Time Series Forecasting
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Related Articles from SNS
Forecasting as Rendering: A 2D Gaussian Splatting Framework for Time Series Forecasting
Announce Type: replace Abstract: Time series forecasting remains a challenging problem due to the intricate entanglement of intra-period fluctuations and inter-period trends. While recent advances have attempted to reshape 1D sequences into 2D period-phase representations, they suffer from two principal limitations.
It's TIME: Towards the Next Generation of Time Series Forecasting Benchmarks
Announce Type: replace Abstract: Time series foundation models (TSFMs) are revolutionizing the forecasting landscape from specific dataset modeling to generalizable task evaluation. However, we contend that existing benchmarks exhibit common limitations in four dimensions: constrained data composition dominated by reused legacy sources, compromised data integrity lacking rigorous quality assurance, misaligned task formulations detached from real-world contexts, and rigid analysis...
Stationarity-Aware Retrieval-Augmented Time Series Forecasting
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. Inspired by Retrieval-Augmented Generation (RAG), recent work augments forecasters by retrieving relevant historical segments and using them as external evidence at inference time. However, due to the intrinsic non-stationarity of real-world time series, a highly similar past segment does not...
Amortized Predictability-aware Training Framework for Time Series Forecasting and Classification
arXiv:2602.16224v2 Announce Type: replace Abstract: Time series data are prone to noise in various domains, and training samples may contain low-predictability patterns that deviate from the normal data distribution, leading to training instability or convergence to poor local minima. Therefore, mitigating the adverse effects of low-predictability samples is crucial for time series analysis tasks such as time series forecasting (TSF) and time series classification (TSC).
FAME: Forecastability-Aware Mixture of Experts for Heterogeneous Time Series Forecasting
arXiv:2606.08896v1 Announce Type: new Abstract: Large-scale retail and industrial forecasting systems contain many heterogeneous time series whose lifecycle, sparsity, volatility, seasonality, spectral patterns, and contextual sensitivity differ substantially. A single forecasting model rarely performs well across all regimes, while dense ensembles increase inference cost and provide limited insight into expert suitability. This paper studies forecastability-aware expert routing: learning...
Amortized Predictability-aware Training Framework for Time Series Forecasting and Classification
arXiv:2602.16224v3 Announce Type: replace Abstract: Time series data are prone to noise in various domains, and training samples may contain low-predictability patterns that deviate from the normal data distribution, leading to training instability or convergence to poor local minima. Therefore, mitigating the adverse effects of low-predictability samples is crucial for time series analysis tasks such as time series forecasting (TSF) and time series classification (TSC).
Human in the Loop Adaptive Optimization for Improved Time Series Forecasting
Announce Type: replace Abstract: Time series forecasting models often produce systematic, predictable errors even in critical domains such as energy, finance, and healthcare. We introduce a novel post training adaptive optimization framework that improves forecast accuracy without retraining or architectural changes.
FinTSB: A Comprehensive and Practical Benchmark for Financial Time Series Forecasting
Announce Type: replace Abstract: Financial time series (FinTS) record the behavior of human-brain-augmented decision-making, capturing valuable historical information that can be leveraged for profitable investment strategies. Not surprisingly, this area has attracted considerable attention from researchers, who have proposed a wide range of methods based on various backbones. However, the evaluation of the area often exhibits three systemic limitations:
From Long News to Accurate Forecast: Importance-Aware Fusion and PRM-Guided Reflection for Time Series Forecasting
arXiv:2606.03097v1 Announce Type: new Abstract: Incorporating news into time series forecasting is appealing because news can reveal abrupt exogenous events that historical values alone cannot recover. However, existing LLM-based news-forecasting pipelines face two practical limitations: relevant news articles often exceed the model's context window, and iterative retrieval of supplementary news is typically unguided, leading to redundant updates and slow convergence. We address these issues...
Echo State Networks for Time Series Forecasting: Hyperparameter Sweep and Benchmarking
Announce Type: replace Abstract: This paper investigates the performance of Echo State Networks (ESNs) for univariate forecasting of monthly and quarterly time series from the M4 Forecasting Competition dataset. We evaluate whether a simple first-order autoregressive ESN can serve as a competitive alternative to widely used forecasting methods. The study uses a two-stage design: a Parameter dataset is used to analyze ESN model configurations over leakage rate, spectral radius, reservoir...