arXiv:2602. 03912v4 Announce Type: replace Abstract: This paper investigates the performance of Echo State Networks (ESNs) for univariate forecasting of monthly and quarterly time series from the M4 Forecasting Competition dataset.
arXiv:2602. 02288v3 Announce Type: replace Abstract: Current time-series forecasting models are primarily based on transformer-style neural networks.
arXiv:2510. 04487v5 Announce Type: replace Abstract: While accuracy is a critical requirement for time series forecasting, an equally important desideratum is reasonable forecast volatility across forecast creation dates (FCDs).
arXiv:2606. 08896v1 Announce Type: new Abstract: Large-scale retail and industrial forecasting systems contain many heterogeneous time series whose lifecycle, sparsity, volatility, seasonality, spectral patterns, and contextual sensitivity differ substantially.
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:2608. 14054v1 Announce Type: new Abstract: Time series forecasting with pretrained foundation models has demonstrated strong zero-shot capabilities.
arXiv:2608. 11623v1 Announce Type: cross Abstract: Recent advances in Large Language Models (LLMs) have spurred cross-modal solutions for time-series forecasting.
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.
arXiv:2608. 03259v1 Announce Type: cross Abstract: As time-series foundation models have emerged, the need for benchmarks that can evaluate their forecasting ability in meaningful ways has become increasingly important.
Large-scale retail and industrial forecasting systems contain many heterogeneous time series whose lifecycle, sparsity, volatility, seasonality, spectral patterns, and contextual sensitivity differ substantially. A single forecasting model rarely performs well across all regimes, while dense ensembles increase inference cost and provide limited insight into expert suitability.
arXiv:2608. 20024v1 Announce Type: new Abstract: District heating energy hubs require reliable heat load forecasts for efficient operational scheduling.
arXiv:2609.23686v1 Announce Type: new Abstract: Patch-based autoregressive time-series forecasting often ties input representation, learned transitions, and recursive execution to one patch length. W...
arXiv:2506.12809v2 Announce Type: replace Abstract: The long horizon forecasting (LHF) problem has come up in the time series literature for over the last 35 years or so. This review covers aspects o...