arXiv:2506. 10630v3 Announce Type: replace-cross Abstract: To advance time series forecasting (TSF), various methods have been proposed to improve prediction accuracy, evolving from statistical techniques to data-driven deep learning architectures.
By Yitong Zhou, Yucong Luo, Mingyue Cheng, Qi Liu, Jiahao Wang, Daoyu Wang, Enhong Chen
arXiv:2604. 28076v2 Announce Type: replace-cross Abstract: Large Language Models (LLMs) have advanced Table Question Answering, where most queries can be answered by extracting information or simple aggregation.
By An-Yang Ji, Jun-Peng Jiang, De-Chuan Zhan, Han-Jia Ye
arXiv:2606. 02497v1 Announce Type: new Abstract: Time series forecasting has advanced rapidly, especially with the emergence of foundation models that show strong zero-shot performance on numerical extrapolation.
By Yuhua Liao, Zetian Wang, Qiangqiang Nie, Zhenhua Zhang
arXiv:2608. 03031v1 Announce Type: new Abstract: Time series forecasting is fundamental to decision-making in complex systems, where future dynamics are influenced not only by historical observations but also by evolving contextual features.
By Xiaoyu Tao, Mingyue Cheng, Bokai Pan, Chuang Jiang, Huanjian Zhang, Tian Gao, Yaguo Liu, Qi Liu, Enhong Chen
arXiv:2606. 15107v1 Announce Type: new Abstract: Time series data in real-world deployments is overwhelmingly irregular.
By Sanhorn Chen, Xiaoyang Chen, Boyu Liu, Roy Zhao
arXiv:2607. 25554v1 Announce Type: new Abstract: Future event prediction carries broad social impact yet remains challenging.
By Wanxu Cai, Zhengyu Chen, Huaisheng Zhu, Wei Wang, Jingang Wang, Qiang Xu
arXiv:2606. 01498v1 Announce Type: cross Abstract: Time series data inform critical decisions across many real-world domains.
By Yaxuan Kong, Qingren Yao, Yuqi Nie, Yichen Li, Yilei Shao, Stefan Zohren, Anna Vettoruzzo, Joaquin Vanschoren, Ming Jin, Qingsong Wen
arXiv:2606. 27199v1 Announce Type: cross Abstract: Successful forecasting involves identifying patterns between historical and future states of the world which generalize to future observations.
By Humzah Merchant, Bradford Levy
arXiv:2602. 23161v4 Announce Type: replace Abstract: Time series reasoning demands both the perception of complex dynamics and logical depth.
By Junkai Lu, Peng Chen, Xingjian Wu, Yang Shu, Chenjuan Guo, Christian S. Jensen, Bin Yang
arXiv:2606. 05404v1 Announce Type: cross Abstract: Time series are often embedded in rich contexts that are essential for holistic modeling.
By Zihao Li, Kaifeng Jin, Yuanchen Bei, Jiaru Zou, Avaneesh Kumar, Xuying Ning, Yanjun Zhao, Mengting Ai, Baoyu Jing, Hanghang Tong, Jingrui He
arXiv:2608. 15291v1 Announce Type: new Abstract: Demand forecasting increasingly requires combining two complementary sources of information: historical sales reveal recurring numerical dynamics, while future promotions, holidays, price changes, and platform interventions provide forward-looking knowledge.
By Ziyue Yang, Chaolin Xu, Yijing Wang, Tiankai Gu, Hui Yang, Yanhong Lin, Kaiyuan Liu, Fei Xiao
arXiv:2606. 06462v1 Announce Type: new Abstract: Benchmarks are fundamental for evaluating and advancing LLMs and MLLMs by providing standardized and explicit measures of performance.
By Shiyun Xiong, Dongming Wu, Peiwen Sun, Yuang Ai, Bokang Yang, Wencheng Han, Xiao-Hui Li, Xiangyu Yue