{"as_of":"2026-08-08T23:32:00Z","caps":{"database_statements":6,"inbound":100,"outbound":100},"context_digest":"sha256:6a5ea48da24bb51ffd87e425619ddfb9fb4cb49f00c85181e9a1be0e86aad254","coverage":[{"denominator":0,"lane":"reference_resolution","note":"Typed states for the displayed outbound observations.","records_observed":0,"source":"paper_references, paper_reference_links","source_observed_at":null,"state":"measured"},{"denominator":3,"lane":"standing_notices","note":"One-hop event checks from named stored sources.","records_observed":3,"source":"scholarly_work_events, retraction_status_cache","source_observed_at":"2026-08-08T06:32:00.761636+00:00","state":"measured"},{"denominator":3,"lane":"inbound_itemization","note":"Pith citing papers itemized under the disclosed page cap.","records_observed":3,"source":"paper_references, paper_reference_links","source_observed_at":"2026-08-07T14:34:55.554920Z","state":"measured"},{"denominator":1,"lane":"external_citation_measurements","note":"A source-named dated measurement, never combined with another source.","records_observed":0,"source":"arxiv_reference","source_observed_at":"2026-05-22T08:31:16.749007Z","state":"measured"}],"external_citation_measurements":[],"inbound":[{"citation":{"cited_paper":{"arxiv_id":"2504.04283","last_updated":"2025-04-05T21:08:47Z","snapshot_observed_at":"2026-08-07T16:08:19.969678Z","submitted_at":"2025-04-05T21:08:47Z","title":"CATS: Mitigating Correlation Shift for Multivariate Time Series Classification","version":1},"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":"2504.04283","snapshot_observed_at":"2026-08-07T14:34:55.554920Z","title":"Cats: Mitigating correlation shift for multivariate time series classification","venue":null,"work_id":null,"year":2025},"citing_paper":{"arxiv_id":"2505.18442","last_updated":"2025-05-24T00:45:07Z","snapshot_observed_at":"2026-08-07T22:39:40.933501Z","submitted_at":"2025-05-24T00:45:07Z","title":"Breaking Silos: Adaptive Model Fusion Unlocks Better Time Series Forecasting","version":1},"reference_index":44,"source":"arxiv_source","source_observed_at":"2026-08-07T14:34:55.554920Z"},"links":{"cited_paper":"/paper/2504.04283","citing_paper":"/paper/2505.18442"},"observation_digest":"sha256:1bc9b014bb638d7d06f1761971ddb8ca5de8106f6cae6ce7a6ff99e108e19f3a","observation_id":"36d01a84-2bed-413b-beb5-2bf416e15f62","resolution":{"observed_at":"2026-08-07T14:34:55.554920Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":{"arxiv_id":"2504.04283","last_updated":"2025-04-05T21:08:47Z","snapshot_observed_at":"2026-08-07T16:08:19.969678Z","submitted_at":"2025-04-05T21:08:47Z","title":"CATS: Mitigating Correlation Shift for Multivariate Time Series Classification","version":1},"cited_work":{"arxiv_id":"2504.04283","doi":null,"metadata_source":"arxiv_reference","pith_arxiv_id":"2504.04283","snapshot_observed_at":"2026-06-05T21:23:00.469572Z","title":"Cats: Mitigating corre- lation shift for multivariate time series classification.arXiv preprint arXiv:2504.04283","venue":null,"work_id":"6923d6ad-b4f0-4405-beb1-f4e4113bc346","year":2025},"citing_paper":{"arxiv_id":"2604.20858","last_updated":"2026-03-01T23:20:48Z","snapshot_observed_at":"2026-07-31T06:29:20.014752Z","submitted_at":"2026-03-01T23:20:48Z","title":"Mixture of Sequence: Theme-Aware Mixture-of-Experts for Long-Sequence