Abstract--T raditional time series analysis has long relied on pattern recognition, trained on static and well-established benchmarks. However, in real-world settings - where policies shift, human behavior adapts, and unexpected events unfold - effective analysis must go beyond surface-level trends to uncover the actual forces driving them. The recent rise of Large Language Models (LLMs) presents new opportunities for rethinking time series analysis by integrating multimodal inputs. However, as the use of LLMs becomes popular, we must remain cautious, asking why we use LLMs and how to exploit them effectively . Most existing LLM-based methods still employ their numerical regression ability and ignore their deeper reasoning potential. This paper argues for rethinking time series with LLMs as a reasoning task that prioritizes causal structure and explainability . This shift brings time series analysis closer to human-aligned understanding, enabling transparent and context-aware insights in complex real-world environments. Time series analysis has traditionally been framed as a pattern recognition problem, extracting trends and correlations from observed data.

The growing use of smartphones and IoT devices necessitates efficient time-series analysis on resource-constrained hardware, which is critical for sensing applications such as human activity recognition and air quality prediction. Recent efforts in hardware-aware neural architecture search (NAS) automate architecture discovery for specific platforms; however, none focus on general time-series analysis with edge deployment. Leveraging the problem-solving and reasoning capabilities of large language models (LLM), we propose MONAQ, a novel framework that reformulates NAS into Multi-Objective Neural Architecture Querying tasks. MONAQ is equipped with multimodal query generation for processing multimodal time-series inputs and hardware constraints, alongside an LLM agent-based multi-objective search to achieve deployment-ready models via code generation. By integrating numerical data, time-series images, and textual descriptions, MONAQ improves an LLM's understanding of time-series data. Experiments on fifteen datasets demonstrate that MONAQ-discovered models outperform both handcrafted models and NAS baselines while being more efficient.

Switching dynamical systems can model complicated time series data while maintaining interpretability by inferring a finite set of dynamics primitives and explaining different portions of the observed time series with one of these primitives. However, due to the discrete nature of this set, such models struggle to capture smooth, variable-speed transitions, as well as stochastic mixtures of overlapping states, and the inferred dynamics often display spurious rapid switching on real-world datasets. Here, we propose the Gumbel Dynamical Model (GDM). First, by introducing a continuous relaxation of discrete states and a different noise model defined on the relaxed-discrete state space via the Gumbel distribution, GDM expands the set of available state dynamics, allowing the model to approximate smoother and non-stationary ground-truth dynamics more faithfully. Second, the relaxation makes the model fully differentiable, enabling fast and scalable training with standard gradient descent methods. We validate our approach on standard simulation datasets and highlight its ability to model soft, sticky states and transitions in a stochastic setting. Furthermore, we apply our model to two real-world datasets, demonstrating its ability to infer interpretable states in stochastic time series with multiple dynamics, a setting where traditional methods often fail.

Adapting machine learning models to medical time series across different domains remains a challenge due to complex temporal dependencies and dynamic distribution shifts. Current approaches often focus on isolated feature representations, limiting their ability to fully capture the intricate temporal dynamics necessary for robust domain adaptation. In this work, we propose a novel framework leveraging multi-view contrastive learning to integrate temporal patterns, derivative-based dynamics, and frequency-domain features. Our method employs independent encoders and a hierarchical fusion mechanism to learn feature-invariant representations that are transferable across domains while preserving temporal coherence. Extensive experiments on diverse medical datasets, including electroencephalogram (EEG), electrocardiogram (ECG), and electromyography (EMG) demonstrate that our approach significantly outperforms state-of-the-art methods in transfer learning tasks. By advancing the robustness and generalizability of machine learning models, our framework offers a practical pathway for deploying reliable AI systems in diverse healthcare settings. Data and Code Availability This study uses publicly available datasets in medical and healthcare domains, including SleepEEG (Kemp et al., 2000) and ECG (Clifford et al., 2017) for pre-training, and Epilepsy (Andrzejak et al., 2001), FD (Less-meier et al., 2016), Gesture (Liu et al., 2009), and EMG (Goldberger et al., 2000) for fine-tuning. The datasets used in this study are publicly accessible via their respective repositories, with detailed documentation included in the supplementary material.

Sequence and channel mixers, the core mechanism in sequence models, have become the de facto standard in time series analysis (TSA). However, recent studies have questioned the necessity of complex sequence mixers, such as attention mechanisms, demonstrating that simpler architectures can achieve comparable or even superior performance. This suggests that the benefits attributed to complex sequencemixers might instead emerge from other architectural or optimization factors. Based on this observation, we pose a central question: Are common sequence mixers necessary for time-series analysis? Therefore, we propose JustDense, an empirical study that systematically replaces sequence mixers in various well-established TSA models with dense layers. Grounded in the MatrixMixer framework, JustDense treats any sequence mixer as a mixing matrix and replaces it with a dense layer. This substitution isolates the mixing operation, enabling a clear theoretical foundation for understanding its role. Therefore, we conducted extensive experiments on 29 benchmarks covering five representative TSA tasks using seven state-of-the-art TSA models to address our research question. The results show that replacing sequence mixers with dense layers yields comparable or even superior performance. In the cases where dedicated sequence mixers still offer benefits, JustDense challenges the assumption that "deeper and more complex architectures are inherently better" in TSA.

