time series analysts

Abstract: Concentration inequalities for time series usually involve unknown quantities measuring dependence. This prevents their direct use as confidence bounds, or as criteria for learning algorithms. Recent works proved empirical concentration inequalities for stationary Markov chains, where the unknown quantities are estimated. We extend this approach beyond the Markov case, by considering stationary chains with infinite memory. We first establish a bounded-differences inequality on bounded Polish metric spaces under a summable Wasserstein contraction condition. We then estimate its dependence coefficients from a single trajectory, using either transition counts when the state space is finite, or derivatives of kernel conditional-density estimates for a continuous state space. We give general error bounds and illustrate their dependence on the memory tail. Finally, a fixed multiplicative safety factor turns these estimators into empirical concentration bounds. While some regularity assumptions are required to make the bounds empirical, our procedure remains fully adaptive in the sense that it does not require the knowledge of the constants involved in these assumptions. The empirical confidence bounds derived from our results are asymptotically as tight as the theoretical ones.

Abstract: Synthetic pretraining under distribution shift requires deciding what synthetic data to use. A natural criterion is to match the spectral predictability $Ω$ of the source to the target, but is $Ω$ sufficient? We test this hypothesis, which we call predictability-aware pretraining, across three architectures (LSTM, PatchTST, TCN) and three seeds. Under ideal synthetic-to-synthetic conditions, $Ω$-matched pretraining can outperform even an oracle baseline (+46.8% MSE reduction, LSTM), though the benefit is already architecture-dependent. On the real-world ETTm1 benchmark, however, this relationship does not hold: sine-plus-noise pretraining at matched $Ω$ yields only a marginal mean improvement +2.3% averaged over all three architectures, up to +65.5% on individual channels), whereas $Ω$ matched chaotic ODE trajectories systematically degrade performance -13.2%). The two sources agree on the direction of transfer for only 53% of configurations across all three architectures (Pearson r=-0.02), indicating that $Ω$ carries little information about which source will transfer beneficially. We further observe an architecture-dependent asymmetry in the response to the direction of the $Ω$ gap. We conclude that $Ω$ matching can help in controlled settings but is not sufficient to predict transfer across sources, and we discuss additional signal properties that a source-selection criterion may need to consider.

Abstract: Large language models (LLMs) have recently shown strong potential for time series reasoning, while models that reason over time series are usually with long chains of thought. However, this process often consumes thousands of tokens, directly leading to substantial latency during inference. In contrast, System 1 models such as Jev make decisions instantly and can naturally be an alternative, but raw time series are not compatible with the embedding space of these models, thus hindering the reasoning performance, especially when input series contain thousands of numeric points. In this paper, we make a very early attempt to propose a time series System 1 model, namely TimesJev. Specifically, we first formalize System 1 sufficiency in time series reasoning, which motivates a compressed representation for time series with key frequency patterns preserved. To construct this representation, we derive a dimension reduction objective that combines (i) a sufficiency divergence that measures the core information lost during compression, and (ii) a realizability divergence that quantifies the incompatibility of the System 1 model to the optimal prediction given this representation. We optimize this objective by learning time series compression with a gating mechanism for sufficiency, and then aligning the selected representation with the embedding space for realizability. Finally, experiments on 13 datasets demonstrate that TimesJev outperforms reasoning models by over 62% with 62.9% less inference time than their fine-tuned versions on average.

