arXiv:2608. 14682v1 Announce Type: new Abstract: Real-world time series inherently intertwine global periodic structures with localized non-stationary variations.
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.
arXiv:2606. 06010v1 Announce Type: new Abstract: Long-term time series forecasting benefits from inductive biases that expose recurring temporal structure.
arXiv:2606. 17070v1 Announce Type: cross Abstract: Accurate oceanic forecasting is critical for climate monitoring and disaster early warning.
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.
arXiv:2607. 09537v1 Announce Type: new Abstract: Time series forecasting requires models to capture diverse, often mutually exclusive, temporal dynamics, from smooth trend continuation to nonstationary drift and strict phase-aligned recurrence.
arXiv:2608. 20052v1 Announce Type: new Abstract: Probabilistic time series forecasting remains challenging, largely because modeling distinct trend and seasonal dynamics requires specialized approaches.
arXiv:2604. 05543v2 Announce Type: replace Abstract: Multivariate time series forecasting often struggles to capture long-range dependencies due to fixed lookback windows.
arXiv:2607. 06607v1 Announce Type: cross Abstract: Accurate long-term forecasting in complex systems is frequently compromised by dataset-level distribution shifts, where diverse underlying behavioral modes and evolving system states drive the dynamic multivariate time-series.
Probabilistic time series forecasting remains challenging, largely because modeling distinct trend and seasonal dynamics requires specialized approaches. Existing methods often fail to capture the unique inner properties of these components, lack interpretability, or suffer from heavy memory and runtime overhead.
FreKoo++ is a continuous spectral-dynamical framework designed for Temporal Domain Generalization (TDG). It unifies continuous Koopman modal dynamics with adaptive spectral disentanglement, mapping source-domain parameters into a latent space and modeling their evolution as a superposition of learnable continuous modes. The method handles irregular timestamps, supports arbitrary horizon extrapolation, and introduces an adaptive soft spectral weighting mechanism that isolates persistent dynamics from transient noise, achieving state‑of‑the‑art performance on discrete and continuous TDG benchmarks.
The survey reviews frequency‑domain techniques for time‑series analysis, covering classical Fourier methods to modern neural operators. It identifies three main research challenges: preserving causal structure during spectral transformations, quantifying uncertainty in learned frequency representations, and performing topology‑aware analysis for non‑Euclidean data. By reviewing over 100 studies, the authors propose a unified taxonomy, establish standardized benchmarks, and highlight gaps in geometric deep learning and quantum‑enhanced spectral analysis.
arXiv:2603. 15506v2 Announce Type: replace-cross Abstract: We argue that the current practice of evaluating AI/ML time-series forecasting models, predominantly on benchmarks characterized by strong, persistent periodicities and seasonalities, obscures real progress by overlooking the performance of efficient classical methods.