Recommendation","version":1},"reference_index":73,"source":"pdf_text","source_observed_at":"2026-05-15T17:30:44.919870Z"},"links":{"cited_paper":"/paper/2504.04283","citing_paper":"/paper/2604.20858"},"observation_digest":"sha256:47384f0ce863e26849a4848fb94f0d9797fee75be83db2619e0296ead4e40263","observation_id":"681e9016-d1f7-4993-9c9f-e62a32f81e22","resolution":{"observed_at":"2026-05-15T17:31:22.311548Z","resolver_source":"arxiv_id","status":"verified_exact"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-08T06:32:00.761636+00:00","source":"crossref"},{"observed_at":"2026-08-08T06:31:55.24221+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":{"arxiv_id":"2504.04283","last_updated":"2025-04-05T21:08:47Z","snapshot_observed_at":"2026-08-07T16:08:19.969678Z","submitted_at":"2025-04-05T21:08:47Z","title":"CATS: Mitigating Correlation Shift for Multivariate Time Series Classification","version":1},"cited_work":{"arxiv_id":"2504.04283","doi":null,"metadata_source":"arxiv_reference","pith_arxiv_id":"2504.04283","snapshot_observed_at":"2026-06-05T21:23:00.469572Z","title":"Cats: Mitigating corre- lation shift for multivariate time series classification.arXiv preprint arXiv:2504.04283","venue":null,"work_id":"6923d6ad-b4f0-4405-beb1-f4e4113bc346","year":2025},"citing_paper":{"arxiv_id":"2605.22043","last_updated":"2026-05-21T06:30:35Z","snapshot_observed_at":"2026-07-06T23:32:25.286443Z","submitted_at":"2026-05-21T06:30:35Z","title":"CASE-NET: Deep Spatio-Temporal Representation Learning via Causal Attention and Channel Recalibration for Multivariate Time Series Classification","version":1},"reference_index":17,"source":"pdf_text","source_observed_at":"2026-05-22T08:30:12.447896Z"},"links":{"cited_paper":"/paper/2504.04283","citing_paper":"/paper/2605.22043"},"observation_digest":"sha256:48971c45df768a111313766b3ced6d0a6c9e4db1feb49f52364477f0561fb12e","observation_id":"75f85bbe-4dc0-4486-b147-465ce94732be","resolution":{"observed_at":"2026-05-22T08:31:16.752544Z","resolver_source":"arxiv_id","status":"verified_exact"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-08T06:32:00.761636+00:00","source":"crossref"},{"observed_at":"2026-08-08T06:31:55.24221+00:00","source":"retraction_watch"}],"state":"measured"}}],"links":{"evidence":"/evidence","html":"/paper/2504.04283/citation-record","integrity":"/paper/2504.04283/integrity","json":"/paper/2504.04283/citation-record.json","paper":"/paper/2504.04283"},"outbound":[],"paper":{"arxiv_id":"2504.04283","last_updated":"2025-04-05T21:08:47Z","latest_version":1,"primary_category":"cs.LG","snapshot_observed_at":"2026-08-07T16:08:19.969678Z","submitted_at":"2025-04-05T21:08:47Z","title":"CATS: Mitigating Correlation Shift for Multivariate Time Series Classification"},"reference_resolution":{"displayed":0,"state_counts":{"malformed_identifier":0,"metadata_mismatch":0,"parse_uncertain":0,"unresolved":0,"verified_exact":0,"verified_fuzzy":0},"total_outbound_references":0},"refusal":"A citation records a reference. It does not transfer a finding from one paper to another.","schema":"pith.paper-citation-record.v1","standing_sources":[{"observed_at":"2026-08-08T06:32:00.761636+00:00","source":"crossref"},{"observed_at":"2026-08-08T06:31:55.24221+00:00","source":"retraction_watch"}],"thesis":"As of 8 August 2026, this Paper Citation Record lists 0 of 0 outbound references and 3 inbound Pith citation observations for arXiv:2504.04283."}