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Time series analysis comprises statistical methods for analyzing a sequence of data points collected over an interval of time to identify interesting patterns and trends.
Papers and Code
Detecting Time Series Anomalies Like an Expert: A Multi-Agent LLM Framework with Specialized Analyzers
May 07, 2026
Recent studies have explored large language models for time-series anomaly detection, yet existing approaches often rely on a single general-purpose model to directly infer anomaly indices or intervals, limiting controllability, interpretability, and reliability for complex anomaly patterns. We propose SAGE (Specialized Analyzer Group for Expert-like Detection), a multi-agent framework for structured anomaly diagnosis in univariate time series. It decomposes anomaly analysis into four specialized Analyzers for point, structural, seasonal, and pattern anomalies. Each Analyzer applies family-specific numerical tools and diagnostic visualizations to generate evidence, while an evidence-grounded Detector consolidates the evidence into confidence-scored anomaly records with intervals and candidate types. A Supervisor then converts these structured records into analyst-facing diagnostic reports. SAGE further constructs synthetic in-context examples from normal-reference training segments, without using real anomalous segments or anomaly-type labels as in-context examples. Across three benchmarks, SAGE achieves the best average performance among strong ML/DL and language-model-based baselines. Ablation studies and human evaluation further show that the proposed framework improves detection reliability and the practical usefulness of diagnostic outputs.
The Newsworthiness of Brazilian Distress: A Peak Analysis on Time Series of International Media Attention to Disasters in Brazil
May 06, 2026Media coverage influences disaster response, yet the drivers of international media attention to local events remain unevenly understood. Brazil offers a compelling case: some of its natural and technological disasters occasionally hit the international headlines. However, systematic analyses of what makes these events be discussed abroad are still missing. Addressing this gap requires representative, validated and country-specific news datasets. This paper presents a peak analysis of 2k news about Brazilian fires and landslides in German newspapers from 2000 to 2024. Using time series segmentation to detect news event peaks, we examine the extent to which they can be temporally aligned with observations in national and global disaster databases.
Enabling Federated Inference via Unsupervised Consensus Embedding
May 07, 2026Cooperative inference across independently deployed machine learning models is increasingly desirable in distributed environments, as there is a growing need to leverage multiple models while keeping their data and model parameters private. However, existing cooperative frameworks typically rely on sharing input data, model parameters, or a common encoder, which limits their applicability in privacy-sensitive or cross-organizational settings. To address this challenge, we propose Consensus Embedding-based Federated Inference (CE-FI), a framework that enables pretrained models to cooperate at inference time without sharing model parameters or raw inputs and without assuming a common encoder. CE-FI introduces two components: a Consensus Embedding (CE) layer that maps heterogeneous intermediate representations into a common embedding space, and a Cooperative Output (CO) layer that produces predictions from these embeddings. Both layers are trained using shared unlabeled data only, so the cooperative stage does not require additional labeled data. Experiments on image classification benchmarks -- CIFAR-10 and CIFAR-100 -- under diverse non-IID conditions show that CE-FI consistently outperforms solo inference and performs comparably to conventional methods that require stronger sharing assumptions. Additional evaluations on text and time-series tasks indicate applicability beyond image classification, although performance depends on the ensemble strategy. Further analysis identifies representation alignment as the primary bottleneck.
Preliminary Insights in Chronos Frequency Data Understanding and Reconstruction
May 07, 2026This paper presents a preliminary analysis of the ability of Chronos foundation model to process and internally represent frequency domain information. Foundation models that process time-series data offer practitioners a unified architecture capable of learning generic temporal representations across diverse tasks and domains, reducing the need for task-specific feature engineering and enabling transfer across signal modalities. Despite their growing adoption, the extent to which such models encode fundamental signal properties remains insufficiently characterised. We address this gap by analysing Chronos under controlled conditions, starting from the simplest class of signals: discrete sinusoids generated at fixed frequencies. Using lightweight online minimum description length probes applied to the decoder architecture, we test for the presence and separability of frequency information in the model's internal representations. The results provide insight into how frequential content is captured across the frequency spectrum and highlight regimes in which representation quality may degrade or require particular care. These findings offer practical guidance for users of Chronos in signal processing and information fusion contexts, and contribute to ongoing efforts to improve the interpretability and evaluation of foundation models for temporal data.
Superposition Is Not Necessary: A Mechanistic Interpretability Analysis of Transformer Representations for Time Series Forecasting
May 06, 2026Transformer architectures have been widely adopted for time series forecasting, yet whether the representational mechanisms that make them powerful in NLP actually engage on time series data remains unexplored. The persistent competitiveness of simple linear models such as DLinear has fueled ongoing debate, but no mechanistic explanation for this phenomenon has been offered. We address this gap by applying sparse autoencoders (SAEs), a tool from mechanistic interpretability, to probe the internal representations of PatchTST. We first establish that a single-layer, narrow-dimensional transformer matches the forecasting performance of deeper configurations across commonly used benchmarks. We then train SAEs on the post-GELU intermediate FFN activations with dictionary sizes ranging from 0.5x to 4.0x the native dimensionality. Expanding the dictionary yields negligible downstream performance change (average 0.214%), with large portions of overcomplete dictionaries remaining inactive. Targeted causal interventions on dominant latent features produce minimal forecast perturbation. Across all evaluated settings, we observe no empirical evidence that the analyzed FFN representations rely on strong superposition. Instead, the representations remain sparse, stable under aggressive dictionary expansion, and largely insensitive to latent interventions. These results demonstrate that superposition is not necessary for competitive performance on standard forecasting benchmarks, suggesting they may not demand the rich compositional representations that drive transformer success in language modeling, and helping explain the persistent competitiveness of simple linear models
Capabilities of Auto-encoders and Principal Component Analysis of the Reduction of Microstructural Images; Application on the Acceleration of Phase-Field Simulations
May 05, 2026In this work, a data-driven framework based on Phase-Field simulations data is proposed to highlight the capabilities of neural networks to ensure accurate low dimensionality reduction of simulated microstructural images and to provide time-series analysis. The dataset was indeed constructed from high-fidelity Phase-Field simulations. Analyses demonstrated that the association of auto-encoder neural networks and principal component analyses leads to ensure efficient and significant dimensionality reduction: 1/196 of reduction ratio with more than 80% of accuracy. These findings give insight to apply analyses on data from the latent dimension. Application of Long Short Term Memory (LSTM) neural networks showed the possibility of making next frame predictions; that makes possible the acceleration of Phase-Field simulation without the need of high computing resources. We discussed the application of such a framework on various areas of research. Different methods are proposed from the conducted analyses, in order to ensure dimensionality reduction, including auto-encoders, principal component analysis and Artificial Neural Networks, and time-series analysis, including LSTM and Gated Recurrent Unit (GRU).
