arXiv:2608. 03031v1 Announce Type: new Abstract: Time series forecasting is fundamental to decision-making in complex systems, where future dynamics are influenced not only by historical observations but also by evolving contextual features.
By Xiaoyu Tao, Mingyue Cheng, Bokai Pan, Chuang Jiang, Huanjian Zhang, Tian Gao, Yaguo Liu, Qi Liu, Enhong Chen
arXiv:2606. 01498v1 Announce Type: cross Abstract: Time series data inform critical decisions across many real-world domains.
By Yaxuan Kong, Qingren Yao, Yuqi Nie, Yichen Li, Yilei Shao, Stefan Zohren, Anna Vettoruzzo, Joaquin Vanschoren, Ming Jin, Qingsong Wen
arXiv:2606. 05404v1 Announce Type: cross Abstract: Time series are often embedded in rich contexts that are essential for holistic modeling.
By Zihao Li, Kaifeng Jin, Yuanchen Bei, Jiaru Zou, Avaneesh Kumar, Xuying Ning, Yanjun Zhao, Mengting Ai, Baoyu Jing, Hanghang Tong, Jingrui He
arXiv:2506. 10630v3 Announce Type: replace-cross Abstract: To advance time series forecasting (TSF), various methods have been proposed to improve prediction accuracy, evolving from statistical techniques to data-driven deep learning architectures.
By Yitong Zhou, Yucong Luo, Mingyue Cheng, Qi Liu, Jiahao Wang, Daoyu Wang, Enhong Chen
arXiv:2608. 03339v1 Announce Type: new Abstract: Enterprise forecasting increasingly relies on autonomous agents that interpret documents, search for data, generate code, and revise models.
By Junhyeok Kang, Sangjun Han, Hyeokjun Choe, Soonyoung Lee
arXiv:2606. 02433v1 Announce Type: cross Abstract: The rapid development of LLMs has significantly advanced tabular question answering, but most systems cannot perform future-oriented numerical prediction.
By Zhensheng Wang, Xiaole Liu, Wenmian Yang, Kun Zhou, Yiquan Zhang, Weijia Jia
arXiv:2602. 12756v2 Announce Type: replace Abstract: Large Language Models (LLMs) have recently shown exceptional potential in time series forecasting (TSF), leveraging their inherent sequential reasoning capabilities to model complex temporal dynamics.
By Xingyu Zhang, Jingyao Wang, Zeen Song, Changwen Zheng, Wenwen Qiang
Text-conditioned time-series forecasting predicts a series from both its numerical history and natural-language context, allowing forecasts to account for events and constraints that the past alone cannot reveal. This requires both reliable numerical forecasting and the ability to interpret contextual information.
arXiv:2607. 24892v1 Announce Type: cross Abstract: Text-conditioned time-series forecasting predicts a series from both its numerical history and natural-language context, allowing forecasts to account for events and constraints that the past alone cannot reveal.
By Huu Hiep Nguyen, Dung Nguyen, Minh Hoang Nguyen, Dai Do, Hung Le
arXiv:2606. 11816v1 Announce Type: cross Abstract: Forecasting real-world events requires language-model agents to reason under uncertainty from incomplete, time-bounded information.
By Yizhou Chi, Eric Chamoun, Zifeng Ding, Andreas Vlachos
arXiv:2608. 01875v1 Announce Type: cross Abstract: Most time series (TS) models are specialized for a single task, either understanding (i.
By Seunghan Lee, Jun Seo, Jaehoon Lee, Junhyeok Kang, Sangjun Han, Sungdong Yoo, Minjae Kim, Tae Yoon Lim, Dongwan Kang, Hwanil Choi, Soonyoung Lee, Wonbin Ahn
arXiv:2606. 15917v1 Announce Type: new Abstract: We use Group Relative Policy Optimization (GRPO), a recently devised sample and memory efficient reinforcement learning method, to finetune pretrained LLMs in the range of 1.
By Amit Arnold Levy