ICLR 2026 论文列表

Deployed time-series forecasters suffer performance degradation under non-stationarity and distribution shifts. Test-time adaptation (TTA) for time-series forecasting differs from vision TTA because ground truth becomes observable shortly after prediction. Existing time-series TTA methods typically employ dual input/output adapters that indirectly modify data distributions, making their effect on the frozen model difficult to analyze. We introduce the Context-aware Output-Space Adapter (COSA), a minimal, plug-and-play adapter that directly corrects predictions of a frozen base model. COSA performs residual correction modulated by gating, utilizing the original prediction and a lightweight context vector that summarizes statistics from recently observed ground truth. At test time, only the adapter parameters (linear layer and gating) are updated under a leakage-free protocol, using observed ground truth with an adaptive learning rate schedule for faster adaptation. Across diverse scenarios, COSA demonstrates substantial performance gains versus baselines without TTA (13.91$\sim$17.03\%) and SOTA TTA methods (10.48$\sim$13.05\%), with particularly large improvements at long horizons, while adding a reasonable level of parameters and negligible computational overhead. The simplicity of COSA makes it architecture-agnostic and deployment-friendly. Source code: https://anonymous.4open.science/r/linear-adapter-A720

Different time-series tasks benefit from distinct cues at various spaces and abstractions, yet existing time-series pre-trained models entangle these signals within large, monolithic embeddings, limiting transferability and zero-shot usability. Moreover, massive model sizes demand heavy compute, restricting practical deployments and real-time applications. To address this, we propose TSPulse, an ultra-light pre-trained model (1M parameters) that performs disentangled masked reconstruction across spaces and abstraction levels, explicitly learning three disentangled views: temporal embeddings for fine-grained time analysis, spectral embeddings for frequency-aware fidelity, and semantic embeddings for high-level task understanding. A hybrid masking scheme further randomizes mask style and span length to avoid pre-training bias and improve robustness. Despite its compact size, TSPulse achieves strong gains across four time-series tasks: +20\% and rank-1 on TSB-AD leaderboard benchmark for reliable anomaly detection through multi-head triangulation, which correlates complementary cues across disentangled views; +25\% in similarity search as the disentangled semantic embedding remain invariant to time, scale and noise shifts, making retrieval more robust; +50\% improvement in imputation since hybrid masking exposes the model to diverse real-world corruption patterns; and +5–16\% gains in multivariate classification with TSLens, a lightweight module that selectively attends to the most informative signals across variates. Overall, TSPulse outperform models that are 10–100× larger on 75+ datasets across tasks, while delivering state-of-the-art zero-shot results with GPU-free support and efficient fine-tuning. Models and source code will be open-sourced and currently shared in the supplementary material.

CLIP, known for its strong semantic matching capabilities derived from large-scale pretraining, has been shown to be vulnerable to backdoor attacks in prior work. In this work, we find that such attacks leave a detectable trace. This trace manifests as a divergence in how image features align with the CLIP's text manifold where semantically similar texts cluster. Specifically, benign images exhibit *deep benign matching*, where their features are close not only to the predicted text caption but also to the broader manifold of semantically equivalent variants of that caption. In contrast, poisoned images display *shallow malicious matching*, where their features shallowly align with the specific target caption but remain distant from its semantic neighborhood. Leveraging this insight, we propose **Subspace Detection**, a novel test-time poisoned image detection method against backdoored CLIP. First, for a test image, we approximate its corresponding local text manifold by constructing a low-dimensional subspace from semantically equivalent variants of its predicted text. Second, within this board subspace, we probe a region-of-interest that maximally amplifies the separation between the two types of images: benign images remain close due to deep matching, while poisoned images deviate significantly due to shallow matching. Finally, we identify whether the test image is poisoned by measuring its deviation from this region; a large deviation indicates a poisoned image. Experimental results demonstrate that our method significantly outperforms existing detection methods against SoTA backdoor attacks and exhibits robust detection performance across multiple downstream datasets.

