category: literaturenote citekey: changtimeimmdatasetbenchmark2025 title: "Time-IMM: A Dataset and Benchmark for Irregular Multimodal Multivariate Time Series" authors: "Chang, Ching; Hwang, Jeehyun; Shi, Yidan; Wang, Haixin; Peng, Wen-Chih; Chen, Tien-Fu; Wang, Wei" year: 2025 date: 2025-00-00 2025 url: "https://arxiv.org/abs/2506.10412v1" zotero_key: IWB3MCA5 zotero_storage: GJ3XMSRE collections: transpordi_planeerimine folder: 001_artiklid firstAuthor: "Chang, Ching"
Ching Chang1,2∗ Jeehyun Hwang1 Yidan Shi1 Haixin Wang1 Wen-Chih Peng2 Tien-Fu Chen2 Wei Wang1 1University of California, Los Angeles 2National Yang Ming Chiao Tung University
Time series data in real-world applications such as healthcare, climate modeling, and finance are often irregular, multimodal, and messy, with varying sampling rates, asynchronous modalities, and pervasive missingness. However, existing benchmarks typically assume clean, regularly sampled, unimodal data, creating a significant gap between research and real-world deployment. We introduce Time-IMM, a dataset specifically designed to capture cause-driven irregularity in multimodal multivariate time series. Time-IMM represents nine distinct types of time series irregularity, categorized into trigger-based, constraintbased, and artifact-based mechanisms. Complementing the dataset, we introduce IMM-TSF, a benchmark library for forecasting on irregular multimodal time series, enabling asynchronous integration and realistic evaluation. IMM-TSF includes specialized fusion modules, including a timestamp-to-text fusion module and a multimodality fusion module, which support both recency-aware averaging and attention-based integration strategies. Empirical results demonstrate that explicitly modeling multimodality on irregular time series data leads to substantial gains in forecasting performance. Time-IMM and IMM-TSF provide a foundation for advancing time series analysis under real-world conditions. The dataset is publicly available at https://www.kaggle.com/datasets/ blacksnail789521/time-imm/data, and the benchmark library can be accessed at https://anonymous.4open.science/r/IMMTSF\_NeurIPS2025.
Time series analysis plays a foundational role across diverse fields such as healthcare [1, 2], climate science [3, 4], and finance [5, 6]. It underpins critical applications such as patient health monitoring, weather forecasting, disaster response coordination, and financial trend prediction. These applications increasingly require modeling time series data that exhibit irregular sampling, asynchronous observation patterns, and pervasive missingness, often across multiple modalities. However, traditional time series research has largely relied on clean, unimodal, regularly-sampled datasets where observations arrive at fixed intervals. These assumptions rarely hold in real-world scenarios. In practice, time series data are often irregular, multimodal, and messy, with variable sampling rates, asynchronous modalities, and pervasive missingness.
Despite the importance of addressing such irregularities, most publicly available time series benchmarks largely overlook these complexities. Datasets such as the UCR archive [7], M4 [8], and many multimodal datasets like Time-MMD [9] assume regular temporal grids and fixed sampling intervals. They fail to reflect the diverse irregularities arising in operational systems, human behavior, and natural processes. This lack of realism limits the development and evaluation of models capable of handling the challenges faced in real-world deployments.
∗Correspondence to: Ching Chang chingchang0730@ucla.edu
The primary obstacle to advancing time series analysis under real-world conditions lies in the absence of benchmarks that accurately reflect the irregular, heterogeneous nature of practical data. Despite the growing body of research on both time series forecasting and multimodal learning, three critical challenges remain: (1) The oversight of real-world irregularity in existing time series benchmarks, as most prior datasets [9, 8, 7] prioritize clean, regularly-sampled settings and fail to capture the pragmatic complexities of operational systems and natural processes; (2) The limited exploration of multimodal integration within irregular time series modeling, where existing work [10, 3, 11, 12, 13] primarily focuses on unimodal numerical sequences and neglects the asynchronous nature of textual and other auxiliary modalities; and (3) The missing systematic understanding of irregularity causes, as prior efforts rarely distinguish between the major categories of irregularity such as trigger-based events, constraint-based sampling restrictions, and artifact-based system failures — that underlie observed irregular patterns, limiting causal interpretability and model robustness.
To address these challenges, we introduce a new dataset and benchmark library designed for systematic study of irregular multimodal multivariate time series analysis. Our main contributions are:
By introducing Time-IMM and IMM-TSF, we aim to catalyze research in robust, generalizable time series analysis, moving the field beyond simplified assumptions toward truly real-world scenarios. Further details on related work and dataset limitations are provided in Appendix A and Appendix B, respectively.
While prior benchmarks in time series forecasting and multimodal learning have expanded the diversity of application domains, they largely overlook the intrinsic irregularities that characterize real-world data collection. Existing datasets predominantly assume regular sampling patterns, simple temporal alignments, and domain-driven organization, abstracting away the diverse causes that drive irregular observations [14, 15, 16]. Even recent multimodal datasets [9] focus on domain variety rather than addressing the deeper methodological challenge of irregularity. As a result, current benchmarks fail to capture the pragmatic complexities introduced by trigger-based events, constraintdriven sampling, and artifact-induced disruptions. To bridge this gap, Time-IMM explicitly centers irregularity as a core characteristic of time series data, categorizing its causes and curating multimodal datasets that reflect real-world irregular structures.
Irregularities in real-world time series are driven by diverse and systematic causes, not just random or arbitrary occurrences. Understanding the origins of these irregularities is crucial for developing models that are robust to realistic conditions and capable of meaningful interpretation. To structure
Figure 1: Overview of the taxonomy of irregularities in time series data. Each type is exemplified by a corresponding dataset curated as part of the Time-IMM dataset.
Figure 2: Visualization of three representative features from each dataset in Time-IMM, illustrating the diverse sampling patterns and distinct types of irregularity.
this complexity, we propose a taxonomy based on the primary nature of the factors causing irregularity. An overview of our taxonomy is illustrated in Figure 1.
First, Trigger-Based Irregularities arise when data collection is initiated by external events or internal system triggers, meaning observations occur only in response to specific happenings rather than at predetermined intervals. Second, Constraint-Based Irregularities are driven by limitations on when data can be collected, such as operational schedules, resource availability, or human factors, where the sampling process is shaped by external restrictions rather than an ideal or intended schedule. Third, Artifact-Based Irregularities result from imperfections in the data collection process itself, including failures, delays, and asynchrony, where the intended regularity is disrupted by technical or systemic artifacts.
This taxonomy highlights that real-world irregularities are not caused by a single factor but arise from fundamentally different sources, each requiring tailored modeling strategies to capture their structure and implications. Each dataset in Time-IMM exemplifies a distinct type of irregularity, as shown in Figure 1. To complement the taxonomy, Figure 2 presents representative visualizations of three features per dataset, illustrating the diversity of sampling patterns and irregular behaviors. Table 1 summarizes dataset statistics in Time-IMM. We also introduce a set of metrics to characterize time series irregularity—feature observability entropy, temporal observability entropy, and mean inter-observation interval—which respectively quantify: (1) the variability of missingness across features via the normalized Shannon entropy of the feature-presence distribution, (2) the dispersion of events over time using the normalized Shannon entropy of the event-time distribution, and (3) the average time gap between successive observations. Formal definitions of these metrics are provided in Appendix C.
Trigger-based irregularities are characterized by observations that occur only in response to discrete events or system triggers. We further categorize this group into three representative types, each illustrating different real-world mechanisms leading to event-driven sampling patterns.
Event-Based Logging captures scenarios where observations occur only when notable external events arise, such as geopolitical protests or seismic activity. To represent this pattern, we collect event-driven time series from the GDELT Global Database [17], where each entry corresponds to a discrete global event like a political crisis or major policy change.
| Dataset | # Entities # Features | # Unique | # Observations | Feature Observability |
Temporal Observability |
Mean Inter-Obseration |
# Text Entries† |
Textual Temporal Observability |
|
|---|---|---|---|---|---|---|---|---|---|
| Timestamps | Entropy | Entropy | Interval | Entropy† | |||||
| GDELT | 8 | 5 | 34317 | 193205 | 1 | 0.9964 | 7.2364 hours | 14357 | 0.9896 |
| RepoHealth | 4 | 10 | 6783 | 67830 | 1 | 0.9658 | 1.8217 days | 12310 | 0.9821 |
| MIMIC | 20 | 30 | 91098 | 219949 | 0.8461 | 0.6556 | 14.6157 minutes | 1593 | 0.6758 |
| FNSPID | 10 | 6 | 3659 | 209688 | 1 | 0.9969 | 1.4507 days | 20826 | 0.9488 |
| ClusterTrace | 3 | 11 | 12615 | 69001 | 0.893 | 0.9753 | 18.1425 minutes | 688 | 0.9971 |
| StudentLife | 20 | 9 | 1743 | 153610 | 0.92 | 0.9775 | 1.0191 days | 6623 | 0.9761 |
| ILINet | 1 | 11 | 4918 | 4918 | 0.9267 | 1 | 6.989 days | 650 | 1 |
| CESNET | 30 | 10 | 51107 | 512760 | 1 | 1 | 1.17 hours | 224 | 0.9869 |
| EPA-Air | 8 | 4 | 6587 | 49552 | 0.3777 | 0.9576 | 1.0242 hours | 1244 | 0.9956 |
Adaptive or Reactive Sampling describes cases where the system dynamically adjusts its sampling rate based on observed activity levels, such as environmental monitoring systems increasing sampling during severe weather or networks logging more frequently during high congestion periods. We illustrate this in our benchmark with RepoHealth, a dataset collected from GitHub project histories where sampling intervals adaptively shorten during periods of high commit activity and lengthen during quieter phases.
Human-Initiated Observations involve data recording triggered by human judgment or manual action, such as doctors measuring patient vitals based on clinical necessity or users reporting symptoms only when they perceive significant changes. To capture this behavior, we include samples from the MIMIC clinical database [18, 19], where vital signs like heart rate and blood pressure are recorded irregularly according to clinicians' assessments of patient needs.
Constraint-based irregularities occur when limitations on resources, schedules, or human factors restrict when data can be collected, shaping the sampling pattern according to external constraints rather than an intended schedule. We further categorize this group into three representative types that reflect how operational and resource factors introduce structured irregularities.
Operational Window Sampling refers to situations where observations are possible only during predefined operational periods, such as stock exchanges being open only during business hours or satellites collecting imagery only during orbital passes. To represent this type of irregularity, we construct datasets from FNSPID[5], where financial time series are naturally sampled only during market operating hours, leading to regular gaps outside trading periods.
Resource-Aware Collection describes cases where data is sampled conditionally based on system activity, often to reduce overhead or avoid redundant logging. In large-scale compute clusters, for example, telemetry may be collected only while jobs are running, leading to activity-dependent irregularity. We illustrate this with the ClusterTrace dataset[20], which captures GPU cluster activity at Alibaba over eight weeks. Here, machine-level metrics are recorded only when containers are active, producing structured gaps tied to workload presence and resource scheduling.
Human Scheduling / Availability involves data collection governed by human activity schedules, such as smartphone sensor logs being recorded primarily when users are awake, or clinical measurements being taken during scheduled patient rounds rather than continuously. To illustrate this phenomenon, we include data from the StudentLife[21] study, where smartphone sensing data is inherently irregular due to human behavioral patterns and daily schedules.
