across three architectures: the classical Fully Convolutional Network (FCN), the convolutional Inception model and the transformer-based ConvTran model. We evaluate our approach on UCR Archive, the largest benchmark repository of time series datasets, by modifying architectural components such as convolutional filters, Inception modules and attention heads across the three architectures. Our results consistently show that KD most effectively benefits student models of intermediate complexity across all three architectures, with the distilled FCN student reducing parameters by a factor of 38, the distilled Inception student achieving nearly the same performance as the teacher with 42% fewer parameters and the distilled ConvTran student with 2 attention heads showing the most significant improvement through distillation. To encourage further research and reproducibility, we provide our implementation at this https URL.
https://arxiv.org/abs/2607.06796
Finance, sensing, and demand streams violate the exchangeability that IID conformal prediction and the IID bootstrap assume, and existing libraries implement either a general resampling engine or conformal calibration without the other. tsbootstrap provides block, residual, sieve, and wild resampling, classical bootstrap confidence intervals, and adaptive conformal calibrators (EnbPI, ACI, NexCP, AgACI) through a single typed API in which a specification object selects each method. In a controlled coverage study the IID bootstrap undercovers sharply under dependence; dependence-aware methods reduce the coverage deficit, the sieve nearest to nominal under short-memory linear dependence. On the shared fixed-statistic path a compiled backend runs several times faster than arch, and a streaming reduce avoids materializing the $O(Bn)$ replicate tensor, limiting peak extra memory to $O(B)$ for the statistic array. The software is MIT licensed (v0.6.1).
https://arxiv.org/abs/2607.06690
Recent years have witnessed the emergence of multivariate modeling using time series foundation models (TSFMs), which achieve advanced zero-shot generalization. Modern multivariate TSFMs are predominantly pretrained on multivariate synthetic data, which is easier to scale but may fail to capture the complex temporal dynamics and cross-variable relationships present in real-world time series. This raises a key question: Whether and to what extent the leading TSFMs trained with the real-world corpus perform better than those trained with synthetic data? To answer this, we establish the RMISC corpus, a considerably large-scale, high-quality, openly accessible, real-world, and multivariate time series archive that contains around 200 datasets and 142 billion time points across diverse domains. Furthermore, we pretrain four advanced TSFMs on univariate, synthetic multivariate, and real-world multivariate data and evaluate their zero-shot generalization capabilities on standard in-distribution and out-of-distribution benchmarks. Experimental results show that incorporating real-world multivariate data predominantly improves the generalization performance for both univariate and multivariate TSFMs. These results provide a deeper understanding of how real-world multivariate data contributes to the development of stronger TSFMs.
https://arxiv.org/abs/2607.06504
Building sensors are embedded in physical topology, spatial hierarchy, and operational context, yet existing forecasters often treat them as isolated time series or rely on fixed covariate sets. We present TopoBrick, a training-free framework for zero-shot building IoT (Internet-of-Things) forecasting. TopoBrick uses building knowledge graphs to construct a compact structural skeleton and employs an agentic topology sampler to select target-specific exogenous variables. The selected variables are organized by deployment-time availability, separating past-known sensor states from future-known calendar, schedule, and meteorological exogenous variables. Across three real-world buildings, TopoBrick outperforms strong zero-shot foundation-model baselines and remains competitive with fully trained building-specific models. Ablations show that topology-aware sampling is more reliable than random, ontology-only, or fixed-hop selection, especially for physically coupled HVAC and weather-driven sensing variables.
https://arxiv.org/abs/2607.06349
Process industries rely on time-series forecasting and soft sensing to estimate quality variables that are hard to measure online. Labeled data are scarce, operating regimes change frequently, and retraining models or rebuilding alignment pipelines for each scenario is costly. Such settings often provide variable tables and process documents that record variable names, units, physical meanings, and process roles. However, standard time-series backbones usually treat inputs as anonymous numerical columns. Existing text-enhanced methods also rarely make the semantic-logical relations between input variables and the prediction target available to the model within each numerical window. To address this problem, this article proposes Task-Semantic Field Factorization (TSF), a large language model (LLM)-guided framework. TSF builds a task-semantic field from task protocols and variable documents before training and uses the LLM only for offline semantic construction. Online training and inference remain with conventional time-series backbones. During training and inference, the current numerical window activates variable semantics, so semantic information participates in each prediction and supports adaptation to different prediction targets and operating shifts. On multiple complex industrial forecasting and soft-sensing tasks, TSF reduces MAE by 6.4\% on average in improved settings, with the largest reduction reaching 25.5\%. It adds only about 1.8--3.0k parameters, with less than 0.008 ms/step of additional online inference overhead. These results show that TSF turns existing process documents into measurable forecasting gains across backbones and semantic generators while remaining lightweight for deployment.
