arXiv:2606. 03097v1 Announce Type: new Abstract: Incorporating news into time series forecasting is appealing because news can reveal abrupt exogenous events that historical values alone cannot recover.
arXiv:2608. 06223v1 Announce Type: new Abstract: While deep learning models, particularly transformer-based architectures, have shown impressive performance in time series forecasting, the application of retrieval-augmented generation (RAG) in this domain remains limited.
arXiv:2602. 11550v2 Announce Type: replace-cross Abstract: Time Series Foundation Models (TSFMs) achieve strong zero-shot forecasting through large-scale pre-training, but adapting them to downstream domains under distribution shift remains challenging.
arXiv:2607. 14161v1 Announce Type: cross Abstract: Pinterest is where people turn inspiration into action as users browse ideas, then take steps toward realization, often by discovering shoppable content.
arXiv:2603. 14709v2 Announce Type: replace Abstract: Retrieval-augmented generation (RAG) enhances zero-shot time series (TS) forecasting by leveraging external knowledge bases, yet existing approaches overlook input-level relevance when fusing retrieved samples with the query.
While deep learning models, particularly transformer-based architectures, have shown impressive performance in time series forecasting, the application of retrieval-augmented generation (RAG) in this domain remains limited. Since RAG has proven effective in enhancing the capabilities of large language models by incorporating relevant external information, retrieving similar time series sequences as references might also improve accuracy in time series forecasting tasks.
arXiv:2606. 04135v1 Announce Type: new Abstract: Time series forecasting relies on historical patterns, but real-world series often exhibit non-stationarity and regime shifts that challenge fully parametric forecasters.
arXiv:2607. 02344v1 Announce Type: cross Abstract: Transformer architectures have shown strong potential in time series forecasting, where multi-head self-attention is widely used to capture temporal dependencies across historical timestamps.
arXiv:2607. 23146v1 Announce Type: new Abstract: Inspired by recent breakthroughs in large language models for natural language processing, foundation models have emerged as a promising paradigm for zero-shot time series forecasting, enabling accurate predictions on datasets never seen during pre-training.
arXiv:2608. 11980v2 Announce Type: replace-cross Abstract: Semantic-ID generative recommenders represent each item as a short sequence of discrete semantic tokens and predict the next item by autoregressively generating this token sequence.
arXiv:2405. 19466v4 Announce Type: replace Abstract: We pose uncertainty quantification and exploration in online decision-making as a problem of training and generation from an autoregressive sequence model, an area experiencing rapid innovation.
arXiv:2606. 05733v1 Announce Type: new Abstract: Per-ticker forecasting models dominate financial time-series work yet remain blind to cross-company propagation: a foundry disruption in Taiwan does not register in a single-asset model until Apple's own price has already moved.
arXiv:2608. 11980v1 Announce Type: cross Abstract: Semantic-ID generative recommenders represent each item as a short sequence of discrete semantic tokens and predict the next item by autoregressively generating this token sequence.