Artifact-based irregularities arise when technical imperfections, failures, or system noise disrupt the intended regularity of data collection, creating unintended gaps or distortions in the observation sequence. We further categorize this group into three representative types that reflect different sources of system-induced irregularity.
Missing Data / Gaps occur when expected data points are not recorded, leaving empty time steps in the sequence. These gaps often result from incomplete submissions, system errors, or data quality issues. In public health settings, missing values can arise when clinics do not submit reports or when technical problems affect data collection. We use the ILINet dataset [9] from the CDC to demonstrate this type of irregularity. While ILINet provides weekly records of influenza-like illness across the U.S., some weeks contain missing or partial data due to non-reporting providers or processing issues.
Scheduling Jitter / Delay happens when data points are recorded at uneven time intervals due to system delays or timing issues. Instead of arriving on a regular schedule, the data shows random gaps and timing shifts. This can be caused by logging processes competing for resources, background maintenance tasks, or data throttling during peak hours. We use the CESNET dataset [22] to show this kind of irregularity since its network flow records often appear at inconsistent times due to internal scheduling and system constraints.
Multi-Source Asynchrony arises when observations from multiple data streams are integrated despite differing internal clocks, sampling rates, or synchronization policies. Examples include environmental sensor networks where temperature, humidity, and air quality sensors report measurements at unsynchronized intervals, and health monitoring systems where wearable devices and clinical records log data at different temporal granularities. To represent this form of irregularity, we compile datasets from EPA Outdoor Air Sensors [23], where heterogeneous sensors report at varying frequencies, creating inherent asynchrony across measurement streams.
To construct Time-IMM, we start with real-world time series data exhibiting diverse forms of irregularity, then follow a two-stage pipeline: curating relevant textual data to pair with each time series, and preserving asynchronous timestamps across both modalities to reflect real-world conditions.
Multimodal Textual Data Curation. Each time series in Time-IMM is paired with contextual textual information, such as situational narratives, observational reports, or human-generated logs, depending on the nature of the dataset. Since the modality and format of text differ across sources, we adopt dataset-specific strategies for acquisition and preprocessing. Details on data sources and collection pipelines for each dataset are provided in Appendix D.
To ensure the textual modality is both relevant and informative, we apply a preprocessing strategy inspired by Time-MMD [9]. This includes an initial filtering step to retain only semantically relevant documents, followed by summarization to improve clarity and compress dense information into concise, interpretable content. Summarization is performed using GPT-4.1 Nano [24] with prompt instructions tailored to preserve factual grounding, avoid hallucination, and allow abstention when relevance is uncertain. Prompt templates and preprocessing examples are included in Appendix E and Appendix F.
Handling Asynchronous Timestamps. Unlike traditional multimodal datasets [9, 25] that assume or enforce temporal alignment between modalities, Time-IMM explicitly preserves asynchronous timestamping. Numerical time series and textual observations are allowed to occur on independent, irregular schedules. We do not impose alignment between the timestamps of numerical and textual data—this reflects real-world conditions where modalities are generated through fundamentally different processes (e.g., continuous sensors vs. episodic reports). This design choice enables more flexible modeling, supporting realistic multimodal fusion strategies that can account for both recency and content semantics.
All datasets in Time-IMM are derived from publicly available sources, with appropriate handling of sensitive domains such as healthcare. We ensure responsible data curation and do not redistribute any content that may violate licensing terms or privacy safeguards. Further details on ethical practices, licensing, and data access policies are provided in Appendix G.
Figure 3: Problem formulation for irregular multimodal multivariate time series forecasting.
Figure 4: IMM-TSF architecture. The library includes modular fusion layers that combine irregular numerical sequences with asynchronous text via timestamp-to-text fusion and multimodal forecast fusion.
In standard irregular unimodal time series forecasting (TSF), we aim to predict future values of a numerical sequence using its past, irregularly sampled observations. Let X = {[(t (n) i , x (n) i )]Pn i=1} N n=1, where there are N variables and the n-th variable contains Pn past observations. Each time series observation x (n) i ∈ R occurs at time t (n) i ∈ [Tstart, Tcut], where Tstart denotes the start time and Tcut denotes the cut-off time separating past from future data. We define a set of future query times as Q = {[q (n) k Fn k=1} N n=1, where each q (n) k ∈ (Tcut, Tend] and Fn denotes the number of future queries for variable n. The forecasting objective is to learn a function fθ : (X, Q) 7→ Y , where the predictions are given by Y = {[ˆy (n) k Fn k=1} N n=1, with each yˆ (n) k approximating the true time series value at time q (n) k
To incorporate unstructured textual information, we extend the irregular TSF setup to a multimodal setting. In addition to X, we observe a sequence of time-stamped textual data S = {(τj , sj )} LS j=1, where sj is a text input observed at time τj ∈ [Tstart, Tcut], and LS denotes the number of text observations. Here, Tstart is the shared start time for both the time series and the text modality, and no alignment is assumed between the time series timestamps {t (n) i } and the text timestamps {τj}. The multimodal forecasting objective is to learn a function gθ : (X, S, Q) 7→ Y that integrates the temporal dynamics of the irregular time series and contextual signals from the text to produce accurate predictions Y = {[ˆy (n) k Fn k=1} N n=1 at the query times Q ⊂ (Tcut, Tend].
To support research on forecasting under realistic multimodal irregularity, we introduce IMM-TSF, a modular benchmark library designed for plug-and-play experimentation. An overview of the library architecture is shown in Figure 4. IMM-TSF supports flexible composition of forecasting pipelines by exposing unified interfaces for numerical encoders, textual encoders, and fusion strategies. Each component is designed to be self-contained and easily swappable, allowing researchers to explore different architectural choices without needing to modify the rest of the pipeline.
Irregular Unimodal TSF Model IMM-TSF supports both irregular time series models and regular forecasting architectures adapted to irregular settings. To adapt regular time series models for irregular data, we follow the canonical pre-alignment strategy introduced in t-PatchGNN [10]. This method interpolates irregular data to a fixed temporal grid, treating relative time and missingness masks as additional input variables. Since forecast queries remain part of the input in our problem formulation, we append their timestamps to the pre-aligned sequence during inference, enabling the model to condition predictions on the desired query times. Further implementation details are provided in Appendix H.
Text Encoder Textual inputs are processed using pretrained language models, which are frozen during training to prevent overfitting. IMM-TSF supports a variety of open-source LLMs and compact encoders, including GPT-2 [26], BERT [27], LLaMA-3.1-8B [28], and DeepSeek-7B [29]. The resulting embeddings form the asynchronous textual input stream for downstream fusion.
Timestamp-to-Text Fusion (TTF) Module In real-world settings, textual data typically arrives asynchronously and is not temporally aligned with the timestamps of numerical time series. The Timestamp-to-Text Fusion module addresses this by using the timestamps of past textual data to produce temporally aware representations for each forecast query. IMM-TSF provides two variants. (1) Recency-Weighted Averaging (RecAvg) performs a Gaussian-weighted aggregation of past text embeddings, where weights decrease with the squared time difference between the text and forecast timestamps. This allows the model to emphasize temporally proximate text while remaining simple and efficient. (2) Time2Vec-Augmented Cross-Attention (T2V-XAttn) enriches each past text embedding with a Time2Vec [30] encoding of its timestamp, then uses cross-attention with a learned forecast query to selectively attend to temporally and semantically relevant past text.
Multimodality Fusion (MMF) Module The Multimodality Fusion module combines text-derived representations with numerical features before prediction, allowing textual context to directly influence the final forecast. IMM-TSF includes two variants. (1) GRU-Gated Residual Addition (GR-Add) encodes a residual correction from the concatenated text and numerical features using a GRU, and blends it into the forecast via a learned gating mechanism that adapts the contribution of text dynamically. (2) Cross-Attention Addition (XAttn-Add) applies multi-head attention between numerical queries and text representations, and adds a scaled residual update to the forecast using a convex combination controlled by a fixed mixing weight. Further architectural details for both TTF and MMF modules are provided in Appendix I.
Datasets and Forecasting Setup. We evaluate all models on the nine Time-IMM datasets, each corresponding to a distinct cause of real-world time series irregularity. Each dataset contains multiple entities (e.g., patients, devices, repositories), and we define an entity-specific forecasting task, where both the input and target windows are sampled from the same entity without crossing entity boundaries. We apply a sliding window approach, dividing each window into a past (context) segment and a future (query) segment, enabling models to learn from historical observations and predict future values. Data is split chronologically into 60% training, 20% validation, and 20% test. Window sizes for both context and query segments are dataset-specific, reflecting native timestamp distributions and sampling patterns. Further configuration details are provided in Appendix J.
Baselines. We compare a broad range of models categorized into three groups: (1) Regular Time Series Forecasting Models, including Informer [6], DLinear [31], PatchTST [32], TimesNet [33], and TimeMixer [34]; (2) Large Time Series Models, including the LLM-based TimeLLM [35] and the foundation model TTM [36]; and (3) Irregular Time Series Forecasting Models, including CRU [11], Latent-ODE [3], Neural Flow [12], and t-PatchGNN [10]. We evaluate each model in both unimodal and multimodal settings, using mean squared error (MSE) as our primary performance metric.
Training and Optimization. All models are trained using the Adam optimizer with a learning rate of 1e-3 and a batch size of 8. Training proceeds until early stopping based on validation loss. For model-specific hyperparameters such as the number of layers or hidden dimensions, we use the default settings provided by the original implementations. In multimodal settings, we use the best-performing combination of text encoder, Timestamp-to-Text Fusion (TTF) module, and Multimodality Fusion (MMF) module selected via validation performance. Full details for each baseline and multimodal configuration are provided in Appendix K.
Effectiveness of Multimodality. Across all baselines, we observe consistent performance gains when incorporating textual signals alongside irregular time series data. Figure 5 shows that multimodal variants outperform unimodal counterparts in nearly every case. While prior work like Time-MMD demonstrated the value of text in regular time series forecasting, our results extend this insight to irregular settings. On average, the best multimodal configurations reduce MSE by 6.71%, with gains reaching up to 38.38% in datasets with informative text—confirming that textual context offers complementary cues under real-world irregularities. Detailed results are provided in Appendix L. Among irregular models, t-PatchGNN achieves the strongest results—consistent with its status as the state-of-the-art in irregular unimodal forecasting—and further validates the quality of our carefully curated irregular benchmark. We also find that models suited to small-scale data—such as the few-shot capable TimeLLM and TTM, and the lightweight DLinear—remain
Figure 5: Radar chart comparing forecasting performance across all baseline models. Shaded regions highlight the relative improvement from multimodal over unimodal variants.
competitive in the multimodal setting. This may be due to the smaller size of multimodal datasets compared to unimodal ones, where models that are both simple and possess strong few-shot capabilities are easier to train effectively.
Impact of Irregularity Patterns. Forecasting difficulty in the unimodal setting varies substantially across different subtypes of time series irregularity. Figure 6a plots per-dataset forecasting errors across baselines, grouped by the irregularity subtypes defined in our taxonomy. Datasets characterized by Missing Data (ILINet), Resource-Aware Collection (ClusterTrace), or Event-Based Logging (GDELT) are notably more difficult, as their observation patterns are sparse, erratic, or driven by latent semantic triggers that are inherently harder to model. In contrast, datasets such as RepoHealth (Adaptive Sampling), FNSPID (Operational Window Sampling), and EPA-Air (Multi-Source Asynchrony) tend to be easier to model due to more predictable or recoverable observation structures. For instance, in the FNSPID dataset, which involves stock price forecasting, the irregularity stems from known business-hour trading windows—an expected pattern that simplifies temporal reasoning.
