Time_Series
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Hyperbolic Time Series Forecasting with Learnable Decomposition and Manifold Dynamics
2026-10-11 16:40:49Sarang Rajendra Patil, Vishal Fenn, Mengjia XuAbstract
Multiscale structure is central to time series forecasting: temporal signals contain slowly varying trends, intermediate seasonal patterns, and high-frequency residuals. Traditional forecasters model this multiscale structure in Euclidean space, without representing the ordering it induces among components. We identify that cascaded decomposition orders components by their characteristic frequencies, forming a natural frequency hierarchy. This hierarchy aligns with the exponential volume growth of hyperbolic space, which provides increasing representational capacity with radius and naturally accommodates nested hierarchies. We propose HyperForecast, the first long-term time series forecasting (LTSF) framework operating in hyperbolic space. HyperForecast embeds decomposed temporal segments on the Poincaré ball where radial distance captures this nested structure, from low-frequency components near the origin to high-frequency components near the boundary. We model geodesic velocity through two manifold-dynamics variants: (a) autoregressive forecasting via Poincaré residual dynamics, and (b) non-autoregressive forecasting that predicts all future segments in parallel. HyperForecast consistently outperforms existing and state-of-the-art baselines on 9 of 11 long-term forecasting benchmarks, achieving up to 58% lower mean squared error at long horizons. Further analysis reveals that the learned radial embeddings recover the frequency hierarchy and that hyperbolic geometry contributes substantially to forecasting performance.
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URL
https://arxiv.org/abs/2610.15760
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CESNET-TimeSeries26: A Multi-Year Network Traffic Time Series Dataset for Annual Seasonality, Concept Drift, and Long-Term Anomaly Detection
2026-10-10 10:49:09Josef Koumar, Karel Hynek, Kamil Jerabek, Pavel SiskaAbstract
Forecast-based models are fundamental to network traffic management and anomaly detection. However, it is essential to evaluate these forecasting models over extended periods of time in order to assess their adaptability to unexpected phenomena and shifts in underlying patterns. This kind of long-term evaluation requires multi-year data to account for yearly seasonality and behavioral drift. Existing public datasets are too short to support such long-horizon forecasting tasks. We introduce CESNET-TimeSeries26, comprising 995 days of continuous traffic time series from the CESNET3 network, together with a single subnet spanning approximately 4.5 years. The dataset captures 278,466 IP addresses, 285 institutions, and 566 institutional subnets at three aggregation intervals. The dataset provides a definitive longitudinal benchmark for evaluating forecasting models in both operational management and security monitoring. We demonstrate that annual seasonality is the dominant periodic component. Moreover, we show that a forecasting model can exploit the annual component only when its training window covers at least one complete annual cycle, which no sub-year dataset provides.
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https://arxiv.org/abs/2610.14799
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ECGWmark: Deep Watermarking for Electrocardiogram Signals
2026-10-09 10:32:03Kuan-Yu Chen, Kuan-Chen Wang, Yu Tsao, Jian-Jiun DingAbstract
Secure transmission of electrocardiogram (ECG) signals remains a major challenge in telecardiology. While traditional mathematical watermarking can embed patient metadata directly into ECG signals, it is highly fragile against temporal desynchronization such as circular phase shifts. In contrast, existing deep watermarking approaches for temporal signals, such as audio, typically rely on lossy quantization, which compromises the high-frequency micro-morphological details critical for clinical diagnosis. To bridge this gap, we propose ECGWmark, a fully convolutional and quantization-free deep watermarking framework for medical time-series. ECGWmark operates in a continuous, full-resolution latent space and utilizes a localized frame-level mechanism to improve the robustness to severe desynchronization. Crucially, we introduce a differentiable Physiological Loss guided by a clinical classifier to preserve diagnostic semantics. Experiments on the benchmark MIT-BIH database show that ECGWmark maintains channel-bit extraction accuracy above 90% under the evaluated circular temporal shifts. Furthermore, under a rigorous inter-patient diagnostic evaluation, Class-V sensitivity changes from 71.97% to 76.50%, whereas Macro-F1 changes from 35.25% to 34.71% and Class-S sensitivity from 8.89% to 1.39%; these results indicate mixed class-level effects.
