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~ similar to 2606.01999· 19 results

cs.LGcs.AIRecentMay 27, 2026

Online Irregular Multivariate Time Series Forecasting via Uncertainty-Driven Dual-Expert Calibration

Haonan Wen, Hanyang Chen, Songhe Feng

The paper proposes Under-Cali, an uncertainty-driven dual-expert calibration framework, to achieve stable and efficient online forecasting for irregularly sampled multivariate time series.

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cs.AIcs.LGRecentMay 27, 2026

Dr-CiK: A Testbed for Foresight-Driven Agents

Yihong Tang, Andrew Robert Williams, Arjun Ashok, Vincent Zhihao Zheng +5 more

The paper introduces Dr-CiK, a new benchmark designed to evaluate agents' ability to proactively discover, filter, and utilize relevant external context for time series forecasting, demonstrating that…

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cs.LGcs.CRRecentApr 13, 2026

INTARG: Informed Real-Time Adversarial Attack Generation for Time-Series Regression

Gamze Kirman Tokgoz, Onat Gungor, Tajana Rosing, Baris Aksanli

The paper proposes INTARG, an informed and selective adversarial attack framework for time-series forecasting that significantly increases prediction error by targeting only the most vulnerable time s…

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cs.LGcs.AIRecentMay 27, 2026

QuITE: Query-Based Irregular Time Series Embedding

JungHoon Lim

The paper introduces QuITE, a plug-and-play embedding module that uses learnable query tokens to effectively embed irregular multivariate time series data into latent representations compatible with e…

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cs.AIRecentJun 1, 2026

Bridging the Last Mile of Time Series Forecasting with LLM Agents

Yuhua Liao, Zetian Wang, Qiangqiang Nie, Zhenhua Zhang

The paper introduces an LLM-agent framework to solve the 'last-mile forecasting' problem, bridging the gap between raw statistical predictions and business-ready forecasts by incorporating weakly stru…

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cs.LGcs.AIcs.CLRecentMay 31, 2026

FreqLite: A Lightweight Frequency-Decomposed Linear Model with Adaptive Reversible Normalization for Robust Long-Term Time-Series Forecasting

Mirza Samad Ahmed Baiga, Syeda Anshrah Gillani

FreqLite introduces an ultra-lightweight, frequency-decomposed linear model that significantly outperforms complex transformers on long-term time-series forecasting while drastically reducing computat…

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cs.LGcs.AIstat.MLRecentJun 3, 2026

AdaKoop: Efficient Modeling of Nonlinear Dynamics from Nonstationary Data Streams with Koopman Operator Regression

Naoki Chihara, Ren Fujiwara, Yasuko Matsubara, Yasushi Sakurai

AdaKoop introduces an efficient streaming algorithm that models complex nonlinear dynamics from nonstationary data streams by leveraging the Koopman operator theory, achieving state-of-the-art accurac…

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cs.CRcs.AIcs.LGRecentMay 21, 2026

TimeGuard: Channel-wise Pool Training for Backdoor Defense in Time Series Forecasting

Quang Duc Nguyen, Siyuan Liang, Yiming Li, Fushuo Huo +1 more

The paper proposes TimeGuard, a novel channel-wise pool training defense, to significantly improve the robustness of time series forecasting against backdoor attacks by addressing signal dilution and…

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cs.AIcs.LGRecentMay 27, 2026

Adaptive Reservoir Computing for Multi-Scenario Chaotic System Forecasting

Shadmehr Zaregarizi, Khashayar Yavari

The paper introduces an adaptive reservoir computing framework that tailors Echo State Networks (ESNs) to specific evaluation scenarios, achieving a high score on the CTF-4-Science Lorenz benchmark fo…

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cs.CRRecentApr 17, 2026

Modeling Sparse and Bursty Vulnerability Sightings: Forecasting Under Data Constraints

Cedric Bonhomme, Alexandre Dulaunoy

The paper investigates forecasting sparse and bursty vulnerability sightings, concluding that traditional time-series models like SARIMAX are inadequate, and count-based methods like Poisson regressio…

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cs.LGcs.AIRecentJun 1, 2026

E4GEN: Event-level Explainable Extreme-Enhanced Time-series Generation

Lin Jiang, Dahai Yu, Ximiao Li, Guang Wang

E4GEN introduces an explainable diffusion framework that significantly improves time-series generation by specifically focusing on and controlling the fidelity of extreme events.

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cs.AIRecentMay 30, 2026

ForeSci: Evaluating LLM Agents for Forward-Looking AI Research Judgment

Qiuyu Tian, Zequn Liu, Yingce Xia, Haojie Yin +1 more

The paper introduces ForeSci, a novel benchmark that evaluates LLM agents' ability to make forward-looking research judgments using only historical evidence, finding that explicit evidence organizatio…

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cs.AIRecentMay 28, 2026

KairosAgent: Agentic Time Series Forecasting with Fused Semantic Reasoning

Kun Feng, Ziwei Shan, Yuchen Fang, Yiyang Tan +5 more

KairosAgent is a novel agentic framework that combines Large Language Models (LLMs) for semantic reasoning and Time Series Foundation Models (TSFMs) for numerical forecasting, achieving superior multi…

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stat.MLcs.AIcs.LGRecentMay 31, 2026

Computation-Aware Kalman Filtering with Model Selection for Neural Dynamics

JR Huml, Jonathan Wenger, John P. Cunningham

The paper introduces the Computation-Aware State-Space Model (CASSM), a novel framework that extends Bayesian methods to handle model selection and large state-spaces, achieving competitive performanc…

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cs.LGcs.AIRecentMay 29, 2026

STEP: Learning STructured Embeddings for Progressive Time Series

Lucas Thil, Jesse Read, Rim Kaddah, Guillaume Doquet

The paper introduces STEP, a self-supervised method that learns interpretable, structured embeddings for progressive time series, allowing the state progression and active mode to be read out using po…

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cs.AIcs.LGRecentMay 30, 2026

SHARP: Sleep-based Hierarchical Accelerated Replay for Long Range Non-Stationary Temporal Pattern Recognition

Jayanta Dey, Shikhar Srivastava, Itamar Lerner, Christopher Kanan +1 more

SHARP proposes a novel sleep-based hierarchical replay framework to efficiently learn long-range non-stationary temporal patterns in streaming data, achieving improved context retention and predictive…

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cs.LGcs.AIRecentMay 29, 2026

GPU Forecasters: Language Models as Selective Surrogates for Kernel Runtime Optimization

Zaid Khan, Justin Chih-Yao Chen, Jaemin Cho, Elias Stengel-Eskin +1 more

This paper demonstrates that Large Language Models (LLMs) can serve as accurate and selective surrogates for costly GPU kernel performance measurements, significantly expanding the search space for op…

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stat.MLcs.LGstat.MERecentJun 1, 2026

Identifiable Markov Switching Models with Instantaneous Effects and Exponential Families

Roel Hulsman, Carles Balsells-Rodas, Sara Magliacane

This paper establishes the identifiability of latent regimes and regime-dependent causal structures in complex non-stationary time series modeled by Markov Switching Models, even with instantaneous ef…

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cs.AIRecentMay 28, 2026

Uncertainty-Aware Transfer Learning for Cross-Building Energy Forecasting: Toward Robust and Scalable District-Level Energy Management

Shadmehr Zaregarizi, Khashayar Yavari

The paper proposes an uncertainty-aware transfer learning framework using the Temporal Fusion Transformer (TFT) to achieve robust and scalable energy forecasting across different buildings, demonstrat…

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