Multiscale Time-Series Modeling

Modeling multiscale patterns is crucial for long-term time series forecasting (TSF). However, redundancy and noise in time series, together with semantic gaps between non-adjacent scales, make the efficient alignment and integration of multi-scale temporal dependencies challenging. To address this, we propose SEMixer, a lightweight multiscale model designed for long-term TSF. SEMixer features two key components: a Random Attention Mechanism (RAM) and a Multiscale Progressive Mixing Chain (MPMC). RAM captures diverse time-patch interactions during training and aggregates them via dropout ensemble at inference, enhancing patch-level semantics and enabling MLP-Mixer to better model multi-scale dependencies. MPMC further stacks RAM and MLP-Mixer in a memory-efficient manner, achieving more effective temporal mixing. It addresses semantic gaps across scales and facilitates better multiscale modeling and forecasting performance. We not only validate the effectiveness of SEMixer on 10 public datasets, but also on the \textit{2025 CCF AlOps Challenge} based on 21GB real wireless network data, where SEMixer achieves third place. The code is available at the link https://github.com/Meteor-Stars/SEMixer.

Epidemiological forecasting from surveillance data is a hard problem and hybridizing mechanistic compartmental models with neural models is a natural direction. The mechanistic structure helps keep trajectories epidemiologically plausible, while neural components can capture non-stationary, data-adaptive effects. In practice, however, many seemingly straightforward couplings fail under partial observability and continually shifting transmission dynamics driven by behavior, waning immunity, seasonality, and interventions. We catalog these failure modes and show that robust performance requires making non-stationarity explicit: we extract and extrapolate multi-scale structure from the observed infection series and use it as an interpretable control signal for a controlled neural ODE coupled to an epidemiological model. Concretely, we decompose infections into trend, seasonal, and residual components and use these signals to drive continuous-time latent dynamics while jointly forecasting and inferring time-varying transmission, recovery, and immunity-loss rates. Across early outbreak and multi-wave regimes, our approach attains the lowest RMSE on all five datasets (27-70% reduction over the strongest baseline), achieves the best peak detection accuracy, and recovers time-varying epidemiological rates within ground-truth ranges, without relying on auxiliary covariates.

Multimodal time series forecasting is crucial in real-world applications, where decisions depend on both numerical data and contextual signals. The core challenge is to effectively combine temporal numerical patterns with the context embedded in other modalities, such as text. While most existing methods align textual features with time-series patterns one step at a time, they neglect the multiscale temporal influences of contextual information such as time-series cycles and dynamic shifts. This mismatch between local alignment and global textual context can be addressed by spectral decomposition, which separates time series into frequency components capturing both short-term changes and long-term trends. In this paper, we propose SpecTF, a simple yet effective framework that integrates the effect of textual data on time series in the frequency domain. Our method extracts textual embeddings, projects them into the frequency domain, and fuses them with the time series' spectral components using a lightweight cross-attention mechanism. This adaptively reweights frequency bands based on textual relevance before mapping the results back to the temporal domain for predictions. Experimental results demonstrate that SpecTF significantly outperforms state-of-the-art models across diverse multi-modal time series datasets while utilizing considerably fewer parameters. Code is available at https://github.com/hiepnh137/SpecTF.

Traffic forecasting task is significant to modern urban management. Recently, there is growing attention on large-scale forecasting, as it better reflects the complexity of real-world traffic networks. However, existing models often exhibit quadratic computational complexity, making them impractical for large-scale real-world scenarios. In this paper, we propose a novel framework, Spatio-Temporal Hierarchical Mixer (HieraMix), which leverages an all-MLP architecture for efficient and effective large-scale traffic forecasting. HieraMix employs a hierarchical spatiotemporal mixing block to extract multi-resolution features through bottom-up aggregation and top-down propagation. Furthermore, an adaptive region mixer generates transformation matrices based on regional semantics, enabling our model to dynamically capture evolving spatiotemporal patterns for different regions. Extensive experiments conducted on four large-scale real-world datasets demonstrate that the proposed method not only achieves state-of-the-art performance but also exhibits competitive computational efficiency.

Inherent temporal heterogeneity, such as varying sampling densities and periodic structures, has posed substantial challenges in zero-shot generalization for Time Series Foundation Models (TSFMs). Existing TSFMs predominantly rely on massive parameterization to absorb such heterogeneity, as their static tokenization and positional encoding schemes entangle diverse temporal patterns into a fixed representation space, encouraging memorization rather than adaptation. To address this limitation, we propose Kairos, a flexible and parameter-efficient TSFM dedicated to forecasting tasks, which decouples temporal heterogeneity from model capacity through a novel tokenization perspective. Kairos introduces a dynamic patching tokenizer and a mixture-of-size encoding that adapt observational granularity to local information density, enabling fine-grained temporal abstraction without increasing model width or depth. In addition, we design a multi-granularity positional embedding based on dynamic rotary encodings, which conditions on instance-level spectral features and temporal structure induced by dynamic patching tokenization, allowing robust modeling of diverse temporal dependencies. Trained on a novel Predictability-Stratified Time-Series (PreSTS) corpus, Kairos achieves superior zero-shot performance with substantially fewer parameters on two mainstream benchmarks, GIFT-Eval and Time-Series-Library. The project page is at https://foundation-model-research.github.io/Kairos .