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https://arxiv.org/abs/2610.13357
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KITE: A Knowledge-Injected Temporal Encoder for Time-Series Event Forecasting
2026-10-08 21:35:42Jonas Petersen, Pratik Jawahar, Riccardo Maggioni, Gian-Alessandro Lombardi, Matteo Cozzi, Marek Gajewski, Federico Martelli, Camilla Mazzoleni, Philipp Christian PetersenAbstract
Forecasting rare, high-cost events in multivariate time-series systems is hard because their precursors are seldom observed, so a purely data-driven model has little to learn from. The engineers who run these systems, however, hold knowledge that precedes such events, information absent from the scarce labels. We call this a semantic prior and inject it into a self-supervised event forecaster through two switchable mechanisms, a covariate mechanism and an attention-bias mechanism, each the identity at its null, so one architecture serves every prior type with no per-dataset architecture search. A prior helps when it supplies information the observed window does not already contain: in a short context an informative prior beats no prior in-domain (pooled h-AUROC over the no-prior baseline: a periodicity clock +14%, p<0.001; a conservation residual +47% at a 0.25 label fraction), and a working prior transfers out-of-domain (+53%), substituting for feature transfer, while priors the window already recovers stay inert and the attention-bias mechanism shows no measurable gain. KITE is a switchable, attributable route to contextual conditioning, and a substrate for scaling toward cross-domain, pretrained time-series foundation world models that carry their governing structure explicitly.
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URL
https://arxiv.org/abs/2610.12738
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Machine Learning and Time-Series Foundation Models for Day-Ahead Electricity Forecasting in a University Building
2026-10-08 19:00:09Amey Vasulkar, Samuel Kernan Freire, Arie-Willem de Leeuw, Tadeo-Baldiri Salcedo-RaholaAbstract
Day-ahead electricity forecasts can help building operators schedule heating, ventilation, and other services around anticipated demand. Choosing a forecasting model also requires balancing accuracy with its forecast-time inputs, local training, and computational requirements. We benchmark statistical, machine-learning, recurrent neural-network, and pretrained TimesFM models for a university building. We use chronological validation and evaluate all configurations on the same 57 test days, comparing accuracy across workdays, weekends, and holidays alongside local fitting and forecasting time. Weather covariates use retrospective observations. TimesFM 3.0 with covariates achieves the lowest overall errors, reducing mean absolute error by approximately 43\% relative to weekly seasonal-naive forecasting. XGBoost remains competitive, although paired daily comparisons do not establish a clear mean-absolute-error advantage for TimesFM. TimesFM also performs strongly using only past electricity consumption. Adding covariates improves its holiday forecasts but slightly worsens workday and weekend forecasts, leaving overall mean absolute error almost unchanged. TimesFM requires no building-specific weight training, while XGBoost offers rapid local fitting and inference. The evaluated LSTM takes longer to fit without outperforming either approach. An exploratory historical evaluation reveals seasonal variation, while a separate weather-source comparison produces only small changes in the selected TimesFM configuration's accuracy. These results support pretrained TimesFM as a strong initial forecasting baseline for this building, with XGBoost as a competitive locally fitted alternative. Covariates are particularly useful when improved holiday forecasts justify the additional input preparation.
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URL
https://arxiv.org/abs/2610.12638
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AdaCast: Conditional Parameter Generation for Adaptive Time Series Forecasting
2026-10-08 16:21:19Darahaas Nallagatla, Darryl Cherian Jacob, Pan HeAbstract
Time-series foundation models (TSFMs) have achieved strong forecasting performance across domains. However, most adaptation methods remain static. Existing all-in-one methods learn a single set of dataset-level parameter updates and apply the same adapted model to every input. As a result, they cannot adapt the model parameters to the temporal patterns, seasonality and dynamics of each input time series. This limits their ability to produce forecasts that are tailored to heterogeneous inputs. To address this limitation, we propose AdaCast, a conditional parameter generation framework for time-series forecasting. AdaCast uses a generator to produce input-specific low-rank parameter updates for a frozen pretrained TSFM. These updates adapt the model to each input during both training and inference. Across six public benchmarks, AdaCast consistently outperforms static adaptation baseline in in-domain forecasting and improves zero-shot generalization to held-out datasets across domains. These results demonstrate that conditional parameter generation provides an effective approach for adaptive forecasting.
