arXiv AI

HAMON: Passive Optical Sequence Mixing for Long-Horizon Forecasting

arXiv:2606. 17028v1 Announce Type: cross Abstract: Simple linear and frequency-domain models remain surprisingly competitive in long-horizon time-series forecasting, and recent mechanistic evidence suggests that standard forecasting benchmarks may not require the dense superposed representations that make transformers powerful in other domains.

arXiv Machine Learning
Jun 10

When Do Autoregressive Sequence Models Forecast Physical Wavefields? A Controlled Study on Synthetic Seismograms

arXiv:2606. 10868v1 Announce Type: new Abstract: Long-horizon autoregressive forecasting of oscillatory physical signals, such as seismograms, gravitational-wave strain, and similar wavefields is limited by error accumulation: as a causal model is fed its own outputs over hundreds of steps, small per-step errors compound into phase drift that pointwise metrics fail to detect.

By Waleed Esmail, Stuart Russell, Jana Klinge, Alexander Kappes, Christine Thomas
arXiv AI
Jun 18

A Hybrid LSTM--Vision Transformer Architecture for Predicting HRRR Forecast Errors

arXiv:2606. 19026v1 Announce Type: cross Abstract: Forecast errors in high-resolution numerical weather prediction (NWP) systems are often linked to unresolved planetary boundary layer (PBL) processes, convection, terrain-induced circulations, and other vertically structured atmospheric phenomena.

By David Aaron Evans, Jay C. Rothenberger, Kara J. Sulia, Nick P. Bassill, Chris D. Thorncroft
arXiv Machine Learning
Jun 2

FAiT: Frequency-Aware Inverted Transformer for Multivariate Time Series Forecasting

arXiv:2606. 01306v1 Announce Type: new Abstract: While Transformer-based architectures have established themselves as a dominant paradigm in Multivariate Time Series Forecasting (MTSF), their core self-attention mechanism inherently functions as a low-pass filter, systematically smoothing out high-frequency signals vital for sharp local changes.

By Peng He, Yao Liu, Yanglei Gan, Run Lin, Yuxiang Cai, Qiao Liu
arXiv AI
Aug 18

AsyTO: Asymmetric Temporal Operator for Parameter-Efficient Multivariate Time Series Forecasting

arXiv:2608. 16098v1 Announce Type: cross Abstract: Multivariate time-series forecasting faces a structural dilemma: sharing one temporal predictor across variables is parameter-efficient but forces heterogeneous variables through an identical history-to-future map, whereas learning an independent predictor per variable restores flexibility at a cost that grows with the product of variable count, context length, and horizon.

By Xiachong Lin, Du Yin, Hao Xue, Wen Hu, Imran Razzak, Arian Prabowo, Matthew Amos, Flora D. Salim
arXiv Machine Learning
3d ago

How Much Computation Does Every Forecast Need? Structured Block Skipping in Two Time-Series Foundation Models

The paper investigates whether entire Transformer blocks can be skipped during inference in two time‑series foundation models, Chronos‑Bolt and TimesFM 2.5. By applying block‑level masks selected on calibration windows, the authors show that moderate sparsity (e.g., 7/11 blocks for Chronos‑Bolt and 16/20 for TimesFM) preserves forecasting quality while reducing latency by roughly 11–13%. However, more aggressive skipping degrades performance on certain datasets, and dynamic, input‑dependent routing remains unproven across architectures.

By Max Bourgeat
arXiv Machine Learning
Sep 29

EPOC: Endpoint-Preserving Online Correction With Compressed Residual State for Multi-Horizon Time Series Forecasting

EPOC (Endpoint‑Preserving Online Correction) is a method for multi‑horizon time‑series forecasting that compresses residual information using low‑order discrete cosine transform (DCT) coefficients and the final residual value. It applies channel‑wise online ridge regressions to blend a DCT‑based correction with a base forecast, achieving significant reductions in mean squared error (15.40%) and mean absolute error (9.35%) across 96 fixed‑base conditions while keeping auxiliary state small (median 6,352 B). The approach outperforms several existing adapters and offers a lightweight, endpoint‑focused correction strategy.

By Takumi Fujimoto, Hiroaki Nishi
arXiv Machine Learning
Sep 30

PDE-OBS: Controlled Evaluation Across Observation Patterns

arXiv:2609.36521v1 Announce Type: new Abstract: Physical-field reconstruction and forecasting depend on both measurement density and spatial layout, yet evaluation under a single observation pattern...

By Ruichen Xu, Siyao Wang, Fang Wan, Jiacheng Qiu, Wenhan Gao, Jiaxing Zhang, Linsey Pang, Ravid Shwartz-Ziv, Yann LeCun, Yuefan Deng