arXiv:2607. 27106v1 Announce Type: new Abstract: Emergency Departments (EDs) are critical access points in healthcare systems, yet they face persistent pressure from unpredictable patient demand, seasonal surges, and non-urgent visits.
By Filipa Lino, B\'arbara Tavares, Carlos Santiago, Cl\'audia Soares, Manuel Marques
arXiv:2503. 24007v4 Announce Type: replace-cross Abstract: In time series forecasting, covariates represent external factors that influence target variables.
By Yosuke Yamaguchi, Issei Suemitsu, Wenpeng Wei
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:2606. 10678v1 Announce Type: new Abstract: Transformer-based models have emerged as leading paradigms in time-series forecasting in recent years, employing self-attention mechanisms to capture long-range dependencies.
By Amrijit Biswas, Mustafa Kamal, Robin Krambroeckers, M. M. Lutfe Elahi, Sifat Momen, Nabeel Mohammed, Shafin Rahman
arXiv:2607. 19404v1 Announce Type: cross Abstract: Multivariate time series encode structural patterns that unfold across multiple temporal scales, yet most forecasting backbones treat learned representations as transient byproducts of prediction, leaving the organizational geometry of these patterns underexploited.
By Xingsheng Chen, Deyu Yi, Siu-Ming Yiu
arXiv:2607. 00197v1 Announce Type: new Abstract: Long-horizon multivariate time series forecasting (LTSF) remains challenging due to non-stationarity, regime shifts, and error accumulation.
By Haroon Gharwi, Yue Dai, Kai Shu
arXiv:2606. 27863v1 Announce Type: cross Abstract: Demand forecasting at the bottom of a retail hierarchy requires predicting tens of thousands of correlated long-horizon series across products, stores, and regions.
By Janak M. Patel, Anirudh Deodhar, Dagnachew Birru
arXiv:2511. 09789v2 Announce Type: replace Abstract: Recent advances in deep forecasting models have achieved remarkable performance, yet most approaches still struggle to provide both accurate predictions and interpretable insights into temporal dynamics.
By Fulong Yao, Wanqing Zhao, Chao Zheng, Xiaofei Han
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.
By Marco Obermeier, Marco Pruckner, Florian Haselbeck, Andreas Zeiselmair
arXiv:2604. 16325v3 Announce Type: replace-cross Abstract: Multivariate time series forecasting is fundamental to numerous domains such as energy, finance, and environmental monitoring, where complex temporal dependencies and cross-variable interactions pose enduring challenges.
By Xingsheng Chen, Xianpei Mu, Deyu Yi, Yilin Yuan, Xingwei He, Bo Gao, Regina Zhang, Pietro Lio, Siu-Ming Yiu
arXiv:2606. 25439v1 Announce Type: new Abstract: Deep learning-based models have achieved state-of-the-art performance in Time Series Forecasting (TSF), yet their evaluation remains dominated by pointwise error metrics such as Mean Squared Error (MSE), which quantify numerical accuracy but overlook structural properties of the forecast signal, including recurrent dynamics, oscillatory behavior, and phase alignment.
By Sandeepa Weerasekara, Sandareka Wickramanayake
arXiv:2602. 21693v2 Announce Type: replace Abstract: Multimodal time series forecasting has garnered significant attention for its potential to provide more accurate predictions than traditional single-modality models by leveraging rich information inherent in other modalities.
By Jiafeng Lin, Yuxuan Wang, Huakun Luo, Jianmin Wang, Zhongyi Pei