When extending to the multimodal setting, we find that performance gains from incorporating text are not determined solely by the type of irregularity. Instead, improvements vary by dataset and are closely tied to the predictive value of the textual modality. For instance, in FNSPID, where numerical forecasting is already strong due to the regularity of stock market hours, textual news adds limited additional benefit. Conversely, ClusterTrace sees substantial gains from textual integration because its workload annotations describe the currently running processes, which are directly relevant for forecasting future resource usage. These findings highlight that the value of textual data in multimodal irregular forecasting depends more on the semantic alignment and predictive strength of the text than on the irregularity pattern itself.
Ablation of Fusion Modules. To evaluate the design choices within our fusion framework, we conduct ablations over the Timestamp-to-Text Fusion (TTF) and Multimodality Fusion (MMF) modules, as summarized in Figure 6b. For TTF, we observe no notable performance difference between the Time2Vec-augmented cross-attention (T2V-XAttn) and the simpler recency-based averaging (RecAvg), suggesting that both strategies for handling irregular timestamps in textual data are comparably effective. For MMF, GRU-gated residual addition (GR-Add) consistently outperforms cross-attention addition (XAttn-Add), suggesting that learnable gating provides a more effective means of integrating text-derived context into time series representations. By selectively controlling the flow of information, the gating mechanism in GR-Add helps suppress noisy or less relevant textual signals, leading to more stable and robust fusion.
Figure 6: Multimodal forecasting analysis: (a) gains across datasets; (b) fusion strategies; (c) frozen LLM backbones.
Role of the Text Encoder. We evaluate the impact of different LLM backbones on forecasting performance in the irregular multimodal TSF setting by varying the text encoder within IMM-TSF. Specifically, we test GPT-2, BERT, LLaMA 3.1 (8B), and DeepSeek (7B), and assess their performance across representative datasets. As shown in Figure 6c, we observe no significant performance differences across these models, suggesting that the choice of LLM backbone does not strongly influence results under irregular conditions. This lack of sensitivity may reflect the nature of the irregular TSF task: because forecasting hinges more on temporal alignment and contextual anchoring than on deep semantic reasoning, increasing LLM capacity offers no clear benefit. Additionally, while our TTF and MMF modules enable integration of textual signals into the forecasting pipeline, the overall scale of our datasets remains relatively small compared to the large-scale data used to pretrained LLMs, which may limit the advantages of larger models in this setting.
Forecasting Without Known Query Timestamps. Following prior work such as t-PatchGNN [10], we assume that forecast query times are given, simplifying the task to predicting values at predefined future timestamps. A natural extension is to consider more open-ended settings where the model must first infer when important events or state changes are likely to occur, and then predict their values. This setup—akin to timestamp prediction or event forecasting—introduces additional uncertainty and demands joint modeling of temporal dynamics and event saliency.
Beyond Forecasting Tasks. While IMM-TSF currently focuses on forecasting as the primary task, real-world irregular multimodal time series often require broader capabilities such as anomaly detection, classification, or retrieval. Adapting our framework to support these tasks would enable more comprehensive evaluation of modeling techniques and open new directions for multimodal irregular time series learning under operational constraints.
Beyond Textual Modalities. Our current benchmark focuses on unstructured text as the secondary modality, but many real-world applications involve other asynchronous inputs such as images, audio, or tabular data. Extending irregular time series datasets to support multimodal integration beyond text remains an important direction for building truly general purpose time series models.
We introduce Time-IMM, the first benchmark explicitly designed around cause-driven irregularities in multimodal multivariate time series. Our taxonomy covers three distinct categories of irregularity—trigger-based, constraint-based, and artifact-based—captured across nine real-world datasets. To complement this, we present IMM-TSF, a plug-and-play library for forecasting on irregular multimodal time series, with modular support for textual encoders and fusion strategies. Empirical results show that integrating textual information improves forecasting accuracy across all irregularity types, underscoring the need for robust multimodal modeling under realistic conditions. Time-IMM and IMM-TSF are positioned to serve as strong foundations for advancing time series research toward more general and practically relevant solutions.
Recent progress in time series analysis has been supported by a growing number of publicly available benchmarks [37, 38, 39, 40]. However, most existing datasets make simplified assumptions that limit their realism and utility for modeling complex real-world phenomena. In particular, prior time series datasets often fall short along several key dimensions that Time-IMM is explicitly designed to address.
Lack of Irregularity. Many standard time series datasets assume regularly sampled data where all features are observed at fixed intervals [6, 41, 42, 43]. Even in multimodal contexts, existing benchmarks often maintain regular sampling, smoothing over the irregular behaviors common in realworld systems [9, 44]. This assumption neglects the complexities found in domains like healthcare, environmental sensing, and finance, where sampling can be triggered by events, human decisions, or operational constraints [45, 46, 47].
Lack of Asynchronous Textual Modality. Most existing time series datasets include only numerical observations and lack any unstructured textual modality [7, 8]. While some benchmarks incorporate alternative modalities such as images, audio, or video [48, 49, 50, 51], this work focuses specifically on unstructured textual data as the complementary modality to time series. Yet in many domains, textual signals—such as clinical notes, system logs, or policy descriptions—are crucial for interpretability and context-aware forecasting [52, 53, 54]. Even in datasets that include both time series and text [9, 25], the modalities are often artificially aligned by enforcing shared timestamps, disregarding the fact that different modalities in real-world settings typically follow inherently asynchronous temporal patterns. Our work explicitly supports asynchronous timestamps across modalities, preserving their natural temporal structure for more realistic modeling.
Lack of Reasoning About Irregularity Causes. While some prior datasets contain irregularly sampled time series [10, 55, 56, 57], they do not provide any structured explanation or annotation of why the irregularity occurs. Irregular sampling is typically treated as a nuisance to be smoothed or interpolated away, rather than a meaningful signal that could inform model design or interpretation [58, 59, 60]. This lack of causal reasoning limits model robustness and interpretability, especially in high-stakes domains such as healthcare, environmental monitoring, or fault diagnostics [61, 62]. In contrast, our work introduces a structured taxonomy of irregularity, categorizing it into trigger-based, constraint-based, and artifact-based causes to support more interpretable and realistic modeling.
While our proposed dataset and benchmark provide a valuable foundation for studying irregular multimodal time series forecasting, several limitations remain.
First, the current version of our dataset focuses exclusively on English-language textual data. This choice simplifies preprocessing and alignment but limits the applicability of our benchmark in multilingual or cross-lingual settings, which are common in global-scale systems such as public health surveillance or international finance [63, 64, 65].
Second, our benchmark is currently limited to the task of time series forecasting. We chose this task in part because it does not require additional label collection—making it easier to construct realistic datasets from naturally occurring logs or signals [66, 67]. Moreover, forecasting serves as a critical upstream task in time series analysis: models that accurately capture future dynamics can support a range of downstream applications including anomaly detection, classification, and decision support [68, 69]. Nonetheless, expanding the benchmark to cover these broader tasks would enable more comprehensive evaluation of modeling techniques.
Third, our focus on textual modality reflects the increasing utility of natural language as a rich, unstructured source of auxiliary information. This design decision is motivated by the recent success of large language models (LLMs), which have demonstrated strong capabilities in extracting and contextualizing semantic information from text. However, we do not currently support other modalities such as images, audio, or tabular records—despite their relevance in domains like remote sensing, clinical medicine, or human activity recognition [70, 71, 72].
Fourth, we use pretrained LLMs as frozen text encoders and do not explore task-specific fine-tuning. This design simplifies benchmarking and reduces computational cost, but it may underutilize the
full potential of the language models, especially in domains where domain-specific adaptation could improve alignment with time series signals [73, 74]. To isolate the value of pretrained representations, we conducted additional experiments using Doc2Vec [75] as a train-from-scratch alternative. These results, presented in Appendix L.1, confirm that frozen LLMs consistently outperform Doc2Vec, reinforcing their utility even without fine-tuning.
Finally, while we introduce modular mechanisms for timestamp-aware fusion of text and time series, we do not explore more advanced strategies such as retrieval-augmented generation (RAG) [76, 77], memory modules [78, 79], or reasoning [80, 81], which could further enhance model interpretability and performance.
Despite these limitations, our work offers a structured and extensible platform for modeling real-world time series data under conditions of irregularity and multimodality, and we hope it encourages future research into more general, robust, and semantically grounded forecasting systems.
We introduce three metrics to quantitatively characterize the irregularity of time series data across entities and modalities. These metrics are designed to be interpretable, normalized where appropriate, and sensitive to structural patterns in missingness and temporal spacing.
This metric quantifies how evenly features are observed across the dataset. Let N be the number of features, and fi the number of non-missing observations for feature i. Define the proportion of observations for each feature as:
$$p_i = \frac{fi}{\sum{j=1}^N f_j} \tag{1}$$
The normalized entropy is computed as:
$$\hat{H}{\text{feat}} = -\frac{1}{\log N} \sum{i=1}^{N} p_i \log(p_i + \epsilon)$$ (2)
where ϵ is a small constant added for numerical stability.
Interpretation: A higher value of Hˆ feat (closer to 1) indicates that observations are evenly distributed across all features. A lower value (closer to 0) suggests that only a subset of features dominate the observation space, revealing imbalance in feature observability.
This metric measures the dispersion of observations over time by dividing the full time span into K equal-width bins and evaluating the entropy of observation counts within each bin. Let the total time range be divided into K bins of equal width, and let ck be the number of observations falling into bin k. The normalized count in each bin is:
$$p_k = \frac{ck}{\sum{j=1}^K c_j} \tag{3}$$
The normalized temporal entropy is computed as:
$$\hat{H}{\text{temp}} = -\frac{1}{\log K} \sum{k=1}^{K} p_k \log(p_k + \epsilon)$$ (4)
where ϵ is a small constant added for numerical stability. We fix K = 10 across all datasets to provide a stable and consistent measure of temporal dispersion.
Interpretation: A higher value of Hˆ temp (closer to 1) indicates that observations are evenly distributed across time, suggesting regular sampling behavior. A lower value (closer to 0) reflects temporal clustering or bursty updates.
This metric quantifies the average time gap between consecutive observations.
Let ∆ti = ti − ti−1 denote the interval between successive timestamps across all entities, and let M be the total number of such intervals. The mean IOI is:
$$Mean IOI = \frac{1}{M} \sum_{i=1}^{M} \frac{\Delta t_i}{s}$$ (5)
where s is the number of seconds per time unit (e.g., 86,400 for days).
Interpretation: Smaller values indicate denser data (frequent sampling), while larger values suggest sparser time series. This metric is unnormalized and reported in interpretable units (e.g., hours or days).
We organize Time-IMM's nine datasets according to our irregularity taxonomy. For each, we describe the data, point to the source, and summarize how numerical and textual streams were collected.
Description Observations occur only when external events trigger data collection. This pattern reflects systems that respond to real-world happenings such as political crises, protests, or policy changes.