We analyze neural scaling laws in a solvable model of last-layer fine-tuning where targets have intrinsic, instance-heterogeneous difficulty. In our Latent Instance Difficulty (LID) model, each input's target variance is governed by a latent ''precision'' drawn from a heavy-tailed distribution. While generalization loss recovers standard scaling laws, our main contribution connects this to inference. The pass@$k$ failure rate exhibits a power-law decay, $k^{-\beta_\mathrm{eff}}$, but the observed exponent $\beta_\mathrm{eff}$ is training-dependent. It grows with sample size $N$ before saturating at an intrinsic limit $\beta$ set by the difficulty distribution's tail. This coupling reveals that learning shrinks the ''hard tail'' of the error distribution: improvements in the model's generalization error steepen the pass@$k$ curve until irreducible target variance dominates. The LID model yields testable, closed-form predictions for this behavior, including a compute-allocation rule that favors training before saturation and inference attempts after. We validate these predictions in simulations and in two real‑data proxies: CIFAR‑10H (human‑label variance) and a maths teacher–student distillation task.

Parallel sampling promises substantial gains in test-time scaling, but its effectiveness is sharply limited by diversity collapse, where models concentrate on a few modes and repeated samples reproduce the same mistakes. We propose the mode-conditioning (ModC) framework, which explicitly allocates test-time compute across reasoning modes using either specialist models or mode-specific prefixes. ModC consistently improves scaling across controlled graph-search tasks and large-scale reasoning benchmarks, spanning model families and sizes from 0.5B to 7B. On OpenThoughts, fine-tuning Qwen2.5-7B with ModC achieves an 8× efficiency gain over standard training while also improving the maximum attainable Pass@k. We further show that gradient clustering enables ModC without explicit mode labels, yielding up to 10% gains on datasets such as NuminaMath. Finally, we show that ModC improves reinforcement learning (RL) and can further boost diversity-inducing RL methods. These results demonstrate that standard training underutilizes the diversity in data, and that ModC provides a simple, effective remedy for unlocking the full benefits of diversity in test-time scaling.

Time series forecasting remains a critical challenge across numerous domains, yet the effectiveness of complex models often varies unpredictably across datasets. Recent studies highlight the surprising competitiveness of simple linear models, suggesting that their robustness and interpretability warrant deeper theoretical investigation. This paper presents a systematic study of linear models for time series forecasting, with a focus on the role of characteristic roots in temporal dynamics. We begin by analyzing the noise-free setting, where we show that characteristic roots govern long-term behavior and explain how design choices such as instance normalization and channel independence affect model capabilities. We then extend our analysis to the noisy regime, revealing that models tend to produce spurious roots. This leads to the identification of a key data-scaling property: mitigating the influence of noise requires disproportionately large training data, highlighting the need for structural regularization. To address these challenges, we propose two complementary strategies for robust root restructuring. The first uses rank reduction techniques, including \textbf{Reduced-Rank Regression (RRR)} and \textbf{Direct Weight Rank Reduction (DWRR)}, to recover the low-dimensional latent dynamics. The second, a novel adaptive method called \textbf{Root Purge}, encourages the model to learn a noise-suppressing null space during training. Extensive experiments on standard benchmarks demonstrate the effectiveness of both approaches, validating our theoretical insights and achieving state-of-the-art results in several settings. Our findings underscore the potential of integrating classical theories for linear systems with modern learning techniques to build robust, interpretable, and data-efficient forecasting models. The code is publicly available at: https://github.com/Wangzzzzzzzz/Root-Purge-for-Time-Series-Forecasting.

Most existing Time Series Foundation Models (TSFMs) use channel independent modeling and focus on capturing and generalizing temporal dependencies, while neglecting the correlations among channels or overlook the different aspects of correlations. However, these correlations play a vital role in Multivariate time series forecasting. To address this, we propose a Correlation-aware Adapter (**CoRA**), a lightweight plug-and-play method that requires only fine-tuning with TSFMs and is able to capture different types of correlations, so as to improve forecast performance. Specifically, to reduce complexity, we innovatively decompose the correlation matrix into low-rank Time-Varying and Time-Invariant components. For the Time-Varying component, we further design learnable polynomials to learn dynamic correlations by capturing trends or periodic patterns. To learn positive and negative correlations that appear only among some variables, we introduce a novel dual contrastive learning method that identifies correlations through projection layers, regulated by a Heterogeneous-Partial contrastive loss during training, without introducing additional complexity in the inference stage. Extensive experiments on 10 real-world datasets demonstrate that CoRA improves the state-of-the-art TSFMs in average forecast performance.

