arXiv:2609.08286v1 Announce Type: new Abstract: Multi-scale modeling has become an effective approach for long-term time series forecasting, capturing temporal patterns that range from fine-grained l...
HypLTSF introduces a hyperbolic geometric framework for long‑term time series forecasting by embedding multi‑scale representations into the Poincaré ball. The approach imposes radial and angular constraints to align the geometry with temporal hierarchies, ensuring that coarser scales abstract finer ones and that related fine‑scale patterns share common ancestors. Experiments on forecasting benchmarks demonstrate that this explicit geometric modeling of the hierarchy yields state‑of‑the‑art performance.
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:2608. 08675v1 Announce Type: new Abstract: Long-term time series forecasting benefits from preserving global structure such as trends and seasonality.
arXiv:2606. 08563v1 Announce Type: new Abstract: While global data-driven models excel at predicting continuous atmospheric variables, three-dimensional hydrometeor forecasting remains challenging due to the zero-inflated, long-tailed distributions of these variables.
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:2603. 02220v2 Announce Type: replace-cross Abstract: Time series forecasting remains a challenging problem due to the intricate entanglement of intra-period fluctuations and inter-period trends.
arXiv:2506.12809v2 Announce Type: replace Abstract: The long horizon forecasting (LHF) problem has come up in the time series literature for over the last 35 years or so. This review covers aspects o...
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:2610.27000v1 Announce Type: new Abstract: Deep generative models provide an effective modern solution to alleviating the problem of data scarcity by synthesizing realistic time series. However,...
arXiv:2606. 02912v1 Announce Type: cross Abstract: Forecasting seismic waveforms beyond observed data remains challenging due to the nonlinear, dispersive, and multi-scale nature of seismic wave propagation.
arXiv:2608. 11623v1 Announce Type: cross Abstract: Recent advances in Large Language Models (LLMs) have spurred cross-modal solutions for time-series forecasting.