arXiv:2606. 10678v1 Announce Type: new Abstract: Transformer-based models have emerged as leading paradigms in time-series forecasting in recent years, employing self-attention mechanisms to capture long-range dependencies.
By Amrijit Biswas, Mustafa Kamal, Robin Krambroeckers, M. M. Lutfe Elahi, Sifat Momen, Nabeel Mohammed, Shafin Rahman
The paper introduces HART, a Hybrid Attention-RWKV Time-series Foundation Model that alternates attention and RWKV blocks to improve long-horizon forecasting. It identifies a problem in RWKV-7 called Placeholder Idling Decay, where repeated state transitions degrade historical information during non-autoregressive multi-step forecasting. Experiments on GIFT-Eval and TIME-Benchmark show that HART outperforms pure RWKV on medium and long horizons while matching short-horizon performance, and achieves comparable long-horizon MASE to a much larger Transformer with only 36 M parameters.
By Qingwen Lin, Boyan Xu, Shifeng Xie, Zhifeng Hao, Keli Zhang, Ruichu Cai
arXiv:2610.10323v1 Announce Type: new
Abstract: Short-horizon realized volatility forecasting requires the integration of market information that evolves at incompatible temporal resolutions, from se...
By Mihai Bogdan Deaconu, Ioan Daniel Pop
arXiv:2606. 08601v1 Announce Type: new Abstract: Large Language Models (LLMs) have recently demonstrated impressive potential for time series forecasting.
By Peiliang Gong, Emadeldeen Eldele, Chenyu Liu, Ziyu Jia, Yi Ding, Xinliang Zhou, Lianchao Gu, Qi Zhu, Yang Liu, Daoqiang Zhang, Xiaoli Li
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
The paper introduces a hybrid attention model that learns a unified time‑aware patch representation for irregular multivariate time series (IMTS) forecasting. It employs a time‑aware patch encoding to embed variable‑length intra‑patch timestamps, a time bias attention mechanism to adjust for temporal misalignment and asynchronous cross‑channel dependencies, and a hybrid causal mask on a decoder‑only Transformer to balance historical context with autoregressive forecasting. The authors also curate VersaTSA, a 30 B‑observation dataset preserving native sampling sparsity, and demonstrate state‑of‑the‑art zero‑shot performance on three IMTS benchmarks while remaining competitive on regular MTS tasks.
By Zhihao Lin, Li Lin, Qi Zhang, Kaiwen Xia, Shuai Wang, Jialin Qiao