arXiv:2606. 10678v1 Announce Type: new Abstract: Transformer-based models have emerged as leading paradigms in time-series forecasting in recent years, employing self-attention mechanisms to capture long-range dependencies.
By Amrijit Biswas, Mustafa Kamal, Robin Krambroeckers, M. M. Lutfe Elahi, Sifat Momen, Nabeel Mohammed, Shafin Rahman
arXiv:2602. 02288v3 Announce Type: replace Abstract: Current time-series forecasting models are primarily based on transformer-style neural networks.
By Zheng Li, Jerry Cheng, Huanying Gu
arXiv:2508. 05287v3 Announce Type: replace-cross Abstract: Existing time series foundation models (TSFMs), often based on transformer variants, lack adaptability to different sampling rates, struggle with generalization across varying context and target lengths, and are computationally inefficient.
By Lars Graf, Thomas Ortner, Stanis{\l}aw Wo\'zniak, Angeliki Pantazi
arXiv:2608. 04051v1 Announce Type: new Abstract: Real-world time series are often governed by recurring patterns, but their dominant periods may vary across datasets, forecasting settings, and individual input windows.
By Jung Min Choi, Vijaya Krishna yalavarthi, Lars Schmidt-Thieme
arXiv:2607. 01918v1 Announce Type: new Abstract: We present Zeus, a unified tuning-free Time Series Foundation Model (TSFM) that delivers superior performance across diverse analysis tasks without any task-specific fine-tuning.
By Yisong Fu, Zezhi Shao, Chengqing Yu, Yujie Li, Yongjun Xu, Xueqi Cheng, Fei Wang
arXiv:2602. 17634v2 Announce Type: replace-cross Abstract: Learning time series foundation models has been shown to be a promising approach for zero-shot time series forecasting across diverse time series domains.
By Xinghong Fu, Yanhong Li, Georgios Papaioannou, Yoon Kim