Koutian Wu, You Liu, Yue Liu, Zhiping Li, Ergan Shang
Scientific knowledge gains new uses when ideas, methods, and results move between research contexts. Understanding this process requires a model of both specialized knowledge production and the intermediary activities that connect it. We introduce Scientific Liquidity Agents (SLA), an agent-based model of knowledge arbitrage in scientific communities. SLA represents domain specialists and epistemic arbitrageurs within a shared environment of research problems, researcher interactions, and scientific artifacts. Individual decisions connect to collective state through a belief-desire-intention architecture, a prerequisite-based problem graph, a dynamic interaction network, and a persistent publication registry. The framework makes researcher roles and knowledge-transfer frictions explicit, providing a process-oriented account of scientific production and exchange. Two exploratory simulations with 10 and 18 agents produce 68 and 274 registered papers. In the smaller run, arbitrageurs take part in 16 of the 26 contact pairs that join this community into one connected component, while topical similarity alone splits it into seven. The same run yields three similarity edges, 26 contact pairs, and two coauthorship pairs, so measured community structure depends on what counts as a link. Paper production is abundant, but no recorded replication succeeds, which places the bottleneck in verification rather than production. Solved-problem sets correspond to the prerequisite reachability of the disciplines represented in each community. SLA makes knowledge liquidity, the movement and reuse of artifacts across domains, a quantity that agentic science can simulate and measure.
The rapid proliferation of Industrial Internet of Things devices has led to increasingly large-scale and non-stationary time-series data, posing significant challenges for time-series anomaly detection (TSAD). Existing approaches often focus on reconstructing or forecasting observations while overlooking the role of trend dynamics, which constitute a major source of non-stationarity and contain valuable information for anomaly identification. To address this limitation, we propose AdaTrendLike, a TSAD framework that directly estimates trend likelihoods for anomaly detection. Specifically, we introduce Standardization Embedding to capture local statistical characteristics as latent representations and AdaDetrending to adaptively decompose input series into trend and detrended components. The detrended component is processed through a Fast Fourier Transform and a complex-valued convolutional neural network to learn normal periodic patterns, while TrendEst models the distribution of the trend component. Based on the estimated distribution, TrendLike computes anomaly scores by measuring the likelihood of observed trends, enabling effective detection of deviations from normal behavior. In addition to improving detection performance, the proposed framework provides feature-level interpretability by identifying anomalies through deviations in the estimated trend distribution. Extensive experiments on five public benchmark datasets demonstrate that AdaTrendLike consistently outperforms state-of-the-art TSAD methods, validating its effectiveness and robustness across diverse application scenarios.