arXiv Machine Learning

When Does Context Routing Help? A Systematic Study of Multi-Modal Fusion in Time Series Forecasting

The paper investigates when auxiliary context can genuinely improve multi‑modal time series forecasting. It identifies two necessary dataset‑level conditions: the target must not be dominated by a last‑value shortcut (low autocorrelation) and the context must provide additional information beyond history (non‑zero conditional mutual information). Experiments on a large mixture‑of‑experts model and several fusion mechanisms show that only when both conditions hold does context routing yield a substantial reduction in mean‑squared error; otherwise its contribution collapses to a capacity floor.

arXiv Machine Learning
Jul 16

Overcoming the Modality Gap in Context-Aided Forecasting

arXiv:2603. 12451v4 Announce Type: replace Abstract: Context-aided forecasting (CAF) holds promise for integrating domain knowledge and forward-looking information, enabling AI systems to surpass traditional statistical methods.

By Vincent Zhihao Zheng, \'Etienne Marcotte, Arjun Ashok, Andrew Robert Williams, Lijun Sun, Alexandre Drouin, Valentina Zantedeschi
arXiv AI
Sep 23

TimeLitmus: A Diagnostic Benchmark for Cross-Modal Understanding and Explanation Faithfulness in Event-Conditioned Time-Series Prediction

arXiv:2609.24677v1 Announce Type: new Abstract: Large language models (LLMs) are increasingly used to make predictions from numerical time-series histories and textual events. Yet accuracy alone cann...

By Jie Gong, Maowei Jiang, Zhiwei Liu, Yankai Chen, Guojun Xiong, Xue Liu, Min Peng, Qianqian Xie, Sophia Ananiadou
arXiv AI
Aug 18

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.

By Xiachong Lin, Du Yin, Hao Xue, Wen Hu, Imran Razzak, Arian Prabowo, Matthew Amos, Flora D. Salim