arXiv Machine Learning

SEMixer: Semantics Enhanced MLP-Mixer for Multiscale Mixing and Long-term Time Series Forecasting

arXiv:2602. 16220v2 Announce Type: replace Abstract: Modeling multiscale patterns is crucial for long-term time series forecasting (TSF).

arXiv Machine Learning
Jul 2

TiRex-2: Generalizing TiRex to Multivariate Data and Streaming

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 Machine Learning
Aug 4

Structured Recurrent Mixers for Massively Parallelized Sequence Generation

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 AI
Aug 28

MambaCSP: Hybrid-Attention State Space Models for Hardware-Efficient Channel State Prediction

MambaCSP is a hybrid-attention state space model that replaces transformer-based backbones with a linear-time Mamba architecture for channel state prediction. By adding lightweight patch‑mixer attention layers, it captures long‑range dependencies while maintaining hardware efficiency. Experiments on MISO‑OFDM show 9‑12% higher accuracy, 3× faster throughput, 2.6× lower VRAM usage, and 2.9× faster inference compared to LLM‑based methods.

By Aladin Djuhera, Haris Gacanin, Holger Boche
arXiv Machine Learning
5d ago

Aurora-X: Built for Extreme Time Series Forecasting

Aurora‑X is a billion‑parameter time‑series foundation model designed for extreme forecasting tasks. It employs a progressive curriculum that starts with channel‑independent pretraining, then adds cross‑variable dependencies, variable context and horizon lengths, and optional future covariates during mid‑training. A variable‑resolution post‑training stage allows adjustable temporal spans per token at inference, while a pattern‑guided mixture‑of‑experts expands capacity through sparse activation and expert specialization. An implicit quantile network head predicts arbitrary quantiles, enhancing probabilistic forecasting flexibility. Experiments on GIFT‑Eval, TIME, FEV‑Bench, TFB, and DAG‑Bench show state‑of‑the‑art performance against both pretrained TSFMs and task‑specific supervised models.

By Xingjian Wu, Chenjuan Guo, Xiangfei Qiu, Zhigang Hu, Hanyin Cheng, Peng Chen, Yang Shu, Jilin Hu, Bin Yang
arXiv AI
Jun 16

FlowState: Sampling-Rate-Equivariant Time-Series Forecasting

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