arXiv AI

A Study of Temporal Fusion Strategies for Named Entity Recognition in Historical Texts

arXiv:2606. 27881v1 Announce Type: cross Abstract: Temporal variation poses a unique challenge for named entity recognition (NER) in historical texts, where entities drift in surface form and salience across time.

arXiv AI
Jul 14

PRISM Edit: One Vector for All Temporal Answers

arXiv:2607. 11327v1 Announce Type: cross Abstract: Model editing keeps large language models (LLMs) up to date without retraining, but temporal facts expose a limitation of the prevailing locate-and-edit paradigm: an update is not always a replacement.

By Chen Huang (Tsinghua University), Qi Zheng (Tsinghua University), Ruiqin Zheng (ByteDance), Long Zeng (Tsinghua University), Yuantong Xu (ByteDance)
arXiv AI
Jul 15

Scaling Point-in-Time Language Models

arXiv:2607. 11889v1 Announce Type: cross Abstract: Large language models trained on unrestricted internet corpora inevitably embed information from the future, introducing lookahead bias that compromises the validity of backtests and causal inference in finance and the social sciences.

By Bryan Kelly, Semyon Malamud, Johannes Schwab, Teng Andrea Xu
arXiv Computation and Language
Aug 25

Semantics or Structure? Auditing Text Sensitivity in Multimodal Time-Series Forecasting

The paper investigates whether multimodal time‑series forecasting models actually use the semantic content of accompanying text. By systematically perturbing the text—replacing it with empty, constant, shuffled, or cross‑domain sentences—the authors find that mean squared error changes by less than 0.5 % across several architectures, indicating that text does not drive performance gains. They also show that removing a co‑shipped numeric column restores the reported improvements, suggesting that the models rely on other signals rather than textual semantics.

By Karthik Sridhar, Atharva Gupta, Nishant Pradhan, Murari Mandal, Dhruv Kumar, Saurabh Deshpande
Hugging Face Trending Papers
Aug 6

TS-RAG: Retrieval Augmented Generation for Time Series Forecasting

While deep learning models, particularly transformer-based architectures, have shown impressive performance in time series forecasting, the application of retrieval-augmented generation (RAG) in this domain remains limited. Since RAG has proven effective in enhancing the capabilities of large language models by incorporating relevant external information, retrieving similar time series sequences as references might also improve accuracy in time series forecasting tasks.

arXiv Machine Learning
Sep 25

Named Entity Recognition using Sliding Window Approach

The paper presents an inference-only pipeline that extends the frozen NER model MahaNER‑BERT to document‑level prediction using overlapping sliding windows, eliminating the need for retraining or architectural changes. The approach is evaluated on six document‑level corpora derived from the MahaNER test set, employing two repetition strategies (Normal Repeat and Random Repeat) at three length levels and various window configurations. Results show the model maintains a macro F1‑score of up to 0.8902 with minimal variation, outperforming non‑windowed methods by avoiding boundary‑fragmentation errors and achieving more stable document‑level performance.

By Hariom Ingle, Ronit Ghode, Ishwari Gondkar, Jidnyasa Harad, Ravindra Murumkar, Raviraj Joshi