arXiv:2608.21449v1 Announce Type: new
Abstract: Time series arise in a wide range of application domains and are analyzed using machine learning in decision-critical settings. Time series classificat...
By Louis Peter, Nils Gumpfer, Jana Fischer, Christin Seifert, Jennifer Hannig
TSQueryBench is a synthetic benchmark comprising 500 time‑series instances and 10 query types, each paired with correct, partially correct, and incorrect natural‑language explanations. The study evaluates six large language models on explanation generation, ranking, scoring, and anomaly detection, revealing that models often fail to generate numerically correct explanations yet can reliably identify or score correct ones. These findings suggest that rubric‑guided LLM evaluation is more dependable than generation for numerically grounded time‑series reasoning.
By Preetham Sivalingam, Murari Mandal, Dhruv Kumar, Saurabh Deshpande
arXiv:2607. 28124v1 Announce Type: new Abstract: As forecasts increasingly drive decisions in fields such as energy, transportation, and healthcare, understanding the historical data behind these predictions has become as crucial as the predictions themselves.
By Xu Zheng, Wei Cheng, Zhuomin Chen, Mo Sha, Jingchao Ni, Dongsheng Luo
The paper introduces a framework that uses large language models (LLMs) to generate natural‑language narratives explaining cross‑sectional stock return predictions. It combines temporal Shapley additive explanations (SHAP) from an XGBoost model with historical regime analogs to provide context. A controlled study shows that progressively externalizing numerical and relational reasoning improves evidence faithfulness and accuracy, while historical analogs boost human‑rated usefulness.
By Sujung Kim, Seung Hwan Cho, Sangjin Park, Young-Min Kim
arXiv:2608. 01875v1 Announce Type: cross Abstract: Most time series (TS) models are specialized for a single task, either understanding (i.
By Seunghan Lee, Jun Seo, Jaehoon Lee, Junhyeok Kang, Sangjun Han, Sungdong Yoo, Minjae Kim, Tae Yoon Lim, Dongwan Kang, Hwanil Choi, Soonyoung Lee, Wonbin Ahn
arXiv:2606. 24950v1 Announce Type: new Abstract: Financial decision-making is contextual: forecasting prices, valuing companies, and assessing event exposure weigh price history, accounting fundamentals, macroeconomic regime, and contemporaneous text.
By Patara Trirat, Jin Myung Kwak, Jay Heo, Heejun Lee, Sung Ju Hwang