arXiv Machine Learning

TS-ICL: A Flexible Time-Indexed Foundation Model for Time Series via In-Context Learning

arXiv:2606. 05878v1 Announce Type: new Abstract: Foundation models mark a profound paradigm shift in time series modeling, with task-specific models being superseded by general-purpose zero-shot models.

arXiv Machine Learning
Jul 8

Temporal Variational Implicit Neural Representations

arXiv:2506. 01544v2 Announce Type: replace Abstract: We introduce Temporal Variational Implicit Neural Representations (TV-INRs), a probabilistic framework for modeling irregular multivariate time series that enables efficient and accurate individualized imputation and forecasting.

By Batuhan Koyuncu, Rachael DeVries, Ole Winther, Isabel Valera
arXiv Machine Learning
Sep 22

A Hybrid Attention Model Learning Unified Time-aware Patch Representation for Irregular Multivariate Time Series Forecasting

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.

By Zhihao Lin, Li Lin, Qi Zhang, Kaiwen Xia, Shuai Wang, Jialin Qiao
arXiv Machine Learning
Jun 8

Trio: Learning Time-Series Forecasting with Temporal-Spatial-Sample Attention and Structural Causal Priors

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 AI
Aug 20

Discretizing Continuous Time Series for Imputation with Masked Diffusion Training

The paper introduces the Masked Diffusion Time-series Imputation Model (MDTIM), which uses a masked diffusion training paradigm to directly predict original values for time series imputation. It separates missing and observed data via a MASK token and employs Stochastic Discretization to convert continuous values into ordinal-aware tokens, preserving temporal dynamics. Experiments on multiple benchmarks show that MDTIM outperforms existing deterministic and generative baselines in robustness and scalability across various missing data scenarios.

By Dongbin Kim, Seungyun Lee, Geonwoo Shin, Jaewook Lee