arXiv:2505. 16319v3 Announce Type: replace Abstract: Accurate demand estimation is critical for the retail business in guiding the inventory and pricing policies of perishable products.
By Yangyang Wang, Jiawei Gu, Li Long, Xin Li, Li Shen, Zhouyu Fu, Xiangjun Zhou, Xu Jiang
arXiv:2605. 00015v2 Announce Type: replace-cross Abstract: Time Series Foundation Models (TSFMs) have demonstrated strong generalization capability and data efficiency in time series forecasting through large-scale pretraining.
By Siyang Li, Yize Chen, Zijie Zhu, Yuxin Pan, Yan Guo, Ming Huang, Hui Xiong
arXiv:2505. 16319v5 Announce Type: replace Abstract: Accurate demand estimation is critical for the retail business in guiding the inventory and pricing policies of perishable products.
By Yangyang Wang, Jiawei Gu, Li Long, Xin Li, Li Shen, Zhouyu Fu, Xiangjun Zhou, Xu Jiang
arXiv:2606. 27711v1 Announce Type: cross Abstract: We introduce a neural network-based framework for learning time series estimators through a process we term decision-theoretic pretraining.
By Pablo Montero-Manso, Marcel Scharth
arXiv:2606. 05878v1 Announce Type: new Abstract: Foundation models mark a profound paradigm shift in time series modeling, with task-specific models being superseded by general-purpose zero-shot models.
By Etienne Le Naour, Tahar Nabil, Adrien Petralia
arXiv:2606. 05481v1 Announce Type: new Abstract: Data-driven Prognostics and Health Management (PHM) uses time-varying condition-monitoring data to diagnose system states and estimate remaining useful life in engineered assets.
By Raffael Theiler, Lev Telyatnikov, Leandro Von Krannichfeldt, Olga Fink
arXiv:2607. 12730v1 Announce Type: cross Abstract: Smart-building load forecasters are often trained offline on dense, multivariate, high-frequency data, but deployment may provide only hourly, feature-limited inputs.
By Sarah Al-Shareeda, Gulcihan Ozdemir, Heung Seok Jeon
Deep learning methods have achieved state-of-the-art in time series forecasting, yet their accuracy varies considerably across samples, as some instances remain inherently difficult to predict. Reject option mechanisms, which allow models to abstain from high-risk predictions, are well established in classification and regression but underexplored in forecasting.
arXiv:2601. 22631v2 Announce Type: replace-cross Abstract: The application of data-driven remaining useful life (RUL) prediction has long been constrained by the availability of large amount of degradation data.
By En Fu, Yanyan Hu, Zengwang Jin, Kaixiang Peng
Time series foundation models (TSFMs) have emerged as general-purpose models for time series analysis, but pretraining alone is often insufficient for reliable downstream deployment. Bridging this gap requires further intervention to handle domain shift, task heterogeneity, limited supervision, and computational constraints, which motivates post-training as a broad class of methods to adapt, augment, compose, calibrate, or specialize pretrained TSFMs for downstream tasks.
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.
By Amrijit Biswas, Mustafa Kamal, Robin Krambroeckers, M. M. Lutfe Elahi, Sifat Momen, Nabeel Mohammed, Shafin Rahman
arXiv:2607. 28124v1 Announce Type: new Abstract: As forecasts increasingly drive decisions in fields such as energy, transportation, and healthcare, understanding the historical data behind these predictions has become as crucial as the predictions themselves.
By Xu Zheng, Wei Cheng, Zhuomin Chen, Mo Sha, Jingchao Ni, Dongsheng Luo