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Why time series models struggle with mixed units—and how to fix it

Yiding Liu, Yifan Hu, Hongjie Xia, Peiyuan Liu, Hongzhou Chen, Xilin Dai, Zewei Dong, Jiang-Ming Yang

May 26, 2026

Most time series models treat each variable independently or mix them in raw space, losing important relationships between temperature and pressure, stock price and volume, etc. Falcon-X solves this by translating all variables into a unified latent space, then uses a new attention mechanism that captures both positive reinforcement (when rising temperature boosts demand) and negative feedback (when high prices suppress it). The model transfers to new datasets without retraining. Code released.
Published as Falcon-X: A Time Series Foundation Model for Heterogeneous Multivariate Modeling arXiv:2605.27286
Read the original paper →