Time series frequently manifest distribution shifts, diverse latent features, and non-stationary learning dynamics, particularly in open and evolving environments. These characteristics pose significant challenges for out-of-distribution (OOD) generalization. While substantial progress has been made, a systematic synthesis of advancements remains lacking. To address this gap, we present the first comprehensive review of OOD generalization methodologies for time series, organized to delineate the field's evolutionary trajectory and contemporary research landscape. We organize our analysis across three foundational dimensions: data distribution, representation learning, and OOD evaluation. For each dimension, we present several popular algorithms in detail. Furthermore, we highlight key application scenarios, emphasizing their real-world impact. Finally, we identify persistent challenges and propose future research directions. A detailed summary of the methods reviewed for the generalization of OOD in time series can be accessed at https://tsood-generalization.com.

Attention-based transformers have played an important role in wireless sensor network (WSN) timing anomaly detection due to their ability to capture long-term dependencies. However, there are several issues that must be addressed, such as the fact that their ability to capture long-term dependencies is not completely reliable, their computational complexity levels are high, and the spatiotemporal features of WSN timing data are not sufficiently extracted for detecting the correlation anomalies of multinode WSN timing data. To address these limitations, this paper proposes a WSN anomaly detection method that integrates frequency-domain features with dynamic graph neural networks (GNN) under a designed self-encoder reconstruction framework. First, the discrete wavelet transform effectively decomposes trend and seasonal components of time series to solve the poor long-term reliability of transformers. Second, a frequency-domain attention mechanism is designed to make full use of the difference between the amplitude distributions of normal data and anomalous data in this domain. Finally, a multimodal fusion-based dynamic graph convolutional network (MFDGCN) is designed by combining an attention mechanism and a graph convolutional network (GCN) to adaptively extract spatial correlation features. A series of experiments conducted on public datasets and their results demonstrate that the anomaly detection method designed in this paper exhibits superior precision and recall than the existing methods do, with an F1 score of 93.5%, representing an improvement of 2.9% over that of the existing models.

Human albumin is essential for indicating the body's overall health. Accurately predicting plasma albumin levels and determining appropriate doses are urgent clinical challenges, particularly in critically ill patients, to maintain optimal blood levels. However, human albumin prediction is non-trivial that has to leverage the dynamics of biochemical markers as well as the experience of treating patients. Moreover, the problem of distribution shift is often encountered in real clinical data, which may lead to a decline in the model prediction performance and reduce the reliability of the model's application. In this paper, we propose a framework named Out-of-Distribution Generalized Dynamic Graph Neural Network for Human Albumin Prediction (DyG-HAP), which is able to provide accurate albumin predictions for Intensity Care Unit (ICU) patients during hospitalization. We first model human albumin prediction as a dynamic graph regression problem to model the dynamics and patient relationship. Then, we propose a disentangled dynamic graph attention mechanism to capture and disentangle the patterns whose relationship to labels under distribution shifts is invariant and variant respectively. Last, we propose an invariant dynamic graph regression method to encourage the model to rely on invariant patterns to make predictions. Moreover, we propose a dataset named Albumin level testing and nutritional dosing data for Intensive Care (ANIC) for evaluation. Extensive experiments demonstrate the superiority of our method compared to several baseline methods in human albumin prediction.