Accurate weather forecasting is crucial for climate research, disaster mitigation, and societal planning. Despite recent progress with deep learning, global atmospheric data remain uniquely challenging since weather dynamics evolve across heterogeneous spatial and temporal scales ranging from planetary circulations to localized phenomena. Capturing such cross-scale interactions within a unified framework remains an open problem. To address this gap, we propose \textbf{STORM}, a spatio-temporal model that disentangles atmospheric variations into multiple scales to uncover scale-specific dependencies. In addition, it enables coherent forecasting across multiple resolutions, maintaining consistent temporal evolution. Experiments on benchmark datasets demonstrate that STORM consistently delivers superior performance across both global and regional settings, as well as for short- and long-term forecasts.

Irregular Multivariate Time Series (IMTS) are characterized by uneven intervals between consecutive timestamps, which carry sampling pattern information valuable and informative for learning temporal and variable dependencies. In addition, IMTS often exhibit diverse dependencies across multiple time scales. However, many existing multi-scale IMTS methods use resampling to obtain the coarse series, which can alter the original timestamps and disrupt the sampling pattern information. To address the challenge, we propose ReIMTS, a **Re**cursive multi-scale modeling approach for **I**rregular **M**ultivariate **T**ime **S**eries forecasting. Instead of resampling, ReIMTS keeps timestamps unchanged and recursively splits each sample into subsamples with progressively shorter time periods. Based on the original sampling timestamps in these long-to-short subsamples, an irregularity-aware representation fusion mechanism is proposed to capture global-to-local dependencies for accurate forecasting. Extensive experiments demonstrate an average performance improvement of 27.1\% in the forecasting task across different models and real-world datasets. Our code is available at [https://github.com/Ladbaby/PyOmniTS](https://github.com/Ladbaby/PyOmniTS).

With advances in generative AI, decision-making agents can now dynamically create new actions during online learning, but action generation typically incurs costs that must be balanced against potential benefits. We study an online learning problem where an agent can generate new actions at any time step by paying a one-time cost, with these actions becoming permanently available for future use. The challenge lies in learning the optimal sequence of two-fold decisions: which action to take and when to generate new ones, further complicated by the triangular tradeoffs among exploitation, exploration and *creation*. To solve this problem, we propose a doubly-optimistic algorithm that employs Lower Confidence Bounds (LCB) for action selection and Upper Confidence Bounds (UCB) for action generation. Empirical evaluation on healthcare question-answering datasets demonstrates that our approach achieves favorable generation-quality trade-offs compared to baseline strategies. From theoretical perspectives, we prove that our algorithm achieves the optimal regret of $O(T^{\frac{d}{d+2}}d^{\frac{d}{d+2}} + d\sqrt{T\log T})$, providing the first sublinear regret bound for online learning with expanding action spaces.

While deep learning has achieved impressive performance in time series forecasting, it becomes increasingly crucial to understand its decision-making process for building trust in high-stakes scenarios. Existing interpretable models often provide only local and partial explanations, lacking the capability to reveal how heterogeneous and interacting input variables jointly shape the overall temporal patterns in the forecast curve. We propose ProtoTS, a novel interpretable forecasting framework that achieves both high accuracy and transparent decision-making through modeling prototypical temporal patterns. ProtoTS computes instance-prototype similarity based on a denoised representation that preserves abundant heterogeneous information. The prototypes are organized hierarchically to capture global temporal patterns with coarse prototypes while capturing finer-grained local variations with detailed prototypes, enabling expert steering and multi-level interpretability. Experiments on multiple realistic benchmarks, including a newly released LOF dataset, show that ProtoTS not only exceeds existing methods in forecast accuracy but also delivers expert-steerable interpretations for better model understanding and decision support. The source code is available at https://anonymous.4open.science/r/ProtoTS-D791/.

