arXiv:2606. 02497v1 Announce Type: new Abstract: Time series forecasting has advanced rapidly, especially with the emergence of foundation models that show strong zero-shot performance on numerical extrapolation.
By Yuhua Liao, Zetian Wang, Qiangqiang Nie, Zhenhua Zhang
arXiv:2606. 11816v1 Announce Type: cross Abstract: Forecasting real-world events requires language-model agents to reason under uncertainty from incomplete, time-bounded information.
By Yizhou Chi, Eric Chamoun, Zifeng Ding, Andreas Vlachos
arXiv:2608. 15291v1 Announce Type: new Abstract: Demand forecasting increasingly requires combining two complementary sources of information: historical sales reveal recurring numerical dynamics, while future promotions, holidays, price changes, and platform interventions provide forward-looking knowledge.
By Ziyue Yang, Chaolin Xu, Yijing Wang, Tiankai Gu, Hui Yang, Yanhong Lin, Kaiyuan Liu, Fei Xiao
arXiv:2606. 20041v1 Announce Type: cross Abstract: We propose a model-grounded RAG-based AI economist with an agentic framework for economic scenario analysis using large language models (LLMs) and knowledge graphs.
By Masahiro Kato
arXiv:2607. 18271v1 Announce Type: new Abstract: Time series forecasts are widely used in decision-critical domains, where they are rarely consumed without accompanying explanations.
By Ria Mundhra, Gustavo Sato dos Santos, Michael Benedikt
arXiv:2606. 05404v1 Announce Type: cross Abstract: Time series are often embedded in rich contexts that are essential for holistic modeling.
By Zihao Li, Kaifeng Jin, Yuanchen Bei, Jiaru Zou, Avaneesh Kumar, Xuying Ning, Yanjun Zhao, Mengting Ai, Baoyu Jing, Hanghang Tong, Jingrui He