arXiv:2608. 04051v1 Announce Type: new Abstract: Real-world time series are often governed by recurring patterns, but their dominant periods may vary across datasets, forecasting settings, and individual input windows.
By Jung Min Choi, Vijaya Krishna yalavarthi, Lars Schmidt-Thieme
arXiv:2606. 03121v1 Announce Type: new Abstract: Multivariate time series forecasting plays a critical role in real-world applications, including weather prediction, stock analysis, and health monitoring.
By Zhe Li, Jindong Tian, Hao Miao, Zhi Lei, Chenjuan Guo, Bin Yang
arXiv:2602. 16220v2 Announce Type: replace Abstract: Modeling multiscale patterns is crucial for long-term time series forecasting (TSF).
By Xu Zhang, Qitong Wang, Peng Wang, Wei Wang
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:2607. 16882v1 Announce Type: new Abstract: Time series forecasting (TSF) is vital to many applications, yet existing models often struggle to capture the heterogeneous long-range global patterns and short-range local variations in multivariate time series.
By Wenqiang Ma, Chen Cheng, Xue Cheng, Jiarui Ye
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