arXiv:2606. 03121v1 Announce Type: new Abstract: Multivariate time series forecasting plays a critical role in real-world applications, including weather prediction, stock analysis, and health monitoring.
arXiv:2508. 07195v2 Announce Type: replace-cross Abstract: Recent advances have demonstrated that Large Language Models (LLMs) can be effectively adapted for time series forecasting, revealing strong potential beyond natural language tasks.
NeST is a framework that adapts large language models (LLMs) for continuous time‑series forecasting by creating neighborhood‑aware text prototypes and aligning them with temporal representations through a nearest‑neighbor contrastive objective. It retrieves the most relevant prototypes and uses them to conditionally modulate time‑series features, enabling more effective integration of textual and temporal information. Experiments show that NeST outperforms state‑of‑the‑art methods on eight benchmarks, reduces MSE by 1.2% for long‑term forecasting, improves zero‑shot forecasting by 4.9%, and boosts R² by 3.3% on a real‑world photovoltaic power forecasting task.
arXiv:2508. 09191v2 Announce Type: replace-cross Abstract: Time series forecasting plays a vital role in supporting decision-making across a wide range of critical applications, including energy, healthcare, and finance.
arXiv:2601. 16632v4 Announce Type: replace-cross Abstract: Time series forecasting has witnessed significant progress with deep learning.
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.
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:2511. 20577v5 Announce Type: replace Abstract: Real-world time series often exhibit strong non-stationarity, complex nonlinear dynamics, and behavior expressed across multiple temporal scales, from rapid local fluctuations to slow-evolving long-range trends.
arXiv:2606. 13119v2 Announce Type: replace-cross Abstract: Spatio-Temporal forecasting is crucial in diverse fields, such as transportation, climate, and energy.
arXiv:2602. 01588v3 Announce Type: replace-cross Abstract: Multimodal time series forecasting is crucial in real-world applications, where decisions depend on both numerical data and contextual signals.
arXiv:2606. 13119v1 Announce Type: cross Abstract: Spatio-Temporal forecasting is crucial in diverse fields, such as transportation, climate, and energy.
The paper introduces PaCTS, a method that generates instance‑adaptive latent prompts—continuous embedding tokens—to provide compact contextual information for frozen time‑series foundation models (TSFMs). These prompts are constructed from instance‑specific global statistics and refined with segment‑level temporal data, enabling the model to capture both global characteristics and local temporal variations. Experiments show that PaCTS improves forecasting performance across various context lengths and model architectures, often outperforming the same backbone with double the context while reducing inference computation, and it also offers stronger improvements and better out‑of‑distribution generalization compared to weight‑space adaptation methods.
arXiv:2607. 01204v1 Announce Type: new Abstract: We introduce TiRex-2, a recurrent xLSTM-based time series foundation model that generalizes the univariate TiRex to multivariate forecasting with both past and future covariates.