arXiv:2607. 02632v1 Announce Type: cross Abstract: Time-series forecasting supports decisions in finance, en-ergy, transportation, public health, and industrial monitoring.
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arXiv:2607. 12730v1 Announce Type: cross Abstract: Smart-building load forecasters are often trained offline on dense, multivariate, high-frequency data, but deployment may provide only hourly, feature-limited inputs.
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.
The paper introduces Chameleon, a channel‑dependent state space model for multivariate time series forecasting that allows data‑dependent, fine‑grained interactions across variables while maintaining linear scaling with the number of variables. By integrating selective state space models with a Kalman filter and adapting GatedDeltaNet as the backbone, Chameleon improves generalization and achieves lower MSE and MAE on strongly dependent ODE and PEMS datasets compared to both channel‑independent and prior channel‑dependent methods. Across 28 benchmark settings, it outperforms baselines in the majority of cases and demonstrates competitive training‑time and memory efficiency on Traffic and ETT datasets.
arXiv:2507. 14194v3 Announce Type: replace-cross Abstract: This paper presents an integrative prognostic framework that combines Spatiotemporal Permutation Entropy (STPE), Boosted Enhanced Quantile Regression Neural Networks (B-EQRNNs), Gated Temporal Attention, a Spiking Neural Network (SNN) refinement stage, and a Temporal Fusion Transformer (TFT) classifier.
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.
arXiv:2606. 07031v1 Announce Type: new Abstract: Self-supervised learning (SSL) for time-series representation learning is dominated by two paradigms: contrastive methods, which face challenges in constructing positive or negative pairs, and masking-based methods, which disrupt the temporal continuity of time-series signals.