arXiv:2509. 24122v3 Announce Type: replace Abstract: At the heart of time-series forecasting (TSF) lies a fundamental challenge: how can models efficiently and effectively capture long-range temporal dependencies across ever-growing sequences?
By Hongbo Liu, Jia Xu
arXiv:2606. 24969v1 Announce Type: new Abstract: While the quadratic sequence-length bottleneck of transformers has fueled a resurgence in recurrent models, effectively capturing complex dynamics requires architectures that balance efficient training with highly expressive latent states.
By Klaus Schertler, Xiomara Runge, Andrea Ceni, David Kappel, Claudio Gallicchio
arXiv:2508. 21172v3 Announce Type: replace-cross Abstract: Echo State Networks (ESNs) are a particular type of untrained Recurrent Neural Networks (RNNs) within the Reservoir Computing (RC) framework, popular for their fast and efficient learning.
By Matteo Pinna, Andrea Ceni, Claudio Gallicchio
arXiv:2608. 04028v1 Announce Type: cross Abstract: Echo-state networks enable efficient temporal learning by fixing the recurrent dynamics and training only a linear readout.
By Jyotiranjan Beuria, Amit Shukla
arXiv:2509. 06697v3 Announce Type: replace-cross Abstract: Exchange rate forecasting remains a challenging problem, particularly for emerging economies, where the observed time series exhibit pronounced long-memory dependence, nonlinear dynamics, and sensitivity to macro-financial drivers.
By Donia Besher, Madhurima Panja, Shovon Sengupta, Tanujit Chakraborty
arXiv:2504. 17503v2 Announce Type: replace Abstract: We study how the degree of nonlinearity in the input data affects the optimal design of reservoir computers, focusing on how closely the model's nonlinearity should align with that of the data.
By Davide Prosperino, Haochun Ma, Christoph R\"ath
arXiv:2607. 24420v1 Announce Type: cross Abstract: Reservoir computing has emerged as an efficient machine learning framework for predicting time series generated by dynamical systems.
By Arthur S Powanwe
arXiv:2607. 00197v1 Announce Type: new Abstract: Long-horizon multivariate time series forecasting (LTSF) remains challenging due to non-stationarity, regime shifts, and error accumulation.
By Haroon Gharwi, Yue Dai, Kai Shu
arXiv:2511. 20577v5 Announce Type: replace Abstract: Real-world time series often exhibit strong non-stationarity, complex nonlinear dynamics, and behavior expressed across multiple temporal scales, from rapid local fluctuations to slow-evolving long-range trends.
By Sumit S Shevtekar, Chandresh K Maurya
arXiv:2605. 05540v2 Announce Type: replace Abstract: Fast surrogate modeling for high-dimensional physical dynamics requires more than low short-term error: useful models must roll out efficiently while preserving the statistical structure of long trajectories.
By Tianyue Yang, Xiao Xue
arXiv:2607. 11177v1 Announce Type: new Abstract: In this paper, we propose deep learning based NeuroMem-FHP framework for estimating the parameters of the fractional Hawkes process (FHP), a self-exciting point process that captures long-range dependence through a fractional Mittag-Leffler excitation kernel.
By Neha Gupta, Aditya Maheshwari
arXiv:2607. 28035v1 Announce Type: new Abstract: Irregular multivariate time series are widely encountered in applications such as healthcare monitoring, human activity recognition, and environmental sensing.
By Tianen Shen, Zhengyu Li, Yutong Li, Xiangfei Qiu, Xingjian Wu, Bin Yang, Jilin Hu