{"as_of":"2026-08-13T06:33:00Z","caps":{"database_statements":6,"inbound":100,"outbound":100},"context_digest":"sha256:419b02e3eaae499634aaed54cf6e5853bc34488ad96d8e1699db139f15709c23","coverage":[{"denominator":45,"lane":"reference_resolution","note":"Typed states for the displayed outbound observations.","records_observed":45,"source":"paper_references, paper_reference_links","source_observed_at":"2026-08-05T22:28:51.133921Z","state":"measured"},{"denominator":45,"lane":"standing_notices","note":"One-hop event checks from named stored sources.","records_observed":45,"source":"scholarly_work_events, retraction_status_cache","source_observed_at":"2026-08-13T06:32:02.005865+00:00","state":"measured"},{"denominator":0,"lane":"inbound_itemization","note":"Pith citing papers itemized under the disclosed page cap.","records_observed":0,"source":"paper_references, paper_reference_links","source_observed_at":null,"state":"measured"},{"denominator":1,"lane":"external_citation_measurements","note":"A source-named dated measurement, never combined with another source.","records_observed":0,"source":"cited_works","source_observed_at":null,"state":"measured"}],"external_citation_measurements":[],"inbound":[],"links":{"evidence":"/evidence","html":"/paper/2508.07016/citation-record","integrity":"/paper/2508.07016/integrity","json":"/paper/2508.07016/citation-record.json","paper":"/paper/2508.07016"},"outbound":[{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-05T22:29:00.286924Z","title":"Gomez, Lukasz Kaiser, and Illia Polosukhin","venue":null,"work_id":"2e9665e6-f239-4bce-9107-810e73b26ce6","year":2017},"citing_paper":{"arxiv_id":"2508.07016","last_updated":"2025-08-09T15:29:14Z","snapshot_observed_at":"2026-08-13T01:29:02.716537Z","submitted_at":"2025-08-09T15:29:14Z","title":"TLCCSP: A Scalable Framework for Enhancing Time Series Forecasting with Time-Lagged Cross-Correlations","version":1},"reference_index":1,"source":"pdf_text","source_observed_at":"2026-08-05T22:28:47.048125Z"},"links":{"citing_paper":"/paper/2508.07016"},"observation_digest":"sha256:2e9ba8fd02db422b121e8345d8a16c160cd707927efd5d7e2e9c04793a18160d","observation_id":"79dc1ca9-060f-4680-8b1a-ee8501d21505","resolution":{"observed_at":"2026-08-05T22:29:00.404611Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-13T06:32:02.005865+00:00","source":"crossref"},{"observed_at":"2026-08-13T06:31:53.387327+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-05T22:29:00.005210Z","title":null,"venue":null,"work_id":"42a4caaf-2a44-4b91-b439-cdd9c9b6c8b9","year":2021},"citing_paper":{"arxiv_id":"2508.07016","last_updated":"2025-08-09T15:29:14Z","snapshot_observed_at":"2026-08-13T01:29:02.716537Z","submitted_at":"2025-08-09T15:29:14Z","title":"TLCCSP: A Scalable Framework for Enhancing Time Series Forecasting with Time-Lagged Cross-Correlations","version":1},"reference_index":2,"source":"pdf_text","source_observed_at":"2026-08-05T22:28:47.120300Z"},"links":{"citing_paper":"/paper/2508.07016"},"observation_digest":"sha256:83d84fd7eca96f00198260726e446d07bbd8252947b2a27c8a23e26a03c98172","observation_id":"457d4d0a-6682-4ea5-bbd0-9660b9dcce90","resolution":{"observed_at":"2026-08-05T22:29:00.115212Z","resolver_source":"raw_fallback","status":"unresolved"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-13T06:32:02.005865+00:00","source":"crossref"},{"observed_at":"2026-08-13T06:31:53.387327+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-05T22:28:59.714215Z","title":null,"venue":null,"work_id":"5004ad53-356d-45c6-b0ef-87a7969173b7","year":2023},"citing_paper":{"arxiv_id":"2508.07016","last_updated":"2025-08-09T15:29:14Z","snapshot_observed_at":"2026-08-13T01:29:02.716537Z","submitted_at":"2025-08-09T15:29:14Z","title":"TLCCSP: