arXiv:2606. 27863v1 Announce Type: cross Abstract: Demand forecasting at the bottom of a retail hierarchy requires predicting tens of thousands of correlated long-horizon series across products, stores, and regions.
By Janak M. Patel, Anirudh Deodhar, Dagnachew Birru
The paper introduces DST‑Net, a decomposed spatio‑temporal network that separately models trend and seasonal components of time series data. It employs a Latent Graph Block for the trend branch to capture global spatial dependencies and a Gaussian Multi‑scale Attention mechanism for the seasonal branch to focus on local temporal patterns while reducing attention distraction. Experiments on real‑world benchmarks show that this tailored approach improves forecasting performance.
By Yaohua Zha, Hai Wu, Shu-Tao Xia
arXiv:2607. 19404v1 Announce Type: cross Abstract: Multivariate time series encode structural patterns that unfold across multiple temporal scales, yet most forecasting backbones treat learned representations as transient byproducts of prediction, leaving the organizational geometry of these patterns underexploited.
By Xingsheng Chen, Deyu Yi, Siu-Ming Yiu
arXiv:2606. 28553v1 Announce Type: new Abstract: In many real-world applications, such as retail sales, energy usage, and supply chain planning, forecasting is performed across hierarchical structures.
By Ruchi Pakhle
arXiv:2608.20980v2 Announce Type: replace
Abstract: Graph neural networks (GNNs) are routinely employed for spatiotemporal forecasting, yet their performance across widely used benchmark datasets is...
By Kenneth Martin, Simon Heilig, Asja Fischer, Michel F. C. Haddad, Adam M. Sykulski, Moshe Eliasof
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