arXiv AI

PRISM: Powerful Time Series to Image (TS2I) Representations for Multivariate Anomaly Detection

arXiv:2608. 03926v1 Announce Type: cross Abstract: Time series anomaly detection (TSAD) underpins applications in predictive maintenance, finance, and cloud computing, however performance remains sensitive to representation choices, especially in multivariate settings.

arXiv AI
Jul 2

PaAno: Patch-Based Representation Learning for Time-Series Anomaly Detection

arXiv:2602. 01359v3 Announce Type: replace-cross Abstract: Although recent studies on time-series anomaly detection have increasingly adopted ever-larger neural network architectures such as transformers and foundation models, they incur high computational costs and memory usage, making them impractical for real-time and resource-constrained scenarios.

By Jinju Park, Seokho Kang
arXiv AI
Jun 9

VFEM: Visual Feature Empowered Multivariate Time Series Forecasting with Cross-Modal Fusion

arXiv:2510. 03244v2 Announce Type: replace-cross Abstract: Large time series foundation models often adopt channel-independent architectures to handle varying data dimensions, but this design ignores crucial cross-channel dependencies.

By Yanlong Wang, Hang Yu, Jian Xu, Fei Ma, Hongkang Zhang, Tongtong Feng, Zijian Zhang, Shao-Lun Huang, Danny Dongning Sun, Xiao-Ping Zhang
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
Jul 23

Structured Latent Space Modeling over Multi-Scale Temporal Patches for Multivariate Time Series Forecasting

arXiv:2607. 19404v1 Announce Type: cross Abstract: Multivariate time series encode structural patterns that unfold across multiple temporal scales, yet most forecasting backbones treat learned representations as transient byproducts of prediction, leaving the organizational geometry of these patterns underexploited.

By Xingsheng Chen, Deyu Yi, Siu-Ming Yiu