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: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: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:2608. 01586v1 Announce Type: cross Abstract: In recent years, numerous open-source software libraries have been developed for computing sets of features from univariate time series.
By Trent Henderson, Ben D. Fulcher
arXiv:2502. 15637v2 Announce Type: replace-cross Abstract: While foundation models have revolutionized various domains, their application to time series classification remains rather under-explored, with existing literature predominantly focused on forecasting.
By Vasilii Feofanov, Songkang Wen, Shifeng Xie, Simon Roschmann, Marius Alonso, Hongbo Guo, Romain Ilbert, Malik Tiomoko, Quentin Bouniot, Zeynep Akata, Lujia Pan, Jianfeng Zhang, Ievgen Redko
arXiv:2602. 12147v4 Announce Type: replace Abstract: Time series foundation models (TSFMs) are revolutionizing the forecasting landscape from specific dataset modeling to generalizable task evaluation.
By Zhongzheng Qiao, Sheng Pan, Anni Wang, Viktoriya Zhukova, Yong Liu, Xudong Jiang, Qingsong Wen, Mingsheng Long, Ming Jin, Chenghao Liu