arXiv:2608.24051v1 Announce Type: new
Abstract: Can a sequence model remain competitive with only a few thousand parameters and an explicitly auditable prediction interface? We introduce ALPHABET, a...
By Daehwa Ko, JaeHyeon Kim, Oh Seong Kwon, Jay Hoon Jung
arXiv:2603.19198v3 Announce Type: replace
Abstract: We introduce the exponentially weighted signature (EWS), a continuous-time model that computes iterated integrals of a path, where each increment i...
By Alexandre Bloch, Benjamin Walker, Jo\"el Mouterde, Sam Morley, Samuel N. Cohen, Terry Lyons
arXiv:2605. 15690v2 Announce Type: replace Abstract: Accurate and efficient long-term multivariate time series forecasting requires capturing recurring temporal structure while keeping inference cheap across many variables and horizons.
By Qingyuan Yang, Dongyue Chen, Da Teng, Junhua Xiao, Jiaji Pan, Shizhuo Deng
arXiv:2608. 01587v1 Announce Type: cross Abstract: Machine-learning benchmarks often pair a label that aggregates a long temporal horizon with input observed through one or a few short windows.
By Xizhe Zhang
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
arXiv:2607. 13006v1 Announce Type: new Abstract: A growing family of indices scores how predictable a series is from its spectrum.
By Mert Onur Cakiroglu, Mehmet Dalkilic, Hasan Kurban
arXiv:2606. 19412v1 Announce Type: new Abstract: Time series forecasting leverages historical patterns to predict future values, but traditional methods face challenges when dealing with complex, non-stationary patterns that are difficult to memorize during training.
By Huu Hiep Nguyen, Minh Hoang Nguyen, Dung Nguyen, Hung Le
arXiv:2609.06006v1 Announce Type: cross
Abstract: Deep learning for time series has progressed through successive architectural paradigms, from recurrent networks and transformers to structured state...
By Minh Hoang Nguyen, Huu Hiep Nguyen, Manh Nguyen, Van Dai Do, Dung Nguyen, Hung Le
arXiv:2603. 05556v2 Announce Type: replace Abstract: Integer sequences in the OEIS span values from single-digit constants to astronomical factorials and exponentials, making prediction challenging for standard tokenised models that cannot handle out-of-vocabulary values or exploit periodic arithmetic structure.
By Kazuhisa Nakasho
arXiv:2605. 31163v2 Announce Type: replace-cross Abstract: We introduce the design-model framework: a way to derive efficient recurrent sequence maps from explicit assumptions about memory.
By Matthew Dowling, Hyungju Jeon, Cristina Savin, Il Memming Park
arXiv:2608. 14691v1 Announce Type: new Abstract: Sequence models are conventionally distinguished by their backbone, the mechanism that routes information across positions, such as attention or recurrence.
By Ahmed Nebli, Hadi Saadatdoorabi, Christopher Keibel, Kevin Yam
arXiv:2606. 17572v1 Announce Type: new Abstract: Learned dynamics models often answer global physical questions, such as fault severity or impact stiffness, by pooling a per-step feature sequence into one readout vector.
By Yifan Wang