A Scalable Framework for Enhancing Time Series Forecasting with Time-Lagged Cross-Correlations","version":1},"reference_index":3,"source":"pdf_text","source_observed_at":"2026-08-05T22:28:47.183210Z"},"links":{"citing_paper":"/paper/2508.07016"},"observation_digest":"sha256:36fb37507efcebc08ea39ed595805ffcc1794409024957369b02f0065b755881","observation_id":"1a68d6f7-c79a-4e1e-a6a4-ef39ed9abbb3","resolution":{"observed_at":"2026-08-05T22:28:59.869462Z","resolver_source":"raw_fallback","status":"unresolved"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-13T06:32:02.005865+00:00","source":"crossref"},{"observed_at":"2026-08-13T06:31:53.387327+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":{"arxiv_id":"2310.06625","last_updated":"2024-03-14T11:45:57Z","snapshot_observed_at":"2026-07-06T16:30:29.783501Z","submitted_at":"2023-10-10T13:44:09Z","title":"iTransformer: Inverted Transformers Are Effective for Time Series Forecasting","version":4},"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":"2310.06625","snapshot_observed_at":"2026-08-05T22:28:47.299737Z","title":null,"venue":null,"work_id":null,"year":2023},"citing_paper":{"arxiv_id":"2508.07016","last_updated":"2025-08-09T15:29:14Z","snapshot_observed_at":"2026-08-13T01:29:02.716537Z","submitted_at":"2025-08-09T15:29:14Z","title":"TLCCSP: A Scalable Framework for Enhancing Time Series Forecasting with Time-Lagged Cross-Correlations","version":1},"reference_index":4,"source":"pdf_text","source_observed_at":"2026-08-05T22:28:47.299737Z"},"links":{"cited_paper":"/paper/2310.06625","citing_paper":"/paper/2508.07016"},"observation_digest":"sha256:8e7b9d0893f830ffeae4752d50c8e65085e462f9e55ae6cc060631b7ba804df1","observation_id":"967c3f97-5164-4020-91eb-25afc6a8e794","resolution":{"observed_at":"2026-08-05T22:28:47.299737Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":null,"snapshot_observed_at":"2026-08-05T22:28:47.472416Z","title":null,"venue":null,"work_id":null,"year":2024},"citing_paper":{"arxiv_id":"2508.07016","last_updated":"2025-08-09T15:29:14Z","snapshot_observed_at":"2026-08-13T01:29:02.716537Z","submitted_at":"2025-08-09T15:29:14Z","title":"TLCCSP: A Scalable Framework for Enhancing Time Series Forecasting with Time-Lagged Cross-Correlations","version":1},"reference_index":5,"source":"pdf_text","source_observed_at":"2026-08-05T22:28:47.472416Z"},"links":{"citing_paper":"/paper/2508.07016"},"observation_digest":"sha256:0491d125f5a7281bad0d3c55a60759d2e1478f149430129e181dcec6936ee6ac","observation_id":"a0e551ac-66f4-46a0-b378-777b47a40a25","resolution":{"observed_at":"2026-08-05T22:28:47.472416Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":null,"snapshot_observed_at":"2026-08-05T22:28:47.622748Z","title":null,"venue":null,"work_id":null,"year":2023},"citing_paper":{"arxiv_id":"2508.07016","last_updated":"2025-08-09T15:29:14Z","snapshot_observed_at":"2026-08-13T01:29:02.716537Z","submitted_at":"2025-08-09T15:29:14Z","title":"TLCCSP: A Scalable Framework for Enhancing Time Series Forecasting with Time-Lagged