arXiv AI By Sky Chenwei Wan, Yifei Y. Wang, Tianjun Hou, Xiqing Chang, Aymeric Jan

Grammar of the Wave: Towards Explainable Multivariate Time Series Event Detection via Neuro-Symbolic VLM Agents

Read the original on arXiv AI →

arXiv:2603. 11479v3 Announce Type: replace-cross Abstract: Time Series Event Detection (TSED) aims to localize semantically meaningful events in time series data, with critical applications in high-stakes domains.

Machine-generated by The Flow from the publisher's headline and feed description — not written or checked by a human. The full article lives at arXiv AI.

arXiv AI
Sep 15

TimeThink: Eliciting Compositional Reasoning in Timeseries Large Language Models

arXiv:2609.13457v1 Announce Type: new Abstract: Timeseries multimodal large language models (TS-MLLMs) have recently begun leveraging the reasoning capabilities of large language models (LLMs) for qu...

By Sudarshan Regmi, Arvind Pillai, Yu Yvonne Wu, Yuliang Chen, Bibek Panthi, Tess Z. Griffin, Michael V. Heinz, Lisa Marsch, Nicholas C. Jacobson, Andrew Campbell
arXiv Machine Learning
Sep 14

Scaling Online Complex Event Detection with Synthetic Supervision and Mamba-Based Neural Algorithmic Reasoning

The paper presents NAROCE, a Neural Algorithmic Reasoning framework for online complex event detection (CED). It decouples rule learning from sensor semantics by pretraining a Mamba-based rule reasoner on synthetic atomic event traces and then adapting it to raw sensor inputs with limited labeled data. Experiments on a simulator‑generated benchmark show that NAROCE matches or surpasses strong baselines while using far fewer labeled sequences and computational resources.

By Liying Han, Gaofeng Dong, Xiaomin Ouyang, Kang Yang, Lance Kaplan, Federico Cerutti, Mani Srivastava
arXiv Machine Learning
Sep 22

CTRL: Control-Based Time Series Forecasting with LLM-Guided Residual Learning

CTRL is a new framework for time‑series forecasting that separates semantic reasoning from quantitative prediction. It uses a frozen backbone to produce base forecasts, while LLM agents act as controllers that analyze prediction errors by decomposing them into trend, seasonal, and irregular components. The agents generate compact control signals that a lightweight residual decoder uses to correct the forecasts, and the system can adapt at test time to distribution shifts with only a few LLM calls.

By Minkyoung Kim, Daeun Ji, Yohan Lee, Beomsoo Kim, Beakcheol Jang
arXiv AI
Sep 11

KairosAgent: Agentic Time Series Forecasting with Fused Semantic Reasoning

KairosAgent is an agentic framework that combines a large language model (LLM) reasoner with a time series foundation model (TSFM) forecaster to tackle cross‑domain multimodal time series forecasting. It dynamically invokes analytical tools to improve the LLM’s numerical comprehension and semantic reasoning, then fuses the reasoning outcomes into the TSFM pipeline for more accurate predictions. The approach is further enhanced by a curated large‑scale trajectory corpus and a reinforcement learning paradigm with multi‑turn refinement and turn‑level credit assignment, achieving superior zero‑shot forecasting performance.

By Kun Feng, Ziwei Shan, Yuchen Fang, Yiyang Tan, Sihan Lu, Shuqi Gu, Xingyu Lu, Lintao Ma, Kan Ren