arXiv:2603.19198v3 Announce Type: replace
Abstract: We introduce the exponentially weighted signature (EWS), a continuous-time model that computes iterated integrals of a path, where each increment i...
By Alexandre Bloch, Benjamin Walker, Jo\"el Mouterde, Sam Morley, Samuel N. Cohen, Terry Lyons
arXiv:2605. 27406v2 Announce Type: replace Abstract: Structured state space models (SSMs) have recently emerged as a promising foundation for sequence modeling, with Mamba-based architectures demonstrating strong performance through input-dependent state transitions, albeit at considerable complexity.
By Hassan Saadatmand, Geoffrey I. Webb, Hamid Rezatofighi, Mahsa Salehi
arXiv:2505. 11602v3 Announce Type: replace Abstract: Selective State-Space Models (SSMs) such as Mamba have become central to long-sequence modeling.
By Nikola Zubi\'c, Davide Scaramuzza
EvoBench is a diagnostic benchmark framework designed to reveal where and when machine‑learning models for environmental variables fail, rather than relying on a single average accuracy score. It tracks model performance over time and across spatial extrapolation, highlighting issues such as non‑stationarity, poor performance at unmonitored sites, and under‑prediction of rare events like floods. In a case study on daily streamflow prediction across 9,000 U.S. basins, EvoBench shows that no model dominates all scenarios and that targeted fixes can mitigate identified weaknesses.
By Yiming Sun, Yuan Zhang, Qi Cheng, Yingda Fan, Runlong Yu, Yiqun Xie, Xiaowei Jia
The paper introduces Chameleon, a channel‑dependent state space model for multivariate time series forecasting that allows data‑dependent, fine‑grained interactions across variables while maintaining linear scaling with the number of variables. By integrating selective state space models with a Kalman filter and adapting GatedDeltaNet as the backbone, Chameleon improves generalization and achieves lower MSE and MAE on strongly dependent ODE and PEMS datasets compared to both channel‑independent and prior channel‑dependent methods. Across 28 benchmark settings, it outperforms baselines in the majority of cases and demonstrates competitive training‑time and memory efficiency on Traffic and ETT datasets.
By Yu-Cheng Wu, Fan-Keng Sun, Li-Chun Lu, Duane S. Boning
arXiv:2405. 16440v2 Announce Type: replace-cross Abstract: In recent years, Transformers have become the de-facto architecture for long-term time series forecasting (LTSF), yet they face challenges associated with the self-attention mechanism, including quadratic complexity and permutation-invariant bias.
By Xiuding Cai, Xueyao Wang, Yaoyao Zhu, Yu Yao