arXiv:2607. 00958v1 Announce Type: new Abstract: Time series are central to modern data mining applications, from industrial telemetry and server metrics to finance and physiology, yet time-series self-supervised learning often depends on view and augmentation choices that encode domain-specific invariances.
arXiv:2607. 16681v1 Announce Type: new Abstract: Early sepsis prediction from electronic health records is challenged by irregular sampling, high missingness, and class imbalance.
arXiv:2607. 07500v1 Announce Type: cross Abstract: Time series classification (TSC) is dominated by a two-stage paradigm: train a feature encoder -- either from scratch on the target dataset or via pretraining on large corpora -- and then fit a task-specific classifier on top.
NCP-ArchPreview is a latent‑space language model that extends standard next‑token prediction (NTP) with a Next Concept Prediction (NCP) objective, allowing the model to predict discrete concepts spanning multiple tokens. The architecture builds a product‑quantized concept vocabulary from hidden states, uses a dedicated Concept Module to forecast future concepts, and feeds these predictions back to guide token‑level generation, all trained jointly end‑to‑end. Trained on 5.73 T tokens with 8.9 B parameters, it achieves the final pretraining loss of OLMo‑3‑7B using only 51.3 % of the tokens, outperforms OLMo‑3‑7B on downstream tasks (including a 5.99‑point GSM8K gain), and demonstrates that the learned latent space enables lightweight domain adaptation and improved drafting performance.
arXiv:2602. 16224v2 Announce Type: replace Abstract: Time series data are prone to noise in various domains, and training samples may contain low-predictability patterns that deviate from the normal data distribution, leading to training instability or convergence to poor local minima.
arXiv:2609. 20193v1 Announce Type: new Abstract: Retrieval plug-ins supply a deep forecaster with information its lookback window cannot carry.
Aurora‑X is a billion‑parameter time‑series foundation model designed for extreme forecasting tasks. It employs a progressive curriculum that starts with channel‑independent pretraining, then adds cross‑variable dependencies, variable context and horizon lengths, and optional future covariates during mid‑training. A variable‑resolution post‑training stage allows adjustable temporal spans per token at inference, while a pattern‑guided mixture‑of‑experts expands capacity through sparse activation and expert specialization. An implicit quantile network head predicts arbitrary quantiles, enhancing probabilistic forecasting flexibility. Experiments on GIFT‑Eval, TIME, FEV‑Bench, TFB, and DAG‑Bench show state‑of‑the‑art performance against both pretrained TSFMs and task‑specific supervised models.
arXiv:2606.21803v2 Announce Type: replace Abstract: Next-token prediction is the self-supervised signal that trains language models, and every observed prompt token provides the same signal at test t...
arXiv:2609.14595v1 Announce Type: cross Abstract: Multichannel time-series classification commonly assumes synchronized sensor streams, although latency, clock drift, and preprocessing can introduce...
The paper introduces Chameleon, a channel‑dependent state space model for multivariate time series forecasting that allows data‑dependent, fine‑grained interactions across variables while maintaining linear scaling with the number of variables. By integrating selective state space models with a Kalman filter and adapting GatedDeltaNet as the backbone, Chameleon improves generalization and achieves lower MSE and MAE on strongly dependent ODE and PEMS datasets compared to both channel‑independent and prior channel‑dependent methods. Across 28 benchmark settings, it outperforms baselines in the majority of cases and demonstrates competitive training‑time and memory efficiency on Traffic and ETT datasets.
arXiv:2610.00405v1 Announce Type: cross Abstract: Time-series foundation models (TSFMs) perform strongly across forecasting tasks, but their per-series inference is ill-suited to neighbor-rich foreca...
arXiv:2606. 07031v1 Announce Type: new Abstract: Self-supervised learning (SSL) for time-series representation learning is dominated by two paradigms: contrastive methods, which face challenges in constructing positive or negative pairs, and masking-based methods, which disrupt the temporal continuity of time-series signals.
arXiv:2605.19462v2 Announce Type: replace-cross Abstract: Self-supervised learning (SSL) assumes that solving pretext tasks on unlabeled data yields representations that transfer effectively across d...