Cross-Correlations","version":1},"reference_index":6,"source":"pdf_text","source_observed_at":"2026-08-05T22:28:47.622748Z"},"links":{"citing_paper":"/paper/2508.07016"},"observation_digest":"sha256:9a59f3cbfdcc707c378609ac69f1d6da4cf616872c774b7291fba746ec9f6233","observation_id":"72995680-a7b2-4890-b555-04bb6481b2da","resolution":{"observed_at":"2026-08-05T22:28:47.622748Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-05T22:28:59.445881Z","title":null,"venue":null,"work_id":"3949f9ad-84c5-4956-8b0f-2e48ad9a5916","year":2024},"citing_paper":{"arxiv_id":"2508.07016","last_updated":"2025-08-09T15:29:14Z","snapshot_observed_at":"2026-08-13T01:29:02.716537Z","submitted_at":"2025-08-09T15:29:14Z","title":"TLCCSP: A Scalable Framework for Enhancing Time Series Forecasting with Time-Lagged Cross-Correlations","version":1},"reference_index":7,"source":"pdf_text","source_observed_at":"2026-08-05T22:28:47.703329Z"},"links":{"citing_paper":"/paper/2508.07016"},"observation_digest":"sha256:566a1614696be9e97ba1d0c8f6f039ba8f8f9536b5529e70ef2c580104dd4d7a","observation_id":"29954642-3fd6-4fc3-acc7-480b644f4184","resolution":{"observed_at":"2026-08-05T22:28:59.539268Z","resolver_source":"raw_fallback","status":"unresolved"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-13T06:32:02.005865+00:00","source":"crossref"},{"observed_at":"2026-08-13T06:31:53.387327+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-05T22:28:59.138724Z","title":null,"venue":null,"work_id":"8c4700f8-94d7-4239-a092-4a030463244f","year":2013},"citing_paper":{"arxiv_id":"2508.07016","last_updated":"2025-08-09T15:29:14Z","snapshot_observed_at":"2026-08-13T01:29:02.716537Z","submitted_at":"2025-08-09T15:29:14Z","title":"TLCCSP: A Scalable Framework for Enhancing Time Series Forecasting with Time-Lagged Cross-Correlations","version":1},"reference_index":8,"source":"pdf_text","source_observed_at":"2026-08-05T22:28:47.781530Z"},"links":{"citing_paper":"/paper/2508.07016"},"observation_digest":"sha256:8933591a20ab9d7b5f220f6f5574c3905160604a0655437d2e53dfeb743137b2","observation_id":"d423fc20-75e8-46ea-a43e-9c42e74ac017","resolution":{"observed_at":"2026-08-05T22:28:59.298632Z","resolver_source":"raw_fallback","status":"unresolved"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-13T06:32:02.005865+00:00","source":"crossref"},{"observed_at":"2026-08-13T06:31:53.387327+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-05T22:28:58.864061Z","title":null,"venue":null,"work_id":"bca6d5b3-d85b-49e4-a6b0-96852fdac0ff","year":2018},"citing_paper":{"arxiv_id":"2508.07016","last_updated":"2025-08-09T15:29:14Z","snapshot_observed_at":"2026-08-13T01:29:02.716537Z","submitted_at":"2025-08-09T15:29:14Z","title":"TLCCSP: A Scalable Framework for Enhancing Time Series Forecasting with Time-Lagged Cross-Correlations","version":1},"reference_index":9,"source":"pdf_text","source_observed_at":"2026-08-05T22:28:47.839201Z"},"links":{"citing_paper":"/paper/2508.07016"},"observation_digest":"sha256:e9a402662c9673b61b6ea2308b7ea9fd1deb6300ac0edd9738902a1a6ad54a73","observation_id":"0a451b51-dea0-43ca-a3e8-548675a064d5","resolution":{"observed_at":"2026-08-05T22:28:58.980889Z","resolver_source":"raw_fallback","status":"unresolved"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-13T06:32:02.005865+00:00","source":"crossref"},{"observed_at":"2026-08-13T06:31:53.387327+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-05T22:28:58.582207Z","title":"Borysov and Alexander V","venue":null,"work_id":"f821d0f1-2df9-4f61-84ee-fddda499903e","year":2014},"citing_paper":{"arxiv_id":"2508.07016","last_updated":"2025-08-09T15:29:14Z","snapshot_observed_at":"2026-08-13T01:29:02.716537Z","submitted_at":"2025-08-09T15:29:14Z","title":"TLCCSP: A Scalable Framework for Enhancing Time Series Forecasting with Time-Lagged