arXiv Machine Learning

Schedule-Informed Temporal Fusion Forecasting of Hourly Airport Security-Checkpoint Throughput

arXiv:2608. 02950v1 Announce Type: new Abstract: Checkpoint staffing requires accurate forecasts of when screening demand will occur, yet flight schedules record departure times rather than passenger arrival times at security checkpoints.

arXiv Machine Learning
5d ago

Aurora-X: Built for Extreme Time Series Forecasting

Aurora‑X is a billion‑parameter time‑series foundation model designed for extreme forecasting tasks. It employs a progressive curriculum that starts with channel‑independent pretraining, then adds cross‑variable dependencies, variable context and horizon lengths, and optional future covariates during mid‑training. A variable‑resolution post‑training stage allows adjustable temporal spans per token at inference, while a pattern‑guided mixture‑of‑experts expands capacity through sparse activation and expert specialization. An implicit quantile network head predicts arbitrary quantiles, enhancing probabilistic forecasting flexibility. Experiments on GIFT‑Eval, TIME, FEV‑Bench, TFB, and DAG‑Bench show state‑of‑the‑art performance against both pretrained TSFMs and task‑specific supervised models.

By Xingjian Wu, Chenjuan Guo, Xiangfei Qiu, Zhigang Hu, Hanyin Cheng, Peng Chen, Yang Shu, Jilin Hu, Bin Yang
arXiv AI
Jun 24

EMFusion: Uncertainty-Aware Conditional Diffusion Model for Multivariate Narrow-band Exposure Forecasting

arXiv:2512. 15067v4 Announce Type: replace-cross Abstract: The rapid growth in wireless infrastructure has increased the need to accurately estimate and forecast electromagnetic field (EMF) levels to ensure ongoing compliance, assess potential health impacts, and support efficient network planning.

By Zijiang Yan, Yixiang Huang, Jianhua Pei, Hina Tabassum, Luca Chiaraviglio
arXiv AI
Jul 7

KAN vs LSTM Performance in Time Series Forecasting

arXiv:2511. 18613v2 Announce Type: replace-cross Abstract: This study presents a controlled comparison of baseline Kolmogorov-Arnold Networks (KAN), implemented via PyKAN, and Long Short-Term Memory (LSTM) networks for the forecasting of stochastic, non-stationary financial time series.

By Tabish Ali Rather, S M Mahmudul Hasan Joy, Nadezda Sukhorukova, Federico Frascoli