Source GDELT Event Database 2.0 (2021–2024) [17]. Raw data was downloaded from: http: //data.gdeltproject.org/gdeltv2/masterfilelist.txt
Entity Each entity corresponds to a unique (country, event type) pair. We select 4 countries—USA, GBR, AUS, and CAN—and 2 event types: AGR (Agriculture) and LAB (Labor Union). This results in 8 distinct entities in total.
Description Sampling frequency is adjusted dynamically based on system activity levels. In this case, repository activity determines when state is logged—shorter intervals during development bursts and longer intervals during quiet periods.
Source We use GitHub repository data from the GitHub Archive via Google BigQuery.
Entity Each entity corresponds to a single GitHub repository. This results in four total entities in the dataset:
Description Data is recorded when humans initiate measurement or documentation, such as clinicians logging vitals based on clinical necessity. This results in inherently irregular sampling tied to human judgment and workflow.
Source MIMIC-IV clinical database and MIMIC-Notes [18, 19]. Available at: https:// physionet.org/content/mimiciv/3.1/
Entity Each entity is a single ICU patient who satisfies the following inclusion criteria:
From the remaining population we draw a simple random sample of n = 20 patients to capture diverse clinical courses and recording patterns. The choice of criteria and the preprocessing code mostly follow the logic from the GRU-ODE-Bayes preprocessing pipeline: https://github.com/ edebrouwer/gru\_ode\_bayes/tree/master/data\_preproc/MIMIC
For each selected patient we extract 105 variables spanning: IV infusion and boluses, laboratory chemistry and hematology, blood products and fluids, outputs such as urine and stool. Measurements are documented only when clinically indicated, yielding patientspecific, irregular sampling.
All free-text notes (e.g. progress, nursing, radiology) linked to the same patients are retained in raw form together with their original timestamps. These notes provide asynchronous narrative context that can precede, coincide with, or follow numerical measurements.
This protocol produces a multimodal dataset—irregular physiological signals paired with temporally aligned clinical narratives—tailored for longitudinal modelling tasks.
Description This form of irregularity occurs when observations are limited to predefined operational hours, such as trading windows on financial markets. No data is collected during weekends, holidays, or outside business hours, resulting in structured temporal gaps.
Source FNSPID: Financial News & Stock Prices [5].
Entity Each entity corresponds to an individual publicly traded company. We first filter out companies that lack recorded time stamps or related articles, and then randomly sample 10 different companies.
Description This irregularity arises when data is recorded only while compute resources are active. In this setting, telemetry is missing not due to failure or noise, but because the monitoring system is deliberately inactive during idle periods.
Source Alibaba GPU Cluster Trace v2020 [20]. Main repository: https://github.com/ alibaba/clusterdata/tree/master?tab=readme-ov-file
Entity Each entity corresponds to a distinct physical GPU machine in the Alibaba cluster. We select 3 machines from the dataset, identified by their anonymized worker_name, to represent heterogeneous task schedules and resource usage patterns.
The result is an 11-dimensional time series with naturally irregular intervals, reflecting operational constraints and runtime dynamics.
• Textual Data: For every container start event, we extract the corresponding job_name, task_name, gpu_type_spec, and workload description from the pai_group_tag_table.csv. These fields are treated as an asynchronous textual context. We aggregate all textual entries within a 6-hour window and use GPT-4.1 Nano to summarize them into concise narratives of no more than 5 sentences, capturing key workload patterns and system activity during that period.
Description This form of irregularity occurs when data collection is driven by human activity patterns or availability—such as sensors only logging when users are awake or interacting with their devices.
Source StudentLife study (College Experience Dataset) [21].
Entity Each entity corresponds to an individual participant in the study. We first filter out students with less than 1000 records, then randomly select 20 students from the full cohort to represent a diverse range of behavioral patterns and schedules.
Description This type of irregularity results from data that is expected but not recorded, often due to reporting failures, technical issues, or data loss. The result is structured gaps in the time series.
Source ILINet influenza surveillance (CDC) [9].
Entity This dataset contains a single entity: the United States as a national-level reporting unit. All observations are aggregated at the country level.
Description This irregularity arises when data points are recorded at uneven intervals due to system delays, congestion, or throttling. Instead of arriving on a regular schedule, observations appear with jitter caused by internal scheduling constraints or resource contention.
Source CESNET network flow data [22].
Entity Each entity corresponds to a distinct networked device in the infrastructure. We include 11 entities in total, spanning various device types such as IP endpoints, firewalls, routers, servers, and switches.
• Numerical Time Series: We ingest flow-level metrics such as byte and packet counts using real-world arrival timestamps. These metrics naturally exhibit jitter due to internal logging delays, variable sampling rates, and system load effects.
• Textual Data: We collect network device logs that include maintenance messages, traffic control alerts, and system warnings. Each log entry is treated as an independent, asynchronously occurring textual observation, preserving its original timestamp without forcing alignment to numeric data.
Description This type of irregularity arises when multiple data streams—such as sensors—operate with different clocks, sampling rates, or synchronization policies. These asynchronous signals pose challenges for fusion and temporal alignment, especially when modalities are collected independently.
Source EPA Outdoor Air Quality Sensors [23]. Numerical time series data was downloaded from: https://aqs.epa.gov/aqsweb/airdata/download\_files.html
Textual news articles were retrieved from Common Crawl News, using monthly archives available at: https://data.commoncrawl.org/crawl-data/CC-NEWS/
Entity Each entity corresponds to a U.S. county monitored by the EPA sensor network. We select 8 counties for inclusion in this dataset:
This appendix provides the prompt templates used for GPT-4.1 Nano to generate textual summaries for each dataset in Time-IMM. All prompts are designed to produce concise, factual, and context-aware outputs within a 5-sentence limit.
PROMPTS = """
You are an expert in { domain }.
This task is part of building the GDELT 2.0 Event dataset .
Below is a news article :
{ article }
Write a concise summary of the information related to { domain } , using no more than 5 sentences . If the article is not relevant to { domain } , reply with exactly : NA """
PROMPTS = """
The following are comments from multiple GitHub issue threads in the repository '{ repo_name } ' ,
including all historical comments accumulated up to and including those made on a specific day .
{ comments }
Write a concise summary of the main technical concerns , questions , or suggestions raised across these discussions . Focus on key issues , proposed solutions ,
and unresolved questions . Your summary should be no more than 5 sentences .
"""
PROMPTS = """
You are an expert in financial markets .
This task is part of building the stock price prediction dataset .
Below is a news article : { article }
Write a concise summary of the information related to financial markets , using no more than 5 sentences . If the article is not relevant to financial markets , reply with
exactly : NA """
PROMPTS = """
You are an expert in large - scale distributed computing and cloud infrastructure .
This task is part of building the Alibaba Cluster Trace Program dataset .
Below is a collection of logs and system behavior summaries : { article }
Write a concise summary of the system behavior and operational insights relevant to distributed computing , using no more than 5 sentences .
If the content is not relevant to the dataset , or the logs / summaries are not provided , reply with exactly : NA """
PROMPTS = """
You are an expert in weather .
This task is part of building the Air Quality Data Collected at Outdoor Monitors Across the US dataset .
Below is a news article :
{ article }
Write a concise summary of the information related to weather , using
no more than 5 sentences .
If the article is not relevant to weather , reply with exactly : NA
"""
This appendix illustrates how raw textual inputs are preprocessed into concise, informative summaries using LLMs (GPT-4.1 Nano). Below is an example taken from the EPA-Air dataset, where the input news article contains broader event details, but the summarization process emphasizes weather conditions relevant to environmental sensing.
Seven migrant smuggling suspects have been arrested and 11 migrants were hospitalized after a law enforcement sting Thursday near San Antonio, authorities said. . . .
Temperatures in San Antonio were in the high 90s Thursday afternoon and were expected to top 100, according to the National Weather Service.
. . . The incident came two days after President Joe Biden unveiled plans to enact immediate significant restrictions on migrants seeking asylum . . .
San Antonio was the site of the nation's deadliest human smuggling episode in June 2022 . . .
On Thursday in San Antonio, temperatures reached the high 90s and were expected to exceed 100 degrees Fahrenheit. These hot conditions contributed to heat-related injuries among migrants found in a trailer during a law enforcement operation. The extreme heat poses a significant risk for dehydration, heat exhaustion, and other heat-related health issues. Past incidents, such as the deadly smuggling episode in June 2022, also occurred under similar sweltering conditions. The current weather highlights the dangers faced by individuals exposed to high temperatures in the area.
Data Sources and Privacy. All datasets in Time-IMM are derived from publicly available sources with appropriate access permissions. For sensitive domains such as healthcare (e.g., MIMIC-IV), we take additional precautions to ensure data privacy and regulatory compliance. MIMIC-IV is a restricted-access resource hosted on https://physionet.org/content/mimiciv/3.1/. To access the raw files, users must be credentialed, complete the CITI "Data or Specimens Only Research" training, and sign the official data use agreement on PhysioNet. In Time-IMM, we do not redistribute raw data from MIMIC-IV. Instead, we provide preprocessing scripts and instructions to enable authorized users to reproduce our setup. We strictly follow access policies and do not feed MIMIC-IV clinical notes into closed-source LLMs (e.g., GPT-4.1 Nano). This ensures alignment with privacy safeguards and ethical standards for clinical data handling.
Responsible Redistribution. To comply with upstream licenses and ethical research norms, we do not redistribute raw web-crawled text, GitHub comments, or clinical notes where direct sharing is restricted. Instead, we offer derived summaries, structured metadata, and links or instructions for dataset reconstruction from original public sources.
Figure 7: Overview of the canonical pre-alignment process.
Open Access and Licensing. Time-IMM is released under a Creative Commons Attribution 4.0 (CC BY 4.0) license, which permits broad use, redistribution, and adaptation with appropriate citation. Scripts and benchmarks are openly available to ensure reproducibility, transparency, and extensibility by the research community.
Hosting and Maintenance Plan. All datasets and code are hosted on publicly accessible and stable platforms. The dataset is maintained on Kaggle to facilitate broad usability, while the benchmark library is versioned and published through a persistent code repository. We commit to periodically reviewing contributions and issues reported by the community to ensure continued compatibility and correctness.
Accessing. The Time-IMM dataset can be accessed at: https://www.kaggle.com/datasets/ blacksnail789521/time-imm/data
The accompanying benchmark code and processing tools are available at: https://anonymous. 4open.science/r/IMMTSF\_NeurIPS2025
Ethical Usage Encouragement. We strongly encourage responsible usage of Time-IMM and IMM-TSF in research contexts that prioritize fairness, transparency, and real-world safety. Applications involving downstream decision-making—especially in domains such as finance or healthcare—should incorporate appropriate validation and interpretability safeguards.
To adapt regular time series forecasting models to irregular data, we follow the canonical prealignment strategy introduced in t-PatchGNN [10], as illustrated in Figure 7. This method transforms irregularly sampled time series into a fixed-length, regularly spaced representation that can be consumed by standard forecasting architectures.
Let X = {[(t (n) i , x (n) i )]Pn i=1} N n=1 denote the set of past irregular time series observations, where N is the number of variables and Pn is the number of past observations for variable n. Each observation x (n) occurs at time t (n) i ∈ [Tstart, Tcut]. We also define a set of future query times Q = {[q (n) k Fn k=1} N n=1, with each query q (n) k ∈ (Tcut, Tend].
