arXiv:2510. 05589v3 Announce Type: replace-cross Abstract: Effective time series forecasting enables various real-world applications, benefiting from the proliferation of mobile devices.
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.
The paper introduces a hybrid attention model that learns a unified time‑aware patch representation for irregular multivariate time series (IMTS) forecasting. It employs a time‑aware patch encoding to embed variable‑length intra‑patch timestamps, a time bias attention mechanism to adjust for temporal misalignment and asynchronous cross‑channel dependencies, and a hybrid causal mask on a decoder‑only Transformer to balance historical context with autoregressive forecasting. The authors also curate VersaTSA, a 30 B‑observation dataset preserving native sampling sparsity, and demonstrate state‑of‑the‑art zero‑shot performance on three IMTS benchmarks while remaining competitive on regular MTS tasks.
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.
arXiv:2601. 16632v4 Announce Type: replace-cross Abstract: Time series forecasting has witnessed significant progress with deep learning.
The paper introduces Chameleon, a channel‑dependent state space model for multivariate time series forecasting that allows data‑dependent, fine‑grained interactions across variables while maintaining linear scaling with the number of variables. By integrating selective state space models with a Kalman filter and adapting GatedDeltaNet as the backbone, Chameleon improves generalization and achieves lower MSE and MAE on strongly dependent ODE and PEMS datasets compared to both channel‑independent and prior channel‑dependent methods. Across 28 benchmark settings, it outperforms baselines in the majority of cases and demonstrates competitive training‑time and memory efficiency on Traffic and ETT datasets.
arXiv:2607. 28124v1 Announce Type: new Abstract: As forecasts increasingly drive decisions in fields such as energy, transportation, and healthcare, understanding the historical data behind these predictions has become as crucial as the predictions themselves.
arXiv:2606. 01289v1 Announce Type: new Abstract: Zero-shot time series forecasting aims to predict future values for previously unseen series, requiring models to generalize temporal dynamics beyond the training distribution.
AdaRDiff is a new adaptive reversible differencing technique for time‑series forecasting that learns weighted differencing to remove trend and seasonality, stabilizes residuals for forecasting, and then reconstructs the forecast autoregressively. The method offers a closed‑form convolutional implementation that can be GPU‑parallelized, achieving up to 33.7× speedup over naive recurrence. Experiments on eight diverse benchmarks show state‑of‑the‑art accuracy and significant performance gains when integrated into various backbone models, from linear models to Transformers.
arXiv:2410. 07299v3 Announce Type: replace-cross Abstract: We introduce OTIS, an open time series encoder that yields high-quality time series features for downstream deployment on any system, including resource-constrained wearables and industrial sensors.
arXiv:2506.12809v2 Announce Type: replace Abstract: The long horizon forecasting (LHF) problem has come up in the time series literature for over the last 35 years or so. This review covers aspects o...
arXiv:2601.20845v2 Announce Type: replace Abstract: Time series forecasting is a fundamental problem with applications in climate, energy, healthcare, and finance. Many existing approaches require do...
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.