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: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.
arXiv:2503. 24007v4 Announce Type: replace-cross Abstract: In time series forecasting, covariates represent external factors that influence target variables.
arXiv:2408. 11336v3 Announce Type: replace Abstract: Climate change stands as one of the most pressing global challenges of the twenty-first century, with far-reaching consequences such as rising sea levels, melting glaciers, and increasingly extreme weather patterns.
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.
arXiv:2607. 02344v1 Announce Type: cross Abstract: Transformer architectures have shown strong potential in time series forecasting, where multi-head self-attention is widely used to capture temporal dependencies across historical timestamps.
arXiv:2511. 20577v5 Announce Type: replace Abstract: Real-world time series often exhibit strong non-stationarity, complex nonlinear dynamics, and behavior expressed across multiple temporal scales, from rapid local fluctuations to slow-evolving long-range trends.
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.
SETTer is a transformer-based model designed for long‑term multivariate time‑series forecasting. It introduces decoupled self‑attention and hybrid masking to better handle high dimensionality and complex relationships, while adding explainable structures to highlight discriminative patterns. Experiments on real‑world benchmarks show that SETTer outperforms state‑of‑the‑art models in 88% of scenarios.
arXiv:2609.36119v1 Announce Type: new Abstract: Spatial-temporal (ST) forecasting underpins many real-world systems such as traffic, climate, and energy networks. While existing methods implicitly as...
The paper presents a hybrid Convolutional‑Transformer model for forecasting Antarctic sea ice concentration (SIC) on a monthly basis. It combines convolutional encoding for spatial features with factorised self‑attention to capture spatio‑temporal dependencies, and introduces two seasonal prior mechanisms: a month‑aware positional encoding and a seasonal temporal bias. Experiments show the model outperforms convolutional and recurrent baselines, with ablation studies confirming the benefits of the seasonal priors for both short‑ and long‑horizon predictions.
arXiv:2609.24441v1 Announce Type: new Abstract: Multivariate time-series forecasting is essential to many real-world applications. Recent large vision models (LVMs) offer a promising paradigm by tran...
arXiv:2607. 10740v1 Announce Type: cross Abstract: The analysis of Multivariate Time Series (MTS) plays an important role in a lot of real-world practical applications, but it still remains some challenging problem about capturing multi-granularity structural patterns and suppressing noise appropriately.