arXiv Machine Learning
Sep 18
When Does Retrieval Help Time-Series Forecasting?
arXiv:2609. 20193v1 Announce Type: new Abstract: Retrieval plug-ins supply a deep forecaster with information its lookback window cannot carry.
The Spectrum Is Not Enough: When Context Helps Time-Series Forecasting
arXiv:2607. 13006v1 Announce Type: new Abstract: A growing family of indices scores how predictable a series is from its spectrum.
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arXiv Machine Learning
Jun 19
Spectral Retrieval-Augmented Time-Series Forecasting
arXiv:2606. 19412v1 Announce Type: new Abstract: Time series forecasting leverages historical patterns to predict future values, but traditional methods face challenges when dealing with complex, non-stationary patterns that are difficult to memorize during training.
arXiv Machine Learning
Jun 26
How Good Can Linear Models Be for Time-Series Forecasting?
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 Machine Learning
Sep 3
Compositional Spectral Prompts for LLM-based Online Time Series Forecasting
The paper introduces CoSPOT, an online time series forecasting framework that uses a frozen pre‑trained large language model (LLM) as the core forecaster. CoSPOT adapts to evolving data by applying compositional spectral prompts—frequency‑domain basis prompts weighted by their amplitudes—allowing the model to represent unseen patterns as new combinations of learned bases while updating few parameters. Experiments on real‑world datasets show CoSPOT’s effectiveness in extended online phases and cross‑dataset scenarios with significant distribution shifts.
arXiv Machine Learning
Aug 7
Align-RAG: Alignment Is All You Need for TSFM In-Context Learning
arXiv:2608. 05571v1 Announce Type: new Abstract: Retrieval-augmented forecasting promises to adapt frozen Time Series Foundation Models (TSFMs) to new domains without fine-tuning, but recent methods typically rely on learned fusion modules, i.
arXiv Machine Learning
Aug 14
From Recoverability to Functional Use: Certifying Temporal Reports in Time-Series Forecasting
arXiv:2608. 10433v2 Announce Type: replace Abstract: Temporal reports are increasingly emitted alongside numerical forecasts and are often interpreted as statements about the computation producing those forecasts.
arXiv Machine Learning
Aug 17
Model-agnostic Retrieval-Augmented Extended Forecasting for time series
arXiv:2608. 14054v1 Announce Type: new Abstract: Time series forecasting with pretrained foundation models has demonstrated strong zero-shot capabilities.
arXiv Machine Learning
2d ago
When, Not How Much: Evaluating Time-Series Foundation Models on Sparse Events
arXiv:2609.39386v1 Announce Type: new Abstract: Pretrained time-series foundation models (TSFMs) are evaluated as forecasters of future values, yet for sparse series many decisions depend only on whi...
Hugging Face Trending Papers
Sep 9
A Later Test Set Is Not a New Domain: Pretraining Familiarity Survives a Contamination-Free Hold-Out
Time-series foundation models are evaluated almost exclusively on public archives that predate them, so a strong score cannot be separated from having seen the test set during pretraining. The obvious...
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.
arXiv AI
Aug 12
Retrieval-Corrected Conformal Prediction for Time Series
arXiv:2608. 10553v1 Announce Type: cross Abstract: Conformal prediction (CP) provides distribution-free prediction intervals for fixed forecasters, but its standard calibration procedure is often inefficient for time series data, where forecast errors are temporally dependent and change across time and operating conditions.
Hugging Face Trending Papers
Jun 25
How Good Can Linear Models Be for Time-Series Forecasting?
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. We take the opposite position: most of the gap can be closed at far lower cost by tuning preprocessing rather than scaling models.