arXiv:2512. 22702v2 Announce Type: replace Abstract: Deep learning models have grown popular in time series applications.
arXiv:2603. 15506v2 Announce Type: replace-cross Abstract: We argue that the current practice of evaluating AI/ML time-series forecasting models, predominantly on benchmarks characterized by strong, persistent periodicities and seasonalities, obscures real progress by overlooking the performance of efficient classical methods.
arXiv:2601. 16632v4 Announce Type: replace-cross Abstract: Time series forecasting has witnessed significant progress with deep learning.
arXiv:2607. 00154v1 Announce Type: cross Abstract: Evolutionary neural architecture design for multivariate time-series forecasting remains underexplored, with most approaches relying on fixed Transformer architectures despite substantial variation across tasks and forecasting settings.
arXiv:2510. 04487v5 Announce Type: replace Abstract: While accuracy is a critical requirement for time series forecasting, an equally important desideratum is reasonable forecast volatility across forecast creation dates (FCDs).
arXiv:2509. 24517v3 Announce Type: replace Abstract: Development of modern deep learning methods has been driven primarily by the push for improving model efficacy (accuracy metrics), leading to large-scale models that require massive computational resources and result in considerable carbon footprint across the model lifecycle.
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.
arXiv:2310. 20545v3 Announce Type: replace Abstract: We present a multi-task optimization approach based on a deep learning architecture for time series forecasting.
arXiv:2501. 04339v2 Announce Type: replace-cross Abstract: We introduce the Deep Convolutional Interpreter for Time Series (DCIts), a deep-learning architecture for nonlinear multivariate time series that provides sample-specific, locally interpretable descriptions of the underlying interaction structure.
arXiv:2606. 27282v1 Announce Type: new Abstract: Time-series forecasting research has been moving steadily toward larger architectures, from specialized transformers to general-purpose foundation models, on the assumption that capacity is what unlocks accuracy.
arXiv:2606. 01999v1 Announce Type: cross Abstract: Modern deep learning models for forecasting groups of time series rely on increasingly longer observation windows.
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:2607. 09537v1 Announce Type: new Abstract: Time series forecasting requires models to capture diverse, often mutually exclusive, temporal dynamics, from smooth trend continuation to nonstationary drift and strict phase-aligned recurrence.