Step 1: Determine Global Temporal Resolution. We first scan the entire dataset to determine the global maximum number of past input timestamps and future query timestamps across all training windows. This defines the fixed-length resolution L for both input and output time series, covering the combined past and forecast windows.
Step 2: Temporal Grid Construction, Alignment, and Padding. For each example, we create a unified, chronologically sorted list of timestamps {t˜l} L l=1 that covers both the observation period
and the forecast horizon. We construct a matrix X˜ ∈ R L×N , where each entry x˜ (n) l is the observed value of variable n at time t˜l , or zero if no observation exists. A binary mask matrix M ∈ {0, 1} L×N is used to indicate whether a value was observed (1) or imputed (0). Both X˜ and M are padded as necessary to reach the globally fixed length L, ensuring uniform tensor shapes across all examples.
Step 3: Add Input Features: Timestamp and Mask. To help the model reason about timing and missingness, we expand the feature dimension from N to 2N + 1. Each input row includes: (i) the observed values or zeros, (ii) the binary mask, and (iii) the normalized timestamp t˜l . This preserves all temporal and structural information in a dense, aligned format.
Step 4: Add Query Features. The forecast queries Q are appended to the end of the input sequence using the same 2N + 1 feature schema. Each query timestamp q (n) k is represented by a feature row that includes: (i) zero values for all variable entries (since ground truth is unknown at inference time), (ii) a binary mask set to 0 (indicating no observation—not a forecast target), and (iii) the normalized query timestamp. This mask entry should not be confused with the evaluation-time forecast mask used to compute prediction errors. Including query timestamps in the input allows the model to explicitly condition on the temporal locations of future targets.
Summary. This pre-alignment pipeline transforms irregular, variable-length time series into padded, fixed-length tensors that include time, observation, and mask features. By appending forecast queries and exposing the full temporal grid, regular forecasting models can be repurposed to handle irregular time series in a structured and query-aware manner.
The detailed architectures of the TTF and MMF modules are illustrated in Figures 8 and 9, respectively. We now present their formal definitions below.
Let S = {(τj , sj )} LS j=1 denote the sequence of past text observations, where sj is a text snippet observed at timestamp τj ∈ [Tstart, Tcut]. Let vj ∈ R d be the embedding of sj produced by a fixed language model. Let Q = {tk} Tf k=1 denote the future forecast query times.
Recency-Weighted Averaging (RecAvg). This variant computes a time-weighted average of all previous embeddings using a Gaussian kernel centered at the forecast time:
$$\alpha_{jk} = \exp\left(-\left(\frac{t_k - \tau_j}{\sigma}\right)^2\right), \quad \text{for } \tau_j \le t_k$$ (6)
$$ek = \frac{\sum{j=1}^{LS} \alpha{jk} vj}{\sum{j=1}^{LS} \alpha{jk}} \in \mathbb{R}^d$$ (7)
Time2Vec-Augmented Cross-Attention (T2V-XAttn). Each embedding is augmented with a Time2Vec representation of its timestamp:
$$\phi(\tau_j) = [\omega_0 \tau_j + b_0, \sin(\omega_1 \tau_j + b1), \dots, \sin(\omega{d_{\tau} - 1} \tauj + b{d_{\tau} - 1})]$$ (8)
$$\tilde{v}_j = \llbracket v_j; \phi(\tauj) \rrbracket \in \mathbb{R}^{d+d\tau} \tag{9}$$
Let Wq ∈ R dq×1 be a learnable forecast query vector. Then the aligned representation at time tk is computed by soft attention:
Figure 8: Detailed architecture of TTF modules.
$$a_{jk} = \frac{\exp\left((W_q^{\top} \tilde{v}j)\right)}{\sum{\tau_{j'} \le t_k} \exp\left((Wq^{\top} \tilde{v}{j'})\right)}$$ (10)
$$ek = \sum{\tau_j \le tk} a{jk} \cdot \tilde{v}_j \tag{11}$$
Let Y ts ∈ R Tf ×N denote the numerical forecast sequence, and let E = {ek} Tf k=1 ∈ R Tf ×d be the aligned text representations from TTF.
GRU-Gated Residual Addition (GR-Add). Let H ∈ R Tf ×h be the hidden state sequence from a GRU applied over the concatenated input:
$$z_k = [y_k^{\text{ts}}; e_k] \in \mathbb{R}^{N+d} \tag{12}$$
$$H = \operatorname{GRU}({zk}{k=1}^{T_f}) \tag{13}$$
$$\Delta Y = W{\Delta}H + b{\Delta} \tag{14}$$
$$G = \sigma(W_g Z + b_g)$$ where $Z = [Y^{ts}; E]$ (15)
$$Y^{\text{fused}} = G \odot Y^{\text{ts}} + (1 - G) \odot (Y^{\text{ts}} + \Delta Y) \tag{16}$$
where W∆ ∈ R N×h , Wg ∈ R N×(N+d) , and ⊙ denotes element-wise multiplication.
Cross-Attention Addition (XAttn-Add). Let Q = Y tsWQ, K = EWK, and V = EWV with learnable projection matrices WQ, WK, WV . The residual is derived via scaled dot-product attention:
Figure 9: Detailed architecture of MMF modules.
$$A = \operatorname{softmax}\left(\frac{QK^{\top}}{\sqrt{d}}\right) \cdot V \tag{17}$$
$$\Delta Y = AW{\text{res}} + b{\text{res}} \tag{18}$$
$$Y^{\text{fused}} = \frac{Y^{\text{ts}} + \kappa \cdot \Delta Y}{1 + \kappa} \tag{19}$$
Here, κ ∈ R is a scalar hyperparameter, and all terms are defined over the entire sequence of query times.
Each dataset in Time-IMM is configured with a dataset-specific forecasting setup that reflects its native timestamp distribution and sampling behavior. For each entity, we apply a sliding window strategy with fixed-length context and query segments. The context window corresponds to past observations X ∈ [Tstart, Tcut], while the query horizon defines the future timestamps Q ∈ (Tcut, Tend] at which the model is expected to make predictions. Durations are defined using dataset-native time units (e.g., hours, days, or weeks), ensuring semantic consistency across domains.
Each baseline model is configured using recommended default hyperparameters from its original implementation. The following settings summarize key architecture and training parameters for each model class:
Table 2: Dataset-specific forecasting parameters: context window (past input) and query horizon (forecast target).
| Dataset | Context Window Query Horizon | |
|---|---|---|
| GDELT | 14 days | 14 days |
| RepoHealth | 31 days | 31 days |
| MIMIC | 24 hours | 24 hours |
| FNSPID | 31 days | 31 days |
| ClusterTrace | 12 hours | 12 hours |
| StudentLife | 31 days | 31 days |
| ILINet | 4 weeks | 4 weeks |
| CESNET | 7 days | 7 days |
| EPA-Air | 7 days | 7 days |
In multimodal experiments, we integrate textual context into the forecasting pipeline using specialized fusion modules. Each model uses the best-performing fusion configuration selected via validation performance.
• GR-Add: A residual correction is computed from the concatenated numerical forecast and text embedding using a GRU followed by an MLP. The output is blended with the base forecast through a learned gating function.
Figure 10: Performance comparison between frozen LLM-based text encoders and Doc2Vec, averaged across all 11 baselines for each dataset.
• XAttn-Add: Numerical forecasts attend to aligned text representations using a single-layer, single-head attention module. The result is scaled by a fixed convex mixing weight κ = 0.5 and added to the base forecast.
Text Encoder. We utilize four kinds of pretrained large language models as text encoders—GPT-2, BERT-base, LLaMA 3.1 (8B), and DeepSeek (7B)—each used with its full transformer stack and no truncation of layers. BERT-base supports a maximum context length of 512 tokens, while GPT-2, LLaMA 3.1, and DeepSeek allow longer sequences but are forcibly truncated to 1024 tokens in our setup. To ensure consistent dimensionality, we project all encoder outputs to a shared 768-dimensional space using a learned linear transformation before fusion.
This appendix contains two sets of additional results that further validate the effectiveness of multimodal modeling in irregular time series forecasting.
To evaluate the importance of using pretrained language models, we conduct an ablation study replacing frozen LLM-based text encoders with a train-from-scratch alternative—Doc2Vec. Doc2Vec learns fixed-length embeddings for each text input by training a shallow neural model directly on the textual corpus of each dataset, without relying on large-scale pretraining.
Figure 10 summarizes performance across all datasets. We observe that models using frozen LLMs consistently outperform those using Doc2Vec, confirming the benefit of pretrained semantic representations—even in the presence of asynchronous and domain-specific text. These results highlight the importance of strong general-purpose encoders for effective multimodal forecasting under irregular sampling.
To quantify the contribution of textual signals under irregular sampling, we report per-dataset comparisons between unimodal (time series only) and multimodal (time series + text) model variants. Each result reflects the best-performing fusion configuration selected via validation on the corresponding dataset. Performance is measured using mean squared error (MSE), and improvements are reported as relative percentage change from the unimodal baseline.
Multimodal models consistently outperform their unimodal counterparts across all datasets, with especially large improvements observed in settings where text provides rich, temporally relevant context. The following tables summarize detailed results for each dataset:
Table 3: Unimodal vs. multimodal forecasting results on the GDELT dataset.
| Model | Modal | MSE | MAE |
|---|---|---|---|
| Informer | Uni | 1.0448 | 0.6935 |
| Multi | 1.0295 | 0.6897 | |
| DLinear | Uni | 1.0482 | 0.6943 |
| Multi | 1.0487 | 0.6945 | |
| PatchTST | Uni | 1.0670 | 0.7051 |
| Multi | 1.0511 | 0.6944 | |
| TimesNet | Uni | 1.0251 | 0.6846 |
| Multi | 1.0250 | 0.6916 | |
| TimeMixer | Uni | 1.0471 | 0.6842 |
| Multi | 1.0333 | 0.6973 | |
| TimeLLM | Uni | 1.0411 | 0.6923 |
| Multi | 1.0402 | 0.6894 | |
| TTM | Uni | 1.0400 | 0.6948 |
| Multi | 1.0238 | 0.6893 | |
| CRU | Uni | 1.0282 | 0.6968 |
| Multi | 1.0267 | 0.6912 | |
| LatentODE | Uni | 1.0271 | 0.6886 |
| Multi | 1.0268 | 0.6856 | |
| NeuralFlow | Uni | 1.0265 | 0.6942 |
| Multi | 1.0260 | 0.6958 | |
| tPatchGNN | Uni | 1.0267 | 0.6893 |
| Multi | 1.0265 | 0.6958 |
Table 4: Unimodal vs. multimodal forecasting results on the RepoHealth dataset.
