arXiv Machine Learning

TimeLAVA: Learning-Agnostic Valuation for Time Series Data

arXiv:2606. 18729v3 Announce Type: replace-cross Abstract: Data valuation quantifies the intrinsic quality of individual samples to enable principled data curation, quality control, and robust learning.

arXiv AI
3d ago

WinoTS: Wavelet-based Self-Distillation for Time Series Models

WinoTS introduces a wavelet‑based self‑distillation framework for time‑series models that uses time‑frequency augmentations to create multi‑scale structural views, avoiding distortion of signal dynamics. The method outperforms state‑of‑the‑art baselines in long‑term forecasting, cross‑domain zero‑shot transfer, and unsupervised anomaly detection, and linear probing on frozen representations often beats fully supervised training from scratch. Ablation studies show WinoTS is architecture‑agnostic and demonstrates that time‑frequency transformations offer a principled alternative to vision‑style spatial augmentations.

By Noam Major, Kathy Razmadze, Yoli Shavit
arXiv AI
Sep 25

Neuralized Multi-Wavelet Decomposition for Time Series Classification and Forecasting

The paper introduces m-WCN, an end‑to‑end deep learning framework that neuralizes multi‑wavelet decomposition to jointly extract temporal patterns and frequency components from time series. Two task‑specific architectures built on m‑WCN—TFBC for classification and FTB for forecasting—are shown to outperform baseline models on 64 UCR datasets and seven forecasting benchmarks, achieving average improvements of nearly 20% in both tasks. The approach leverages trainable convolutional operators and orthogonality constraints to produce interpretable multi‑resolution representations.

By Xiaohan Jiang, Jingyuan Wang, Jiahao Ji, Yongyao Wang, Chen Yang, Junjie Wu
Hugging Face Trending Papers
Sep 24

Neuralized Multi-Wavelet Decomposition for Time Series Classification and Forecasting

The paper introduces m-WCN, an end‑to‑end deep learning framework that neuralizes multi‑wavelet decomposition to jointly extract temporal patterns and frequency components from time series. It enforces orthogonality constraints to produce interpretable multi‑resolution representations, and builds two task‑specific architectures—TFBC for classification and FTB for forecasting—on top of this foundation. Experiments on 64 UCR datasets and seven forecasting benchmarks show that TFBC and FTB outperform baseline models, achieving average improvements of about 20% in both classification and forecasting tasks.

arXiv Machine Learning
Sep 25

Learnable Time-Frequency Masks for Explaining Time-Series Classifiers

The paper introduces XACT, a framework that learns sparse attribution masks over coefficients from any invertible time‑frequency transform, such as STFT, continuous wavelet transform, and discrete wavelet transform. XACT extends the virtual inspection layer approach to wavelet transforms, enabling Layer‑wise Relevance Propagation (LRP) to generate explanations in these representations. Experiments on synthetic and two real‑world datasets show that XACT produces precise, sparse, and structured explanations, often outperforming baseline methods in highlighting relevant features.

By Theresa Dahl Frehr, Francisco Pelayo, Lukas Raad, Alicia Garc\'ia Sanz, Thea Br\"usch, Tommy Sonne Alstr{\o}m
arXiv Machine Learning
Sep 7

WaveletDiff: Multilevel Wavelet Diffusion For Time Series Generation

WaveletDiff is a diffusion-based framework that generates time series by training directly on wavelet coefficients, leveraging multi-resolution structure through level‑specific transformers and cross‑level attention with adaptive gating. The model incorporates Parseval‑theorem‑based energy constraints to preserve time‑frequency properties during diffusion. Experiments on six real‑world datasets from energy, finance, and neuroscience show that WaveletDiff outperforms several diffusion baselines and competes with the VAE/transformer‑based MSDformer, achieving lower discriminative and Context‑FID scores while using fewer parameters and less training time.

By Yu-Hsiang Wang, Olgica Milenkovic
arXiv AI
3d ago

Wavelet Flow Matching for Time Series

The paper introduces Wavelet Flow Matching, a method for generating multivariate time series by applying flow matching to multilevel discrete wavelet coefficients. By working in the wavelet domain, the model captures coarse-to-fine temporal structure implicitly and uses a channel-token transformer to model cross-channel dependencies. Experiments on seven benchmark datasets and four sequence lengths show that the approach matches or surpasses existing methods, especially in Context-FID and discriminative score metrics.

By Lucas Poinsignon, Jorge da Silva Gon\c{c}alves, Samuel Ruip\'erez-Campillo, Julia E. Vogt
arXiv AI
3d ago

A Time-Aware Bag-of-Receptive-Fields for Interpretable Irregular Time Series Classification

The paper introduces a Time-Aware Bag-of-Receptive-Fields (BORF) for classifying irregular time series, extending the original BORF to handle non-uniform sampling, missing data, and variable lengths. It adds a time-weighted normalization that weights observations by their time deltas, enabling pattern extraction that reflects the true temporal distribution. The method maintains linear time complexity and is evaluated against state‑of‑the‑art irregular time‑series classifiers, achieving competitive performance while providing human‑interpretable explanations.

By Francesco Spinnato
arXiv Machine Learning
Aug 11

CPDA: Class-Conditional Path Distribution Alignment for Unsupervised Time-Series Domain Adaptation

arXiv:2608. 09193v1 Announce Type: cross Abstract: Unsupervised time-series domain adaptation (DA) addresses the challenge of transferring a classifier from a labeled source domain to an unlabeled target domain under distribution shifts induced by different users, sensors, devices, acquisition conditions, or temporal dynamics.

By Felix Ott, Christopher Mutschler