arXiv AI
TStruct: Learning Shared Temporal Structures for Long-Term Time-Series Forecasting
Read the original on arXiv AI →The Flow has not summarised this story yet — read it at arXiv AI.
Related stories
arXiv Machine Learning
Jun 5
MSTN: A Lightweight and Fast Model for General TimeSeries Analysis
arXiv:2511. 20577v5 Announce Type: replace Abstract: Real-world time series often exhibit strong non-stationarity, complex nonlinear dynamics, and behavior expressed across multiple temporal scales, from rapid local fluctuations to slow-evolving long-range trends.
arXiv Machine Learning
Jun 10
Interpretable deep convolutional model for nonlinear multivariate time series in complex systems
arXiv:2501. 04339v2 Announce Type: replace-cross Abstract: We introduce the Deep Convolutional Interpreter for Time Series (DCIts), a deep-learning architecture for nonlinear multivariate time series that provides sample-specific, locally interpretable descriptions of the underlying interaction structure.
arXiv AI
Aug 18
Adapting LLMs to Time Series Forecasting via Temporal Heterogeneity Modeling and Representation Alignment
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.
arXiv AI
Oct 9
Timer-M1: A Multivariate Time Series Foundation Model via Learning Primitives
Timer‑M1 is a pretrained multivariate time‑series foundation model that learns with primitives for zero‑shot forecasting. It uses a primitive‑based data synthesis and pretraining pipeline to generate series with shared temporal and relational patterns, assembling them into multivariate samples with distinct channel roles. The model employs gated two‑dimensional Transformer blocks that dynamically allocate cross‑variate attention, achieving top performance on several large‑scale forecasting benchmarks.
arXiv Machine Learning
Jun 8
Trio: Learning Time-Series Forecasting with Temporal-Spatial-Sample Attention and Structural Causal Priors
arXiv:2606. 07291v1 Announce Type: new Abstract: Multivariate time-series forecasting requires models to reason over temporal dynamics, cross-variable dependencies, and historical input-output correspondences.
arXiv Machine Learning
Jun 3
TiWeaver: Unified Temporal Dynamics Modeling via Contextual Patching
arXiv:2606. 03121v1 Announce Type: new Abstract: Multivariate time series forecasting plays a critical role in real-world applications, including weather prediction, stock analysis, and health monitoring.