arXiv:2606. 28553v1 Announce Type: new Abstract: In many real-world applications, such as retail sales, energy usage, and supply chain planning, forecasting is performed across hierarchical structures.
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.
arXiv:2503. 24007v4 Announce Type: replace-cross Abstract: In time series forecasting, covariates represent external factors that influence target variables.
CoRe is a model‑agnostic learning objective for direct multivariate time‑series forecasting that replaces pointwise errors with two output‑space constraints: a frequency coherence loss aligning predicted and target spectra, and a low‑rank relational graph loss matching pairwise differences in a PCA subspace. The objective introduces no trainable parameters and can be applied to existing forecasting backbones by changing only the loss. Experiments on standard benchmarks show that CoRe improves strong baselines, compares favorably with recent forecasting objectives, and remains effective across different backbones, datasets, and hyperparameter settings.
arXiv:2609.17029v1 Announce Type: cross Abstract: Traditional energy forecasting solutions rely on task-specific supervision and energy asset representations, limiting transferability and the ability...
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.
WorldTS is a new forecasting framework that models latent dynamics conditioned on multimodal covariates to improve time‑series prediction. It uses a two‑stage training process: first learning latent state dynamics from historical data and covariates, then training a decoder to map predicted latent states back to future observations. Experiments on 21 real‑world datasets demonstrate the effectiveness of this approach.
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.
arXiv:2609.15087v1 Announce Type: cross Abstract: Most time series forecasting benchmarks remain numerical-centric and provide limited support for evaluating contextual information that shapes real-w...
NeST is a framework that adapts large language models (LLMs) for continuous time‑series forecasting by creating neighborhood‑aware text prototypes and aligning them with temporal representations through a nearest‑neighbor contrastive objective. It retrieves the most relevant prototypes and uses them to conditionally modulate time‑series features, enabling more effective integration of textual and temporal information. Experiments show that NeST outperforms state‑of‑the‑art methods on eight benchmarks, reduces MSE by 1.2% for long‑term forecasting, improves zero‑shot forecasting by 4.9%, and boosts R² by 3.3% on a real‑world photovoltaic power forecasting task.
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.
HALO introduces a hyperspherical VAE to constrain continuous latent representations to a fixed‑radius shell, stabilizing numerical fluctuations. It then employs a masked autoregressive model that balances parallel decoding with temporal correlation learning, reducing inference steps and improving stability. Experiments show HALO achieves state‑of‑the‑art generation performance with significantly better inference efficiency compared to existing baselines.
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.