arXiv:2606. 19412v1 Announce Type: new Abstract: Time series forecasting leverages historical patterns to predict future values, but traditional methods face challenges when dealing with complex, non-stationary patterns that are difficult to memorize during training.
By Huu Hiep Nguyen, Minh Hoang Nguyen, Dung Nguyen, Hung Le
arXiv:2606. 04135v1 Announce Type: new Abstract: Time series forecasting relies on historical patterns, but real-world series often exhibit non-stationarity and regime shifts that challenge fully parametric forecasters.
By Shiqiao Zhou, Holger Sch\"oner, Zipeng Wu, Edouard Fouch\'e, IAG Wilson, Shuo Wang
arXiv:2608. 14054v1 Announce Type: new Abstract: Time series forecasting with pretrained foundation models has demonstrated strong zero-shot capabilities.
By Juan Pablo Villa Serna, Rohan Asthana, Vasileios Belagiannis
arXiv:2606. 14941v1 Announce Type: new Abstract: Time series forecasting models often benefit from historical patterns.
By Shiqiao Zhou, Zipeng Wu, Holger Sch\"oner, Edouard Fouch\'e, IAG Wilson, Shuo Wang
arXiv:2604. 05543v2 Announce Type: replace Abstract: Multivariate time series forecasting often struggles to capture long-range dependencies due to fixed lookback windows.
By Junhyeok Kang, Jun Seo, Soyeon Park, Sangjun Han, Seohui Bae, Hyeokjun Choe, Soonyoung Lee
arXiv:2608. 06748v1 Announce Type: cross Abstract: Probabilistic long-term time-series forecasting commonly relies on trained models.
By Yang Zhang, Rui Su