arXiv Machine Learning

Benchmark Datasets for Lead-Lag Forecasting on Social Platforms

arXiv:2511. 03877v2 Announce Type: replace Abstract: Social and collaborative platforms emit multivariate time-series traces in which early interactions -- such as views, likes, or downloads -- are followed, sometimes months or years later, by higher impact like citations, sales, or reviews.

arXiv AI
Aug 19

LiveHouse-TS: An Open-world Living Benchmark for Time Series Foundation Models

LiveHouse-TS introduces an open‑world living benchmark for Time Series Foundation Models, evaluating them prequentially on real future data rather than static test windows. The benchmark captures continuous performance across seasonal changes, distribution shifts, and unexpected events, providing a more realistic assessment of model robustness. Experiments across 11 domains and 17 datasets show that model rankings can dramatically change under this live protocol.

By Haomin Wen, Ziyu Zhou, Qingxiang Liu, Siru Zhong, Yuxuan Liang
arXiv Machine Learning
2d ago

The Nixtlaverse: An Open-Source Ecosystem for Forecasting

arXiv:2609.39741v1 Announce Type: new Abstract: Large forecasting applications often combine statistical, machine-learning, and neural models. These families solve the same problem but differ in fitt...

By Olivier Sprangers, Max Mergenthaler Canseco, Marco Peixeiro, Saul Caballero Ramirez, Mariana Menchero Garc\'ia, Jing-Qiang Goh, Han Wang, Nikhil Gupta, Rogelio Melo, Senbong Gee, Cristian Challu
Hugging Face Trending Papers
Jul 7

RMISC: A Large-scale Real-world Multivariate Corpus for Time Series Foundation Models

Recent years have witnessed the emergence of multivariate modeling using time series foundation models (TSFMs), which achieve advanced zero-shot generalization. Modern multivariate TSFMs are predominantly pretrained on multivariate synthetic data, which is easier to scale but may fail to capture the complex temporal dynamics and cross-variable relationships present in real-world time series.