https://arxiv.org/abs/2607.06623
Accurate long-term forecasting in complex systems is frequently compromised by dataset-level distribution shifts, where diverse underlying behavioral modes and evolving system states drive the dynamic multivariate time-series. While existing methods predominantly focus on local temporal shifts, they fail to explicitly model the global structural challenge where datasets are composites of distinct operational regimes. In this paper, we propose NEST, a specialized framework designed to model and recompose these evolving structures through a two-phase dense MoE architecture. NEST first facilitates structural specialization by partitioning the dataset into distinct operational regimes through unsupervised clustering in a principled moment-entropy space. We introduce a regime-oriented router mechanism that generates initial expert weights based on temporal content, subsequently refined through geometric modulation to regime centroids. Crucially, rather than acting as monolithic predictors, individual experts function as specialized kernels that capture regime-specific dynamics by evolving unique variate-attention patterns. Extensive evaluations on diverse benchmarks, including heterogeneous network traffic and physical phenomena, demonstrate that NEST consistently achieves state-of-the-art performance. Our code and datasets are available at this https URL
https://arxiv.org/abs/2607.06607
Heart rate measurement is one of the key requirements for real-time health monitoring, in particular for health caring of elderly people. Traditional heart rate measurement relies on contact sensing mechanisms such as some heart rate measurement devices at medical hospitals or some wearable devices with embedded sensors such as Apple Watch, etc. In this paper, we develop a system for non-contact, real-time, heart rate measurement using image processing with commodity cameras such as an embedded camera on a laptop, where we use an innovative algorithm to capture the relevant signals for the computation of heart rate in a time series in real life environments. The presented heart rate computation (HRC) process is composed with four major steps: (a) identify frames per second of the camera in use, i.e., 30 frames per second for a given camera, (b) face detection (FD) with shape predictor of 68 face landmarks using deep learning (DL) method, (c) time sliding window (TSW) algorithm to de-noise the signal by smoothing out the noise, and (d) compute heart rate based on identified signal periodicity. We test and analyze the developed prototypes against heart rate results by Apple Watch and check the difference range in multiple rounds and compute the mean of the difference for the measurement values of the heart rate of the same person at the same time. We will do further tuning and optimization of the present methods and deploy the system as a personal AI agent [6] for health monitoring as our future directions.
https://arxiv.org/abs/2607.06598
Rendering time series as chart images for CNN-based classification has become increasingly common in time-series classification (TSC). However, it remains unclear whether models learn underlying temporal patterns or rely on encoding-specific visual cues introduced by chart design. We present VEIL: a systematic study examining how chart encodings influence learned representations through complementary analyses of similarity, transferability, and attribution. Attention-guided training appears to mitigate this effect when encoding sensitivity is consistently identified across diagnostics, but provides limited or negative benefit when such signals are absent. These findings position VEIL within the broader question of how machines perceive visualizations -- extending graphical perception from human readers to vision models -- and show that visualization design choices shape learned representations in ways that warrant treating chart-based TSC as a representation and measurement problem rather than a simple modeling decision.
https://arxiv.org/abs/2607.05641
Reliable evaluation of anomaly detection methods in multivariate time series remains an open challenge, largely due to the limitations of existing benchmark datasets. Current resources often lack fine-grained anomaly annotations, do not provide explicit intervariable and temporal dependencies, and offer little insight into the underlying generative mechanisms. These shortcomings hinder the development and rigorous comparison of detection models, especially those targeting interpretable and variable-specific outputs. To address this gap, we introduce Fun-TSG, a fully customizable time series generator designed to support high-quality evaluation of anomaly detection systems. Our tool enables both fully automated generation, based on randomly sampled dependency structures and anomaly types, and manual generation through user-defined equations and anomaly configurations. In both cases, it provides full transparency over the data generation process, including access to ground-truth anomaly labels at the variable and timestamp levels. Fun-TSG supports the creation of diverse, interpretable, and reproducible benchmarking scenarios, enabling fine-grained performance analysis for both classical and modern anomaly detection models.
https://arxiv.org/abs/2604.14221
Time-series deployments often need delayed feasible decisions, not only accurate forecasts. UC-Search is a trace-only retained-search layer for delayed constrained control: a frozen backbone emits forecasts or action scores, a hard-feasibility automaton rolls paths forward, and bounded search returns the first action of a feasible trajectory. The main claim is conditional: retained lookahead can improve delayed constrained decisions only when delayed feasible-set coupling, retained-prefix premises, and fail-closed release certificates hold. The promoted public endpoint is Phase128 certified M4 expanded40: validation selects Certificate-Constrained Retained Pareto Beam with $\lambda=0.25$, the held-out test has certificate/risk-active rates $1.0000/0.9642$, and the weakest family remains above the unchanged $0.95$ gate at $0.9516$ on M4Weekly. The author-defined public $9$-family suite remains an uncertified stress-test boundary. The paper reports a trace-only mechanism, one certified public endpoint, failed-route certificates, and deployment boundaries rather than a universal risk-control theorem.
