arXiv:2508. 02753v5 Announce Type: replace-cross Abstract: Time Series Forecasting (TSF) faces persistent challenges in modeling intricate temporal dependencies across different scales.
By Haonan Yang, Jianchao Tang, Zhuo Li, Long Lan
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.
By Qitai Tan, Ruiwen Gu, Yilin Su, Mo Li, Xu Lin, Xiao-Ping Zhang
arXiv:2608. 04695v1 Announce Type: cross Abstract: Federated adaptation of time-series foundation models (TSFMs) is attractive for building energy forecasting because meter data are private, distributed, and highly non-IID.
By Priyanka Nihalchandani, Naman Srivastava, Varun Ojha, Pandarasamy Arjunan
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.
By Sumit S Shevtekar, Chandresh K Maurya
Federated adaptation of time-series foundation models (TSFMs) is attractive for building energy forecasting because meter data are private, distributed, and highly non-IID. However, a single parameter-sharing strategy is unlikely to serve all pretrained TSFMs or building clients: fully shared adapters can suppress building-specific temporal behavior, while fully local adaptation discards cross-building transfer.
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.
By Yanru Sun, Emadeldeen Eldele, Zongxia Xie, Yucheng Wang, Wenzhe Niu, Qinghua Hu, Chee Keong Kwoh, Min Wu
arXiv:2603. 11475v2 Announce Type: replace Abstract: Accurate prediction of multivariate time series is essential for emerging network intelligent control, observability, and management functions.
By Yufeng Xin, Ethan Fan
arXiv:2604. 01577v3 Announce Type: replace-cross Abstract: We study out of distribution generalization in streaming tasks where models are trained on short sequences but must operate over much longer, unknown horizons under bounded memory.
By Shota Takashiro, Masanori Koyama, Takeru Miyato, Yusuke Iwasawa, Yutaka Matsuo, Kohei Hayashi
arXiv:2606. 05264v1 Announce Type: new Abstract: Training robust multivariate time series forecasting models requires large, diverse corpora, yet many real-world domains provide only a handful of observed sequences.
By Moulik Gupta (Birla AI Labs), Dhruv Kumar (Birla AI Labs, Birla Institute of Technology and Science, Pilani), Murari Mandal (Birla AI Labs, Kalinga Institute of Industrial Technology), Saurabh Deshpande (Birla AI Labs)
arXiv:2606. 12240v1 Announce Type: cross Abstract: Multivariate time-series data often exhibit complex temporal dependencies, irregular sampling, and heterogeneous dynamics across multiple time scales, making accurate sequence modeling particularly challenging.
By Shilong Zong, Almuatazbellah Boker, Hoda Eldardiry
arXiv:2606. 10592v1 Announce Type: new Abstract: Time series forecasting often suffers from over-smoothing, especially when future dynamics are multi-modal.
By Xingyu Zhang, Jingyao Wang, Xin Yu, Zeen Song, Jianqi Zhang, Changwen Zheng, Wenwen Qiang
arXiv:2606. 10466v1 Announce Type: cross Abstract: In time-series generation, existing approaches typically handcraft ortrain a separate model for each dataset, which hinders their scalability and fails to leverage shared temporal structures across domains.
By Du Yin, Hao Xue, Jinliang Deng, Yang Yang, Shuang Ao, Arian Prabowo, Flora Salim