Achieving both speed and accuracy is a central challenge for real-world robot manipulation. While recent imitation learning approaches, including vision-language-action (VLA) models, have achieved remarkable precision and generalization, their execution speed is often limited by slow demonstration via teleoperation and by inference latency. In this work, we introduce a method to accelerate any imitation policy that predicts action chunks, enabling speeds that surpass those of the original demonstration. A naive approach of simply increasing the execution frequency of predicted actions leads to significant state errors and task failure, as it alters the underlying transition dynamics and encounters physical reachability constraints over shorter time horizons. These errors are further amplified by misaligned actions based on outdated robot state when using asynchronous inference to accelerate execution. Our method $\textbf{\textit{RACE}}$ address these challenges with a three-part solution: 1) using desired states as imitation targets instead of commanded actions, 2) replanning the timing of action chunks to execute them as fast as the robot's physical limits allow, and 3) employing a test-time search for an aligned action chunk that maximizes controllability from the current state. Through extensive experiments in both simulation and the real world, we show that our method achieves up to a 4x acceleration over the original policy while maintaining a high success rate

Imputing missing values in multivariate time series remains challenging, especially under diverse missing patterns and heavy missingness. Existing methods suffer from suboptimal performance as corrupted temporal features hinder effective cross-variable information transfer, amplifying reconstruction errors. Robust imputation requires both extracting temporal patterns from sparse observations within each variable and selectively transferring information across variables—yet current approaches excel at one while compromising the other. We introduce T1 (Time series imputation with 1-to-1 channel-head binding), a CNN-Transformer hybrid architecture that achieves robust imputation through Channel-Head Binding—a mechanism creating one-to-one correspondence between CNN channels and attention heads. This design enables selective information transfer: when missingness corrupts certain temporal patterns, their corresponding attention pathways adaptively down-weight based on remaining observable patterns while preserving reliable cross-variable connections through unaffected channels. Experiments on 11 benchmark datasets demonstrate that T1 achieves state-of-the-art performance, reducing MSE by 46% on average compared to the second-best baseline, with particularly strong gains under extreme sparsity (70% missing ratio). The model generalizes to unseen missing patterns without retraining and uses a consistent hyperparameter configuration across all datasets. The code is available at https://github.com/Oppenheimerdinger/T1.

Fine-grained time series data with high temporal resolution is critical for accurate analytics across a wide range of applications. However, the acquisition of such data is often limited by cost and feasibility. This problem can be tackled by reconstructing high-resolution signals from low-resolution inputs based on specific priors, known as super-resolution. While extensively studied in computer vision, directly transferring image super-resolution techniques to time series is not trivial. To address this challenge at a fundamental level, we propose **S**uper-**R**esolution for **T**ime series (SRT), a novel framework that reconstructs temporal patterns lost in low-resolution inputs via disentangled rectified flow. SRT decomposes the input into trend and seasonal components, aligns them to the target resolution using an implicit neural representation, and leverages a novel cross-resolution attention mechanism to guide the generation of high-resolution details. We further introduce SRT-large, a scaled-up version with extensive pretraining, which enables strong zero-shot super-resolution capability. Extensive experiments on nine public datasets demonstrate that SRT and SRT-large consistently outperform existing methods across multiple scale factors, showing both robust performance and the effectiveness of each component in our architecture.

Time Series Foundation Models (TSFMs) have achieved remarkable success through large-scale pretraining. However, their design primarily targets real-valued series, limiting their ability to handle general forecasting tasks involving diverse and often \emph{heterogeneous covariates}—such as categorical variables and multimodal data (e.g., images, text)—which are typically task-specific and difficult to leverage during pretraining. To address this gap, we propose Unified Covariate Adaptation (UniCA), a framework to bridge TSFMs with general covariate-aware forecasting. UniCA first performs covariate homogenization to transform heterogeneous covariates into high-level homogeneous series representations and then fuses them via a unified attention-based fusion mechanism. UniCA is compatible and universal for adaptation with both homogeneous and heterogeneous covariates, incorporating extra covariate information while preserving the generalization ability of TSFMs. Extensive experiments on multiple unimodal and multimodal covariate-aware forecasting benchmarks demonstrate the superiority of UniCA, highlighting the promise of covariate-aware TSFM adaptation in real-world forecasting scenarios. Code: https://anonymous.4open.science/r/UniCA-C5E0.

