arXiv:2608. 03031v1 Announce Type: new Abstract: Time series forecasting is fundamental to decision-making in complex systems, where future dynamics are influenced not only by historical observations but also by evolving contextual features.
By Xiaoyu Tao, Mingyue Cheng, Bokai Pan, Chuang Jiang, Huanjian Zhang, Tian Gao, Yaguo Liu, Qi Liu, Enhong Chen
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:2606. 18049v1 Announce Type: new Abstract: Decision-making with deep learning-based time series forecasting requires not only accurate predictions but also actionable insights.
By Jan Voets, Hasan Tercan, Tobias Meisen, Sebastian Baum
arXiv:2602. 16864v2 Announce Type: replace-cross Abstract: Time series (TS) modeling has come a long way from early statistical, mainly linear, approaches to the current trend in TS foundation models.
By Daniel Durstewitz, Christoph J\"urgen Hemmer, Florian Hess, Charlotte Ricarda Doll, Lukas Eisenmann
Decision-making with deep learning-based time series forecasting requires not only accurate predictions but also actionable insights. However, current architectures do not inherently provide such information.
arXiv:2501. 04339v2 Announce Type: replace-cross Abstract: We introduce the Deep Convolutional Interpreter for Time Series (DCIts), a deep-learning architecture for nonlinear multivariate time series that provides sample-specific, locally interpretable descriptions of the underlying interaction structure.
By Domjan Baric, Davor Horvatic
arXiv:2512. 22702v2 Announce Type: replace Abstract: Deep learning models have grown popular in time series applications.
By Valentina Moretti, Ivan Marisca, Cesare Alippi, Andrea Cini
arXiv:2606. 07291v1 Announce Type: new Abstract: Multivariate time-series forecasting requires models to reason over temporal dynamics, cross-variable dependencies, and historical input-output correspondences.
By Tao Chen, Yexu Zhou, Zhi Gong, Hengwei He, Hongda Li, Zhewei Chen, Dongjing Wang, Xin Zhang, Decheng Liu, Chunlei Peng, Zheng Chen, Wenyue Ding
arXiv:2607. 28124v1 Announce Type: new Abstract: As forecasts increasingly drive decisions in fields such as energy, transportation, and healthcare, understanding the historical data behind these predictions has become as crucial as the predictions themselves.
By Xu Zheng, Wei Cheng, Zhuomin Chen, Mo Sha, Jingchao Ni, Dongsheng Luo
arXiv:2601. 16632v4 Announce Type: replace-cross Abstract: Time series forecasting has witnessed significant progress with deep learning.
By Haonan Yang, Jianchao Tang, Zhuo Li
arXiv:2605. 05540v2 Announce Type: replace Abstract: Fast surrogate modeling for high-dimensional physical dynamics requires more than low short-term error: useful models must roll out efficiently while preserving the statistical structure of long trajectories.
By Tianyue Yang, Xiao Xue
Text-conditioned time-series forecasting predicts a series from both its numerical history and natural-language context, allowing forecasts to account for events and constraints that the past alone cannot reveal. This requires both reliable numerical forecasting and the ability to interpret contextual information.