arXiv AI
Aug 18
Pushing the Limits of High-Resolution Weather Forecasting through Data Scaling
arXiv:2608. 14652v1 Announce Type: cross Abstract: The development of 0.
The Future Is Finer: Multivariate Time Series Super-Resolution Forecasting
The paper introduces Multivariate Time Series Super-Resolution Forecasting (MTS‑SRF), a method that predicts fine‑grained future values from coarse historical data. It proposes the TimeMagnifier framework, which includes Fourier Anchor to handle data sparsity, De‑noise Only to refine predictions along the resolution axis, and banded DTW Alignment to correct cross‑resolution misalignment. On a new benchmark of ten datasets across five domains, TimeMagnifier outperforms 15 baselines, reducing mean‑squared error by an average of 12.3% and improving existing forecasters by 5.1% to 9.0% when its components are used as plug‑ins.
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arXiv AI
Aug 26
msData: A Millisecond-Resolution Network Dataset for Advancing Time Series Foundation Models
arXiv:2603.16497v3 Announce Type: replace-cross Abstract: Time series foundation models (TSFMs) require diverse, real-world datasets to adapt across varying domains and temporal frequencies. However,...
Hugging Face Trending Papers
Oct 19
CTLite: Lightweight Irregular Multivariate Time Series Forecasting with Reusable Continuous-Time Summaries
Irregular multivariate time series forecasting (IMTSF) requires capturing temporal dynamics and cross-variable dependencies from sparse, asynchronous observations. Existing methods often rely on learn...
arXiv Machine Learning
Aug 6
CAMP: A Cycle-Aware Multi-Scale Patch Mixer for Time Series Forecasting
arXiv:2608. 04051v1 Announce Type: new Abstract: Real-world time series are often governed by recurring patterns, but their dominant periods may vary across datasets, forecasting settings, and individual input windows.
arXiv Machine Learning
Oct 7
Retrieval Is Not Enough: Refreshing Memory for Frozen Time-Series Forecasters
arXiv:2610.07834v1 Announce Type: new Abstract: Retrieval-augmented time-series forecasting uses the continuations of historical segments similar to the current context as references for a forecaster...
arXiv Statistics ML
Oct 2
RACE: Residual-Aware Test-Time Adaptation for Neighbor-Rich Time-Series Foundation Model Forecasting
arXiv:2610.00405v1 Announce Type: cross Abstract: Time-series foundation models (TSFMs) perform strongly across forecasting tasks, but their per-series inference is ill-suited to neighbor-rich foreca...
arXiv Machine Learning
Jul 21
Lightweight Wrappers for Adapting Time Series Foundation Models to Regional Drought Forecasting
arXiv:2607. 17511v1 Announce Type: new Abstract: Large \emph{Time Series Foundation Models} (TSFMs) demonstrate strong zero-shot forecasting capabilities across diverse domains.
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
Oct 2
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...
arXiv Machine Learning
Oct 5
Dual-Context Analog Retrieval for Time Series Forecasting
Dual-Context Analog Retrieval for Time Series Forecasting (DuoTS) introduces a two-stage forecasting approach that first generates a base forecast and then refines it patch by patch. Each refinement step fuses a current context, which focuses on recent tokens, with a detail context that incorporates retrieved analogs and their subsequent trajectories. Experiments on real-world datasets demonstrate that DuoTS achieves state‑of‑the‑art performance, and ablation studies confirm the importance of both contexts and the refinement mechanism.
arXiv Machine Learning
Sep 4
Sliding-Window Reordering with Overlap Averaging: A Simple Time-Domain Augmentation for Multivariate Forecasting
The paper introduces a simple, model‑agnostic time‑domain augmentation called Sliding‑Window Reordering with Overlap Averaging. It transforms the joint input‑target sequence into overlapping windows, randomly reorders a fraction of them based on a variance criterion, and reconstructs the sequence by averaging overlaps to generate synthetic samples with controlled variation and minimal temporal distortion. Experiments show strong performance gains across nine long‑term forecasting benchmarks and four short‑term traffic benchmarks, with detailed ablations and diagnostics highlighting the effectiveness of each design choice.
arXiv Machine Learning
Jun 2
Echo State Networks for Time Series Forecasting: Hyperparameter Sweep and Benchmarking
arXiv:2602. 03912v4 Announce Type: replace Abstract: This paper investigates the performance of Echo State Networks (ESNs) for univariate forecasting of monthly and quarterly time series from the M4 Forecasting Competition dataset.