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https://arxiv.org/abs/2610.12240
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Revisiting Identity and Spectra Dispersion in Media-Bridged Time Series Forecasting: Linking Multivariate Signals and Narrative Flows
2026-10-08 13:20:49Jierui Lei, Wenjian Zhang, Qingyi Yang, Yuyang Hong, Fangzheng Chen, Zhengbo Zhang, Haina Tang, Shiming XiangAbstract
Media-bridged time series forecasting is expanding to encompass traditional "multivariate" and emerging "multimodal" (e.g., through textual assistance). Existing Time Series Forecasting (TSF) models still rely on paradigm-specific relation, fusion, and temporal modules, hindering a common forecasting backbone across numerical and pre-aligned narrative-flow settings. To explore this, we propose the Multimedia Identity-Aware Prism Network (MIDAPN), a unified spatiotemporal forecasting backbone based on media-general graph adaptation and automatic temporal learning: (1) Following media pre-alignment, our Multimedia Identity-Aware Graph (MIDAG) revisits identity through static essence, dynamic behavior, and latent commonality, inducing affinities that extend variable-specific dependencies across media. Contextual Identity Modulation (CIM) further refines discriminative aggregation. (2) We develop Spectral Prism Convolution (SPConv) to automatically perform hierarchical temporal analysis, balancing coarse trends and fine-grained details. Meanwhile, its Adaptive Search Guidance configures a scale-efficient architecture for temporal-dimension reconstruction. These decoupled yet synergistic components jointly address media identity disentanglement and temporal-scale mismatch. Comprehensive evaluations involving 16 SOTA TSF models across 13 "multivariate" and 12 "multimodal" datasets, alongside targeted long-context comparisons against 14 time series foundation models and fused pretrained language models, demonstrate MIDAPN's consistent superiority and broad shared backbone compatibility. The code is available at \href{this https URL}{this https URL}.
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https://arxiv.org/abs/2610.11924
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Timer-M1: A Multivariate Time Series Foundation Model via Learning Primitives
2026-10-08 11:28:56Haoran Zhang, Haixuan Liu, Xingjian Su, Yong Liu, Zhi Chen, Yuxuan Wang, Jianmin Wang, Mingsheng LongAbstract
We introduce Timer-M1, a pretrained multivariate time series foundation model that learns with primitives for zero-shot forecasting. Across domains, time series share elementary temporal and relational patterns, termed primitives, yet differ in how these primitives manifest and evolve across different contexts. Despite progress in zero-shot and task-general forecasting, existing foundation models may still struggle to generalize to complex real-world scenarios. To this end, we develop a primitive-based data synthesis and pretraining pipeline. The synthesis pipeline generates series with temporal primitives shared across domains and then assembles real and generated series into multivariate samples using relational primitives. Afterwards, samples are organized into episodes by assigning distinct channel roles as target variates, past-only covariates, and known-future covariates, ensuring that the model is optimized on predictable variates using available exogenous information. Technically, Timer-M1 further adapts gated two-dimensional Transformer blocks that dynamically allocate cross-variate attention across layers. Across three large-scale forecasting benchmarks, Timer-M1 ranks first on both FEV and TIME and second on GIFT-Eval among most recent time series foundation models. These results support effective primitive-based pretraining as a route to robust general forecasting technique across domains and task settings.
