arXiv Machine Learning

NPMixer: Hierarchical Neighboring Patch Mixing for Time Series Forecasting

arXiv:2605. 07476v2 Announce Type: replace Abstract: Multivariate time series forecasting remains a challenge due to the complexity of local temporal dynamics and global dependencies across multiple variables.

arXiv AI
Jul 23

Structured Latent Space Modeling over Multi-Scale Temporal Patches for Multivariate Time Series Forecasting

arXiv:2607. 19404v1 Announce Type: cross Abstract: Multivariate time series encode structural patterns that unfold across multiple temporal scales, yet most forecasting backbones treat learned representations as transient byproducts of prediction, leaving the organizational geometry of these patterns underexploited.

By Xingsheng Chen, Deyu Yi, Siu-Ming Yiu
arXiv AI
Jun 16

FlowState: Sampling-Rate-Equivariant Time-Series Forecasting

arXiv:2508. 05287v3 Announce Type: replace-cross Abstract: Existing time series foundation models (TSFMs), often based on transformer variants, lack adaptability to different sampling rates, struggle with generalization across varying context and target lengths, and are computationally inefficient.

By Lars Graf, Thomas Ortner, Stanis{\l}aw Wo\'zniak, Angeliki Pantazi
arXiv AI
3d ago

Wavelet Flow Matching for Time Series

The paper introduces Wavelet Flow Matching, a method for generating multivariate time series by applying flow matching to multilevel discrete wavelet coefficients. By working in the wavelet domain, the model captures coarse-to-fine temporal structure implicitly and uses a channel-token transformer to model cross-channel dependencies. Experiments on seven benchmark datasets and four sequence lengths show that the approach matches or surpasses existing methods, especially in Context-FID and discriminative score metrics.

By Lucas Poinsignon, Jorge da Silva Gon\c{c}alves, Samuel Ruip\'erez-Campillo, Julia E. Vogt