Pushing the Limits of High-Resolution Weather Forecasting through Data Scaling
arXiv:2608. 14652v1 Announce Type: cross Abstract: The development of 0.
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:2608. 14652v1 Announce Type: cross Abstract: The development of 0.
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:2607. 00197v1 Announce Type: new Abstract: Long-horizon multivariate time series forecasting (LTSF) remains challenging due to non-stationarity, regime shifts, and error accumulation.
arXiv:2601. 16632v4 Announce Type: replace-cross Abstract: Time series forecasting has witnessed significant progress with deep learning.
arXiv:2606. 18049v1 Announce Type: new Abstract: Decision-making with deep learning-based time series forecasting requires not only accurate predictions but also actionable insights.
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:2606. 10466v1 Announce Type: cross Abstract: In time-series generation, existing approaches typically handcraft ortrain a separate model for each dataset, which hinders their scalability and fails to leverage shared temporal structures across domains.
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:2508. 05287v3 Announce Type: replace-cross Abstract: Existing time series foundation models (TSFMs), often based on transformer variants, lack adaptability to different sampling rates, struggle with generalization across varying context and target lengths, and are computationally inefficient.
arXiv:2607. 17511v1 Announce Type: new Abstract: Large \emph{Time Series Foundation Models} (TSFMs) demonstrate strong zero-shot forecasting capabilities across diverse domains.
arXiv:2602. 16220v2 Announce Type: replace Abstract: Modeling multiscale patterns is crucial for long-term time series forecasting (TSF).
arXiv:2607. 08234v1 Announce Type: cross Abstract: Real-world time series exhibit complex dynamics characterized by multiple simultaneous temporal patterns: short-term fluctuations, periodic seasonal cycles, long-term trends, and irregular abrupt changes.