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:2603.16497v3 Announce Type: replace-cross
Abstract: Time series foundation models (TSFMs) require diverse, real-world datasets to adapt across varying domains and temporal frequencies. However,...
By Subina Khanal, Seshu Tirupathi, Merim Dzaferagic, Marco Ruffini, Torben Bach Pedersen
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
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:2609.24229v1 Announce Type: new
Abstract: Long-term time series forecasting has made significant progress by leveraging multi-scale information to capture hierarchical temporal patterns and mod...
By Runmin Zou, Siyi Xie, Yaohui Huang, Yun Wang
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: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