arXiv:2608. 15492v1 Announce Type: new Abstract: Finding representative waveforms in long time series has scientific and practical value in many domains, as it enables summarization and visualization of large time series datasets, and downstream tasks like classification and forecasting.
By Carlos H. Mendoza-Cardenas, Rogers F. Silva, Austin J. Brockmeier
arXiv:2607. 07258v1 Announce Type: cross Abstract: In many realistic scenarios, large volumes of time series data are generated with limited or expensive annotations.
By Donato Cerciello, Leonardo Schiavo, Angel Panizo-LLedot, Javier Huertas Tato, David Camacho
The paper introduces a spectrally-aligned latent-flow model for time‑series generation that trains the latent space to preserve dynamical properties relevant to synthetic data quality. By incorporating fine‑tuning losses based on Fourier, wavelet, and signature transforms, the method mitigates spectral mismatches caused by latent compression and ensures alignment with true signals in terms of smoothness and targeted spectral content. Experiments on real‑world long‑range univariate and multivariate benchmarks show that the aligned model outperforms a base latent‑flow model and state‑of‑the‑art approaches in signal realism, computational efficiency, and local structure alignment.
By Camilo Carvajal Reyes, Felipe Tobar
In many realistic scenarios, large volumes of time series data are generated with limited or expensive annotations. This limitation makes supervised learning methods difficult to apply and leads to the use of unsupervised approaches capable of discovering meaningful structures directly from raw data.
arXiv:2605. 20088v2 Announce Type: replace-cross Abstract: Discovering shapelets -- i.
By Seongjun Lee, Seokhyun Lee, Changhee Lee
arXiv:2602. 08638v2 Announce Type: replace-cross Abstract: As a fundamental data mining task, unsupervised time series anomaly detection (TSAD) aims to build a model for identifying abnormal timestamps without assuming the availability of annotations.
By Dezheng Wang, Tong Chen, Guansong Pang, Congyan Chen, Shihua Li, Hongzhi Yin
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
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:2505.17763v2 Announce Type: replace
Abstract: The widespread use of sensors in modern power grids has led to the accumulation of large amounts of voltage and current waveform data, especially d...
By Julian Oelhaf, Georg Kordowich, Andreas Maier, Johann J\"ager, Siming Bayer
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
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:2508. 07195v2 Announce Type: replace-cross Abstract: Recent advances have demonstrated that Large Language Models (LLMs) can be effectively adapted for time series forecasting, revealing strong potential beyond natural language tasks.
By Yanru Sun, Emadeldeen Eldele, Zongxia Xie, Yucheng Wang, Wenzhe Niu, Qinghua Hu, Chee Keong Kwoh, Min Wu