https://arxiv.org/abs/2606.25274
Modern video games are becoming more complex day by day. Most of these modern games are multiplayer first-person shooter (FPS) games. The rising popularity of FPS games emphasizes the need to combat cheating for fair and enjoyable gaming. As the number of players using cheating techniques like aimbots, wallhacks, and speed hacks is also increasing, we need a way to detect players who are using cheating tools to gain an unfair advantage over regular players. In this system, we focus exclusively on detecting aimbot cheats. Players who use aimbot cheats generally do not prioritize other aspects of the game. To distinguish between regular and cheating players, we identify specific features encompassing time-series data such as aim velocity, number of shots, distance to target, and more, along with behavioral data such as utility usage, player movement, and other gameplay patterns. Utilizing these features, we construct a server-side aimbot detection classifier named 'YAACS'. YAACS comprises a parser, a deep learning model, and intermediary connection utilities designed for integration with the game server. The proposed system achieves a classification accuracy of 88.6% with a false positive rate of 0.97% using a Stacked LSTM with Dense layers trained on sequences of 128 ticks (Tick Delta Negative=56, Tick Delta Positive=24), outperforming the Decision Tree baseline which achieves a higher accuracy of 96.2% but at a false positive rate of 2.68%, 2.76x worse than the best LSTM configuration. These results demonstrate that incorporating temporal context through sequence modelling is critical for minimising false accusations in FPS cheat detection.
https://arxiv.org/abs/2607.04336
This paper explores the "Granularity Paradox" in time-series forecasting, wherein finer temporal disaggregation (e.g., Monthly to Weekly/Daily) improves in-sample diagnostics and dataset size (N), but degrades out-of-sample accuracy due to recursive error compounding over longer horizons (H). Conversely, coarse aggregation (Annual) eliminates recursive error propagation but reduces data available to estimators. We formalize this trade-off and benchmark 10 models - spanning naïve, statistical, machine learning, and deep learning architectures - across six granularities using a 13-year public procurement dataset. The empirical results reveal a non-monotonic threshold structure: recursive autoregressive and seasonal models degrade substantially under high-frequency forecasting (e.g., Holt-Winters reaches a Test R-squared of -151 and TPFE of 425.85% at the Daily grain), while the LSTM traces a U-shaped error curve, worsening from Monthly (19.66%) through Bi-Weekly (35.94%) before overcoming the error propagation penalty at Daily (TPFE of 4.35%, R-squared of 0.66). Linear Regression remains stable across all granularities (16.3-17.0% TPFE), confirming that the paradox is driven by recursive feedback topology, not model complexity. The results demonstrate that standard pointwise metrics (RMSE, MAE) systematically mask cumulative error propagation, and that evaluating forecasts without goal-dependent cumulative metrics produces misleading assessments of model adequacy. We introduce a consensus-dissensus diagnostic comparing the directional behaviour of pointwise metrics against cumulative TPFE across granularities, enabling the identification of models whose standard diagnostics mask systematic error propagation.
https://arxiv.org/abs/2607.05450
Generative models have changed how machine learning represents complex data distributions, especially in language and vision, yet many real-world systems are observed instead as continuous, high-dimensional, and noisy sensor time series. Existing generative modeling of sensor data, however, remains fragmented across modalities, datasets, and task formulations, limiting a systematic understanding of when, how, and why generative models succeed or fail in real-world settings. To address this gap, we introduce SensorGen, a large-scale study of sensor-signal generation spanning 14 settings across 4 domains, 7 datasets, and 12 signal modalities. Leveraging SensorGen, we systematically evaluate generative models from five major families and uncover three key findings: (1) flow-matching models provide strong overall performance across most settings; (2) signal properties matter, with demographic covariates improving longitudinal generation and time-frequency modeling improving high-frequency signal generation; and (3) generated signals have practical utility beyond visual realism, with scaling improving generation quality and synthetic data improving downstream performance. Together, SensorGen establishes a broader understanding of design choices, evaluation protocols, and failure modes in real-world sensor data generation.
https://arxiv.org/abs/2607.04245
Plasma disruption is a critical threat to tokamak safety. Existing data-driven predictors mainly rely on time-series diagnostic signals, while visible images provide complementary spatial cues including plasma deformation, local brightening, and radiation-structure evolution. Although the image modality improves the model's discriminative capability, it also substantially increases the computational cost during inference. To address this issue, we propose a hierarchical multi-to-single-modal knowledge distillation framework for disruption prediction on a synchronized EAST multimodal dataset. During training, visible images and time-series signals are used to train a multimodal teacher, which learns disruption precursor representations through Transformer-based encoders and a prototype-guided spatiotemporal hypergraph module. During inference, only the time-series student is retained, with multimodal knowledge transferred through graph-structure-level, representation-level, and decision-level distillation. On the 640-discharge EAST dataset, the results demonstrate that the proposed framework can preserve the discriminative advantages of multimodal learning while substantially reducing inference cost, and providing an effective route for efficient disruption prediction in EAST. The source code of this paper will be released on this https URL.
https://arxiv.org/abs/2607.04241