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https://arxiv.org/abs/2610.11734
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Sera: Semantic Representation Aggregation for Reliable and Interpretable Battery Health Forecasting
2026-10-08 09:25:01Jiawei Li, Fang Liu, Wei Zhang, Zuming Liu, Man-Fai Ng, Zhi Wei SehAbstract
Battery state of health (SoH) forecasting is important for battery management, but remains challenging due to nonlinear degradation and heterogeneity across batteries. Existing data-driven approaches primarily use temporal models to learn from numerical battery time series, and higher-level degradation characteristics are often not explicitly represented. These characteristics, however, can provide degradation guidance to support reliable forecasting and make the influence of degradation more interpretable. In this paper, we propose \textsc{Sera}, a \underline{se}mantic \underline{r}epresentation \underline{a}ggregation framework that complements temporal modelling with degradation semantics. Guided by battery domain expertise, \textsc{Sera} extracts degradation semantics from time series and constructs two complementary representations using rule-based knowledge and LLM-based interpretation. The representations are independently encoded and integrated with the representation learned by temporal models through gated aggregations. Experiments on the mainstream benchmark across multiple prediction horizons and different temporal models show that \textsc{Sera} consistently improves forecasting performance, achieving up to a 37.3\% reduction in prediction error over the temporal baseline and enhanced generalizability. Counterfactual analysis examines how forecasts respond to changes in degradation semantics to assess interpretability. The results show that prediction responses are consistent with the meanings of key degradation descriptors across tested horizons. Together, these findings demonstrate that structured degradation semantics and effective aggregation can improve forecasting accuracy and support reliable and interpretable battery health forecasting for advanced battery management.
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https://arxiv.org/abs/2610.11567
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READ-Bench: Benchmarking Historical Instance Retrieval for Time-Series Diagnosis
2026-10-08 04:57:53Gerardo Pastrana, Haojun Li, Dhruv Mehta, Anoushka Vyas, Sina Khoshfetrat Pakazad, Henrik Ohlsson, John PaparrizosAbstract
Time-series diagnostic systems rarely rely on retrieving relevant historical cases, and when they do, retrieval is evaluated only indirectly through downstream prediction. We introduce READ-Bench, a benchmark for historical-case retrieval across 12 diagnostic datasets, centered on multivariate time series, that defines relevance by shared fault or event type rather than signal shape, so visually different traces of the same fault count as relevant while similar-looking traces of different faults do not. Treating retrieval as a base retriever followed by a reranker, we evaluate classical distances, symbolic retrievers, self-supervised and foundation-model embedders, and their fusion, plus label-aware and language-model rerankers, under one protocol that varies supervision, pollution, and corpus scale with significance testing. Under a common channel-independent interface, pretrained representations offer no statistically detectable advantage over strong classical and symbolic baselines for search alone. The decisive factor is a small amount of resolved-case supervision at reranking, namely a Gaussian-process reranker that propagates a few neighbor labels in embedding space, which helps far more than more sophisticated representations or language-model reasoning and holds under pollution and at full corpus scale. Guided by these findings, we fuse a normal-residual-scored embedder with a dynamic time warping leg via reciprocal-rank fusion, then rerank with the Gaussian-process reranker, improving NDCG@10 over its own search stage on all 12 datasets, by +0.11 from reranking and +0.16 over the strongest single base retriever.
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URL
https://arxiv.org/abs/2609.32123
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AliO: Output Alignment Matters in Long-Term Time Series Forecasing
2026-10-08 04:12:35Kwangryeol Park, Jaeho Kim, Seulki LeeAbstract
Long-term Time Series Forecasting (LTSF) tasks, which leverage the current data sequence as input to predict the future sequence, have become increasingly crucial in real-world applications such as weather forecasting and planning of electricity consumption. However, state-of-the-art LTSF models often fail to achieve prediction output alignment for the same timestamps across lagged input sequences. Instead, these models exhibit low output alignment, resulting in fluctuation in prediction outputs for the same timestamps, undermining the model's reliability. To address this, we propose AliO (Align Outputs), a novel approach designed to improve the output alignment of LTSF models by reducing the discrepancies between prediction outputs for the same timestamps in both the time and frequency domains. To measure output alignment, we introduce a new metric, TAM (Time Alignment Metric), which quantifies the alignment between prediction outputs, whereas existing metrics such as MSE only capture the distance between prediction outputs and ground truths. Experimental results show that AliO effectively improves the output alignment, i.e., up to 58.2% in TAM, while maintaining or enhancing the forecasting performance (up to 27.5%). This improved output alignment increases the reliability of the LTSF models, making them more applicable in real-world scenarios.
