The paper introduces a hybrid attention model that learns a unified time‑aware patch representation for irregular multivariate time series (IMTS) forecasting. It employs a time‑aware patch encoding to embed variable‑length intra‑patch timestamps, a time bias attention mechanism to adjust for temporal misalignment and asynchronous cross‑channel dependencies, and a hybrid causal mask on a decoder‑only Transformer to balance historical context with autoregressive forecasting. The authors also curate VersaTSA, a 30 B‑observation dataset preserving native sampling sparsity, and demonstrate state‑of‑the‑art zero‑shot performance on three IMTS benchmarks while remaining competitive on regular MTS tasks.
By Zhihao Lin, Li Lin, Qi Zhang, Kaiwen Xia, Shuai Wang, Jialin Qiao
SACQ introduces a structured prediction head for long‑horizon time‑series forecasting that replaces the traditional flatten readout. It uses a two‑stage decoding process: a coarse patch‑grid scaffold is first generated, then each future position is refined via cross‑attention over historical memory, with a learned gate merging the corrections. A batch‑adaptive scaled log‑cosh loss further stabilizes training under long horizons and noisy labels, leading to superior MSE/MAE performance across multiple backbones with minimal overhead.
By Guo Cheng, Zhengzhuo Xu, Chenchen Jing, Jingyi Hou
arXiv:2610.03494v1 Announce Type: new
Abstract: Long-term forecasting models commonly process all patches in a look-back window using the same fixed stack. Older contextual patches and recent evidenc...
By Jung Min Choi, Ngoc Son Le, Ibram Abdelmalak, Vijaya Krishna Yalavarthi, Lars Schmidt-Thieme
arXiv:2405. 16440v2 Announce Type: replace-cross Abstract: In recent years, Transformers have become the de-facto architecture for long-term time series forecasting (LTSF), yet they face challenges associated with the self-attention mechanism, including quadratic complexity and permutation-invariant bias.
By Xiuding Cai, Xueyao Wang, Yaoyao Zhu, Yu Yao
arXiv:2609.06006v1 Announce Type: cross
Abstract: Deep learning for time series has progressed through successive architectural paradigms, from recurrent networks and transformers to structured state...
By Minh Hoang Nguyen, Huu Hiep Nguyen, Manh Nguyen, Van Dai Do, Dung Nguyen, Hung Le
Dual-Context Analog Retrieval for Time Series Forecasting (DuoTS) introduces a two-stage forecasting approach that first generates a base forecast and then refines it patch by patch. Each refinement step fuses a current context, which focuses on recent tokens, with a detail context that incorporates retrieved analogs and their subsequent trajectories. Experiments on real-world datasets demonstrate that DuoTS achieves state‑of‑the‑art performance, and ablation studies confirm the importance of both contexts and the refinement mechanism.
By Jung Min Choi, Ngoc Son Le, Ibram Abdelmalak, Vijaya Krishna Yalavarthi, Lars Schmidt-Thieme