Multivariate time series analysis has long been one of the key research topics in the field of artificial intelligence. However, analyzing complex time series data remains a challenging and unresolved problem due to its high dimensionality, dynamic nature, and complex interactions among variables. Inspired by the strong structural modeling capability of hypergraphs, this paper proposes a novel hypergraph-based time series transformer backbone network, termed HGTS-Former, to address the multivariate coupling in time series data. Specifically, given the multivariate time series signal, we first normalize and embed each patch into tokens. Then, we adopt the multi-head self-attention to enhance the temporal representation of each patch. The hierarchical hypergraphs are constructed to aggregate the temporal patterns within each channel and fine-grained relations between different variables. After that, we convert the hyperedge into node features through the EdgeToNode module and adopt the feed-forward network to further enhance the output features. Extensive experiments conducted on two multivariate time series tasks and eight datasets fully validated the effectiveness of our proposed HGTS-Former. The source code will be released on https://github.com/Event-AHU/Time_Series_Analysis.

The rise of time-series pre-trained models has advanced temporal representation learning, but current state-of-the-art models are often large-scale, requiring substantial compute. We introduce TSPulse, ultra-compact time-series pre-trained models with only 1M parameters, specialized to perform strongly across classification, anomaly detection, imputation, and retrieval tasks. TSPulse introduces innovations at both the architecture and task levels. At the architecture level, it employs a dual-space masked reconstruction, learning from both time and frequency domains to capture complementary signals. This is further enhanced by a dual-embedding disentanglement, generating both detailed embeddings for fine-grained analysis and high-level semantic embeddings for broader task understanding. Notably, TSPulse's semantic embeddings are robust to shifts in time, magnitude, and noise, which is important for robust retrieval. At the task level, TSPulse incorporates TSLens, a fine-tuning component enabling task-specific feature attention. It also introduces a multi-head triangulation technique that correlates deviations from multiple prediction heads, enhancing anomaly detection by fusing complementary model outputs. Additionally, a hybrid mask pretraining is proposed to improves zero-shot imputation by reducing pre-training bias. These architecture and task innovations collectively contribute to TSPulse's significant performance gains: 5-16% on the UEA classification benchmarks, +20% on the TSB-AD anomaly detection leaderboard, +50% in zero-shot imputation, and +25% in time-series retrieval. Remarkably, these results are achieved with just 1M parameters (10-100X smaller than existing SOTA models) and allow GPU-free inference, setting a new standard for efficient time-series pre-trained models. The models can be accessed from https://huggingface.co/ibm-granite/granite-timeseries-tspulse-r1

Time series analysis is pivotal in domains like financial forecasting and biomedical monitoring, yet traditional methods are constrained by limited nonlinear feature representation and long-term dependency capture. The emergence of Large Language Models (LLMs) offers transformative potential by leveraging their cross-modal knowledge integration and inherent attention mechanisms for time series analysis. However, the development of general-purpose LLMs for time series from scratch is still hindered by data diversity, annotation scarcity, and computational requirements. This paper presents a systematic review of pre-trained LLM-driven time series analysis, focusing on enabling techniques, potential applications, and open challenges. First, it establishes an evolutionary roadmap of AI-driven time series analysis, from the early machine learning era, through the emerging LLM-driven paradigm, to the development of native temporal foundation models. Second, it organizes and systematizes the technical landscape of LLM-driven time series analysis from a workflow perspective, covering LLMs' input, optimization, and lightweight stages. Finally, it critically examines novel real-world applications and highlights key open challenges that can guide future research and innovation. The work not only provides valuable insights into current advances but also outlines promising directions for future development. It serves as a foundational reference for both academic and industrial researchers, paving the way for the development of more efficient, generalizable, and interpretable systems of LLM-driven time series analysis.

Stock price prediction remains a complex and high-stakes task in financial analysis, traditionally addressed using statistical models or, more recently, language models. In this work, we introduce VISTA (Vision-Language Inference for Stock Time-series Analysis), a novel, training-free framework that leverages Vision-Language Models (VLMs) for multi-modal stock forecasting. VISTA prompts a VLM with both textual representations of historical stock prices and their corresponding line charts to predict future price values. By combining numerical and visual modalities in a zero-shot setting and using carefully designed chain-of-thought prompts, VISTA captures complementary patterns that unimodal approaches often miss. We benchmark VISTA against standard baselines, including ARIMA and text-only LLM-based prompting methods. Experimental results show that VISTA outperforms these baselines by up to 89.83%, demonstrating the effectiveness of multi-modal inference for stock time-series analysis and highlighting the potential of VLMs in financial forecasting tasks without requiring task-specific training.

Time series data are ubiquitous across a wide range of real-world domains. Whilereal-world time series analysis (TSA) requires human experts to integrate numerical series data with multimodal domain-specific knowledge, most existing TSAmodels rely solely on numerical data, overlooking the significance of information beyond numerical series. This oversight is due to the untapped potentialof textual series data and the absence of a comprehensive, high-quality multimodal dataset. To overcome this obstacle, we introduce Time-MMD, the firstmulti-domain, multimodal time series dataset covering 9 primary data domains.Time-MMD ensures fine-grained modality alignment, eliminates data contamination, and provides high usability. Additionally, we develop MM-TSFlib, thefirst-cut multimodal time-series forecasting (TSF) library, seamlessly pipeliningmultimodal TSF evaluations based on Time-MMD for in-depth analyses.