arXiv AI
Jun 10
CITRAS: Covariate-Informed Transformer for Time Series Forecasting
arXiv:2503. 24007v4 Announce Type: replace-cross Abstract: In time series forecasting, covariates represent external factors that influence target variables.
Multivariate Time Series Forecasting needs Cross Variable Loss
arXiv:2608. 05742v1 Announce Type: cross Abstract: Multivariate time series forecasting presents unique challenges because future variables often co-evolve under shared system dynamics.
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arXiv AI
1d ago
AsyTO: Asymmetric Temporal Operator for Parameter-Efficient Multivariate Time Series Forecasting
arXiv:2608. 16098v1 Announce Type: cross Abstract: Multivariate time-series forecasting faces a structural dilemma: sharing one temporal predictor across variables is parameter-efficient but forces heterogeneous variables through an identical history-to-future map, whereas learning an independent predictor per variable restores flexibility at a cost that grows with the product of variable count, context length, and horizon.
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.
arXiv AI
2d ago
Forecast Collapse in Time-Series Foundation Models
arXiv:2608. 14106v1 Announce Type: cross Abstract: When forecasting hourly returns for 1,000 US equities, we observe an unexpected phenomenon: predictions become nearly flat and show poor stock ranking, as measured by cross-sectional correlation.
arXiv Machine Learning
Jun 3
FinStressTS: A Parametric Synthetic Benchmark for Time-Series Forecasting in Finance
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 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.
arXiv Machine Learning
Jul 2
StateFlow: Dual-State Recurrent Modeling for Long-Horizon Time Series Forecasting
arXiv:2607. 00197v1 Announce Type: new Abstract: Long-horizon multivariate time series forecasting (LTSF) remains challenging due to non-stationarity, regime shifts, and error accumulation.
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.
arXiv AI
Aug 10
Seeking SOTA: Time-Series Forecasting Must Adopt Taxonomy-Specific Evaluation to Dispel Illusory Gains
arXiv:2603. 15506v2 Announce Type: replace-cross Abstract: We argue that the current practice of evaluating AI/ML time-series forecasting models, predominantly on benchmarks characterized by strong, persistent periodicities and seasonalities, obscures real progress by overlooking the performance of efficient classical methods.
arXiv Machine Learning
Jul 2
TiRex-2: Generalizing TiRex to Multivariate Data and Streaming
arXiv:2607. 01204v1 Announce Type: new Abstract: We introduce TiRex-2, a recurrent xLSTM-based time series foundation model that generalizes the univariate TiRex to multivariate forecasting with both past and future covariates.
arXiv Machine Learning
Jul 13
GatedLinear: Adaptive Routing of Complementary Linear Bases for Time Series Forecasting
arXiv:2607. 09537v1 Announce Type: new Abstract: Time series forecasting requires models to capture diverse, often mutually exclusive, temporal dynamics, from smooth trend continuation to nonstationary drift and strict phase-aligned recurrence.
arXiv Machine Learning
Jul 21
Time-Aware Prior Fitted Networks for Zero-Shot Forecasting with Exogenous Variables
arXiv:2603. 15802v2 Announce Type: replace Abstract: In many time series forecasting settings, the target time series is accompanied by exogenous covariates, such as promotions and prices in retail demand; temperature in energy load; calendar and holiday indicators for traffic or sales; and grid load or fuel costs in electricity pricing.