| Model | Modal | MSE | MAE |
|---|---|---|---|
| Informer | Uni | 0.6391 | 0.4143 |
| Multi | 0.6296 | 0.4037 | |
| DLinear | Uni | 0.5376 | 0.4081 |
| Multi | 0.5291 | 0.4021 | |
| PatchTST | Uni | 0.5727 | 0.4185 |
| Multi | 0.5520 | 0.4180 | |
| TimesNet | Uni | 0.5415 | 0.4158 |
| Multi | 0.5599 | 0.4275 | |
| TimeMixer | Uni | 0.7267 | 0.4321 |
| Multi | 0.6890 | 0.4230 | |
| TimeLLM | Uni | 0.5655 | 0.3994 |
| Multi | 0.5601 | 0.3919 | |
| TTM | Uni | 0.5442 | 0.4088 |
| Multi | 0.5386 | 0.4079 | |
| CRU | Uni | 1.0362 | 0.8030 |
| Multi | 0.8538 | 0.6596 | |
| LatentODE | Uni | 0.7555 | 0.6104 |
| Multi | 0.7341 | 0.6285 | |
| NeuralFlow | Uni | 0.8231 | 0.6736 |
| Multi | 0.7720 | 0.6409 | |
| tPatchGNN | Uni | 0.6196 | 0.5000 |
| Multi | 0.6090 | 0.4718 |
Table 5: Unimodal vs. multimodal forecasting results on the MIMIC dataset.
| Model | Modal | MSE | MAE |
|---|---|---|---|
| Informer | Uni | 0.8519 | 0.5588 |
| Multi | 0.7988 | 0.6083 | |
| DLinear | Uni | 0.8770 | 0.6152 |
| Multi | 0.8515 | 0.6456 | |
| PatchTST | Uni | 0.9394 | 0.6794 |
| Multi | 0.9281 | 0.6799 | |
| TimesNet | Uni | 1.0374 | 0.7348 |
| Multi | 0.9335 | 0.6821 | |
| TimeMixer | Uni | 0.8856 | 0.5686 |
| Multi | 0.8179 | 0.5821 | |
| TimeLLM | Uni | 0.7901 | 0.5457 |
| Multi | 0.7535 | 0.5620 | |
| TTM | Uni | 0.8620 | 0.6283 |
| Multi | 0.9105 | 0.6707 | |
| CRU | Uni | 1.0122 | 0.7235 |
| Multi | 0.9847 | 0.7087 | |
| LatentODE | Uni | 0.9325 | 0.6868 |
| Multi | 0.9423 | 0.6785 | |
| NeuralFlow | Uni | 1.0086 | 0.7219 |
| Multi | 0.9884 | 0.7079 | |
| tPatchGNN | Uni | 0.7250 | 0.5479 |
| Multi | 0.7656 | 0.5794 |
Table 6: Unimodal vs. multimodal forecasting results on the FNSPID dataset.
| Model | Modal | MSE | MAE |
|---|---|---|---|
| Informer | Uni | 0.1277 | 0.2153 |
| Multi | 0.1282 | 0.2149 | |
| DLinear | Uni | 0.1239 | 0.2121 |
| Multi | 0.1248 | 0.2145 | |
| PatchTST | Uni | 0.1301 | 0.2240 |
| Multi | 0.1277 | 0.2212 | |
| TimesNet | Uni | 0.1253 | 0.2144 |
| Multi | 0.1239 | 0.2128 | |
| TimeMixer | Uni | 0.1161 | 0.1965 |
| Multi | 0.1157 | 0.1964 | |
| TimeLLM | Uni | 0.1261 | 0.2138 |
| Multi | 0.1240 | 0.2124 | |
| TTM | Uni | 0.1355 | 0.2373 |
| Multi | 0.1335 | 0.2312 | |
| CRU | Uni | 0.1484 | 0.2545 |
| Multi | 0.1476 | 0.2471 | |
| LatentODE | Uni | 0.1203 | 0.2134 |
| Multi | 0.1157 | 0.2051 | |
| NeuralFlow | Uni | 0.1510 | 0.2572 |
| Multi | 0.1420 | 0.2470 | |
| tPatchGNN | Uni | 0.1247 | 0.2195 |
| Multi | 0.1212 | 0.2132 |
Table 7: Unimodal vs. multimodal forecasting results on the ClusterTrace dataset.
| Model | Modal | MSE | MAE |
|---|---|---|---|
| Informer | Uni | 1.0793 | 0.8039 |
| Multi | 0.7473 | 0.6527 | |
| DLinear | Uni | 0.8418 | 0.6765 |
| Multi | 0.6440 | 0.6504 | |
| PatchTST | Uni | 2.0366 | 0.9896 |
| Multi | 1.0370 | 0.8389 | |
| TimesNet | Uni | 0.9739 | 0.7187 |
| Multi | 0.6706 | 0.6579 | |
| TimeMixer | Uni | 1.1262 | 0.7861 |
| Multi | 0.7377 | 0.6946 | |
| TimeLLM | Uni | 0.9596 | 0.7325 |
| Multi | 0.7250 | 0.6973 | |
| TTM | Uni | 1.0030 | 0.7409 |
| Multi | 0.7166 | 0.6813 | |
| CRU | Uni | 1.2111 | 0.8287 |
| Multi | 0.5753 | 0.5988 | |
| LatentODE | Uni | 1.1613 | 0.7818 |
| Multi | 0.5336 | 0.5780 | |
| NeuralFlow | Uni | 1.4458 | 0.8910 |
| Multi | 0.6248 | 0.6384 | |
| tPatchGNN | Uni | 0.9671 | 0.7119 |
| Multi | 0.6105 | 0.6104 |
Table 8: Unimodal vs. multimodal forecasting results on the StudentLife dataset.
| Model | Modal | MSE | MAE |
|---|---|---|---|
| Informer | Uni | 0.9432 | 0.6674 |
| Multi | 0.8910 | 0.6790 | |
| DLinear | Uni | 0.8850 | 0.6760 |
| Multi | 0.8733 | 0.6629 | |
| PatchTST | Uni | 0.8964 | 0.6793 |
| Multi | 0.8764 | 0.6814 | |
| TimesNet | Uni | 0.9069 | 0.6827 |
| Multi | 0.8892 | 0.6889 | |
| TimeMixer | Uni | 0.9437 | 0.6720 |
| Multi | 0.8867 | 0.6768 | |
| TimeLLM | Uni | 0.9355 | 0.6797 |
| Multi | 0.8870 | 0.6781 | |
| TTM | Uni | 0.9024 | 0.6830 |
| Multi | 0.8888 | 0.6838 | |
| CRU | Uni | 0.9101 | 0.6876 |
| Multi | 0.9101 | 0.6890 | |
| LatentODE | Uni | 0.9028 | 0.6965 |
| Multi | 0.9040 | 0.6907 | |
| NeuralFlow | Uni | 0.9237 | 0.6995 |
| Multi | 0.9150 | 0.7024 | |
| tPatchGNN | Uni | 0.8661 | 0.6672 |
| Multi | 0.8633 | 0.6705 |
Table 9: Unimodal vs. multimodal forecasting results on the ILINet dataset.
| Model | Modal | MSE | MAE |
|---|---|---|---|
| Informer | Uni | 1.2714 | 0.8118 |
| Multi | 1.2338 | 0.7832 | |
| DLinear | Uni | 1.0402 | 0.6811 |
| Multi | 0.9795 | 0.6374 | |
| PatchTST | Uni | 1.1606 | 0.7532 |
| Multi | 1.1727 | 0.7373 | |
| TimesNet | Uni | 1.0518 | 0.6670 |
| Multi | 1.0510 | 0.6436 | |
| TimeMixer | Uni | 0.9825 | 0.6456 |
| Multi | 1.0530 | 0.6845 | |
| TimeLLM | Uni | 1.1243 | 0.7255 |
| Multi | 1.0333 | 0.6901 | |
| TTM | Uni | 1.1010 | 0.7003 |
| Multi | 1.0383 | 0.6898 | |
| CRU | Uni | 0.9718 | 0.6652 |
| Multi | 1.0423 | 0.6900 | |
| LatentODE | Uni | 1.1512 | 0.7531 |
| Multi | 1.1098 | 0.7276 | |
| NeuralFlow | Uni | 1.1946 | 0.7688 |
| Multi | 1.1501 | 0.7460 | |
| tPatchGNN | Uni | 1.6163 | 0.9255 |
| Multi | 1.4877 | 0.8689 |
Table 10: Unimodal vs. multimodal forecasting results on the CESNET dataset.
| Model | Modal | MSE | MAE |
|---|---|---|---|
| Informer | Uni | 0.9591 | 0.7559 |
| Multi | 0.8754 | 0.7233 | |
| DLinear | Uni | 0.9695 | 0.7517 |
| Multi | 0.8763 | 0.7221 | |
| PatchTST | Uni | 1.3177 | 0.8797 |
| Multi | 1.1242 | 0.8192 | |
| TimesNet | Uni | 0.9581 | 0.7499 |
| Multi | 0.8686 | 0.7201 | |
| TimeMixer | Uni | 0.9500 | 0.7481 |
| Multi | 0.8588 | 0.7160 | |
| TimeLLM | Uni | 0.9891 | 0.7676 |
| Multi | 0.9125 | 0.7364 | |
| TTM | Uni | 0.9869 | 0.7653 |
| Multi | 0.9205 | 0.7422 | |
| CRU | Uni | 0.9462 | 0.7559 |
| Multi | 0.8726 | 0.7257 | |
| LatentODE | Uni | 0.9655 | 0.7642 |
| Multi | 0.8977 | 0.7400 | |
| NeuralFlow | Uni | 1.0154 | 0.7915 |
| Multi | 0.9495 | 0.7685 | |
| tPatchGNN | Uni | 0.9796 | 0.7713 |
| Multi | 0.9122 | 0.7483 |
Table 11: Unimodal vs. multimodal forecasting results on the EPA-Air dataset.
| Model | Modal | MSE | MAE |
|---|---|---|---|
| Informer | Uni | 0.6301 | 0.5983 |
| Multi | 0.5812 | 0.5728 | |
| DLinear | Uni | 0.5361 | 0.5279 |
| Multi | 0.5223 | 0.5223 | |
| PatchTST | Uni | 0.6196 | 0.5947 |
| Multi | 0.6204 | 0.5992 | |
| TimesNet | Uni | 0.5599 | 0.5524 |
| Multi | 0.5892 | 0.5650 | |
| TimeMixer | Uni | 0.6086 | 0.5770 |
| Multi | 0.5641 | 0.5663 | |
| TimeLLM | Uni | 0.5835 | 0.5643 |
| Multi | 0.5334 | 0.5303 | |
| TTM | Uni | 0.6002 | 0.5653 |
| Multi | 0.6218 | 0.5761 | |
| CRU | Uni | 0.7026 | 0.6306 |
| Multi | 0.7982 | 0.6739 | |
| LatentODE | Uni | 0.8025 | 0.6665 |
| Multi | 0.7556 | 0.6523 | |
| NeuralFlow | Uni | 0.7821 | 0.6488 |
| Multi | 0.8202 | 0.6790 | |
| tPatchGNN | Uni | 0.6258 | 0.6022 |
| Multi | 0.5840 | 0.5793 |
[15] Jialin Chen, Aosong Feng, Ziyu Zhao, Juan Garza, Gaukhar Nurbek, Cheng Qin, Ali Maatouk, Leandros Tassiulas, Yifeng Gao, and Rex Ying. Mtbench: A multimodal time series benchmark for temporal reasoning and question answering. arXiv preprint arXiv:2503.16858, 2025.
[16] Chengsen Wang, Qi Qi, Jingyu Wang, Haifeng Sun, Zirui Zhuang, Jinming Wu, Lei Zhang, and Jianxin Liao. Chattime: A unified multimodal time series foundation model bridging numerical and textual data. In Proceedings of the AAAI Conference on Artificial Intelligence, volume 39, pages 12694–12702, 2025.
