arXiv AI

QuantFlow: A Federated Mamba-Based Post-Transformer Foundation Model for Time-Series Forecasting

arXiv:2607. 02632v1 Announce Type: cross Abstract: Time-series forecasting supports decisions in finance, en-ergy, transportation, public health, and industrial monitoring.

arXiv AI

Jul 15

Learning-based Probabilistic Load Forecasting with Post-hoc and In-model Uncertainty

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

llms

arXiv Machine Learning

Jul 20

Boosted Enhanced Quantile Regression Neural Networks with Spatiotemporal Permutation Entropy for Complex System Prognostics

arXiv:2507. 14194v3 Announce Type: replace-cross Abstract: This paper presents an integrative prognostic framework that combines Spatiotemporal Permutation Entropy (STPE), Boosted Enhanced Quantile Regression Neural Networks (B-EQRNNs), Gated Temporal Attention, a Spiking Neural Network (SNN) refinement stage, and a Temporal Fusion Transformer (TFT) classifier.

By David J Poland

llms

arXiv Machine Learning

Jul 31

Enhancing Irregular Time Series Forecasting with Continuous-Time Modeling Framework

arXiv:2607. 28035v1 Announce Type: new Abstract: Irregular multivariate time series are widely encountered in applications such as healthcare monitoring, human activity recognition, and environmental sensing.

By Tianen Shen, Zhengyu Li, Yutong Li, Xiangfei Qiu, Xingjian Wu, Bin Yang, Jilin Hu

llms diffusion nlp benchmarks

arXiv Machine Learning

Jun 8

CF-JEPA: Mask-free forward prediction with asymmetric encoder utilization for time-series representation learning

arXiv:2606. 07031v1 Announce Type: new Abstract: Self-supervised learning (SSL) for time-series representation learning is dominated by two paradigms: contrastive methods, which face challenges in constructing positive or negative pairs, and masking-based methods, which disrupt the temporal continuity of time-series signals.

By Jaehoon Lee, Sunghyun Sim

llms rag benchmarks

arXiv AI

Aug 7

Invariant Representation Learning for Source-Free Time Series Forecasting with LLM-Centric Proxy Denoising

arXiv:2510. 05589v3 Announce Type: replace-cross Abstract: Effective time series forecasting enables various real-world applications, benefiting from the proliferation of mobile devices.

By Kangjia Yan, Chenxi Liu, Hao Miao, Xinle Wu, Yan Zhao, Chenjuan Guo, Bin Yang

llms efficiency benchmarks

arXiv Machine Learning

Jun 26

Probabilistic NDVI Forecasting from Sparse Satellite Time Series and Weather Covariates

arXiv:2602. 17683v3 Announce Type: replace Abstract: Short-term forecasting of vegetation dynamics is a key enabler for data-driven decision support in precision agriculture.

By Irene Iele, Giulia Romoli, Daniele Molino, Elena Mulero Ayll\'on, Filippo Ruffini, Paolo Soda, Matteo Tortora

multimodal benchmarks

arXiv AI

Jun 30

UniMamba: A Unified Spatial-Temporal Modeling Framework with State-Space and Attention Integration

arXiv:2604. 16325v3 Announce Type: replace-cross Abstract: Multivariate time series forecasting is fundamental to numerous domains such as energy, finance, and environmental monitoring, where complex temporal dependencies and cross-variable interactions pose enduring challenges.

By Xingsheng Chen, Xianpei Mu, Deyu Yi, Yilin Yuan, Xingwei He, Bo Gao, Regina Zhang, Pietro Lio, Siu-Ming Yiu

llms benchmarks

arXiv Machine Learning

Jul 21

Time-Aware Prior Fitted Networks for Zero-Shot Forecasting with Exogenous Variables

arXiv:2603. 15802v2 Announce Type: replace Abstract: In many time series forecasting settings, the target time series is accompanied by exogenous covariates, such as promotions and prices in retail demand; temperature in energy load; calendar and holiday indicators for traffic or sales; and grid load or fuel costs in electricity pricing.

By Andres Potapczynski, Ravi Kiran Selvam, Tatiana Konstantinova, Malcolm Wolff, Kin G. Olivares, Ruijun Ma, Michael W. Mahoney, Andrew Gordon Wilson, Boris N. Oreshkin, Dmitry Efimov

benchmarks

arXiv Machine Learning

Jun 3

FinStressTS: A Parametric Synthetic Benchmark for Time-Series Forecasting in Finance

arXiv:2606. 03184v1 Announce Type: cross Abstract: Financial forecasting is difficult due to low signal-to-noise ratios, latent factors, heavy tails, regime shifts, and jumps.

By Jiaze Sun, Kelvin J. L. Koa, Ruiyang Ni, Yize Liu, Haonan Chen, Ke-Wei Huang

llms multimodal benchmarks safety

arXiv Machine Learning

Jun 10

One Step Closer to Ground Truth: A Multi-Scale Residual-Aware Representation Learning Pipeline for Predicting Time Series Data

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

llms benchmarks safety

arXiv Machine Learning

Jun 9

Report the Floor: A Training-Free Conformal Interval Is a Mandatory Baseline for Probabilistic Time-Series Forecasting

arXiv:2606. 09473v1 Announce Type: cross Abstract: Probabilistic forecasters are increasingly learned, yet the baselines they are compared against are often weak or omitted.

By Valery Manokhin

arXiv Machine Learning

Jul 24

SPECTRA: State-Space Exogenous Context and Temporal-Frequency Resolution Architecture for Probabilistic Energy Forecasting

arXiv:2607. 20587v1 Announce Type: cross Abstract: Modern power systems increasingly require probabilistic forecasts amid interacting uncertainties from renewable intermittency, flexible demand, market volatility, and weather-dependent generation.

By Hang Ye, Xinyan Jiang, Yuedong Shi, Yangxin Zhu, Jianming Wei, Tian Zheng, Xiaoying Zheng, Yongxin Zhu

safety

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