arXiv Machine Learning

VaryST: Generalizable Spatio-Temporal Forecasting Beyond the Closed-World Setting

arXiv Machine Learning
Sep 29

WorldTS: World Modeling for Multimodal Covariate-aware Time Series Forecasting

WorldTS is a new forecasting framework that models latent dynamics conditioned on multimodal covariates to improve time‑series prediction. It uses a two‑stage training process: first learning latent state dynamics from historical data and covariates, then training a decoder to map predicted latent states back to future observations. Experiments on 21 real‑world datasets demonstrate the effectiveness of this approach.

By Yuhan Zhu, Xiangfei Qiu, Hanyin Cheng, Wangmeng Shen, Chenjuan Guo, Bin Yang, Jilin Hu, Christian S. Jensen
arXiv AI
Oct 9

AdaCast: Conditional Parameter Generation for Adaptive Time Series Forecasting

AdaCast introduces a conditional parameter generation framework that tailors time‑series forecasting models to each input by producing low‑rank updates for a frozen pretrained foundation model. Unlike static adaptation methods that apply a single set of updates to all inputs, AdaCast generates input‑specific updates during both training and inference. Experiments on six public benchmarks show that AdaCast consistently outperforms static baselines in in‑domain forecasting and improves zero‑shot generalization to unseen datasets across domains.

By Darahaas Nallagatla, Darryl Cherian Jacob, Pan He
arXiv Machine Learning
Oct 5

Dual-Context Analog Retrieval for Time Series Forecasting

Dual-Context Analog Retrieval for Time Series Forecasting (DuoTS) introduces a two-stage forecasting approach that first generates a base forecast and then refines it patch by patch. Each refinement step fuses a current context, which focuses on recent tokens, with a detail context that incorporates retrieved analogs and their subsequent trajectories. Experiments on real-world datasets demonstrate that DuoTS achieves state‑of‑the‑art performance, and ablation studies confirm the importance of both contexts and the refinement mechanism.

By Jung Min Choi, Ngoc Son Le, Ibram Abdelmalak, Vijaya Krishna Yalavarthi, Lars Schmidt-Thieme