arXiv AI By Subina Khanal, Seshu Tirupathi, Merim Dzaferagic, Marco Ruffini, Torben Bach Pedersen

msData: A Millisecond-Resolution Network Dataset for Advancing Time Series Foundation Models

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arXiv Machine Learning
Sep 29

Aurora-X: Built for Extreme Time Series Forecasting

Aurora‑X is a billion‑parameter time‑series foundation model designed for extreme forecasting tasks. It employs a progressive curriculum that starts with channel‑independent pretraining, then adds cross‑variable dependencies, variable context and horizon lengths, and optional future covariates during mid‑training. A variable‑resolution post‑training stage allows adjustable temporal spans per token at inference, while a pattern‑guided mixture‑of‑experts expands capacity through sparse activation and expert specialization. An implicit quantile network head predicts arbitrary quantiles, enhancing probabilistic forecasting flexibility. Experiments on GIFT‑Eval, TIME, FEV‑Bench, TFB, and DAG‑Bench show state‑of‑the‑art performance against both pretrained TSFMs and task‑specific supervised models.

By Xingjian Wu, Chenjuan Guo, Xiangfei Qiu, Zhigang Hu, Hanyin Cheng, Peng Chen, Yang Shu, Jilin Hu, Bin Yang
arXiv AI
5d ago

The Future Is Finer: Multivariate Time Series Super-Resolution Forecasting

The paper introduces Multivariate Time Series Super-Resolution Forecasting (MTS‑SRF), a method that predicts fine‑grained future values from coarse historical data. It proposes the TimeMagnifier framework, which includes Fourier Anchor to handle data sparsity, De‑noise Only to refine predictions along the resolution axis, and banded DTW Alignment to correct cross‑resolution misalignment. On a new benchmark of ten datasets across five domains, TimeMagnifier outperforms 15 baselines, reducing mean‑squared error by an average of 12.3% and improving existing forecasters by 5.1% to 9.0% when its components are used as plug‑ins.

By Shuhao Li, Weidong Yang, Yue Cui, Fan Zhang, Lu Qin
arXiv Machine Learning
Aug 20

An Empirical Benchmark of Deep Time-Series Models for Smart Meter Energy Forecasting

The paper presents an empirical benchmark of nine modern deep‑learning models for time‑series forecasting of smart‑meter energy consumption, evaluated on two publicly available datasets. It examines how historical input length, prediction horizon, and model architecture affect accuracy, finding that longer historical context improves performance up to a saturation point and that accuracy declines with longer horizons. The study also compares computational complexity, showing that lightweight architectures achieve similar performance to heavier models, and notes that model choice has limited impact across most demographic and household subgroups.

By Behnaz Kavoosighafi, Maria Eidenskog, Wiktoria Glad, Katerina Vrotsou
Hugging Face Trending Papers
Aug 19

An Empirical Benchmark of Deep Time-Series Models for Smart Meter Energy Forecasting

The paper presents an empirical benchmark of nine deep learning models for smart meter energy forecasting, evaluating them on two public datasets. It examines how historical input length, prediction horizon, and model architecture affect accuracy, finding that longer historical context improves performance up to a saturation point while accuracy declines with longer horizons. The study also compares computational cost, showing lightweight models achieve similar accuracy to heavier ones, and notes that model choice matters less across most population segments.