Time Series Forecasting (TSF) faces persistent challenges in modeling intricate temporal dependencies across different scales. Despite recent advances leveraging different decomposition operations and novel architectures based on CNN, MLP or Transformer, existing methods still struggle with static decomposition strategies, fragmented dependency modeling, and inflexible fusion mechanisms, limiting their ability to model intricate temporal dependencies. To explicitly solve the mentioned three problems respectively, we propose a novel Dynamic Multi-Scale Coordination Framework (DMSC) with Multi-Scale Patch Decomposition block (EMPD), Triad Interaction Block (TIB) and Adaptive Scale Routing MoE block (ASR-MoE). Specifically, EMPD is designed as a built-in component to dynamically segment sequences into hierarchical patches with exponentially scaled granularities, eliminating predefined scale constraints through input-adaptive patch adjustment. TIB then jointly models intra-patch, inter-patch, and cross-variable dependencies within each layer's decomposed representations. EMPD and TIB are jointly integrated into layers forming a multi-layer progressive cascade architecture, where coarse-grained representations from earlier layers adaptively guide fine-grained feature extraction in subsequent layers via gated pathways. And ASR-MoE dynamically fuses multi-scale predictions by leveraging specialized global and local experts with temporal-aware weighting. Comprehensive experiments on thirteen real-world benchmarks demonstrate that DMSC consistently maintains state-of-the-art (SOTA) performance and superior computational efficiency for TSF tasks. Code is available at https://github.com/1327679995/DMSC.

Industrial signal analysis is hindered by severe data heterogeneity, which we characterize as the M5 problem. Existing solutions rely on specialized models that lack robustness and scalability, while large-scale pre-training has rarely been investigated in this area. In this work, we derive a prioritized roadmap for the M5 problem and propose FISHER, a Foundation model for multi-modal Industrial Signal compreHEnsive Representation. To address the foremost multi-sampling-rate problem, FISHER utilizes a novel sub-band modeling approach that treats sampling rate increments as concatenated sub-band information, enabling the adaptive usage of full signal bandwidth without resampling. FISHER is pre-trained by teacher-student self-distillation over external audio and music data. We also establish the RMIS benchmark, comprising 19 datasets across four modalities. In the experiment, FISHER outperforms 24 state-of-the-art series encoders (up to 2B) with much smaller sizes (up to 16x), showcasing groundbreaking diagnostic accuracy and remarkable versatility. We further demonstrate that 1) seamless adaptation to variable sampling rates is the key to generalization 2) audio and music data provide better temporal variability, which is essential for pre-training. Both FISHER and RMIS are open-sourced.

The current trend in the literature on Time Series Classification is to develop increasingly accurate algorithms by combining multiple models in ensemble hybrids, representing time series in complex and expressive feature spaces, and extracting features from different representations of the same time series. As a consequence of this focus on predictive performance, the best time series classifiers are black-box models, which are not understandable from a human standpoint. Even the approaches that are regarded as interpretable, such as shapelet-based ones, rely on randomization to maintain computational efficiency. This poses challenges for interpretability, as the explanation can change from run to run. Given these limitations, we propose the Bag-Of-Receptive-Field (BORF), a fast, interpretable, and deterministic time series transform. Building upon the classical Bag-Of-Patterns, we bridge the gap between convolutional operators and discretization, enhancing the Symbolic Aggregate Approximation (SAX) with dilation and stride, which can more effectively capture temporal patterns at multiple scales. We propose an algorithmic speedup that reduces the time complexity associated with SAX-based classifiers, allowing the extension of the Bag-Of-Patterns to the more flexible Bag-Of-Receptive-Fields, represented as a sparse multivariate tensor. The empirical results from testing our proposal on more than 150 univariate and multivariate classification datasets demonstrate good accuracy and great computational efficiency compared to traditional SAX-based methods and state-of-the-art time series classifiers, while providing easy-to-understand explanations.

Rainfall is an important environmental driver of water-quality variations through processes such as runoff, pollutant transport, dilution, and resuspension. Traditional mechanistic models can explicitly describe these processes but often require substantial process specification and site-specific calibration, limiting their flexibility under changing hydrological conditions. In this work, we explore a data-driven alternative by proposing RaiNet to jointly model multiscale water-quality dynamics and station-specific rainfall effects across relative lags and temporal scales. RaiNet employs LocTrend to capture irregular water-quality dynamics, constructs station-oriented rainfall events from gridded precipitation, and introduces XGateFusion for conditional lag-aware fusion across scales. We further release three real-world multimodal datasets comprising over 150,000 temporally aligned water quality observations and gridded precipitation raster images. Experiments show that RaiNet outperforms general time-series, water quality, diffusion-based, and spatiotemporal models by over 20%, while component-wise analyses confirm the distinct contribution of each module.