arXiv:2607. 01204v1 Announce Type: new Abstract: We introduce TiRex-2, a recurrent xLSTM-based time series foundation model that generalizes the univariate TiRex to multivariate forecasting with both past and future covariates.
By Patrick Podest, Marco Pichler, Elias B\"urger, Levente Z\'olyomi, Bernhard Voggenberger, Wilhelm Berghammer, Daniel Klotz, Sebastian B\"ock, G\"unter Klambauer, Sepp Hochreiter
arXiv:2503. 24007v4 Announce Type: replace-cross Abstract: In time series forecasting, covariates represent external factors that influence target variables.
By Yosuke Yamaguchi, Issei Suemitsu, Wenpeng Wei
arXiv:2508. 07195v2 Announce Type: replace-cross Abstract: Recent advances have demonstrated that Large Language Models (LLMs) can be effectively adapted for time series forecasting, revealing strong potential beyond natural language tasks.
By Yanru Sun, Emadeldeen Eldele, Zongxia Xie, Yucheng Wang, Wenzhe Niu, Qinghua Hu, Chee Keong Kwoh, Min Wu
arXiv:2606. 08262v1 Announce Type: new Abstract: Recent advances in Large Language Models (LLMs) have opened new possibilities for time series forecasting by enabling alignment between temporal patterns and pretrained word embeddings.
By Kexuan Zhang, Xiaobei Zou, Cesare Alippi, Gary G. Yen, Yang Tang
arXiv:2606. 05264v1 Announce Type: new Abstract: Training robust multivariate time series forecasting models requires large, diverse corpora, yet many real-world domains provide only a handful of observed sequences.
By Moulik Gupta (Birla AI Labs), Dhruv Kumar (Birla AI Labs, Birla Institute of Technology and Science, Pilani), Murari Mandal (Birla AI Labs, Kalinga Institute of Industrial Technology), Saurabh Deshpande (Birla AI Labs)
arXiv:2607. 06504v1 Announce Type: new Abstract: Recent years have witnessed the emergence of multivariate modeling using time series foundation models (TSFMs), which achieve advanced zero-shot generalization.
By Qian Sun, Yong-Ming Tian, Jia-Wei Huang, Cheng Feng, Shao-Qun Zhang