arXiv:2608. 06223v1 Announce Type: new Abstract: While deep learning models, particularly transformer-based architectures, have shown impressive performance in time series forecasting, the application of retrieval-augmented generation (RAG) in this domain remains limited.
By Yixiong Xiao, Congxi Xiao, Jingbo Zhou
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: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. 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:2508. 07195v2 Announce Type: replace-cross Abstract: Recent advances have demonstrated that Large Language Models (LLMs) can be effectively adapted for time series forecasting, revealing strong potential beyond natural language tasks.
By Yanru Sun, Emadeldeen Eldele, Zongxia Xie, Yucheng Wang, Wenzhe Niu, Qinghua Hu, Chee Keong Kwoh, Min Wu
arXiv:2508. 09191v2 Announce Type: replace-cross Abstract: Time series forecasting plays a vital role in supporting decision-making across a wide range of critical applications, including energy, healthcare, and finance.
By Xiaoyu Tao, Shilong Zhang, Mingyue Cheng, Daoyu Wang, Tingyue Pan, Bokai Pan, Changqing Zhang, Shijin Wang