More than a trillion dollars are lost every year due to system failures. To resolve them, engineers must troubleshoot outages quickly. An important task in incident response involves analyzing observability metrics, or time series data that snapshot the health of software systems. For example, an engineer for a service may use Datadog to answer questions like "When did latency start increasing?" and "What metrics outside of latency are also behaving abnormally?" to localize the root cause of the anomalous behavior. These time series question-answering (TSQA) tasks are essential for engineers, and present challenging and necessary tasks for SRE models and agents to perform.

Accurate time series forecasting in scientific domains such as climate modeling, physiological monitoring, and energy systems benefits from both competitive predictions and model transparency: practitioners value understanding how a model transforms temporal features, not merely what it predicts. Transformer-based models achieve strong accuracy but their attention weights reveal only token-level relevance, not the functional transformations applied to each feature. This work proposes DECOMPKAN, a lightweight attention-free architecture that combines trend-residual decomposition, channel-wise patching, learned instance normalization, and B-spline Kolmogorov-Arnold Network (KAN) edge functions. Each KAN edge learns an explicit, inspectable 1D scalar function ϕ(x) over learned patch-embedding coordinates that can be directly visualized, offering a form of architectural transparency not directly available in attention-based or MLP-based architectures. On standard benchmarks, DECOMPKAN achieves best or tied-best MSE on 15 of 32 dataset-horizon combinations among selected published baselines, and achieves best or tied-best MSE on 20 of 36 comparisons (25 of 36 MAE; ties counted for all tied models) under a controlled same-recipe evaluation across 9 datasets including the physiological PPG-DaLiA benchmark. The architecture shows particular strength on datasets with smooth temporal dynamics (Solar 17%, ECL 10%vs.

A key object in sequential simulation is the sequence of distributions, called the policy, fromwhich togenerate therandom variables, called particles, usedtoapproximate theintegralsof interest.

Thefirsttwocolumns showresults for two different step-sizes, and the third one using the best step-size chosen retrospectively. The plots show the final ELBO achieved after trainingfor40000stepsvs. stepsizeused. Figure 11: VI using a diagonal Gaussian, with the best step-size chosen retrospectively. Bayesian logistic regression: We use a subset of700 rows of thea1a dataset. In this case the posterior p(z|x) has dimensionality d = 120.

Irregular multivariate time series (IMTS), characterized by uneven sampling and inter-variate asynchrony, fuel many forecasting applications yet remain challenging to model efficiently. Canonical Pre-Alignment (CPA) has been widely adopted in IMTS modeling by padding zeros at every global timestamp, thereby alleviating inter-variate asynchrony and unifying the series length, but its dense zero-padding inflates the pre-aligned series length, especially when numerous variates are present, causing prohibitive compute overhead. Recent graph-based models with patching strategies sidestep CPA, but their local message passing struggles to capture global inter-variate correlations. Therefore, we posit that CPA should be retained, with the pre-aligned series properly handled by the model, enabling it to outperform state-of-the-art graph-based baselines that sidestep CPA. Technically, we propose KAFNet, a compact architecture grounded in CPA for IMTS forecasting that couples (1) Pre-Convolution module for sequence smoothing and sparsity mitigation, (2) Temporal Kernel Aggregation module for learnable compression and modeling of intra-series irregularity, and (3) Frequency Linear Attention blocks for the low-cost inter-series correlations modeling in the frequency domain. Experiments on multiple IMTS datasets show that KAFNet achieves state-of-the-art forecasting performance, with a 7.2$\times$ parameter reduction and a 8.4$\times$ training-inference acceleration.

We introduce Toto, a time series forecasting foundation model with 151 million parameters. Toto uses a modern decoder-only architecture coupled with architectural innovations designed to account for specific challenges found in multivariate observability time series data. Toto's pre-training corpus is a mixture of observability data, open datasets, and synthetic data, and is 4-10$\times$ larger than those of leading time series foundation models. Additionally, we introduce BOOM, a large-scale benchmark consisting of 350 million observations across 2,807 real-world time series. For both Toto and BOOM, we source observability data exclusively from Datadog's own telemetry and internal observability metrics. Extensive evaluations demonstrate that Toto achieves state-of-the-art performance on both BOOM and on established general purpose time series forecasting benchmarks. Toto's model weights, inference code, and evaluation scripts, as well as BOOM's data and evaluation code, are all available as open source under the Apache 2.0 License available at https://huggingface.co/Datadog/Toto-Open-Base-1.0 and https://github.com/DataDog/toto.

In recent years, effectively modeling multivariate time series has gained significant popularity, mainly due to its wide range of applications, ranging from healthcare to financial markets and energy management. Transformers, MLPs, and linear models as the de facto backbones of modern time series models have shown promising results in single-variant and/or short-term forecasting. These models, however: (1) are permutation equivariant and so lack temporal inductive bias, being less expressive to capture the temporal dynamics; (2) are naturally designed for univariate setup, missing the inter-dependencies of temporal and variate dimensions; and/or (3) are inefficient for Long-term time series modeling. To overcome training and inference efficiency as well as the lack of temporal inductive bias, recently, linear Recurrent Neural Networks (RNNs) have gained attention as an alternative to Transformer-based models. These models, however, are inherently limited to a single sequence, missing inter-variate dependencies, and can propagate errors due to their additive nature. In this paper, we present Hydra, a by-design two-headed meta in-context memory module that learns how to memorize patterns at test time by prioritizing time series patterns that are more informative about the data. Hydra uses a 2-dimensional recurrence across both time and variate at each step, which is more powerful than mixing methods. Although the 2-dimensional nature of the model makes its training recurrent and non-parallelizable, we present a new 2D-chunk-wise training algorithm that approximates the actual recurrence with $\times 10$ efficiency improvement, while maintaining the effectiveness. Our experimental results on a diverse set of tasks and datasets, including time series forecasting, classification, and anomaly detection show the superior performance of Hydra compared to state-of-the-art baselines.