arXiv:2609.37435v1 Announce Type: new
Abstract: Neural Koopman autoencoder models have been shown to successfully build a latent embedding with linear dynamics for arbitrary dynamical systems, enabli...
By Anthony Frion, Lucas Drumetz, Guillaume Tochon, Mauro Dalla Mura, Ali Can Bekar, Abdeldjalil A\"issa El Bey
arXiv:2605. 19805v2 Announce Type: replace-cross Abstract: Irregular multivariate time series impose a trade-off for long-horizon forecasting: discrete methods can distort temporal structure via re-gridding, while continuous-time models often require sequential solvers prone to drift.
By Zinuo You, Jin Zheng, John Cartlidge
The paper introduces prequential posteriors, a Bayesian approach that uses a predictive‑sequential loss function to update deep generative forecasting models (DGFMs) when new data arrive. By adopting a consistency notion suitable for model misspecification, the authors prove that both the loss minimizer and the posterior concentrate on parameters with optimal predictive performance. Scalable inference is achieved with parallelisable waste‑free sequential Monte Carlo samplers that employ preconditioned gradient kernels, and the method is validated on synthetic and real meteorological time‑series data.
By Shreya Sinha-Roy, Richard G. Everitt, Christian P. Robert, Ritabrata Dutta
arXiv:2608. 20025v1 Announce Type: new Abstract: Probabilistic forecasting models are widely used for time series forecasting in domains such as energy systems, finance, medicine, and transportation.
By Alexander Marusov, Dmitry Anikin, Petr Sokerin, Vitaliy Pozdnyakov, Ilya Kuleshov, Alexey Zaytsev
arXiv:2609.38058v1 Announce Type: cross
Abstract: Time Series Foundation Models (TSFMs) currently provide state-of-the-art results in forecasting tasks. They are available out-of-the-box and rely on...
By Chlo\'e Hashimoto-Cullen, Amaury Durand, Laurent Bozzi, Benjamin Guedj, Yannig Goude, Sylvain Le Corff
arXiv:2507. 23615v2 Announce Type: replace-cross Abstract: Data augmentation is becoming increasingly important across various areas of time series analysis, including forecasting, classification, and anomaly detection.
By Luis Roque, Vitor Cerqueira, Carlos Soares, Luis Torgo