Hugging Face Trending Papers

RMISC: A Large-scale Real-world Multivariate Corpus for Time Series Foundation Models

Read the original on Hugging Face Trending Papers →

Recent years have witnessed the emergence of multivariate modeling using time series foundation models (TSFMs), which achieve advanced zero-shot generalization. Modern multivariate TSFMs are predominantly pretrained on multivariate synthetic data, which is easier to scale but may fail to capture the complex temporal dynamics and cross-variable relationships present in real-world time series.

Summary generated by The Flow from the publisher's feed. The full article lives at Hugging Face Trending Papers.

arXiv Machine Learning
Jul 2

TiRex-2: Generalizing TiRex to Multivariate Data and Streaming

arXiv:2607. 01204v1 Announce Type: new Abstract: We introduce TiRex-2, a recurrent xLSTM-based time series foundation model that generalizes the univariate TiRex to multivariate forecasting with both past and future covariates.

By Patrick Podest, Marco Pichler, Elias B\"urger, Levente Z\'olyomi, Bernhard Voggenberger, Wilhelm Berghammer, Daniel Klotz, Sebastian B\"ock, G\"unter Klambauer, Sepp Hochreiter