Papers
arxiv:2609.30880

EXAONE Demand 1.0: A Time Series Foundation Model for Demand Forecasting

Published on Sep 25
Authors:
,
,
,
,
,
,
,
,
,
,
,

Abstract

Time series foundation models (TSFMs) are pretrained on series from diverse domains, where demand series make up only a small fraction. Demand data has properties that such corpora rarely contain: Short histories, frequent zeros, censoring by stock-outs, and exogenous events that the series does not record. To this end, we propose EXAONE Demand, built on 1) a demand-specific corpus and 2) a demand-aware adapter. For the corpus, we assemble 11.3M series and 48.4B observations from 73 sources, and a synthetic generator supplies the behaviour that open demand data under-represents. For the adapter, we attach low-rank branches to a frozen general-domain backbone, one for each of the four demand classes (smooth, intermittent, erratic, and lumpy), and a router that reads eight scale-free statistics of the input series decides how much each branch contributes. We build EXAONE Demand in two versions, one trained on real-world and synthetic demand together and one trained on the synthetic corpus alone. On 22 held-out datasets, both versions outperform 36 TSFMs, and real-world demand adds a gain over synthetic data alone.

Community

Sign up or log in to comment

Get this paper in your agent:

hf papers read 2609.30880
Don't have the latest CLI?
curl -LsSf https://hf.co/cli/install.sh | bash

Models citing this paper 1

Datasets citing this paper 0

No dataset linking this paper

Cite arxiv.org/abs/2609.30880 in a dataset README.md to link it from this page.

Spaces citing this paper 0

No Space linking this paper

Cite arxiv.org/abs/2609.30880 in a Space README.md to link it from this page.

Collections including this paper 0

No Collection including this paper

Add this paper to a collection to link it from this page.