arXiv:2602. 16864v2 Announce Type: replace-cross Abstract: Time series (TS) modeling has come a long way from early statistical, mainly linear, approaches to the current trend in TS foundation models.
arXiv:2606. 27711v1 Announce Type: cross Abstract: We introduce a neural network-based framework for learning time series estimators through a process we term decision-theoretic pretraining.
arXiv:2609.06006v1 Announce Type: cross Abstract: Deep learning for time series has progressed through successive architectural paradigms, from recurrent networks and transformers to structured state...
arXiv:2607. 14937v1 Announce Type: cross Abstract: Recent foundation models (FMs) for zero-shot reconstruction of dynamical systems (DS) achieve strong out-of-domain generalization but provide little insight into the mechanisms that underlie their forecasts.
arXiv:2606. 04342v1 Announce Type: cross Abstract: Multi-step time series forecasting (MSF) is commonly evaluated using point-wise error metrics such as mean squared error (MSE), implicitly treating the conditional mean as a sufficient target.
arXiv:2602. 12756v2 Announce Type: replace Abstract: Large Language Models (LLMs) have recently shown exceptional potential in time series forecasting (TSF), leveraging their inherent sequential reasoning capabilities to model complex temporal dynamics.
arXiv:2606. 28670v1 Announce Type: cross Abstract: We introduce MACROCAST, a lightweight Time Series Foundation Model (TSFM) for real-time macroeconomic forecasting.
arXiv:2606. 01999v1 Announce Type: cross Abstract: Modern deep learning models for forecasting groups of time series rely on increasingly longer observation windows.
RATL is a plug‑in method for multivariate time‑series forecasting that uses a frozen base forecaster to build a memory of its historical forecast residuals. During inference, RATL retrieves residual trajectories from similar past contexts and employs a set‑aware router to combine them, providing learned feedback correction. Experiments demonstrate that this residual‑retrieval approach improves the performance of the base forecaster across various benchmarks and backbones.
arXiv:2606. 13571v1 Announce Type: cross Abstract: Real-world time series are often highly incomplete and irregular due to sensor dormancy, transmission delays, and event-driven sampling, making reliable forecasting fundamentally challenging.
arXiv:2606. 03184v1 Announce Type: cross Abstract: Financial forecasting is difficult due to low signal-to-noise ratios, latent factors, heavy tails, regime shifts, and jumps.
arXiv:2606. 05264v1 Announce Type: new Abstract: Training robust multivariate time series forecasting models requires large, diverse corpora, yet many real-world domains provide only a handful of observed sequences.
Existing research on irregular time-series forecasting has primarily focused on model design, while evaluation metrics remain insufficiently studied. Existing benchmarks typically use mean squared error (MSE) as the evaluation metric.