AdaRDiff is a new adaptive reversible differencing technique for time‑series forecasting that learns weighted differencing to remove trend and seasonality, stabilizes residuals for forecasting, and then reconstructs the forecast autoregressively. The method offers a closed‑form convolutional implementation that can be GPU‑parallelized, achieving up to 33.7× speedup over naive recurrence. Experiments on eight diverse benchmarks show state‑of‑the‑art accuracy and significant performance gains when integrated into various backbone models, from linear models to Transformers.
arXiv:2601. 16632v4 Announce Type: replace-cross Abstract: Time series forecasting has witnessed significant progress with deep learning.
arXiv:2606. 10678v1 Announce Type: new Abstract: Transformer-based models have emerged as leading paradigms in time-series forecasting in recent years, employing self-attention mechanisms to capture long-range dependencies.
arXiv:2603. 15506v2 Announce Type: replace-cross Abstract: We argue that the current practice of evaluating AI/ML time-series forecasting models, predominantly on benchmarks characterized by strong, persistent periodicities and seasonalities, obscures real progress by overlooking the performance of efficient classical methods.
arXiv:2607. 09537v1 Announce Type: new Abstract: Time series forecasting requires models to capture diverse, often mutually exclusive, temporal dynamics, from smooth trend continuation to nonstationary drift and strict phase-aligned recurrence.
arXiv:2607. 00197v1 Announce Type: new Abstract: Long-horizon multivariate time series forecasting (LTSF) remains challenging due to non-stationarity, regime shifts, and error accumulation.
arXiv:2501. 04339v2 Announce Type: replace-cross Abstract: We introduce the Deep Convolutional Interpreter for Time Series (DCIts), a deep-learning architecture for nonlinear multivariate time series that provides sample-specific, locally interpretable descriptions of the underlying interaction structure.
arXiv:2609.15344v1 Announce Type: new Abstract: We study the adaptation of pretrained language models to univariate time-series forecasting through a parameter-efficient transfer learning framework,...
arXiv:2605. 11287v2 Announce Type: replace-cross Abstract: A persistent paradox in time-series forecasting is that structurally simple MLP and linear models often outperform high-capacity Transformers.
arXiv:2606. 27282v1 Announce Type: new Abstract: Time-series forecasting research has been moving steadily toward larger architectures, from specialized transformers to general-purpose foundation models, on the assumption that capacity is what unlocks accuracy.
arXiv:2505. 15354v3 Announce Type: replace Abstract: Time-series forecasting is a critical task in various business domains, but it remains inherently challenging.
arXiv:2602. 02288v3 Announce Type: replace Abstract: Current time-series forecasting models are primarily based on transformer-style neural networks.
arXiv:2510. 05589v3 Announce Type: replace-cross Abstract: Effective time series forecasting enables various real-world applications, benefiting from the proliferation of mobile devices.