Intraoperative monitoring and prediction of vital signs are critical for ensuring patient safety and improving surgical outcomes. Despite recent advances in deep learning models for medical time-series forecasting, several challenges persist, including the lack of standardized benchmarks, incomplete data, and limited cross-center validation. To address these challenges, we introduce VitalBench, a novel benchmark specifically designed for intraoperative vital sign prediction. VitalBench includes data from over 4,000 surgeries across two independent medical centers, offering three evaluation tracks: complete data, incomplete data, and cross-center generalization. This framework reflects the real-world complexities of clinical practice, minimizing reliance on extensive preprocessing and incorporating masked loss techniques for robust and unbiased model evaluation. By providing a standardized and unified platform for model development and comparison, VitalBench enables researchers to focus on architectural innovation while ensuring consistency in data handling. This work lays the foundation for advancing predictive models for intraoperative vital sign forecasting, ensuring that these models are not only accurate but also robust and adaptable across diverse clinical environments. Our code and data are available at https://github.com/XiudingCai/VitalBench.

These dynamics pose significant challenges in forecasting.

Section A. Then, we provide extra experimental results in Section B. In Section C, we present details Each data point includes an "oil temperature" value and For data pre-processing, we perform zero-mean normalization, i.e., Table 8: The error bars of SCINet with 5 runs on the ETTh1 dataset.T Metrics Seed 1 Seed 2 Seed 3 Seed 4 Seed 5 Mean Std. The prediction horizon is fixed to be 24 . Our code is implemented with PyTorch. SXM2 GPU (32GB memory), which is sufficient for all our experiments. To enhance the performance in single-step (short-term time series forecasting Sec.

However, non-adjacent sections of real-world time-series may have strong dependencies.

We introduce Toto, a time series forecasting foundation model with 151 million parameters. Toto uses a modern decoder-only architecture coupled with architectural innovations designed to account for specific challenges found in multivariate observability time series data. Toto's pre-training corpus is a mixture of observability data, open datasets, and synthetic data, and is 4-10$\times$ larger than those of leading time series foundation models. Additionally, we introduce BOOM, a large-scale benchmark consisting of 350 million observations across 2,807 real-world time series. For both Toto and BOOM, we source observability data exclusively from Datadog's own telemetry and internal observability metrics. Extensive evaluations demonstrate that Toto achieves state-of-the-art performance on both BOOM and on established general purpose time series forecasting benchmarks. Toto's model weights, inference code, and evaluation scripts, as well as BOOM's data and evaluation code, are all available as open source under the Apache 2.0 License available at https://huggingface.co/Datadog/Toto-Open-Base-1.0 and https://github.com/DataDog/toto.

Earthquakes, as natural phenomena, have continuously caused damage and loss of human life historically. Earthquake prediction is an essential aspect of any society's plans and can increase public preparedness and reduce damage to a great extent. Nevertheless, due to the stochastic character of earthquakes and the challenge of achieving an efficient and dependable model for earthquake prediction, efforts have been insufficient thus far, and new methods are required to solve this problem. Aware of these issues, this paper proposes a novel prediction method based on attention mechanism (AM), convolution neural network (CNN), and bi-directional long short-term memory (BiLSTM) models, which can predict the number and maximum magnitude of earthquakes in each area of mainland China-based on the earthquake catalog of the region. This model takes advantage of LSTM and CNN with an attention mechanism to better focus on effective earthquake characteristics and produce more accurate predictions. Firstly, the zero-order hold technique is applied as pre-processing on earthquake data, making the model's input data more proper. Secondly, to effectively use spatial information and reduce dimensions of input data, the CNN is used to capture the spatial dependencies between earthquake data. Thirdly, the Bi-LSTM layer is employed to capture the temporal dependencies. Fourthly, the AM layer is introduced to highlight its important features to achieve better prediction performance. The results show that the proposed method has better performance and generalize ability than other prediction methods.

Recent advances in deep learning have driven rapid progress in time series forecasting, yet many state-of-the-art models continue to struggle with robust performance in real-world applications, even when they achieve strong results on standard benchmark datasets. This persistent gap can be attributed to the black-box nature of deep learning architectures and the inherent limitations of current evaluation frameworks, which frequently lack the capacity to provide clear, quantitative insights into the specific strengths and weaknesses of different models, thereby complicating the selection of appropriate models for particular forecasting scenarios. To address these issues, we propose a synthetic data-driven evaluation paradigm, SynTSBench, that systematically assesses fundamental modeling capabilities of time series forecasting models through programmable feature configuration. Our framework isolates confounding factors and establishes an interpretable evaluation system with three core analytical dimensions: (1) temporal feature decomposition and capability mapping, which enables systematic evaluation of model capacities to learn specific pattern types; (2) robustness analysis under data irregularities, which quantifies noise tolerance thresholds and anomaly recovery capabilities; and (3) theoretical optimum benchmark-ing, which establishes performance boundaries for each pattern type--enabling direct comparison between model predictions and mathematical optima. Our experiments show that current deep learning models do not universally approach optimal baselines across all types of temporal features.

Abstract--Extreme events frequently occur in real-world time series and often carry significant practical implications. In domains such as climate and healthcare, these events, such as floods, heatwaves, or acute medical episodes, can lead to serious consequences. Accurate forecasting of such events is therefore of substantial importance. Most existing time series forecasting models are optimized for overall performance within the prediction window, but often struggle to accurately predict extreme events, such as high temperatures or heart rate spikes. The main challenges are data imbalance and the neglect of valuable information contained in intermediate events that precede extreme events. In this paper, we propose xTime, a novel framework for extreme event forecasting in time series. In addition, we introduce a mixture of experts (MoE) mechanism that dynamically selects and fuses outputs from expert models across different rarity levels, which further improves the forecasting performance for extreme events. Experiments on multiple datasets show that xTime achieves consistent improvements, with forecasting accuracy on extreme events improving from 3% to 78%. Time series forecasting plays a fundamental role across a broad spectrum of critical applications, such as stock market analysis, weather and climate modeling, and electricity demand prediction.

Forecasting stock prices remains challenging due to the volatile and non-linear nature of financial markets. Despite the promise of deep learning, issues such as mode collapse, unstable training, and difficulty in capturing temporal and feature level correlations have limited the applications of GANs in this domain. We propose a GRU-based Encoder-Decoder GAN (EDGAN) model that strikes a balance between expressive power and simplicity. The model introduces key innovations such as a temporal decoder with residual connections for precise reconstruction, conditioning on static and dynamic covariates for contextual learning, and a windowing mechanism to capture temporal dynamics. Here, the generator uses a dense encoder-decoder framework with residual GRU blocks. Extensive experiments on diverse stock datasets demonstrate that EDGAN achieves superior forecasting accuracy and training stability, even in volatile markets. It consistently outperforms traditional GAN variants in forecasting accuracy and convergence stability under market conditions.