ABSTRACT Existing data-driven methods rely on the extraction of static features from time series to approximate the material removal rate (MRR) of semiconductor manufacturing processes such as chemical mechanical polishing (CMP). However, this leads to a loss of temporal dynamics. Moreover, these methods require a large amount of data for effective training. In this paper, we propose TS-Hint, a Time Series Foundation Model (TSFM) framework, integrated with chain-of-thought reasoning which provides attention hints during training based on attention mechanism data and saliency data. Experimental results demonstrate the effectiveness of our model in limited data settings via few-shot learning and can learn directly from multivariate time series features.

Time series forecasting plays a crucial role in various applications, particularly in healthcare, where accurate predictions of future health trajectories can significantly impact clinical decision-making. Ensuring transparency and explainability of the models responsible for these tasks is essential for their adoption in critical settings. Recent work has explored a top-down approach to bi-level transparency, focusing on understanding trends and properties of predicted time series using static features. In this work, we extend this framework by incorporating exogenous time series features alongside static features in a structured manner, while maintaining cohesive interpretation. Our approach leverages the insights of trajectory comprehension to introduce an encoding mechanism for exogenous time series, where they are decomposed into meaningful trends and properties, enabling the extraction of interpretable patterns. Through experiments on several synthetic datasets, we demonstrate that our approach remains predictive while preserving interpretability and robustness. This work represents a step towards developing robust, and generalized time series forecasting models. The code is available at https://github.com/jeremy-qin/TIMEVIEW

Time series forecasting refers to a class of techniques for the prediction of events through a sequence of time, typically to inform strategic or tactical decision making. Going beyond strategic forecasting problems (e.g., those commonly-used historically in statistics and econometrics [1]), operational forecasting problems are increasingly-important. For example, at large internet retail companies, this includes demand forecasting for products at an online retailer, work force cohorts of a company in its locations, compute capacity needs per region and server type, etc.; in scientific machine learning, this includes prediction of extreme events in, e.g., climate and weather models; and so on. In particular, MQCNN [2] and MQTransformer [3] are stateof-the-art (SOTA) neural network (NN) based multivariate time series forecasting models that are used to predict future demand at the product level for hundreds of millions of products.

Human experts typically integrate numerical and textual multimodal information to analyze time series. However, most traditional deep learning predictors rely solely on unimodal numerical data, using a fixed-length window for training and prediction on a single dataset, and cannot adapt to different scenarios. The powered pre-trained large language model has introduced new opportunities for time series analysis. Yet, existing methods are either inefficient in training, incapable of handling textual information, or lack zero-shot forecasting capability. In this paper, we innovatively model time series as a foreign language and construct ChatTime, a unified framework for time series and text processing. As an out-of-the-box multimodal time series foundation model, ChatTime provides zero-shot forecasting capability and supports bimodal input/output for both time series and text. We design a series of experiments to verify the superior performance of ChatTime across multiple tasks and scenarios, and create four multimodal datasets to address data gaps. The experimental results demonstrate the potential and utility of ChatTime.

We test the hypothesis that the microscopic temporal structure of near-field turbulence downstream of a sudden contraction contains geometry-identifiable information pertaining to the shape of the upstream obstruction. We measure a set of spatially sparse velocity time-series data downstream of differently-shaped orifices. We then train random forest multiclass classifier models on a vector of invariants derived from this time-series. We test the above hypothesis with 25 somewhat similar orifice shapes to push the model to its extreme limits. Remarkably, the algorithm was able to identify the orifice shape with 100% accuracy and 100% precision. This outcome is enabled by the uniqueness in the downstream temporal evolution of turbulence structures in the flow past orifices, combined with the random forests' ability to learn subtle yet discerning features in the turbulence microstructure. We are also able to explain the underlying flow physics that enables such classification by listing the invariant measures in the order of increasing information entropy. We show that the temporal autocorrelation coefficients of the time-series are most sensitive to orifice shape and are therefore informative. The ability to identify changes in system geometry without the need for physical disassembly offers tremendous potential for flow control and system identification. Furthermore, the proposed approach could potentially have significant applications in other unrelated fields as well, by deploying the core methodology of training random forest classifiers on vectors of invariant measures obtained from time-series data.

Abstract-- Multi-modal end-to-end autonomous driving has shown promising advancements in recent work. By embedding more modalities into end-to-end networks, the system's understanding of both static and dynamic aspects of the driving environment is enhanced, thereby improving the safety of autonomous driving. In this paper, we introduce METDrive, an end-to-end system that leverages temporal guidance from the embedded time series features of ego states, including rotation angles, steering, throttle signals, and waypoint vectors. The geometric features derived from perception sensor data and the time series features of ego state data jointly guide the waypoint prediction with the proposed temporal guidance loss function. We evaluated METDrive on the CARLA leaderboard's Longest6 benchmark, achieving a driving score of 70%, a route completion score of 94%, and an infraction score of 0.78.

