arXiv:2606. 10798v1 Announce Type: new Abstract: Pretrained time series foundation models (TSFMs) have enabled zero-shot forecasting on unseen target series.
By Yosuke Yamaguchi, Issei Suemitsu, Yuki Kajihara, Wenpeng Wei
arXiv:2605. 27286v2 Announce Type: replace-cross Abstract: Time series foundation models (TSFMs) are transforming the forecasting paradigm through large-scale cross-domain pretraining.
By Yiding Liu, Yifan Hu, Hongjie Xia, Peiyuan Liu, Hongzhou Chen, Xilin Dai, Zewei Dong, Jiang-Ming Yang
arXiv:2503. 24007v4 Announce Type: replace-cross Abstract: In time series forecasting, covariates represent external factors that influence target variables.
By Yosuke Yamaguchi, Issei Suemitsu, Wenpeng Wei
arXiv:2607. 06504v1 Announce Type: new Abstract: Recent years have witnessed the emergence of multivariate modeling using time series foundation models (TSFMs), which achieve advanced zero-shot generalization.
By Qian Sun, Yong-Ming Tian, Jia-Wei Huang, Cheng Feng, Shao-Qun Zhang
arXiv:2606. 05264v1 Announce Type: new Abstract: Training robust multivariate time series forecasting models requires large, diverse corpora, yet many real-world domains provide only a handful of observed sequences.
By Moulik Gupta (Birla AI Labs), Dhruv Kumar (Birla AI Labs, Birla Institute of Technology and Science, Pilani), Murari Mandal (Birla AI Labs, Kalinga Institute of Industrial Technology), Saurabh Deshpande (Birla AI Labs)
arXiv:2607. 21681v1 Announce Type: new Abstract: Accurately modeling cross-variate dependencies remains a key challenge in multivariate time series forecasting, particularly in the presence of strong periodic patterns.
By Awsaf Tausif Adib, Md. Shahria Sarker Shuvo, Md. Estehaar Ahmed Emon, Mustafa Kamal, Fuad Rahman, Shafin Rahman, Nabeel Mohammed