arXiv AI

Model- and Layer-Level Closed-Loop Forecasting with SSM-Based Spiking Neural Networks

arXiv Machine Learning
Aug 6

Echo Flow Networks

arXiv:2509. 24122v3 Announce Type: replace Abstract: At the heart of time-series forecasting (TSF) lies a fundamental challenge: how can models efficiently and effectively capture long-range temporal dependencies across ever-growing sequences?

By Hongbo Liu, Jia Xu
arXiv Machine Learning
Jul 13

Forking-Sequences: Statistically and Computationally Efficient Multi-Horizon Forecasting with Reduced Volatility

arXiv:2510. 04487v5 Announce Type: replace Abstract: While accuracy is a critical requirement for time series forecasting, an equally important desideratum is reasonable forecast volatility across forecast creation dates (FCDs).

By Willa Potosnak, Malcolm Wolff, Mengfei Cao, Ruijun Ma, Tatiana Konstantinova, Dmitry Efimov, Michael W. Mahoney, Boris Oreshkin, Kin G. Olivares
arXiv AI
Jun 24

End-to-End Radar and Communication Modulation Recognition with Neuromorphic Computing

arXiv:2606. 24075v1 Announce Type: cross Abstract: Although deep learning-based methods can achieve high accuracy in automatic modulation recognition (AMR) tasks, their high computational cost makes it difficult to strike a balance between accuracy and power consumption, thereby limiting their application on resource-constrained platforms.

By Xiaohu Li, Chongxiao Qu, Caiyong Lin, Chenxiao Dou, Wei Hua
arXiv Machine Learning
Jun 25

Frequency Domain Reservoir Computing

arXiv:2606. 24969v1 Announce Type: new Abstract: While the quadratic sequence-length bottleneck of transformers has fueled a resurgence in recurrent models, effectively capturing complex dynamics requires architectures that balance efficient training with highly expressive latent states.

By Klaus Schertler, Xiomara Runge, Andrea Ceni, David Kappel, Claudio Gallicchio
arXiv AI
Sep 30

Channel-Dependent State Space Model for Multivariate Time Series Forecasting

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.

By Yu-Cheng Wu, Fan-Keng Sun, Li-Chun Lu, Duane S. Boning