arXiv:2607. 04919v1 Announce Type: new Abstract: Deploying a time series foundation model requires GPU infrastructure, engineering overhead, and carries no guarantee of improvement over XGBoost.
arXiv:2604. 22328v2 Announce Type: replace-cross Abstract: Driven by the transition towards a climate-neutral energy system, accurate energy time series forecasting is critical for planning and operations.
arXiv:2504. 15610v4 Announce Type: replace Abstract: Fine-tuning a 7B language model for specialized advising is attractive in resource-constrained settings, but multi-epoch runs routinely exceed the wall-clock limits of the free-tier GPUs (Kaggle, Colab) such users rely on.
arXiv:2606. 17660v1 Announce Type: cross Abstract: Fine-tuning large language models (LLMs) is compute-intensive and error-prone: model performance depends sensitively on data quality and hyperparameter choices, and na\"ive runs can even degrade model performance.
arXiv:2606. 08578v1 Announce Type: new Abstract: Recently, large time series models (LTSMs) have gained increasing attention due to their similarities to large language models, including flexible context length, scalability, and task generality, outperforming advanced task-specific models.
arXiv:2602. 16224v2 Announce Type: replace Abstract: Time series data are prone to noise in various domains, and training samples may contain low-predictability patterns that deviate from the normal data distribution, leading to training instability or convergence to poor local minima.
arXiv:2607. 07951v1 Announce Type: new Abstract: Wildfire smoke events produce extreme PM$_{2.
arXiv:2606. 28670v1 Announce Type: cross Abstract: We introduce MACROCAST, a lightweight Time Series Foundation Model (TSFM) for real-time macroeconomic forecasting.
arXiv:2606. 27438v1 Announce Type: new Abstract: Since its initial release in 2020, Darts has become a widely used open-source Python library for time series analysis.
arXiv:2607. 00958v1 Announce Type: new Abstract: Time series are central to modern data mining applications, from industrial telemetry and server metrics to finance and physiology, yet time-series self-supervised learning often depends on view and augmentation choices that encode domain-specific invariances.
arXiv:2607. 12248v1 Announce Type: cross Abstract: Large pretrained time-series models such as TimesFM are attractive for financial forecasting, but raw directional accuracy is a misleading scoreboard in equity markets.
arXiv:2607. 05450v1 Announce Type: cross Abstract: This paper explores the "Granularity Paradox" in time-series forecasting, wherein finer temporal disaggregation (e.
arXiv:2601. 19040v2 Announce Type: replace Abstract: Time Series Foundation Models (TSFMs) are a powerful paradigm for time series analysis and are often enhanced by synthetic data augmentation to improve the training data quality.