Rethinking Multimodal Time-Series Forecasting Evaluation
arXiv:2607. 06973v1 Announce Type: new Abstract: We introduce a new context-enriched, multimodal time series forecasting benchmark, TimesX.
arXiv:2607. 06973v1 Announce Type: new Abstract: We introduce a new context-enriched, multimodal time series forecasting benchmark, TimesX.
arXiv:2609.15087v1 Announce Type: cross Abstract: Most time series forecasting benchmarks remain numerical-centric and provide limited support for evaluating contextual information that shapes real-w...
arXiv:2609.24156v1 Announce Type: cross Abstract: Most existing time series forecasting methods rely solely on numerical observations, overlooking rich contextual information from auxiliary texts. Re...
arXiv:2603. 12451v4 Announce Type: replace Abstract: Context-aided forecasting (CAF) holds promise for integrating domain knowledge and forward-looking information, enabling AI systems to surpass traditional statistical methods.
arXiv:2602. 12147v4 Announce Type: replace Abstract: Time series foundation models (TSFMs) are revolutionizing the forecasting landscape from specific dataset modeling to generalizable task evaluation.
The paper introduces TiMi, a framework that enhances time series transformers with a Multimodal Mixture-of-Experts (MMoE) module to incorporate multimodal data, especially textual information, into forecasting. TiMi leverages large language models to generate future inferences that guide predictions, eliminating the need for explicit representation alignment. Experiments show TiMi achieves state‑of‑the‑art performance on sixteen real‑world multimodal forecasting benchmarks, outperforming advanced baselines while maintaining adaptability and interpretability.
The paper investigates whether multimodal time‑series forecasting models actually use the semantic content of accompanying text. By systematically perturbing the text—replacing it with empty, constant, shuffled, or cross‑domain sentences—the authors find that mean squared error changes by less than 0.5 % across several architectures, indicating that text does not drive performance gains. They also show that removing a co‑shipped numeric column restores the reported improvements, suggesting that the models rely on other signals rather than textual semantics.
arXiv:2606. 06285v1 Announce Type: new Abstract: Time series foundation models (TS-FMs) aim to learn generalizable temporal representations that can be adapted to a wide range of downstream tasks.
arXiv:2603. 15506v2 Announce Type: replace-cross Abstract: We argue that the current practice of evaluating AI/ML time-series forecasting models, predominantly on benchmarks characterized by strong, persistent periodicities and seasonalities, obscures real progress by overlooking the performance of efficient classical methods.
arXiv:2603. 22372v2 Announce Type: replace-cross Abstract: Recent advances in multimodal learning have motivated the integration of auxiliary modalities such as text or vision into time series (TS) forecasting.
arXiv:2609.38523v1 Announce Type: cross Abstract: Financial forecasting from earnings conference calls requires models to reason over complex corporate disclosures, market expectations, and subtle co...
arXiv:2505.17613v2 Announce Type: replace Abstract: Automatically evaluating multimodal generation presents a significant challenge, as automated metrics often struggle to align with human evaluation...