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https://arxiv.org/abs/2610.11213
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Lapras: Latent Reasoning for Time Series Language Models
2026-10-08 02:33:37Yuliang Chen, Yu Yvonne Wu, Patrick Langer, Arvind Pillai, Sudarshan Regmi, Martin Maritsch, Juncheng Liu, Robert Jakob, Thomas Kaar, Tess Z. Griffin, Lisa Marsch, Michael V. Heinz, Nicholas C. Jacobson, Andrew CampbellAbstract
Time Series Language Models (TSLMs) offer a promising path toward time series understanding by reasoning over temporal signals and producing natural language answers and explanations. A common approach is Chain-of-Thought (CoT), which generates step-by-step rationales linking relevant signal patterns to final answers. Although these models learn from reference CoT traces during post-training, generating faithful descriptions of input time series at inference remains challenging. Expressing high-dimensional, continuous temporal representations in discrete language tokens may cause the model to neglect task-relevant patterns or describe them inaccurately. Because later reasoning steps build on these descriptions, early errors propagate, leading to incorrect answers with plausible explanations that are inconsistent with the input signal. We propose Lapras (Latent Post-trained Reasoning Across Series), a post-training framework that equips TSLMs with latent reasoning. A model trained with Lapras reasons through a sequence of continuous thoughts in the joint time series-language space, producing text only for the final answer. It learns this through teacher-student self-distillation, where a teacher trained on CoT reference traces reasons explicitly through text. The student aligns its hidden states with the teacher's at the answer stage, transferring the teacher's reasoning ability into its latent computation. We evaluate Lapras across four TSLM backbones on five time series question answering benchmarks. Lapras improves average F1 by up to 10.79% over explicit CoT while generating 23.9x fewer tokens. Lapras's continuous thoughts can also be decoded into readable reasoning traces via standard language decoding, preserving textual explanations. Together, these results highlight Lapras as a promising post-training paradigm for efficient, effective, and interpretable TSLM reasoning.
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https://arxiv.org/abs/2610.11111
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From Shared Demand Patterns to Local Uncertainty: Probabilistic Load Forecasting by Mixing Compact Adaptations
2026-10-06 15:27:43Haoran Li, Zhe Cheng, Yang WengAbstract
Probabilistic load forecasting has been widely studied for power-system operation and planning, but customer- and transformer-level forecasting introduces a distinct scalability challenge. At these levels, load uncertainty is strongly affected by customer behavior, weather, and mixed load composition, making it difficult for a single shared model to capture heterogeneous patterns. Using separate probabilistic models can improve local accuracy, but becomes costly to train, store, update, and validate at scale. To address this challenge, we develop a scalable customer-aware forecasting framework that learns common demand behavior through a shared model while adapting only a compact subset of parameters. Rather than using an independent model for each load or assigning each load to a specialized model, the proposed design learns a small bank of low-dimensional adaptation components and allows each load to combine them according to its forecasting characteristics. This preserves shared knowledge across customers while providing sufficient flexibility for heterogeneous and mixed load compositions. Experiments on 590 load profiles from the SMART-DS dataset show consistent improvements in deterministic accuracy and probabilistic quality over statistical, neural-network, Transformer-based, and pretrained time-series baselines, while retaining low storage and inference costs.
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https://arxiv.org/abs/2610.08538
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Explainable Failure Prediction and Prevention in Maritime
2026-10-06 13:51:58Dionisis Kalogeropoulos, Georgia Sovatzidi, Panagiotis G. Kalozoumis, Dimitris K. IakovidisAbstract
Maritime systems operate in highly dynamic environments where unexpected equipment failures can compromise safety, reliability, and operational efficiency. Recent advances in artificial intelligence (AI), machine learning, digital twins, and predictive maintenance enable proactive failure prediction and prevention. However, ensuring trustworthy and explainable decision-making remains a major challenge in safety-critical maritime applications. This chapter reviews key AI technologies required for explainable failure prediction and prevention in maritime systems and presents a conceptual architecture capable of supporting autonomous or human-in-the-loop corrective actions. This architecture integrates data acquisition, time-series forecasting, anomaly detection, risk assessment, decision-making, and explainable AI into a closed-loop framework. With reference to the architectural components, a review and discussion of relevant maritime studies is performed, outlining their methods, advantages, and limitations. Furthermore, it highlights current challenges, including uncertainty and robustness, model generalization, explainability, limited availability of maritime datasets, and operational deployment, and identifies future research directions toward trustworthy AI-assisted maritime decision-making.
