arXiv:2607. 08234v1 Announce Type: cross Abstract: Real-world time series exhibit complex dynamics characterized by multiple simultaneous temporal patterns: short-term fluctuations, periodic seasonal cycles, long-term trends, and irregular abrupt changes.
By Sumit Satishrao Shevtekar, Chandresh Kumar Maurya
arXiv:2508. 02753v5 Announce Type: replace-cross Abstract: Time Series Forecasting (TSF) faces persistent challenges in modeling intricate temporal dependencies across different scales.
By Haonan Yang, Jianchao Tang, Zhuo Li, Long Lan
arXiv:2606. 12240v1 Announce Type: cross Abstract: Multivariate time-series data often exhibit complex temporal dependencies, irregular sampling, and heterogeneous dynamics across multiple time scales, making accurate sequence modeling particularly challenging.
By Shilong Zong, Almuatazbellah Boker, Hoda Eldardiry
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:2509. 24122v3 Announce Type: replace Abstract: At the heart of time-series forecasting (TSF) lies a fundamental challenge: how can models efficiently and effectively capture long-range temporal dependencies across ever-growing sequences?
By Hongbo Liu, Jia Xu
arXiv:2501. 04339v2 Announce Type: replace-cross Abstract: We introduce the Deep Convolutional Interpreter for Time Series (DCIts), a deep-learning architecture for nonlinear multivariate time series that provides sample-specific, locally interpretable descriptions of the underlying interaction structure.
By Domjan Baric, Davor Horvatic