[17] Kalev H Leetaru and Philip A Schrodt. Gdelt: Global data on events, location, and tone, 1979–2012. ISA annual convention, 2(4):1–49, 2013.
[18] Alistair Johnson, Lucas Bulgarelli, Tom Pollard, Steven Horng, Leo Anthony Celi, and Roger Mark. Mimic-iv. PhysioNet. Available online at: https://physionet. org/content/mimiciv/1.0/(accessed August 23, 2021), pages 49–55, 2020.
[19] Alistair Johnson, Tom Pollard, Steven Horng, Leo Anthony Celi, and Roger Mark. Mimic-ivnote: Deidentified free-text clinical notes (version 2.2). physionet, 2023.
[20] Qizhen Weng, Wencong Xiao, Yinghao Yu, Wei Wang, Cheng Wang, Jian He, Yong Li, Liping Zhang, Wei Lin, and Yu Ding. MLaaS in the wild: Workload analysis and scheduling in large-scale heterogeneous GPU clusters. In 19th {USENIX} Symposium on Networked Systems Design and Implementation ({NSDI} 22), 2022.
[21] Subigya Nepal, Wenjun Liu, Arvind Pillai, Weichen Wang, Vlado Vojdanovski, Jeremy F Huckins, Courtney Rogers, Meghan L Meyer, and Andrew T Campbell. Capturing the college experience: a four-year mobile sensing study of mental health, resilience and behavior of college students during the pandemic. Proceedings of the ACM on interactive, mobile, wearable and ubiquitous technologies, 8(1):1–37, 2024.
[22] Josef Koumar, Karel Hynek, Tomáš Cejka, and Pavel Šiška. Cesnet-timeseries24: Time series ˇ dataset for network traffic anomaly detection and forecasting. Scientific Data, 12(1):338, 2025.
[23] U.S. Environmental Protection Agency. Air quality data. https://www.epa.gov/ air-quality, n.d. Accessed: 2025-04-15.
[24] OpenAI. Gpt-4.1 nano. https://platform.openai.com/docs/models/gpt-4.1-nano, 2025. Accessed: 2025-04-15.
[25] Xinlu Zhang, Shiyang Li, Zhiyu Chen, Xifeng Yan, and Linda Ruth Petzold. Improving medical predictions by irregular multimodal electronic health records modeling. In International Conference on Machine Learning, pages 41300–41313. PMLR, 2023.
[26] Alec Radford, Jeffrey Wu, Rewon Child, David Luan, Dario Amodei, Ilya Sutskever, et al. Language models are unsupervised multitask learners. OpenAI blog, 1(8):9, 2019.
[27] Jacob Devlin, Ming-Wei Chang, Kenton Lee, and Kristina Toutanova. BERT: pre-training of deep bidirectional transformers for language understanding. CoRR, abs/1810.04805, 2018.
[28] Abhimanyu Dubey, Abhinav Jauhri, Abhinav Pandey, Abhishek Kadian, Ahmad Al-Dahle, and et al. The llama 3 herd of models. CoRR, abs/2407.21783, 2024.
[29] Xiao Bi, Deli Chen, Guanting Chen, Shanhuang Chen, Damai Dai, and et al. Deepseek llm: Scaling open-source language models with longtermism. CoRR, abs/2401.02954, 2024.
[30] Seyed Mehran Kazemi, Rishab Goel, Sepehr Eghbali, Janahan Ramanan, Jaspreet Sahota, Sanjay Thakur, Stella Wu, Cathal Smyth, Pascal Poupart, and Marcus Brubaker. Time2vec: Learning a vector representation of time. arXiv preprint arXiv:1907.05321, 2019.
[31] Ailing Zeng, Muxi Chen, Lei Zhang, and Qiang Xu. Are transformers effective for time series forecasting? In Proceedings of the AAAI conference on artificial intelligence, volume 37, pages 11121–11128, 2023.
[32] Yuqi Nie, Nam H Nguyen, Phanwadee Sinthong, and Jayant Kalagnanam. A time series is worth 64 words: Long-term forecasting with transformers. arXiv preprint arXiv:2211.14730, 2022.
[33] Haixu Wu, Tengge Hu, Yong Liu, Hang Zhou, Jianmin Wang, and Mingsheng Long. Timesnet: Temporal 2d-variation modeling for general time series analysis. In The Eleventh International Conference on Learning Representations, 2023.
[34] Shiyu Wang, Haixu Wu, Xiaoming Shi, Tengge Hu, Huakun Luo, Lintao Ma, James Y Zhang, and Jun Zhou. Timemixer: Decomposable multiscale mixing for time series forecasting. In The Twelfth International Conference on Learning Representations, 2024.
[35] Ming Jin, Shiyu Wang, Lintao Ma, Zhixuan Chu, James Y Zhang, Xiaoming Shi, Pin-Yu Chen, Yuxuan Liang, Yuan-Fang Li, Shirui Pan, et al. Time-llm: Time series forecasting by reprogramming large language models. arXiv preprint arXiv:2310.01728, 2023.
[36] Vijay Ekambaram, Arindam Jati, Pankaj Dayama, Sumanta Mukherjee, Nam Nguyen, Wesley M Gifford, Chandra Reddy, and Jayant Kalagnanam. Tiny time mixers (ttms): Fast pre-trained models for enhanced zero/few-shot forecasting of multivariate time series. Advances in Neural Information Processing Systems, 37:74147–74181, 2024.
[37] Yuxuan Wang, Haixu Wu, Jiaxiang Dong, Yong Liu, Mingsheng Long, and Jianmin Wang. Deep time series models: A comprehensive survey and benchmark. arXiv preprint arXiv:2407.13278, 2024.
[38] Qinghua Liu and John Paparrizos. The elephant in the room: Towards a reliable time-series anomaly detection benchmark. Advances in Neural Information Processing Systems, 37:108231– 108261, 2024.
[39] Xiangfei Qiu, Jilin Hu, Lekui Zhou, Xingjian Wu, Junyang Du, Buang Zhang, Chenjuan Guo, Aoying Zhou, Christian S Jensen, Zhenli Sheng, et al. Tfb: Towards comprehensive and fair benchmarking of time series forecasting methods. arXiv preprint arXiv:2403.20150, 2024.
[40] Haotian Si, Jianhui Li, Changhua Pei, Hang Cui, Jingwen Yang, Yongqian Sun, Shenglin Zhang, Jingjing Li, Haiming Zhang, Jing Han, et al. Timeseriesbench: An industrial-grade benchmark for time series anomaly detection models. In 2024 IEEE 35th International Symposium on Software Reliability Engineering (ISSRE), pages 61–72. IEEE, 2024.
[41] UCI Machine Learning Repository. Electricityloaddiagrams20112014 data set. https:// archive.ics.uci.edu/dataset/321/electricityloaddiagrams20112014, 2014. Accessed: 2025-04-15.
[42] California Department of Transportation. Performance measurement system (pems), 2024. Accessed: 2025-04-15.
[43] National Centers for Environmental Information. Local climatological data, 2024. Accessed: 2025-04-15.
[44] Bryan Lim and Stefan Zohren. Time-series forecasting with deep learning: a survey. Philosophical Transactions of the Royal Society A, 379(2194):20200209, 2021.
[45] Weijia Zhang, Hao Liu, Lijun Zha, Hengshu Zhu, Ji Liu, Dejing Dou, and Hui Xiong. Mugrep: A multi-task hierarchical graph representation learning framework for real estate appraisal. In Proceedings of the 27th ACM SIGKDD conference on knowledge discovery & data mining, pages 3937–3947, 2021.
[46] Zhen-Jie Yao, Jie Bi, and Yi-Xin Chen. Applying deep learning to individual and community health monitoring data: A survey. International Journal of Automation and Computing, 15:643– 655, 2018.
[47] Edward De Brouwer, Jaak Simm, Adam Arany, and Yves Moreau. Gru-ode-bayes: Continuous modeling of sporadically-observed time series. Advances in neural information processing systems, 32, 2019.
[48] Triantafyllos Afouras, Joon Son Chung, and Andrew Zisserman. Lrs3-ted: a large-scale dataset for visual speech recognition. arXiv preprint arXiv:1809.00496, 2018.
[49] Henintsoa S Andrianarivony and Moulay A Akhloufi. Machine learning and deep learning for wildfire spread prediction: A review. Fire, 7(12):482, 2024.
[50] Yushan Jiang, Kanghui Ning, Zijie Pan, Xuyang Shen, Jingchao Ni, Wenchao Yu, Anderson Schneider, Haifeng Chen, Yuriy Nevmyvaka, and Dongjin Song. Multi-modal time series analysis: A tutorial and survey. arXiv preprint arXiv:2503.13709, 2025.
[51] Xiongxiao Xu, Yue Zhao, S Yu Philip, and Kai Shu. Beyond numbers: A survey of time series analysis in the era of multimodal llms. Authorea Preprints, 2025.
[52] Christopher Brooks, Craig Thompson, and Stephanie Teasley. A time series interaction analysis method for building predictive models of learners using log data. In Proceedings of the fifth international conference on learning analytics and knowledge, pages 126–135, 2015.
[53] Iman Deznabi, Mohit Iyyer, and Madalina Fiterau. Predicting in-hospital mortality by combining clinical notes with time-series data. In Findings of the association for computational linguistics: ACL-IJCNLP 2021, pages 4026–4031, 2021.
[54] Patrick T Brandt and John R Freeman. Advances in bayesian time series modeling and the study of politics: Theory testing, forecasting, and policy analysis. Political Analysis, 14(1):1–36, 2006.
[55] Ikaro Silva, George B. Moody, Daniel J. Scott, and Roger G. Mark. Predicting mortality of icu patients: The physionet/computing in cardiology challenge 2012. https://archive. physionet.org/challenge/2012, 2012. Accessed: 2025-05-18.
[56] Vedrana Vidulin, Mitja Lustrek, Bostjan Kaluza, Rok Piltaver, and Jana Krivec. Localization data for person activity. https://archive.ics.uci.edu/dataset/196/localization+ data+for+person+activity, 2010. Accessed: 2025-04-15.
[57] MJ Menne, CN Williams Jr, RS Vose, and Data Files. Long-term daily climate records from stations across the contiguous united states, 2015.
[58] Maksims Kazijevs and Manar D Samad. Deep imputation of missing values in time series health data: A review with benchmarking. Journal of biomedical informatics, 144:104440, 2023.
[59] Jun Wang, Wenjie Du, Yiyuan Yang, Linglong Qian, Wei Cao, Keli Zhang, Wenjia Wang, Yuxuan Liang, and Qingsong Wen. Deep learning for multivariate time series imputation: A survey. arXiv preprint arXiv:2402.04059, 2024.
[60] A Yarkın Yıldız, Emirhan Koç, and Aykut Koç. Multivariate time series imputation with transformers. IEEE Signal Processing Letters, 29:2517–2521, 2022.
[61] Siddhartha Bhandari, Neil Bergmann, Raja Jurdak, and Branislav Kusy. Time series analysis for spatial node selection in environment monitoring sensor networks. Sensors, 18(1):11, 2017.