Conformal prediction provides a pivotal and flexible technique for uncertainty quantification by constructing prediction sets with a predefined coverage rate. Many online conformal prediction methods have been developed to address data distribution shifts in fully adversarial environments, resulting in overly conservative prediction sets. We propose Conformal Optimistic Prediction (COP), an online conformal prediction algorithm incorporating underlying data pattern into the update rule. Through estimated cumulative distribution function of non-conformity scores, COP produces tighter prediction sets when predictable pattern exists, while retaining valid coverage guarantees even when estimates are inaccurate. We establish a joint bound on coverage and regret, which further confirms the validity of our approach. We also prove that COP achieves distribution-free, finite-sample coverage under arbitrary learning rates and can converge when scores are i.i.d. The experimental results also show that COP can achieve valid coverage and construct shorter prediction intervals than other baselines.

Diffusion large language models (dLLMs) generate text through iterative denoising, yet current decoding strategies discard rich intermediate predictions in favor of the final output. Our work here reveals a critical phenomenon, temporal oscillation, where correct answers often emerge in the middle process, but are overwritten in later denoising steps. To address this issue, we introduce two complementary methods that exploit temporal consistency: 1) Temporal Self-Consistency Voting, a training-free, test-time decoding strategy that aggregates predictions across denoising steps to select the most consistent output; and 2) a post-training method termed Temporal Consistency Reinforcement, which uses Temporal Semantic Entropy (TSE), a measure of semantic stability across intermediate predictions, as a reward signal to encourage stable generations. Empirical results across multiple benchmarks demonstrate the effectiveness of our approach. Using the negative TSE reward alone, we observe a remarkable average improvement of 24.7% on the Countdown dataset over an existing dLLM. Combined with the accuracy reward, we achieve absolute gains of 2.0% on GSM8K, 4.3% on MATH500, 6.6% on SVAMP, and 25.3% on Countdown, respectively. Our findings underscore the untapped potential of temporal dynamics in dLLMs and offer two simple yet effective tools to harness them.

Dataset-level heterogeneity introduces significant domain biases that fundamentally degrade generalization on general Time Series Foundation Models (TSFMs), yet this challenge remains underexplored. This paper rethinks the from-scratch training of TSFMs using the paradigm of federated learning. We propose a novel Federated Dataset Learning (FeDaL) approach to tackle heterogeneous time series by learning dataset-agnostic temporal representations. Specifically, the distributed architecture of federated learning is a nature solution to decompose heterogeneous TS datasets into shared generalized knowledge and preserved personalized knowledge. Moreover, based on the TSFM architecture, FeDaL explicitly mitigates both local and global biases by adding two complementary mechanisms: Domain Bias Elimination (DBE) and Global Bias Elimination (GBE). FeDaL`s cross-dataset generalization has been extensively evaluated in real-world datasets spanning eight tasks (including various regression and classification), against 54 baselines. We further analyze federated scaling behavior, showing how data volume, client count, and join rate affect model performance under decentralization.

Time series anomaly detection (TSAD) faces critical challenges from intrinsic data noisiness and temporal heterogeneity, which undermine the reconstruction fidelity of prevailing generative approaches. While diffusion models offer theoretical advantages in capturing complex temporal dynamics, their inherent stochasticity introduces irreducible variance in reconstructions. We present the ICDiffAD, a novel method that synergizes adaptive noise scheduling with semi-deterministic generation to address these limitations. ICDiffAD introduces two key innovations: (1) an *SNR Scheduler* that governs training through quantifiable noise scales, enabling robust learning of normative patterns across non-stationary regimes; and (2) an *SNR Implicit Conditioning Mechanism* that initializes reverse diffusion from partially corrupted inputs, preserving signal coherence while attenuating anomalous components. This dual strategy ensures high-fidelity reconstructions aligned with the input’s manifold, reconciling generative flexibility with detection accuracy. Across five multivariate benchmarks, ICDiffAD improves the F1 score by 20.2\% and reduces false positives by 60.23\% compared to existing diffusion model-based TSAD methods.