arXiv AI

Signed Dual Attention: Capturing Signed Dependencies in Time Series Forecasting

arXiv:2606. 04833v1 Announce Type: cross Abstract: Initially developed for natural language processing, Transformer architectures and attention mechanisms are now central to a wide range of deep learning models, including applications in time series forecasting.

Hugging Face Trending Papers
Aug 6

TS-RAG: Retrieval Augmented Generation for Time Series Forecasting

While deep learning models, particularly transformer-based architectures, have shown impressive performance in time series forecasting, the application of retrieval-augmented generation (RAG) in this domain remains limited. Since RAG has proven effective in enhancing the capabilities of large language models by incorporating relevant external information, retrieving similar time series sequences as references might also improve accuracy in time series forecasting tasks.

arXiv AI
Jul 1

Mantis: Lightweight Foundation Model for Time Series Classification

arXiv:2502. 15637v2 Announce Type: replace-cross Abstract: While foundation models have revolutionized various domains, their application to time series classification remains rather under-explored, with existing literature predominantly focused on forecasting.

By Vasilii Feofanov, Songkang Wen, Shifeng Xie, Simon Roschmann, Marius Alonso, Hongbo Guo, Romain Ilbert, Malik Tiomoko, Quentin Bouniot, Zeynep Akata, Lujia Pan, Jianfeng Zhang, Ievgen Redko
arXiv AI
Aug 11

Linearized 2-Simplicial Attention

arXiv:2608. 09307v1 Announce Type: new Abstract: We present a linearized form of 2-simplicial attention by rewriting the trilinear score as an inner product between a composite query and a key, so that the sum over one token axis takes the same form as ordinary softmax attention.

By Aritra Das, Dhruman Gupta, Debayan Gupta
arXiv Machine Learning
Jul 28

Foundation Models and Fine-Tuning: Toward a New Generation of Models for Time Series Forecasting

arXiv:2607. 23146v1 Announce Type: new Abstract: Inspired by recent breakthroughs in large language models for natural language processing, foundation models have emerged as a promising paradigm for zero-shot time series forecasting, enabling accurate predictions on datasets never seen during pre-training.

By Morad Laglil, Bertrand Pracca, Emilie Devijver, Eric Gaussier
arXiv Machine Learning
Jul 27

CARNet Cycle-Conditioned Core Aggregation and Redistribution for Multivariate Time Series Forecasting

arXiv:2607. 21681v1 Announce Type: new Abstract: Accurately modeling cross-variate dependencies remains a key challenge in multivariate time series forecasting, particularly in the presence of strong periodic patterns.

By Awsaf Tausif Adib, Md. Shahria Sarker Shuvo, Md. Estehaar Ahmed Emon, Mustafa Kamal, Fuad Rahman, Shafin Rahman, Nabeel Mohammed