arXiv:2608. 04051v1 Announce Type: new Abstract: Real-world time series are often governed by recurring patterns, but their dominant periods may vary across datasets, forecasting settings, and individual input windows.
By Jung Min Choi, Vijaya Krishna yalavarthi, Lars Schmidt-Thieme
arXiv:2605. 07476v2 Announce Type: replace Abstract: Multivariate time series forecasting remains a challenge due to the complexity of local temporal dynamics and global dependencies across multiple variables.
By Jung Min Choi, Vijaya Krishna Yalavarthi, Lars Schmidt-Thieme
arXiv:2410. 07299v3 Announce Type: replace-cross Abstract: We introduce OTIS, an open time series encoder that yields high-quality time series features for downstream deployment on any system, including resource-constrained wearables and industrial sensors.
By \"Ozg\"un Turgut, Philip M\"uller, Martin J. Menten, Daniel Rueckert
arXiv:2607. 01204v1 Announce Type: new Abstract: We introduce TiRex-2, a recurrent xLSTM-based time series foundation model that generalizes the univariate TiRex to multivariate forecasting with both past and future covariates.
By Patrick Podest, Marco Pichler, Elias B\"urger, Levente Z\'olyomi, Bernhard Voggenberger, Wilhelm Berghammer, Daniel Klotz, Sebastian B\"ock, G\"unter Klambauer, Sepp Hochreiter
arXiv:2605. 08696v4 Announce Type: replace-cross Abstract: Over the last two decades, language modeling has experienced a shift from the use of predominantly recurrent architectures that process tokens sequentially during training and inference to non-recurrent models that process sequence elements in parallel during training, which results in greater training efficiency and stability at the expense of lower inference throughput.
By Benjamin L. Badger
arXiv:2508. 02753v5 Announce Type: replace-cross Abstract: Time Series Forecasting (TSF) faces persistent challenges in modeling intricate temporal dependencies across different scales.
By Haonan Yang, Jianchao Tang, Zhuo Li, Long Lan
arXiv:2508. 05287v3 Announce Type: replace-cross Abstract: Existing time series foundation models (TSFMs), often based on transformer variants, lack adaptability to different sampling rates, struggle with generalization across varying context and target lengths, and are computationally inefficient.
By Lars Graf, Thomas Ortner, Stanis{\l}aw Wo\'zniak, Angeliki Pantazi
arXiv:2602. 03564v2 Announce Type: replace Abstract: Time series forecasting can be viewed as a generative problem that requires both semantic understanding over contextual conditions and stochastic modeling of continuous temporal dynamics.
By Mingyue Cheng, Yaguo Liu, Daoyu Wang, Xiaoyu Tao, Qi Liu
arXiv:2606. 09787v1 Announce Type: new Abstract: The Cloud-Edge Continuum (CEC) enables latency-critical applications by distributing resources to the far edge, but its extreme volatility makes proactive Zero Touch Management via time-series forecasting essential.
By Abd Elghani Meliani, Arora Sagar, Adlen Ksentini, Raymond Knopp
arXiv:2511. 20577v5 Announce Type: replace Abstract: Real-world time series often exhibit strong non-stationarity, complex nonlinear dynamics, and behavior expressed across multiple temporal scales, from rapid local fluctuations to slow-evolving long-range trends.
By Sumit S Shevtekar, Chandresh K Maurya
arXiv:2607. 22577v1 Announce Type: new Abstract: Scaling large language models (LLMs) has driven their success, yet dense Transformers couple capacity and computation: every parameter is activated for every token, making training and inference costs grow linearly with model size-a critical bottleneck as models approach trillion-parameter regimes.
By Xin Yang, Yemin Wang, Mingda Liu, Letian Li, Shuaishuai Cao, Zhengxiao He, Ryan Dong
arXiv:2607. 16882v1 Announce Type: new Abstract: Time series forecasting (TSF) is vital to many applications, yet existing models often struggle to capture the heterogeneous long-range global patterns and short-range local variations in multivariate time series.
By Wenqiang Ma, Chen Cheng, Xue Cheng, Jiarui Ye