arXiv:2604. 15838v2 Announce Type: replace Abstract: Distribution shift severely degrades the performance of deep forecasting models.
By Zhaobo Hu, Vincent Gauthier, Mehdi Naima
arXiv:2606. 12077v1 Announce Type: new Abstract: Time-series clustering remains challenging due to the inherent trade-off between clustering effectiveness and computational efficiency.
By Yifan Wang, Lifeng Shen, Shuyin Xia, Yi Wang
arXiv:2605. 28166v3 Announce Type: replace-cross Abstract: Irregular Multivariate Time Series (IMTS) are common in practice, yet their irregular sampling complicates effective modeling.
By Junghoon Lim
arXiv:2608.20980v1 Announce Type: new
Abstract: Graph neural networks (GNNs) are routinely employed for short-range forecasting on multivariate time series with a spatial graph structure. Despite the...
By Kenneth Martin, Simon Heilig, Asja Fischer, Michel F. C. Haddad, Adam M. Sykulski, Moshe Eliasof
arXiv:2607. 04245v1 Announce Type: cross Abstract: Generative models have changed how machine learning represents complex data distributions, especially in language and vision, yet many real-world systems are observed instead as continuous, high-dimensional, and noisy sensor time series.
By Zitao Shuai, Zongzhe Xu, Yuntian Wu, Sirui Li, Tianhong Li, Yuzhe Yang
QUALS is a large‑scale time‑series corpus equilibrium framework designed to improve data efficiency for zero‑shot forecasting. It uses pattern quantization to decode heterogeneous patterns from mixed corpora and a learnability synchronization mechanism to calibrate sampling weights, bridging the optimization gap between simple and complex motifs. Benchmarks show that pre‑training on QUALS yields superior zero‑shot performance even with reduced training budgets.
By Yujie Li, Zezhi Shao, Chengqing Yu, Yisong Fu, Weijie Zhu, Yifan Du, Jilin Hu, Bin Yang, Yongjun Xu, Fei Wang