arXiv:2607. 22565v1 Announce Type: new Abstract: With the widespread deployment of edge-side AI inference, edge platforms are increasingly required to support latency-sensitive, highly concurrent, and reliability-critical applications.
By Qingzhong Li, Hui Ma, Yajun Zhang, Qingchang Ma, Zhou Long
arXiv:2508. 02753v5 Announce Type: replace-cross Abstract: Time Series Forecasting (TSF) faces persistent challenges in modeling intricate temporal dependencies across different scales.
By Haonan Yang, Jianchao Tang, Zhuo Li, Long Lan
arXiv:2607. 19404v1 Announce Type: cross Abstract: Multivariate time series encode structural patterns that unfold across multiple temporal scales, yet most forecasting backbones treat learned representations as transient byproducts of prediction, leaving the organizational geometry of these patterns underexploited.
By Xingsheng Chen, Deyu Yi, Siu-Ming Yiu
arXiv:2606. 03121v1 Announce Type: new Abstract: Multivariate time series forecasting plays a critical role in real-world applications, including weather prediction, stock analysis, and health monitoring.
By Zhe Li, Jindong Tian, Hao Miao, Zhi Lei, Chenjuan Guo, Bin Yang
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:2501. 04339v2 Announce Type: replace-cross Abstract: We introduce the Deep Convolutional Interpreter for Time Series (DCIts), a deep-learning architecture for nonlinear multivariate time series that provides sample-specific, locally interpretable descriptions of the underlying interaction structure.
By Domjan Baric, Davor Horvatic