arXiv:2607. 16894v1 Announce Type: new Abstract: Many complex systems such as brain networks, financial markets, and gene-regulatory circuits are described not by a fixed graph but by one that changes over time.
arXiv:2609.37037v1 Announce Type: new Abstract: High-resolution dynamic functional connectivity (DFC) can reveal rapidly evolving brain-network interactions, but short temporal windows yield noisy, o...
arXiv:2609.37934v1 Announce Type: new Abstract: Forecasting time-varying functional connectivity from electroencephalography (EEG) requires modeling both history-dependent trends and structured varia...
Forecasting time-varying functional connectivity from electroencephalography (EEG) requires modeling both history-dependent trends and structured variability across channels. Conditional flow matching...
Modeling multivariate time series by representing them as graphs, where individual series act as nodes and pairwise temporal corre- lations serve as edges, has gained significant traction. Recent advances in Graph Neural Networks (GNNs) have demonstrated strong perfor- mance by assuming a static graph topology and aggregating information from neighboring series.
arXiv:2606. 19138v1 Announce Type: new Abstract: Neural Controlled Differential Equations (NCDE) provide a powerful continuous-time framework for forecasting time series, but standard graph-based extensions typically learn spatial structure purely from data, even in settings where a directed graph structure is known a priori.
arXiv:2607. 09537v1 Announce Type: new Abstract: Time series forecasting requires models to capture diverse, often mutually exclusive, temporal dynamics, from smooth trend continuation to nonstationary drift and strict phase-aligned recurrence.
arXiv:2608. 07333v1 Announce Type: new Abstract: Modeling multivariate time series by representing them as graphs, where individual series act as nodes and pairwise temporal corre- lations serve as edges, has gained significant traction.
arXiv:2605. 05540v2 Announce Type: replace Abstract: Fast surrogate modeling for high-dimensional physical dynamics requires more than low short-term error: useful models must roll out efficiently while preserving the statistical structure of long trajectories.
arXiv:2607. 08234v1 Announce Type: cross Abstract: 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.
Continuous-time generative frameworks construct probability paths between base and target domains by optimizing time-dependent velocity fields. While theoretical targets favor straight trajectories, empirical networks develop complex path deformations.
arXiv:2511. 10841v3 Announce Type: replace-cross Abstract: Modeling continuous-time dynamics from sparse and irregularly-sampled time series remains a fundamental challenge.
arXiv:2501. 04339v2 Announce Type: replace-cross Abstract: We introduce the Deep Convolutional Interpreter for Time Series (DCIts), a deep-learning architecture for nonlinear multivariate time series that provides sample-specific, locally interpretable descriptions of the underlying interaction structure.