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https://arxiv.org/abs/2610.08363
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Scale-Invariant Training for Time Series Foundation Models
2026-10-05 19:56:49Ignacy Stepka, Willa Potosnak, Kin G. Olivares, Artur DubrawskiAbstract
Time series foundation models (TSFMs) are trained on large collections of time series datasets that span various morphologies and domains. This setting exposes models to series whose scales -- typical magnitudes of their values -- can differ substantially. Affine scaling methods such as Reversible Instance Normalization (ReVIN) scale model inputs and reverse the transform before computing the loss. We show that this inversion multiplies each series' gradient by $b^p$ relative to loss on scaled targets, where $b$ is the scaling denominator (e.g., standard deviation) and $p$ is the loss degree. We call this scale-contaminated training (ScaleCon), because the scale of each series consequently becomes an importance weight, causing high-scale series to dominate training. For any scale-equivariant scaler and residual loss that is homogeneous of degree $p$, including MSE, MAE, and Quantile Loss, we prove that computing loss on scaled targets makes every mini-batch gradient and, consequently, the full optimization trajectory invariant to arbitrary independent rescaling of the training series, yielding scale-invariant training (ScaleIn). Notably, existing TSFMs use both objectives, with neither consistent reporting nor a common convention on how to compute training loss. We isolate the convergence disparity induced by ScaleCon and its correction under ScaleIn in controlled studies on synthetic and real data. In pretraining across four TSFM architectures, ScaleIn lowers MASE in all 24 architecture-benchmark comparisons, with average reductions across TSFMs of 18.8% on GIFT-Eval and 21.9% on the M-competitions. The gains extend to supervised neural forecasting, where it lowers MASE in 16 of 20 matched settings. Most existing time series forecasting pipelines can adopt ScaleIn with a one-line code change.
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URL
https://arxiv.org/abs/2610.07324
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MASCIT: A Mask-Aware State Space Classifier for Naturally Irregular Time Series
2026-10-02 11:58:52Yoo-Min Jung, Hyeon-Gi Kim, Jonghun ParkAbstract
Naturally irregular time series combine asynchronous observations, missing values, unequal lengths, and nonuniform sampling, while dense adapters can discard temporal structure. We propose a mask-aware state space classifier for irregular time series (MASCIT), which supplies observation masks to the encoder and excludes invalid steps from gated temporal aggregation. Across 34 irregular time series datasets, MASCIT yielded the strongest aggregate point estimate and was the only evaluated neural model with three-seed results on every dataset. MASCIT retained the lowest point rank across six overlapping irregularity indicators, while factorial ablations favored partial over full selectivity. These results support selective state space models as effective, executable backbones for naturally irregular time series classification.
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https://arxiv.org/abs/2609.34409
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Trading Strategy Optimization via Textual Gradient
2026-10-02 10:48:35Chaoqun Yang, Qian Wang, Fengbin Zhu, Xinyu Lin, Bingsheng He, Roger Zimmermann, Tat-Seng ChuaAbstract
Quantitative trading strategy design aims to discover trading programs from historical data that remain effective in future markets, which can be viewed as a black-box program optimization problem. LLM-based textual gradients offer a promising approach by providing explicit optimization directions for iterative strategy refinement. However, directly applying textual gradients faces two challenges: (1) optimization is myopic, underutilizing experience from previous evaluations; and (2) aggregate backtest feedback overlooks temporal robustness, potentially favoring strategies that perform well only in specific market periods. To address these challenges, we propose TradeGrad, an experience-guided textual-gradient framework for robust trading strategy optimization. TradeGrad leverages accumulated optimization experience to estimate textual gradients and employs multi-scale revisions for both strategy exploration and refinement. It further introduces the Cross-Period Robust Objective (CPRO), which emphasizes performance in unfavorable historical periods to promote temporal robustness. Experiments on cross-sectional and time-series strategy design in Chinese A-share and U.S. equity markets show that TradeGrad achieves the best in-sample and out-of-sample performance across all four settings. Notably, its Chinese cross-sectional strategy achieves 27.99% annualized return, 12.19% maximum drawdown, and a Sharpe ratio of 1.63, approximately 68% higher than the CSI 300 benchmark. Further analyses validate the proposed components and show consistent improvements in both in-sample and out-of-sample performance throughout optimization. The code is available at this https URL.