Abstract: Regression models used in real-world applications are often challenged by noise, outliers, data heterogeneity, and asymmetric error characteristics, which severely limit the effectiveness of conventional point-wise learning models. While twin support vector regression (TSVR) partially addresses these issues through the use of nonparallel regression bounds, it still relies on individual samples as basic learning units. As a result, TSVR remains highly sensitive to noisy and contaminated observations and fails to leverage the underlying structural and regional information inherent in complex datasets, leading to suboptimal robustness and generalization performance. To address these limitations, we introduce granular ball twin support vector regression (GBTSVR) and its quantile extension, granular ball twin support vector quantile regression (GB-TSVQR). The proposed models integrate granular ball computing with TSVR, replacing individual data points with compact, structure-preserving granular balls as fundamental learning units. This region-level representation effectively suppresses noise and outliers while preserving intrinsic data geometry, thereby enhancing robustness, stability, and generalization. GBTSVR constructs nonparallel lower- and upper-bound regression functions over granular balls, significantly reducing sensitivity to sample-level perturbations. Building upon this framework, GB-TSVQR further incorporates quantile regression principles to simultaneously capture heterogeneous trends and asymmetric error distributions across different quantile levels. Extensive experiments on synthetic datasets, time-series benchmarks, and outlier-contaminated data demonstrate that the proposed GBTSVR and GB-TSVQR consistently outperform state-of-the-art regression models.

Abstract: Mamba-3 introduces input-dependent rotations into recurrent state updates, but their contribution beyond state retention remains unclear. We interpret these ro- tations as underdamped second-order dynamics, providing a framework for in- vestigating the role of oscillation in sequence modeling. Controlled comparisons show that underdamped dynamics outperform non-oscillatory damping regimes on state-tracking tasks, while language-model pretraining demonstrates benefits for long-context prediction and length generalization. Interventions in pretrained models further establish the importance of learned phase, and state analysis sug- gests that rotation regulates how retained information combines with incoming up- dates. Taken together, these findings identify underdamped dynamics as a useful mechanism for recurrent computation and suggest that oscillation supports long- context processing by regulating how information accumulates.

Abstract: Motivated by sequence-to-sequence transport in the context time-series domain adaptation, we study the problem of transportation between trajectories of Markov processes. Given a limited number of trajectories from source distribution and the target distribution, we formulate a flow matching based algorithm which learns a transport map from the source to target trajectory distribution, while preserving the Markov structure. We show that this is consistent in the population limit and derive finite-sample error bounds under mixing time assumptions, following the analysis of classical statistical problems including regression (Nagaraj et al., 2020), principal component analysis (Kumar and Sarkar, 2023), and matrix concentration (Neeman et al., 2024) in the Markov setting. We complement that with a lower-bound construction showing that a mixing-time dependent sample complexity is unavoidable even with regular Gaussian conditional transitions. We evaluate on synthetic and real-world data. For image retrieval from electroencephalography (EEG) on THINGS-EEG2 (Gifford et al., 2022), the task is to identify the viewed image from EEG signals captured from human subjects, which suffers from high inter subject variability. We augment the ENIGMA decoder (Kneeland et al., 2026) with a conditional flow before its subject-specific temporal map. This improves mean top-5 retrieval accuracy from 43.87% to 49.05%, an 11.82% relative improvement.

Abstract: Group attention, introduced by the time series forecasting model Chronos-2, attends over the variates of a group at a fixed patch index and serves both multivariate (MV) and in-context learning (ICL) forecasting. Rather than evaluating this cross-variate attention design as a whole, we ask which part of the mechanism earns the benefit and probe its applicability to both MV and ICL regimes. By editing the attention matrix $α$ at inference we separate the two pathways a head comprises: V/O, which projects a weighted summary of the group, and Q/K, which decides the weights. Uniform pooling (V/O without any Q/K weighting) is positive on 18 of our 20 sensor-network configurations, while the learned weighting (Q/K) splits by group type: its contribution is positive or negligible for MV, but materially degrades 8 of the 10 sensor-network ICL configurations, leaving 4 of them worse than univariate inference. By isolating the impact of different layers, we find that uniforming $α$ in the first block alone improves every ICL configuration we test.

