:: Library Catalog

Cover Image

Saved in:

Bibliographic Details
Main Authors:	Xiong, Yuqi, Wen, Yang
Format:	Preprint
Published:	2025
Subjects:	Machine Learning
Online Access:	https://arxiv.org/abs/2505.06917
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Towards Non-Stationary Time Series Forecasting with Temporal Stabilization and Frequency Differencing
by: Lu, Junkai, et al.
Published: (2025)

PULSE: Generative Phase Evolution for Non-Stationary Time Series Forecasting
by: Liu, Yangyou, et al.
Published: (2026)

DynaConF: Dynamic Forecasting of Non-Stationary Time Series
by: Liu, Siqi, et al.
Published: (2022)

EventTSF: Event-Aware Non-Stationary Time Series Forecasting
by: Ge, Yunfeng, et al.
Published: (2025)

PENGUIN: Enhancing Transformer with Periodic-Nested Group Attention for Long-term Time Series Forecasting
by: Sun, Tian, et al.
Published: (2025)

TimeCatcher: A Variational Framework for Volatility-Aware Forecasting of Non-Stationary Time Series
by: Chen, Zhiyu, et al.
Published: (2026)

GAS-Norm: Score-Driven Adaptive Normalization for Non-Stationary Time Series Forecasting in Deep Learning
by: Urettini, Edoardo, et al.
Published: (2024)

Fourier-Mixed Window Attention: Accelerating Informer for Long Sequence Time-Series Forecasting
by: Tran, Nhat Thanh, et al.
Published: (2023)

EffiCANet: Efficient Time Series Forecasting with Convolutional Attention
by: Zhou, Xinxing, et al.
Published: (2024)

CC-Time: Cross-Model and Cross-Modality Time Series Forecasting
by: Chen, Peng, et al.
Published: (2025)

SpaceTime: Causal Discovery from Non-Stationary Time Series
by: Mameche, Sarah, et al.
Published: (2025)

S2TX: Cross-Attention Multi-Scale State-Space Transformer for Time Series Forecasting
by: Wu, Zihao, et al.
Published: (2025)

Early Classification of Time Series in Non-Stationary Cost Regimes
by: Renault, Aurélien, et al.
Published: (2026)

Unlocking the Power of LSTM for Long Term Time Series Forecasting
by: Kong, Yaxuan, et al.
Published: (2024)

Cross-RAG: Zero-Shot Retrieval-Augmented Time Series Forecasting via Cross-Attention
by: Lee, Seunghan, et al.
Published: (2026)

Distilling Time Series Foundation Models for Efficient Forecasting
by: Li, Yuqi, et al.
Published: (2026)

PeriodNet: Boosting the Potential of Attention Mechanism for Time Series Forecasting
by: Zhao, Bowen, et al.
Published: (2025)

Fourier Basis Mapping: A Time-Frequency Learning Framework for Time Series Forecasting
by: Yang, Runze, et al.
Published: (2025)

Local Attention Mechanism: Boosting the Transformer Architecture for Long-Sequence Time Series Forecasting
by: Aguilera-Martos, Ignacio, et al.
Published: (2024)

Learning Temporal Saliency for Time Series Forecasting with Cross-Scale Attention
by: Delibasoglu, Ibrahim, et al.
Published: (2025)

Inspectable Neural Markov Models for Non-Stationary Time Series
by: Rovirosa, Jan, et al.
Published: (2026)

FEATHer: Fourier-Efficient Adaptive Temporal Hierarchy Forecaster for Time-Series Forecasting
by: Lee, Jaehoon, et al.
Published: (2026)

Multivariate Long-term Time Series Forecasting with Fourier Neural Filter
by: Xu, Chenheng, et al.
Published: (2025)

Interpretable Multivariate Time Series Forecasting Using Neural Fourier Transform
by: Koren, Noam, et al.
Published: (2024)

Dynamic TMoE: A Drift-Aware Dynamic Mixture of Experts Framework for Non-Stationary Time Series Forecasting
by: Zhu, Jiawen, et al.
Published: (2026)

TwinS: Revisiting Non-Stationarity in Multivariate Time Series Forecasting
by: Hu, Jiaxi, et al.
Published: (2024)

Foundation Models for Time Series Analysis: A Tutorial and Survey
by: Liang, Yuxuan, et al.
Published: (2024)

StretchTime: Adaptive Time Series Forecasting via Symplectic Attention
by: Kim, Yubin, et al.
Published: (2026)

Brain Effective Connectivity Estimation via Fourier Spatiotemporal Attention
by: Xiong, Wen, et al.
Published: (2025)

Attention as Robust Representation for Time Series Forecasting
by: Niu, PeiSong, et al.
Published: (2024)

Revisiting Attention for Multivariate Time Series Forecasting
by: Wu, Haixiang
Published: (2024)

Are Self-Attentions Effective for Time Series Forecasting?
by: Kim, Dongbin, et al.
Published: (2024)

CRAFT: Time Series Forecasting with Cross-Future Behavior Awareness
by: Zhang, Yingwei, et al.
Published: (2025)

Effective Probabilistic Time Series Forecasting with Fourier Adaptive Noise-Separated Diffusion
by: Wang, Xinyan, et al.
Published: (2025)

Frequency-Aware Attention-LSTM for PM$_{2.5}$ Time Series Forecasting
by: Lu, Jiahui, et al.
Published: (2025)

Enhancing Multivariate Time Series Forecasting with Mutual Information-driven Cross-Variable and Temporal Modeling
by: Qi, Shiyi, et al.
Published: (2024)

FRWKV:Frequency-Domain Linear Attention for Long-Term Time Series Forecasting
by: Yang, Qingyuan, et al.
Published: (2025)

Neural MJD: Neural Non-Stationary Merton Jump Diffusion for Time Series Prediction
by: Gao, Yuanpei, et al.
Published: (2025)

StatioCL: Contrastive Learning for Time Series via Non-Stationary and Temporal Contrast
by: Wu, Yu, et al.
Published: (2024)

Enhancing Time Series Forecasting with Fuzzy Attention-Integrated Transformers
by: Chakraborty, Sanjay, et al.
Published: (2025)