arXiv:2511. 09789v2 Announce Type: replace Abstract: Recent advances in deep forecasting models have achieved remarkable performance, yet most approaches still struggle to provide both accurate predictions and interpretable insights into temporal dynamics.
By Fulong Yao, Wanqing Zhao, Chao Zheng, Xiaofei Han
arXiv:2607. 00197v1 Announce Type: new Abstract: Long-horizon multivariate time series forecasting (LTSF) remains challenging due to non-stationarity, regime shifts, and error accumulation.
By Haroon Gharwi, Yue Dai, Kai Shu
arXiv:2508. 05287v3 Announce Type: replace-cross Abstract: Existing time series foundation models (TSFMs), often based on transformer variants, lack adaptability to different sampling rates, struggle with generalization across varying context and target lengths, and are computationally inefficient.
By Lars Graf, Thomas Ortner, Stanis{\l}aw Wo\'zniak, Angeliki Pantazi
arXiv:2602. 02288v3 Announce Type: replace Abstract: Current time-series forecasting models are primarily based on transformer-style neural networks.
By Zheng Li, Jerry Cheng, Huanying Gu
arXiv:2607. 28035v1 Announce Type: new Abstract: Irregular multivariate time series are widely encountered in applications such as healthcare monitoring, human activity recognition, and environmental sensing.
By Tianen Shen, Zhengyu Li, Yutong Li, Xiangfei Qiu, Xingjian Wu, Bin Yang, Jilin Hu
arXiv:2503. 24007v4 Announce Type: replace-cross Abstract: In time series forecasting, covariates represent external factors that influence target variables.
By Yosuke Yamaguchi, Issei Suemitsu, Wenpeng Wei