arXiv AI By Xudong Zhang, Jierui Lei, Jiacheng Li, Lingdong Shen, Jian Cui, Haina Tang

VLBM: Variational Latent Basis Modeling for OOD Robust Multivariate Time Series Forecasting

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arXiv:2606. 02138v1 Announce Type: cross Abstract: Out of distribution (OOD) events in multivariate time series forecasting are rare but often dominate real world risk, making average case forecasting insufficient for reliable deployment.

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arXiv AI
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AsyTO: Asymmetric Temporal Operator for Parameter-Efficient Multivariate Time Series Forecasting

arXiv:2608. 16098v1 Announce Type: cross Abstract: Multivariate time-series forecasting faces a structural dilemma: sharing one temporal predictor across variables is parameter-efficient but forces heterogeneous variables through an identical history-to-future map, whereas learning an independent predictor per variable restores flexibility at a cost that grows with the product of variable count, context length, and horizon.

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LeNEPA: No-Augmentation Next-Latent Prediction for Time-Series Representation Learning

arXiv:2607. 00958v1 Announce Type: new Abstract: Time series are central to modern data mining applications, from industrial telemetry and server metrics to finance and physiology, yet time-series self-supervised learning often depends on view and augmentation choices that encode domain-specific invariances.

By Alexander Chemeris, Ming Jin, Randall Balestriero