Modern vehicles rely on a myriad of electronic control units (ECUs) interconnected via controller area networks (CANs) for critical operations. Despite their ubiquitous use and reliability, CANs are susceptible to sophisticated cyberattacks, particularly masquerade attacks, which inject false data that mimic legitimate messages at the expected frequency. These attacks pose severe risks such as unintended acceleration, brake deactivation, and rogue steering. Traditional intrusion detection systems (IDS) often struggle to detect these subtle intrusions due to their seamless integration into normal traffic. This paper introduces a novel framework for detecting masquerade attacks in the CAN bus using graph machine learning (ML). We hypothesize that the integration of shallow graph embeddings with time series features derived from CAN frames enhances the detection of masquerade attacks. We show that by representing CAN bus frames as message sequence graphs (MSGs) and enriching each node with contextual statistical attributes from time series, we can enhance detection capabilities across various attack patterns compared to using only graph-based features. Our method ensures a comprehensive and dynamic analysis of CAN frame interactions, improving robustness and efficiency. Extensive experiments on the ROAD dataset validate the effectiveness of our approach, demonstrating statistically significant improvements in the detection rates of masquerade attacks compared to a baseline that uses only graph-based features, as confirmed by Mann-Whitney U and Kolmogorov-Smirnov tests (p < 0.05).

Although many deep learning (DL) algorithms have been proposed for the IMU-based HAR domain, traditional machine learning that utilizes handcrafted time series features (TSFs) still often performs well. It is not rare that combinations among DL and TSFs show better accuracy than DL-only approaches. However, there is a problem with time series features in IMU-based HAR. The amount of derived features can vary greatly depending on the method used to select the 3D basis. Fortunately, DL's strengths include capturing the features of input data and adaptively deriving parameters. Thus, as a new DNN model for IMU-based human activity recognition (HAR), this paper proposes rTsfNet, a DNN model with Multi-head 3D Rotation and Time Series Feature Extraction. rTsfNet automatically selects 3D bases from which features should be derived by extracting 3D rotation parameters within the DNN. Then, time series features (TSFs), based on many researchers' wisdom, are derived to achieve HAR using MLP. Although rTsfNet is a model that does not use CNN, it achieved higher accuracy than existing models under well-managed benchmark conditions and multiple datasets: UCI HAR, PAMAP2, Daphnet, and OPPORTUNITY, all of which target different activities.

A comprehensive understanding of the behaviours of the various geophysical processes requires, among others, detailed investigations across temporal scales. In this work, we propose a new time series feature compilation for advancing and enriching such investigations in a hydroclimatic context. This specific compilation can facilitate largely interpretable feature investigations and comparisons in terms of temporal dependence, temporal variation, "forecastability", lumpiness, stability, nonlinearity (and linearity), trends, spikiness, curvature and seasonality. Detailed quantifications and multifaceted characterizations are herein obtained by computing the values of the proposed feature compilation across nine temporal resolutions (i.e., the 1-day, 2-day, 3-day, 7-day, 0.5-month, 1-month, 2-month, 3-month and 6-month ones) and three hydroclimatic time series types (i.e., temperature, precipitation and streamflow) for 34-year-long time series records originating from 511 geographical locations across the continental United States. Based on the acquired information and knowledge, similarities and differences between the examined time series types with respect to the evolution patterns characterizing their feature values with increasing (or decreasing) temporal resolution are identified. To our view, the similarities in these patterns are rather surprising. We also find that the spatial patterns emerging from feature-based time series clustering are largely analogous across temporal scales, and compare the features with respect to their usefulness in clustering the time series at the various temporal resolutions. For most of the features, this usefulness can vary to a notable degree across temporal resolutions and time series types, thereby pointing out the need for conducting multifaceted time series characterizations for the study of hydroclimatic similarity.

Forecast combination has been widely applied in the last few decades to improve forecast accuracy. In recent years, the idea of using time series features to construct forecast combination model has flourished in the forecasting area. Although this idea has been proved to be beneficial in several forecast competitions such as the M3 and M4 competitions, it may not be practical in many situations. For example, the task of selecting appropriate features to build forecasting models can be a big challenge for many researchers. Even if there is one acceptable way to define the features, existing features are estimated based on the historical patterns, which are doomed to change in the future, or infeasible in the case of limited historical data. In this work, we suggest a change of focus from the historical data to the produced forecasts to extract features. We calculate the diversity of a pool of models based on the corresponding forecasts as a decisive feature and use meta-learning to construct diversity-based forecast combination models. A rich set of time series are used to evaluate the performance of the proposed method. Experimental results show that our diversity-based forecast combination framework not only simplifies the modelling process but also achieves superior forecasting performance.