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
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.
By Jaehoon Lee, Sunghyun Sim
arXiv:2606. 28553v1 Announce Type: new Abstract: In many real-world applications, such as retail sales, energy usage, and supply chain planning, forecasting is performed across hierarchical structures.
By Ruchi Pakhle
WorldTS is a new forecasting framework that models latent dynamics conditioned on multimodal covariates to improve time‑series prediction. It uses a two‑stage training process: first learning latent state dynamics from historical data and covariates, then training a decoder to map predicted latent states back to future observations. Experiments on 21 real‑world datasets demonstrate the effectiveness of this approach.
By Yuhan Zhu, Xiangfei Qiu, Hanyin Cheng, Wangmeng Shen, Chenjuan Guo, Bin Yang, Jilin Hu, Christian S. Jensen
arXiv:2604. 22328v2 Announce Type: replace-cross Abstract: Driven by the transition towards a climate-neutral energy system, accurate energy time series forecasting is critical for planning and operations.
By Marco Obermeier, Marco Pruckner, Florian Haselbeck, Andreas Zeiselmair
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
The paper presents an empirical benchmark of nine modern deep‑learning models for time‑series forecasting of smart‑meter energy consumption, evaluated on two publicly available datasets. It examines how historical input length, prediction horizon, and model architecture affect accuracy, finding that longer historical context improves performance up to a saturation point and that accuracy declines with longer horizons. The study also compares computational complexity, showing that lightweight architectures achieve similar performance to heavier models, and notes that model choice has limited impact across most demographic and household subgroups.
By Behnaz Kavoosighafi, Maria Eidenskog, Wiktoria Glad, Katerina Vrotsou
The paper presents an empirical benchmark of nine deep learning models for smart meter energy forecasting, evaluating them on two public datasets. It examines how historical input length, prediction horizon, and model architecture affect accuracy, finding that longer historical context improves performance up to a saturation point while accuracy declines with longer horizons. The study also compares computational cost, showing lightweight models achieve similar accuracy to heavier ones, and notes that model choice matters less across most population segments.
arXiv:2609.06656v1 Announce Type: cross
Abstract: Modern power systems are growing increasingly complex as they integrate diverse generation sources to meet rising demand, making accurate load foreca...
By Varsha Pendyala, Yiwei Fu, Weizhong Yan, Nurali Virani
SETTer is a transformer-based model designed for long‑term multivariate time‑series forecasting. It introduces decoupled self‑attention and hybrid masking to better handle high dimensionality and complex relationships, while adding explainable structures to highlight discriminative patterns. Experiments on real‑world benchmarks show that SETTer outperforms state‑of‑the‑art models in 88% of scenarios.
By Abraham Ezema, Chijioke Eze, Ferdinanda Ponci, Antonello Monti
arXiv:2606. 10678v1 Announce Type: new Abstract: Transformer-based models have emerged as leading paradigms in time-series forecasting in recent years, employing self-attention mechanisms to capture long-range dependencies.
By Amrijit Biswas, Mustafa Kamal, Robin Krambroeckers, M. M. Lutfe Elahi, Sifat Momen, Nabeel Mohammed, Shafin Rahman
SETTer is a transformer-based model designed for long‑term multivariate time‑series forecasting. It introduces decoupled self‑attention and hybrid masking to better capture short‑ and long‑term patterns across time and channel dimensions, while adding simple explainable structures to highlight discriminative patterns. Experiments on real‑world benchmarks show that a single‑layer SETTer outperforms state‑of‑the‑art models in 88% of scenarios.