* 21 pages, 8 figures. Preprint version of article published in Computational Materials Science
Scalable inference of spatial regions and temporal signatures from time series
May 06, 2026Regionalization aims to partition a spatial domain into contiguous regions that share similar characteristics, enabling more effective spatial analysis, policy making, and resource management. Existing approaches for spatial regionalization typically rely on static spatial snapshots rather than evolving time series. Meanwhile, most time series clustering methods ignore spatial structure or enforce spatial continuity through ad hoc regularization, constraining the number of inferred regions a priori either explicitly or implicitly. Utilizing the minimum description length principle from information theory, here we propose an efficient and fully nonparametric framework for the regionalization of spatial time series. Our method jointly infers a spatial partition along with a set of representative time series archetypes ("drivers") that best compress a spatiotemporal dataset, with a runtime log-linear in the number of time series. We demonstrate that this method can accurately recover planted regional structure and drivers in synthetic time series, and can extract meaningful structural regularities in large-scale empirical air quality and vegetation index records. Our method provides a principled and scalable framework for spatially contiguous partitioning, allowing interpretable temporal patterns and homogeneous regions to emerge directly from the data itself.
Segmenting Human-LLM Co-authored Text via Change Point Detection
May 05, 2026The rise of large language models (LLMs) has created an urgent need to distinguish between human-written and LLM-generated text to ensure authenticity and societal trust. Existing detectors typically provide a binary classification for an entire passage; however, this is insufficient for human--LLM co-authored text, where the objective is to localize specific segments authored by humans or LLMs. To bridge this gap, we propose algorithms to segment text into human- and LLM-authored pieces. Our key observation is that such a segmentation task is conceptually similar to classical change point detection in time-series analysis. Leveraging this analogy, we adapt change point detection to LLM-generated text detection, develop a weighted algorithm and a generalized algorithm to accommodate heterogeneous detection score variability, and establish the minimax optimality of our procedure. Empirically, we demonstrate the strong performance of our approach against a wide range of existing baselines.
Learning Time-Inhomogeneous Markov Dynamics in Financial Time Series via Neural Parameterization
May 06, 2026Modeling the dynamics of non-stationary stochastic systems requires balancing the representational power of deep learning with the mathematical transparency of classical models. While classical Markov transition operators provide explicit, theoretically grounded rules for system evolution, their empirical estimation collapses due to severe data sparsity when applied to high-resolution, high-noise environments. We explore this statistical barrier using financial time series as a canonical, real-world testbed. To overcome the degeneracy of empirical counting, we introduce a framework that utilizes neural networks strictly as parameterization engines to generate explicit, time-varying Markov transition matrices. By constraining the neural network to output its predictions as a formal stochastic operator, we maintain complete structural interpretability. We demonstrate that these learned operators successfully capture complex regime shifts: the state-conditioned model achieves mean row heterogeneity $\barρ = 0.0073$ while the state-free ablation collapses to exactly zero, and operator row entropy correlates with realized variance at $r = -0.62$ ($p \approx 10^{-251}$), revealing that high-volatility regimes homogenize transition dynamics rather than diversify them. Furthermore, rather than enforcing the Chapman-Kolmogorov equations as a rigid structural requirement, we repurpose them as a localized diagnostic tool to pinpoint specific temporal windows where first-order memory assumptions break down. Ultimately, this framework demonstrates how neural networks can be constrained to make rigorous, classical operator analysis viable for complex real-world time series.
Online Generalised Predictive Coding
May 04, 2026This paper introduces an extension of generalised filtering for online applications. Generalised filtering refers to data assimilation schemes that jointly infer latent states, learn unknown model parameters, and estimate uncertainty in an integrated framework -- e.g., estimate state and observation noise -- at the same time (i.e., triple estimation). This framework appears across disciplines under different names, including variational Kalman-Bucy filtering in engineering, generalised predictive coding in neuroscience, and Dynamic Expectation Maximisation (DEM) in time-series analysis. Here, we specialise DEM for ``online'' data assimilation, through a separation of temporal scales. We describe the variational principles and procedures that allow one to assimilate data in a way that allows for a slow updating of parameters and precisions, which contextualise fast Bayesian belief updating about the dynamic hidden states. Using numerical studies, we demonstrate the validity of online DEM (ODEM) using a non-linear -- and potentially chaotic -- generative model, to show that the ODEM scheme can track the latent states of the generative process, even when its functional form differs fundamentally from the dynamics of the generative model. Framed from a neuro-mimetic predictive coding perspective, ODEM offers a biologically inspired solution to online inference, learning, and uncertainty estimation in dynamic environments.