arXiv AI By Luca Butera, Giovanni De Felice, Andrea Cini, Cesare Alippi

Why Do Time Series Models Need Long Context Windows?

Read the original on arXiv AI →

arXiv:2606. 01999v1 Announce Type: cross Abstract: Modern deep learning models for forecasting groups of time series rely on increasingly longer observation windows.

Summary generated by The Flow from the publisher's feed. The full article lives at arXiv AI.

arXiv AI
Aug 5

CastFSR: A Fast--Slow--Reflect Agentic Reasoning Framework for Context-Aware Time Series Forecasting

arXiv:2608. 03031v1 Announce Type: new Abstract: Time series forecasting is fundamental to decision-making in complex systems, where future dynamics are influenced not only by historical observations but also by evolving contextual features.

By Xiaoyu Tao, Mingyue Cheng, Bokai Pan, Chuang Jiang, Huanjian Zhang, Tian Gao, Yaguo Liu, Qi Liu, Enhong Chen
arXiv Machine Learning
Jul 16

Overcoming the Modality Gap in Context-Aided Forecasting

arXiv:2603. 12451v4 Announce Type: replace Abstract: Context-aided forecasting (CAF) holds promise for integrating domain knowledge and forward-looking information, enabling AI systems to surpass traditional statistical methods.

By Vincent Zhihao Zheng, \'Etienne Marcotte, Arjun Ashok, Andrew Robert Williams, Lijun Sun, Alexandre Drouin, Valentina Zantedeschi
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.

By Domjan Baric, Davor Horvatic