Abstract: Generative models for function-valued data, such as time series and solutions of partial differential equations, must learn distributions over infinite-dimensional spaces. Functional Flow Matching (FFM) extends Flow Matching to this setting, learning a velocity field whose flow transports a Gaussian prior to the data distribution, but it inherits the independent endpoint pairing of standard Flow Matching: in each batch, prior and data samples are matched arbitrarily, so the conditional bridge must traverse both the shared global structure of the dataset and instance-specific residuals. In function space this is harder to fix than in finite dimensions, since optimal transport (OT) on function spaces is delicate to formulate and a flat Euclidean surrogate ignores the geometry that distinguishes function-valued data. We propose kernel Functional Flow Matching (kFFM), which replaces the independent pairing by entropic OT under a kernel-induced cost, the coupling underlying the Hilbert Sinkhorn Divergence (HSD), leaving the FFM neural-operator architecture unchanged. We prove that the kernel cost and the HSD objective are uniformly bounded and well-posed on Banach ambient spaces, derive an error decomposition against quadratic-cost OT on compact metric spaces that isolates an irreducible kernel-cost mismatch term, and prove a discretization-invariance bound whose rate is governed by Sobolev regularity. Empirically, kFFM improves distributional matching over FFM, diffusion, adversarial, and finite-dimensional OT baselines on time-series and PDE benchmarks, with significant paired-seed gains over FFM and improvements that persist under non-kernel and physics-based diagnostics, including a turbulent Navier-Stokes benchmark. Bounded kernel costs already outperform raw $L^2$ Sinkhorn, and function-space-aware kernels (signature, Sobolev RBF) give further gains on rough or path-valued data.

Abstract: State Space Models (SSMs) compress sequence history into a bounded recurrent state, making the resulting memory law a central architectural choice for long-context performance. Most modern SSMs rely on ODE-based dynamics that lead to exponential forgetting, limiting their ability to retain information over broad temporal ranges. We introduce FRAC, a selective SSM architecture derived from fractional dynamics that replaces this exponential decay with power-law long memory. To make fractional dynamics practical, FRAC approximates the heavy-tailed target kernel with a finite-state, log-spaced sum of exponential modes. This construction turns fractional memory into an efficient recurrent module with parallel training and prefill, while retaining bounded-state autoregressive decoding. Extensive experiments, including 1.3B-parameter language modeling, demonstrate that FRAC consistently improves long-context performance over state-of-the-art SSM baselines while staying competitive on short-context. These results show that fractional dynamics provide a practical and effective prior for long-context SSMs.

Abstract: Time series agents answer analytical questions by calling external tools, and which tools they carry is decided by people before the agent runs. However, we identify two failures in this setup. Human-Agent Tool Misalignment: a library of 21 expert-curated tools helps on some tasks and hurts on others, dropping anomaly accuracy under every backbone we test. Silent Harm: one round of generic self-revision changes 147 answers and breaks 56 of them, while the final score moves by less than a point. Both follow from the same gap: whether a tool helps is decided question by question at runtime, while tools are supplied in advance and judged by a single average. To address this, we propose TimeEvo, which clusters an agent's diagnosed failures into capability gaps, plans a measurement for each, synthesizes evidence-only tools that fill them, and admits the candidate library only through a paired admission gate. Experiments on ten time series QA tasks and three backbones show that TimeEvo, starting from an empty library, improves accuracy on every task and every backbone, and that a library grown on a cheap model still gains when it is installed into stronger ones. Code is available at https://github.com/Muyiiiii/TimeEvo.

Abstract: We develop an exact almost-sure learning theory for smooth parametric models trained by regularly weighted empirical risk minimization on long-range dependent data. The training observations are generated from a fixed finite window of a stationary Gaussian sequence, and the sample weights are regularly varying. If the loss gradient at the population minimizer has Wiener-chaos rank $m$ and a nonzero low-frequency coefficient, then, in the long-memory interior regime, the finite-lag score reduces on the iterated-logarithm scale to a single weighted Hermite chaos. This yields an almost-sure Bahadur representation, an exact limsup law for the learned parameter, and, for $m\ge2$, the functional cluster set of the complete learning trajectory. The polynomial learning exponent is determined by the memory parameter and the chaos rank and is invariant under the admissible power weighting, whereas the sharp pathwise constant and cluster geometry depend on the weights. In the rank-one case, global optimization over the admissible power exponents shows that every optimizer is positive. Time-series prediction and classification examples illustrate the results.