arXiv:2609.23686v1 Announce Type: new
Abstract: Patch-based autoregressive time-series forecasting often ties input representation, learned transitions, and recursive execution to one patch length. W...
By Ziang Li, Yue Huang, Guoxu Zhou, Na Han, Jie Wen, Lunke Fei, Xiaozhao Fang
arXiv:2608. 09971v1 Announce Type: cross Abstract: Over the past few years, the rapid development of machine learning (ML) models for weather forecasting has produced deterministic models whose medium-range skill matches or exceeds that of the European Centre for Medium-Range Weather Forecasts (ECMWF)'s high-resolution forecast (HRES).
By Minjong Cheon
arXiv:2608. 00675v1 Announce Type: cross Abstract: Autoregressive models accumulate error over long rollouts, yet at deployment there is no ground truth to measure it against.
By Alexander Scheinker
arXiv:2608. 10433v2 Announce Type: replace Abstract: Temporal reports are increasingly emitted alongside numerical forecasts and are often interpreted as statements about the computation producing those forecasts.
By Qipeng Qian, Yuntao Qian
arXiv:2606. 28670v1 Announce Type: cross Abstract: We introduce MACROCAST, a lightweight Time Series Foundation Model (TSFM) for real-time macroeconomic forecasting.
By Andrea Carriero, Davide Pettenuzzo, Shubhranshu Shekhar
arXiv:2609.25541v1 Announce Type: new
Abstract: Tabular foundation models learn to predict cell values in context, whereas world-model self-supervision asks for prediction in representation space (Le...
By Mingyu Jeon, Suwan Cho, Jae Young Suh
arXiv:2607. 24662v1 Announce Type: new Abstract: Generative models of temporal graphs are trained on one stretch of an evolving network and deployed on the next, and they degrade badly in the gap.
By Tianpeng Li, Xuan Guo, Wenjun Wang, Wang Zhang, Pengfei Jiao
arXiv:2609.06008v1 Announce Type: cross
Abstract: We present Cadence, an error-bounded lossy compressor for numeric time series pairing a 330M-parameter time-series foundation model (Google TimesFM-3...
By Roberto Tacconelli
arXiv:2607. 05450v1 Announce Type: cross Abstract: This paper explores the "Granularity Paradox" in time-series forecasting, wherein finer temporal disaggregation (e.
By Hugo Moreira
arXiv:2608. 01740v1 Announce Type: new Abstract: Training-free feature forecasting accelerates diffusion sampling by predicting features at skipped denoising steps.
By Yanchao Li, Jiaqing Xie, Ben Gao, Wanhao Liu, Yanbo Wang, T. Y. Tsui, Jinfei Liu, Yuqiang Li, Tianfan Fu
arXiv:2608. 14903v1 Announce Type: new Abstract: Quantitative forecasts of frontier artificial intelligence often connect dated targets to trends in benchmark scores, training compute, release time, or expert belief.
By Fabricio F Costa
arXiv:2607. 14427v1 Announce Type: new Abstract: A depth-recurrent transformer applies a weight-tied core a variable number of times, and prior work has shown that training with a randomized recursion count yields one checkpoint usable across a range of inference depths.
By Joe Logan