EXAONE Demand 1.0 is a time‑series foundation model specifically designed for demand forecasting. It is built on a large, demand‑focused corpus of 11.3 million series and 48.4 billion observations, supplemented by a synthetic generator to capture under‑represented demand behaviors. The model uses a demand‑aware adapter with low‑rank branches for four demand classes and a router that weighs each branch based on eight scale‑free statistics, achieving superior performance over 36 existing TSFMs on 22 held‑out datasets.
arXiv:2603. 15802v2 Announce Type: replace Abstract: In many time series forecasting settings, the target time series is accompanied by exogenous covariates, such as promotions and prices in retail demand; temperature in energy load; calendar and holiday indicators for traffic or sales; and grid load or fuel costs in electricity pricing.
arXiv:2606. 28670v1 Announce Type: cross Abstract: We introduce MACROCAST, a lightweight Time Series Foundation Model (TSFM) for real-time macroeconomic forecasting.
QUALS is a large‑scale time‑series corpus equilibrium framework designed to improve data efficiency for zero‑shot forecasting. It uses pattern quantization to decode heterogeneous patterns from mixed corpora and a learnability synchronization mechanism to calibrate sampling weights, bridging the optimization gap between simple and complex motifs. Benchmarks show that pre‑training on QUALS yields superior zero‑shot performance even with reduced training budgets.
arXiv:2606. 27282v1 Announce Type: new Abstract: Time-series forecasting research has been moving steadily toward larger architectures, from specialized transformers to general-purpose foundation models, on the assumption that capacity is what unlocks accuracy.
arXiv:2609.13840v1 Announce Type: new Abstract: A contract-logistics spare-parts operator is paid on order-level service: an order counts only if every requested line is fulfilled, yet forecasters ar...
Time-series forecasting research has been moving steadily toward larger architectures, from specialized transformers to general-purpose foundation models, on the assumption that capacity is what unlocks accuracy. We take the opposite position: most of the gap can be closed at far lower cost by tuning preprocessing rather than scaling models.
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.
arXiv:2606. 03184v1 Announce Type: cross Abstract: Financial forecasting is difficult due to low signal-to-noise ratios, latent factors, heavy tails, regime shifts, and jumps.
arXiv:2609.04239v2 Announce Type: replace Abstract: This technical report presents EXAONE Forecast for Finance (EXAONE Finance), a financial time series foundation model (TSFM) tailored to financial...
arXiv:2609.13956v1 Announce Type: new Abstract: In this report, we release Tabby, a long context probabilistic time series foundation model, together with a complete and open recipe of how it was bui...
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.
arXiv:2605. 30363v2 Announce Type: replace-cross Abstract: Regime shifts in financial markets reorganise the joint dynamics of asset prices and macro variables, breaking any single-regime calibration.