The paper introduces TiMi, a framework that enhances time series transformers with a Multimodal Mixture-of-Experts (MMoE) module to incorporate multimodal data, especially textual information, into forecasting. TiMi leverages large language models to generate future inferences that guide predictions, eliminating the need for explicit representation alignment. Experiments show TiMi achieves state‑of‑the‑art performance on sixteen real‑world multimodal forecasting benchmarks, outperforming advanced baselines while maintaining adaptability and interpretability.
By Jiafeng Lin, Yuxuan Wang, Huakun Luo, Jianmin Wang, Zhongyi Pei
arXiv:2609.15087v1 Announce Type: cross
Abstract: Most time series forecasting benchmarks remain numerical-centric and provide limited support for evaluating contextual information that shapes real-w...
By Peng Chen, Zhihao Zhuang, Hongzhou Chen, Junhao Huang, Aiping Yang, Mengsen Wu, Yiding Liu, Xilin Dai, Zewei Dong
arXiv:2606. 16076v1 Announce Type: cross Abstract: Multivariate forecasting in physical systems requires models that predict coupled temporal variables while preserving meaningful state evolution.
By Weizhi Nie, Weichao Liu, Honglin Guo, Yuting Su
arXiv:2608. 20025v1 Announce Type: new Abstract: Probabilistic forecasting models are widely used for time series forecasting in domains such as energy systems, finance, medicine, and transportation.
By Alexander Marusov, Dmitry Anikin, Petr Sokerin, Vitaliy Pozdnyakov, Ilya Kuleshov, Alexey Zaytsev
arXiv:2607. 06973v1 Announce Type: new Abstract: We introduce a new context-enriched, multimodal time series forecasting benchmark, TimesX.
By Haoxin Liu, Yichen Zhou, Rajat Sen, B. Aditya Prakash, Abhimanyu Das
arXiv:2606. 07291v1 Announce Type: new Abstract: Multivariate time-series forecasting requires models to reason over temporal dynamics, cross-variable dependencies, and historical input-output correspondences.
By Tao Chen, Yexu Zhou, Zhi Gong, Hengwei He, Hongda Li, Zhewei Chen, Dongjing Wang, Xin Zhang, Decheng Liu, Chunlei Peng, Zheng Chen, Wenyue Ding
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: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
arXiv:2607. 19404v1 Announce Type: cross Abstract: Multivariate time series encode structural patterns that unfold across multiple temporal scales, yet most forecasting backbones treat learned representations as transient byproducts of prediction, leaving the organizational geometry of these patterns underexploited.
By Xingsheng Chen, Deyu Yi, Siu-Ming Yiu
arXiv:2503. 24007v4 Announce Type: replace-cross Abstract: In time series forecasting, covariates represent external factors that influence target variables.
By Yosuke Yamaguchi, Issei Suemitsu, Wenpeng Wei
arXiv:2510. 03244v2 Announce Type: replace-cross Abstract: Large time series foundation models often adopt channel-independent architectures to handle varying data dimensions, but this design ignores crucial cross-channel dependencies.
By Yanlong Wang, Hang Yu, Jian Xu, Fei Ma, Hongkang Zhang, Tongtong Feng, Zijian Zhang, Shao-Lun Huang, Danny Dongning Sun, Xiao-Ping Zhang
arXiv:2608. 11254v1 Announce Type: new Abstract: Accurate solar irradiance forecasting is essential for the reliable integration of photovoltaic power into modern electricity grids.
By Yann Fabel, Bijan Nouri, Milon Miah, Niklas Blum, Luis F. Zarzalejo, Julia Kowalski, Robert Pitz-Paal