Time Series Forecasting

15papers
5.7viability
+50%30d

State of the Field

Recent advancements in time series forecasting are increasingly focused on enhancing model efficiency and accuracy while addressing the complexities of real-world data. New frameworks are emerging that prioritize long-term forecasting stability, such as those that utilize look-ahead augmentation and self-corrective refinement to improve predictive consistency. Additionally, linear models are gaining traction for their ability to reduce computational complexity, enabling faster inference without sacrificing performance. The introduction of global temporal retrieval mechanisms allows models to capture long-range dependencies more effectively, while dual-path architectures are being explored to separate autoregressive dynamics from cross-dimensional interactions, enhancing overall accuracy. Furthermore, the integration of mixture-of-experts approaches is proving effective in managing diverse temporal patterns, improving robustness against noise, and facilitating uncertainty quantification. These developments suggest a shift towards more interpretable and efficient forecasting solutions that can better serve industries reliant on accurate predictions, such as finance, healthcare, and education.

Last updated Feb 25, 2026

Papers

1–10 of 15
Research Paper·Feb 2, 2026

Back to the Future: Look-ahead Augmentation and Parallel Self-Refinement for Time Series Forecasting

Long-term time series forecasting (LTSF) remains challenging due to the trade-off between parallel efficiency and sequential modeling of temporal coherence. Direct multi-step forecasting (DMS) methods...

8.0 viability
Research Paper·Feb 11, 2026

Enhancing Multivariate Time Series Forecasting with Global Temporal Retrieval

Multivariate time series forecasting (MTSF) plays a vital role in numerous real-world applications, yet existing models remain constrained by their reliance on a limited historical context. This limit...

7.0 viability
Research Paper·Feb 12, 2026

AltTS: A Dual-Path Framework with Alternating Optimization for Multivariate Time Series Forecasting

Multivariate time series forecasting involves two qualitatively distinct factors: (i) stable within-series autoregressive (AR) dynamics, and (ii) intermittent cross-dimension interactions that can bec...

7.0 viability
Research Paper·Jan 29, 2026

Seg-MoE: Multi-Resolution Segment-wise Mixture-of-Experts for Time Series Forecasting Transformers

Transformer-based models have recently made significant advances in accurate time-series forecasting, but even these architectures struggle to scale efficiently while capturing long-term temporal dyna...

7.0 viability
Research Paper·Jan 20, 2026

vLinear: A Powerful Linear Model for Multivariate Time Series Forecasting

In this paper, we present \textbf{vLinear}, an effective yet efficient \textbf{linear}-based multivariate time series forecaster featuring two components: the \textbf{v}ecTrans module and the WFMLoss ...

7.0 viability
Research Paper·Feb 25, 2026

DualWeaver: Synergistic Feature Weaving Surrogates for Multivariate Forecasting with Univariate Time Series Foundation Models

Time-series foundation models (TSFMs) have achieved strong univariate forecasting through large-scale pre-training, yet effectively extending this success to multivariate forecasting remains challengi...

7.0 viability
Research Paper·Feb 27, 2026

SDMixer: Sparse Dual-Mixer for Time Series Forecasting

Multivariate time series forecasting is widely applied in fields such as transportation, energy, and finance. However, the data commonly suffers from issues of multi-scale characteristics, weak correl...

5.0 viability
Research Paper·Mar 4, 2026

PatchDecomp: Interpretable Patch-Based Time Series Forecasting

Time series forecasting, which predicts future values from past observations, plays a central role in many domains and has driven the development of highly accurate neural network models. However, the...

5.0 viability
Research Paper·Feb 9, 2026

StretchTime: Adaptive Time Series Forecasting via Symplectic Attention

Transformer architectures have established strong baselines in time series forecasting, yet they typically rely on positional encodings that assume uniform, index-based temporal progression. However, ...

5.0 viability
Research Paper·Jan 29, 2026

DropoutTS: Sample-Adaptive Dropout for Robust Time Series Forecasting

Deep time series models are vulnerable to noisy data ubiquitous in real-world applications. Existing robustness strategies either prune data or rely on costly prior quantification, failing to balance ...

5.0 viability
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