Nonlinear machine-learning models are increasingly used to discover causal relationships in time-series data, yet the interpretation of their outputs remains poorly understood. In particular, causal scores produced by regularized neural autoregressive models are often treated as analogues of regression coefficients, leading to misleading claims of statistical significance. In this paper, we argue that causal relevance in nonlinear time-series models should be evaluated through forecast necessity rather than coefficient magnitude, and we present a practical evaluation procedure for doing so. We present an interpretable evaluation framework based on systematic edge ablation and forecast comparison, which tests whether a candidate causal relationship is required for accurate prediction. Using Neural Additive Vector Autoregression as a case study model, we apply this framework to a real-world case study of democratic development, modeled as a multivariate time series of panel data - democracy indicators across 139 countries. We show that relationships with similar causal scores can differ dramatically in their predictive necessity due to redundancy, temporal persistence, and regime-specific effects. Our results demonstrate how forecast-necessity testing supports more reliable causal reasoning in applied AI systems and provides practical guidance for interpreting nonlinear time-series models in high-stakes domains.

To do so, our input trajectories are parametrized in consecutive sections, e.g. as consecutive piecewise ramps or splines.

For time-series modeling we employ a Gaussian process with a nonlinear exogenous input structure.

Parkinson's disease (PD) presents a growing global challenge, affecting over 10 million individuals, with prevalence expected to double by 2040. Early diagnosis remains difficult due to the late emergence of motor symptoms and limitations of traditional clinical assessments. In this study, we propose a novel pipeline that leverages keystroke dynamics as a non-invasive and scalable biomarker for remote PD screening and telemonitoring. Our methodology involves three main stages: (i) preprocessing of data from four distinct datasets, extracting four temporal signals and addressing class imbalance through the comparison of three methods; (ii) pre-training eight state-of-the-art deep-learning architectures on the two largest datasets, optimizing temporal windowing, stride, and other hyperparameters; (iii) fine-tuning on an intermediate-sized dataset and performing external validation on a fourth, independent cohort. Our results demonstrate that hybrid convolutional-recurrent and transformer-based models achieve strong external validation performance, with AUC-ROC scores exceeding 90% and F1-Score over 70%. Notably, a temporal convolutional model attains an AUC-ROC of 91.14% in external validation, outperforming existing methods that rely solely on internal validation. These findings underscore the potential of keystroke dynamics as a reliable digital biomarker for PD, offering a promising avenue for early detection and continuous monitoring.

Electronic Health Records (EHRs) enable deep learning for clinical predictions, but the optimal method for representing patient data remains unclear due to inconsistent evaluation practices. We present the first systematic benchmark to compare EHR representation methods, including multivariate time-series, event streams, and textual event streams for LLMs. This benchmark standardises data curation and evaluation across two distinct clinical settings: the MIMIC-IV dataset for ICU tasks (mortality, phenotyping) and the EHRSHOT dataset for longitudinal care (30-day readmission, 1-year pancreatic cancer). For each paradigm, we evaluate appropriate modelling families--including Transformers, MLP, LSTMs and Retain for time-series, CLMBR and count-based models for event streams, 8-20B LLMs for textual streams--and analyse the impact of feature pruning based on data missingness. Our experiments reveal that event stream models consistently deliver the strongest performance. Pre-trained models like CLMBR are highly sample-efficient in few-shot settings, though simpler count-based models can be competitive given sufficient data. Furthermore, we find that feature selection strategies must be adapted to the clinical setting: pruning sparse features improves ICU predictions, while retaining them is critical for longitudinal tasks. Our results, enabled by a unified and reproducible pipeline, provide practical guidance for selecting EHR representations based on the clinical context and data regime.

Electrocardiogram~(ECG), a key bioelectrical time-series signal, is crucial for assessing cardiac health and diagnosing various diseases. Given its time-series format, ECG data is often incorporated into pre-training datasets for large-scale time-series model training. However, existing studies often overlook its unique characteristics and specialized downstream applications, which differ significantly from other time-series data, leading to an incomplete understanding of its properties. In this paper, we present an in-depth investigation of ECG signals and establish a comprehensive benchmark, which includes (1) categorizing its downstream applications into four distinct evaluation tasks, (2) identifying limitations in traditional evaluation metrics for ECG analysis, and introducing a novel metric; (3) benchmarking state-of-the-art time-series models and proposing a new architecture. Extensive experiments demonstrate that our proposed benchmark is comprehensive and robust. The results validate the effectiveness of the proposed metric and model architecture, which establish a solid foundation for advancing research in ECG signal analysis.

Deep learning time-series models are often used to make forecasts that inform downstream decisions. Since these decisions can differ from those in the training set, there is an implicit requirement that time-series models will generalize outside of their training distribution. Despite this core requirement, time-series models are typically trained and evaluated on in-distribution predictive tasks. We extend the orthogonal statistical learning framework to train causal time-series models that generalize better when forecasting the effect of actions outside of their training distribution. To evaluate these models, we leverage Regression Discontinuity Designs popular in economics to construct a test set of causal treatment effects.

Analyzing time-series data that may contain personal information, particularly in the medical field, presents serious privacy concerns. Sensitive health data from patients is often used to train machine-learning models for diagnostics and ongoing care. Assessing the privacy risk of such models is crucial to making knowledgeable decisions on whether to use a model in production, share it with third parties, or deploy it in patients' homes. Membership Inference Attacks (MIA) are a key method for this kind of evaluation, however time-series prediction models have not been thoroughly studied in this context. We explore existing MIA techniques on time-series models, and introduce new features, focusing on the seasonality and trend components of the data. Seasonality is estimated using a multivariate Fourier transform, and a low-degree polynomial is used to approximate trends. We applied these techniques to various types of time-series models, using datasets from the health domain. Our results demonstrate that these new features enhance the effectiveness of MIAs in identifying membership, improving the understanding of privacy risks in medical data applications.

Learning time-series models is useful for many applications, such as simulation and forecasting. In this study, we consider the problem of actively learning time-series models while taking given safety constraints into account. For time-series modeling we employ a Gaussian process with a nonlinear exogenous input structure. The proposed approach generates data appropriate for time series model learning, i.e. input and output trajectories, by dynamically exploring the input space. The approach parametrizes the input trajectory as consecutive trajectory sections, which are determined stepwise given safety requirements and past observations. We analyze the proposed algorithm and evaluate it empirically on a technical application. The results show the effectiveness of our approach in a realistic technical use case.

Accuracy competition: This competition hosted by Walmart aimed to forecast daily sales of 3,049 products in 10 stores over a period of 28 days. Participants were required to forecast the sales of each product for each day of the competition using historical sales data provided by Walmart. This competition taught participants how to deal with a large dataset with multiple features and how to use various time-series forecasting techniques, such as ARIMA and Prophet. The Rossmann Store Sales competition: This competition aimed to forecast the daily sales of 1,115 Rossmann stores located in Germany. Participants were required to forecast sales for the next six weeks, taking into account factors such as promotions, school holidays, and store closures.