arXiv:2608. 01857v1 Announce Type: new Abstract: The direction of change --- whether a series will move up or down --- is often as important as its exact value in decisiondriven applications such as risk management and financial forecasting.
arXiv:2609.08554v1 Announce Type: new Abstract: In data-driven training, multivariate time-series forecasting is usually optimized with a scalar loss averaged over samples, variables, and horizons. T...
arXiv:2505. 15354v3 Announce Type: replace Abstract: Time-series forecasting is a critical task in various business domains, but it remains inherently challenging.
arXiv:2511. 09789v2 Announce Type: replace Abstract: Recent advances in deep forecasting models have achieved remarkable performance, yet most approaches still struggle to provide both accurate predictions and interpretable insights into temporal dynamics.
The paper introduces CoSPOT, an online time series forecasting framework that uses a frozen pre‑trained large language model (LLM) as the core forecaster. CoSPOT adapts to evolving data by applying compositional spectral prompts—frequency‑domain basis prompts weighted by their amplitudes—allowing the model to represent unseen patterns as new combinations of learned bases while updating few parameters. Experiments on real‑world datasets show CoSPOT’s effectiveness in extended online phases and cross‑dataset scenarios with significant distribution shifts.
arXiv:2602. 02288v3 Announce Type: replace Abstract: Current time-series forecasting models are primarily based on transformer-style neural networks.
arXiv:2608. 08675v1 Announce Type: new Abstract: Long-term time series forecasting benefits from preserving global structure such as trends and seasonality.
arXiv:2310. 20545v3 Announce Type: replace Abstract: We present a multi-task optimization approach based on a deep learning architecture for time series forecasting.
arXiv:2607. 00958v1 Announce Type: new Abstract: Time series are central to modern data mining applications, from industrial telemetry and server metrics to finance and physiology, yet time-series self-supervised learning often depends on view and augmentation choices that encode domain-specific invariances.
arXiv:2606. 25971v1 Announce Type: new Abstract: Modern neural network training relies on optimizers such as Adam and Muon which act on each weight matrix as a single object.
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:2608. 06748v1 Announce Type: cross Abstract: Probabilistic long-term time-series forecasting commonly relies on trained models.
The paper introduces Generalized Gibbs Ensemble Weighting (GGEW), a probabilistic framework that assigns weights to forecasting models using a Gibbs-style exponential transformation of normalized predictive loss. GGEW extends basic weighting through numerical stabilization, diversity-aware score corrections, and online hyperparameter adaptation, yielding variants such as Stable Gibbs weighting, Directional Gibbs-NCL, and Symmetric Gibbs-NCL. The authors evaluate GGEW on M4 competition submissions and real-world datasets (Monash Traffic, Electricity, Solar), finding that Gibbs-style adaptive weighting is competitive across various settings, though performance varies by dataset, horizon, and deployment protocol.