[62] Ting-Yun Ou, Ching Chang, and Wen-Chih Peng. Coke: Causal discovery with chronological order and expert knowledge in high proportion of missing manufacturing data. In Proceedings of the 33rd ACM International Conference on Information and Knowledge Management, pages 4803–4810, 2024.
[63] Cheng He, Susanne Breitner-Busch, Veronika Huber, Kai Chen, Siqi Zhang, Antonio Gasparrini, Michelle Bell, Haidong Kan, Dominic Royé, Ben Armstrong, et al. Rainfall events and daily mortality across 645 global locations: two stage time series analysis. bmj, 387, 2024.
[64] Noppawit Aiumtrakul, Charat Thongprayoon, Supawadee Suppadungsuk, Pajaree Krisanapan, Preyarat Pinthusopon, Michael A Mao, Chinnawat Arayangkool, Kristine B Vo, Chalothorn Wannaphut, Jing Miao, et al. Global trends in kidney stone awareness: a time series analysis from 2004–2023. Clinics and Practice, 14(3):915–927, 2024.
[65] Haotian Zheng, Jiang Wu, Runze Song, Lingfeng Guo, and Zeqiu Xu. Predicting financial enterprise stocks and economic data trends using machine learning time series analysis. Applied and Computational Engineering, 87:26–32, 2024.
[66] Ching Chang, Chiao-Tung Chan, Wei-Yao Wang, Wen-Chih Peng, and Tien-Fu Chen. Timedrl: Disentangled representation learning for multivariate time-series. In 2024 IEEE 40th International Conference on Data Engineering (ICDE), pages 625–638. IEEE, 2024.
[67] Ching Chang, Wei-Yao Wang, Wen-Chih Peng, Tien-Fu Chen, and Sagar Samtani. Align and fine-tune: Enhancing llms for time-series forecasting. In NeurIPS Workshop on Time Series in the Age of Large Models, 2024.
[68] Cheng-Ming Lin, Ching Chang, Wei-Yao Wang, Kuang-Da Wang, and Wen-Chih Peng. Root cause analysis in microservice using neural granger causal discovery. In Proceedings of the AAAI Conference on Artificial Intelligence, volume 38, pages 206–213, 2024.
[69] Zhihan Yue, Yujing Wang, Juanyong Duan, Tianmeng Yang, Congrui Huang, Yunhai Tong, and Bixiong Xu. Ts2vec: Towards universal representation of time series. In Proceedings of the AAAI conference on artificial intelligence, volume 36, pages 8980–8987, 2022.
[70] Ross Koval, Nicholas Andrews, and Xifeng Yan. Financial forecasting from textual and tabular time series. In Findings of the Association for Computational Linguistics: EMNLP 2024, pages 8289–8300, 2024.
[71] Pratibha Kumari and Mukesh Saini. An adaptive framework for anomaly detection in time-series audio-visual data. IEEE Access, 10:36188–36199, 2022.
[72] Nasir Hayat, Krzysztof J Geras, and Farah E Shamout. Medfuse: Multi-modal fusion with clinical time-series data and chest x-ray images. In Machine Learning for Healthcare Conference, pages 479–503. PMLR, 2022.
[73] Peiyuan Liu, Hang Guo, Tao Dai, Naiqi Li, Jigang Bao, Xudong Ren, Yong Jiang, and Shu-Tao Xia. Calf: Aligning llms for time series forecasting via cross-modal fine-tuning. In Proceedings of the AAAI Conference on Artificial Intelligence, volume 39, pages 18915–18923, 2025.
[74] Xinlei Wang, Maike Feng, Jing Qiu, Jinjin Gu, and Junhua Zhao. From news to forecast: Integrating event analysis in llm-based time series forecasting with reflection. Advances in Neural Information Processing Systems, 37:58118–58153, 2024.
[75] Quoc Le and Tomas Mikolov. Distributed representations of sentences and documents. In International conference on machine learning, pages 1188–1196. PMLR, 2014.
[76] Silin Yang, Dong Wang, Haoqi Zheng, and Ruochun Jin. Timerag: Boosting llm time series forecasting via retrieval-augmented generation. In ICASSP 2025-2025 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP), pages 1–5. IEEE, 2025.
[77] Kanghui Ning, Zijie Pan, Yu Liu, Yushan Jiang, James Y Zhang, Kashif Rasul, Anderson Schneider, Lintao Ma, Yuriy Nevmyvaka, and Dongjin Song. Ts-rag: Retrieval-augmented generation based time series foundation models are stronger zero-shot forecaster. arXiv preprint arXiv:2503.07649, 2025.
[78] Zaijing Li, Yuquan Xie, Rui Shao, Gongwei Chen, Dongmei Jiang, and Liqiang Nie. Optimus-1: Hybrid multimodal memory empowered agents excel in long-horizon tasks. arXiv preprint arXiv:2408.03615, 2024.
[79] Honghao Gao, Binyang Qiu, Ramon J Duran Barroso, Walayat Hussain, Yueshen Xu, and Xinheng Wang. Tsmae: a novel anomaly detection approach for internet of things time series data using memory-augmented autoencoder. IEEE Transactions on network science and engineering, 10(5):2978–2990, 2022.
[80] Winnie Chow, Lauren Gardiner, Haraldur T Hallgrímsson, Maxwell A Xu, and Shirley You Ren. Towards time series reasoning with llms. arXiv preprint arXiv:2409.11376, 2024.
[81] Zhe Xie, Zeyan Li, Xiao He, Longlong Xu, Xidao Wen, Tieying Zhang, Jianjun Chen, Rui Shi, and Dan Pei. Chatts: Aligning time series with llms via synthetic data for enhanced understanding and reasoning. arXiv preprint arXiv:2412.03104, 2024.
Question: Do the main claims made in the abstract and introduction accurately reflect the paper's contributions and scope?
Answer: [Yes]
Justification: The abstract and introduction clearly state the paper's contributions: (1) a dataset categorizing irregularities into nine cause-driven types, (2) a modular benchmark library (IMM-TSF) for multimodal forecasting, and (3) empirical validation showing multimodality boosts performance. These claims are supported by experimental results and theoretical framing throughout the paper.
Question: Does the paper discuss the limitations of the work performed by the authors?
Answer: [Yes]
Justification: Section 5 and Appendix B.
Question: For each theoretical result, does the paper provide the full set of assumptions and a complete (and correct) proof?
Answer: [NA] Justification: NA.
Question: Does the paper fully disclose all the information needed to reproduce the main experimental results of the paper to the extent that it affects the main claims and/or conclusions of the paper (regardless of whether the code and data are provided or not)?
Answer: [Yes]
Justification: Section 4 and Appendices J and K.
Question: Does the paper provide open access to the data and code, with sufficient instructions to faithfully reproduce the main experimental results, as described in supplemental material?
Answer: [Yes] Justification: Abstract
Question: Does the paper specify all the training and test details (e.g., data splits, hyperparameters, how they were chosen, type of optimizer, etc.) necessary to understand the results?
Answer: [Yes]
Justification: Section 4 and Appendix K.
Question: Does the paper report error bars suitably and correctly defined or other appropriate information about the statistical significance of the experiments?
Answer: [Yes]
Justification: Section 4 and Appendix K.
The factors of variability that the error bars are capturing should be clearly stated (for example, train/test split, initialization, random drawing of some parameter, or overall run with given experimental conditions).
The method for calculating the error bars should be explained (closed form formula, call to a library function, bootstrap, etc.)
The assumptions made should be given (e.g., Normally distributed errors).
It should be clear whether the error bar is the standard deviation or the standard error of the mean.
It is OK to report 1-sigma error bars, but one should state it. The authors should preferably report a 2-sigma error bar than state that they have a 96% CI, if the hypothesis of Normality of errors is not verified.
For asymmetric distributions, the authors should be careful not to show in tables or figures symmetric error bars that would yield results that are out of range (e.g. negative error rates).
If error bars are reported in tables or plots, The authors should explain in the text how they were calculated and reference the corresponding figures or tables in the text.
Question: For each experiment, does the paper provide sufficient information on the computer resources (type of compute workers, memory, time of execution) needed to reproduce the experiments?
Answer: [Yes]
Justification: Section 4 and Appendix K.
Question: Does the research conducted in the paper conform, in every respect, with the NeurIPS Code of Ethics https://neurips.cc/public/EthicsGuidelines?
Answer: [Yes]
Justification: Section 2 and Appendix G
Question: Does the paper discuss both potential positive societal impacts and negative societal impacts of the work performed?
Answer: [Yes]
Justification: Section 5 and Conclusion.
Examples of negative societal impacts include potential malicious or unintended uses (e.g., disinformation, generating fake profiles, surveillance), fairness considerations (e.g., deployment of technologies that could make decisions that unfairly impact specific groups), privacy considerations, and security considerations.
The conference expects that many papers will be foundational research and not tied to particular applications, let alone deployments. However, if there is a direct path to any negative applications, the authors should point it out. For example, it is legitimate to point out that an improvement in the quality of generative models could be used to generate deepfakes for disinformation. On the other hand, it is not needed to point out that a generic algorithm for optimizing neural networks could enable people to train models that generate Deepfakes faster.
The authors should consider possible harms that could arise when the technology is being used as intended and functioning correctly, harms that could arise when the technology is being used as intended but gives incorrect results, and harms following from (intentional or unintentional) misuse of the technology.
If there are negative societal impacts, the authors could also discuss possible mitigation strategies (e.g., gated release of models, providing defenses in addition to attacks, mechanisms for monitoring misuse, mechanisms to monitor how a system learns from feedback over time, improving the efficiency and accessibility of ML).
Question: Does the paper describe safeguards that have been put in place for responsible release of data or models that have a high risk for misuse (e.g., pretrained language models, image generators, or scraped datasets)?
Answer: [Yes]
Justification: For healthcare and sensitive domains (e.g., MIMIC), raw data is not redistributed. Only preprocessing instructions are provided to respect licensing and privacy agreements, as documented in Appendix G.
Question: Are the creators or original owners of assets (e.g., code, data, models), used in the paper, properly credited and are the license and terms of use explicitly mentioned and properly respected?
Answer: [Yes]
Justification: Appendix G
If assets are released, the license, copyright information, and terms of use in the package should be provided. For popular datasets, has curated licenses for some datasets. Their licensing guide can help determine the license of a dataset.
For existing datasets that are re-packaged, both the original license and the license of the derived asset (if it has changed) should be provided.
If this information is not available online, the authors are encouraged to reach out to the asset's creators.
Question: Are new assets introduced in the paper well documented and is the documentation provided alongside the assets?
Answer: [Yes]
Justification: Section 2 and Appendix D.
Question: For crowdsourcing experiments and research with human subjects, does the paper include the full text of instructions given to participants and screenshots, if applicable, as well as details about compensation (if any)?
Answer: [NA] Justification: NA. Guidelines:
Question: Does the paper describe potential risks incurred by study participants, whether such risks were disclosed to the subjects, and whether Institutional Review Board (IRB) approvals (or an equivalent approval/review based on the requirements of your country or institution) were obtained?
Answer: [NA] Justification: NA. Guidelines:
Question: Does the paper describe the usage of LLMs if it is an important, original, or non-standard component of the core methods in this research? Note that if the LLM is used only for writing, editing, or formatting purposes and does not impact the core methodology, scientific rigorousness, or originality of the research, declaration is not required.
Answer: [NA] Justification: NA.