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URL
https://arxiv.org/abs/2610.03128
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Label-Efficient Time Series Classification at Scale: A Dual-Stream OSSE-LSTM with Counterfactual Attribution
2026-10-02 02:40:16Nguyen Ho, Bach Tung Tran, Trung Ky Nguyen, Zhenchang Xia, Bolong Zheng, Long Van HoAbstract
Time series are produced continuously at enormous scale by industrial equipment, wearables, power grids, and clinical monitors, yet annotation remains manual, expensive, and expert-dependent. The binding constraint in large-scale time series analytics is therefore not data volume but label volume, and the question facing a practitioner is concrete: how many examples per class must be labeled before a classifier becomes usable? We study this question directly, in a regime where the label space is fixed and known in advance and the decision rule must be constructed from only K labeled examples per class. We propose Dual-Stream OSSE-LSTM, an episodic metric-learning framework that pairs an Omni-Scale CNN with Squeeze-and-Excitation recalibration, for multi-scale motif extraction without per-dataset kernel tuning, with a Bidirectional LSTM for global temporal context. The two streams are independently normalized and fused into a prototype-oriented embedding. Because decisions taken from a few labels must also be explainable, we introduce Counterfactual Integrated Gradients (C-IG), which attributes the prototype margin between target and opposing classes rather than an isolated classifier logit, and reuses the resulting maps as soft masks for test-time prototype refinement without updating the encoder. On 19 univariate UCR datasets, OSSE-LSTM attains the highest average accuracy and per-dataset win count at every support size, and its accuracy remains within a 0.36-point band (96.36-96.72%) across that range. Its weakest configuration still exceeding the best result any compared baseline achieves at any K (93.99%).
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https://arxiv.org/abs/2610.02704
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Time Series Forecasting Benchmarks Need Scenario-Grounded Stress Testing
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Time series forecasting (TSF) increasingly drives decisions in transportation, energy, finance, healthcare, and infrastructure, yet current evaluation remains overly narrow: standard benchmarks reward low held-out error, while robustness studies typically reduce failure to Gaussian noise, random masking, or bounded adversarial perturbations. This obscures the real failure modes of deployed forecasting systems. Input-side anomalies are not merely noisier inputs: they often reflect structured events that alter temporal dynamics, break cross-variable dependencies, induce regime shifts, or propagate from faulty sensors to downstream decisions. These semantic, causal, and system-level failures cannot be faithfully captured by i.i.d. perturbations alone. The rise of TSF foundation models makes this evaluation gap more urgent, as unauditable pretraining corpora make held-out generalization increasingly unreliable. We therefore advocate scenario-grounded stress testing. Each test instance should include historical inputs and future targets, together with a semantic scenario, an explicit failure operator, and a measurable difficulty level. This shift makes evaluation interpretable, attributable, and deployment-relevant and friendly, enabling the community to ask not only which model is accurate, but under what conditions it fails and why.
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https://arxiv.org/abs/2610.02608
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IGNITE Tokamak World Model Architecture
2026-10-01 21:37:44Peter Steiner, Azarakhsh Jalalvand, Nathaniel Chen, Kouroche Bouchiat, Ricardo Shousha, SangKyeun Kim, Egemen KolemenAbstract
We introduce IGNITE, a generative world foundation model for fusion plasma behavior simulation trained in a self-supervised manner from over a decade of unlabeled experimental data at the DIII-D National Fusion Facility. The core of IGNITE is a dynamics model that can simulate DIII-D discharges from a given set of actuator trajectories. These trajectories can be supplied or generated on-the-fly from a textual prompt or from desired experimental outcomes. The model architecture consists of several spatio-temporal tokenizers that embed the different input modalities, including time-series like spatio-temporal measurement data, image sequences, and high-resolution spectrograms, each of which collected at vastly different time scales. The backbone is composed of an auto-regressive dynamics model that has the capacity to predict entire DIII-D discharges given initial latent plasma states and actuator trajectories over a theoretical infinite horizon. IGNITE paves the way towards efficient AI-driven experimental planning and world modeling for nuclear fusion.
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https://arxiv.org/abs/2610.02515
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