arXiv AI

UniMamba: A Unified Spatial-Temporal Modeling Framework with State-Space and Attention Integration

arXiv:2604. 16325v3 Announce Type: replace-cross Abstract: Multivariate time series forecasting is fundamental to numerous domains such as energy, finance, and environmental monitoring, where complex temporal dependencies and cross-variable interactions pose enduring challenges.

arXiv Machine Learning
Jun 8

Trio: Learning Time-Series Forecasting with Temporal-Spatial-Sample Attention and Structural Causal Priors

arXiv:2606. 07291v1 Announce Type: new Abstract: Multivariate time-series forecasting requires models to reason over temporal dynamics, cross-variable dependencies, and historical input-output correspondences.

By Tao Chen, Yexu Zhou, Zhi Gong, Hengwei He, Hongda Li, Zhewei Chen, Dongjing Wang, Xin Zhang, Decheng Liu, Chunlei Peng, Zheng Chen, Wenyue Ding
arXiv Machine Learning
Jun 10

One Step Closer to Ground Truth: A Multi-Scale Residual-Aware Representation Learning Pipeline for Predicting Time Series Data

arXiv:2606. 10678v1 Announce Type: new Abstract: Transformer-based models have emerged as leading paradigms in time-series forecasting in recent years, employing self-attention mechanisms to capture long-range dependencies.

By Amrijit Biswas, Mustafa Kamal, Robin Krambroeckers, M. M. Lutfe Elahi, Sifat Momen, Nabeel Mohammed, Shafin Rahman
arXiv AI
Jun 9

VFEM: Visual Feature Empowered Multivariate Time Series Forecasting with Cross-Modal Fusion

arXiv:2510. 03244v2 Announce Type: replace-cross Abstract: Large time series foundation models often adopt channel-independent architectures to handle varying data dimensions, but this design ignores crucial cross-channel dependencies.

By Yanlong Wang, Hang Yu, Jian Xu, Fei Ma, Hongkang Zhang, Tongtong Feng, Zijian Zhang, Shao-Lun Huang, Danny Dongning Sun, Xiao-Ping Zhang
arXiv Machine Learning
Jun 10

Interpretable deep convolutional model for nonlinear multivariate time series in complex systems

arXiv:2501. 04339v2 Announce Type: replace-cross Abstract: We introduce the Deep Convolutional Interpreter for Time Series (DCIts), a deep-learning architecture for nonlinear multivariate time series that provides sample-specific, locally interpretable descriptions of the underlying interaction structure.

By Domjan Baric, Davor Horvatic
arXiv Machine Learning
Jul 27

CARNet Cycle-Conditioned Core Aggregation and Redistribution for Multivariate Time Series Forecasting

arXiv:2607. 21681v1 Announce Type: new Abstract: Accurately modeling cross-variate dependencies remains a key challenge in multivariate time series forecasting, particularly in the presence of strong periodic patterns.

By Awsaf Tausif Adib, Md. Shahria Sarker Shuvo, Md. Estehaar Ahmed Emon, Mustafa Kamal, Fuad Rahman, Shafin Rahman, Nabeel Mohammed