Cross-Correlations","version":1},"reference_index":10,"source":"pdf_text","source_observed_at":"2026-08-05T22:28:47.937783Z"},"links":{"citing_paper":"/paper/2508.07016"},"observation_digest":"sha256:32a10d58c1a2f33656c22708c743712c3e306057886034154ed603f73a8abe7b","observation_id":"59e5cfc0-51c6-43ed-9403-ca9c5bc2722f","resolution":{"observed_at":"2026-08-05T22:28:58.699767Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-13T06:32:02.005865+00:00","source":"crossref"},{"observed_at":"2026-08-13T06:31:53.387327+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-05T22:28:58.298489Z","title":null,"venue":null,"work_id":"1a528aa9-a3cc-43d4-9698-e9ed6043f074","year":2015},"citing_paper":{"arxiv_id":"2508.07016","last_updated":"2025-08-09T15:29:14Z","snapshot_observed_at":"2026-08-13T01:29:02.716537Z","submitted_at":"2025-08-09T15:29:14Z","title":"TLCCSP: A Scalable Framework for Enhancing Time Series Forecasting with Time-Lagged Cross-Correlations","version":1},"reference_index":11,"source":"pdf_text","source_observed_at":"2026-08-05T22:28:48.026720Z"},"links":{"citing_paper":"/paper/2508.07016"},"observation_digest":"sha256:f81e6c410f2d8e63717ba2f1212bd3015ea8774949febaf7fd7d874531e7fac6","observation_id":"5cc430b9-54f7-4812-aff2-3af9934404b4","resolution":{"observed_at":"2026-08-05T22:28:58.463967Z","resolver_source":"raw_fallback","status":"unresolved"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-13T06:32:02.005865+00:00","source":"crossref"},{"observed_at":"2026-08-13T06:31:53.387327+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-05T22:28:58.063230Z","title":null,"venue":null,"work_id":"01f7d500-d1a9-4fef-9930-bce4a8a8721a","year":2017},"citing_paper":{"arxiv_id":"2508.07016","last_updated":"2025-08-09T15:29:14Z","snapshot_observed_at":"2026-08-13T01:29:02.716537Z","submitted_at":"2025-08-09T15:29:14Z","title":"TLCCSP: A Scalable Framework for Enhancing Time Series Forecasting with Time-Lagged Cross-Correlations","version":1},"reference_index":12,"source":"pdf_text","source_observed_at":"2026-08-05T22:28:48.099164Z"},"links":{"citing_paper":"/paper/2508.07016"},"observation_digest":"sha256:90ce3035eee1fd4112d61e18bd20bbb7b27a7db98d2b847db8e4865fb5c1110a","observation_id":"fa47415f-7937-4fd0-88aa-9471911b498d","resolution":{"observed_at":"2026-08-05T22:28:58.181699Z","resolver_source":"raw_fallback","status":"unresolved"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-13T06:32:02.005865+00:00","source":"crossref"},{"observed_at":"2026-08-13T06:31:53.387327+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-05T22:28:57.762535Z","title":null,"venue":null,"work_id":"4a522f38-b565-42b8-a0d0-1f549c19db70","year":2019},"citing_paper":{"arxiv_id":"2508.07016","last_updated":"2025-08-09T15:29:14Z","snapshot_observed_at":"2026-08-13T01:29:02.716537Z","submitted_at":"2025-08-09T15:29:14Z","title":"TLCCSP: A Scalable Framework for Enhancing Time Series Forecasting with Time-Lagged Cross-Correlations","version":1},"reference_index":13,"source":"pdf_text","source_observed_at":"2026-08-05T22:28:48.195525Z"},"links":{"citing_paper":"/paper/2508.07016"},"observation_digest":"sha256:24ef9de77caca8bcbad6966d13187397eaea5fb87918dcc5bd7df5770ef7486d","observation_id":"683a61fb-8a21-4ed3-8657-a2c6f3f6fea7","resolution":{"observed_at":"2026-08-05T22:28:57.928318Z","resolver_source":"raw_fallback","status":"unresolved"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-13T06:32:02.005865+00:00","source":"crossref"},{"observed_at":"2026-08-13T06:31:53.387327+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-05T22:28:57.505479Z","title":null,"venue":null,"work_id":"2716866a-deac-4f87-9c97-8548f792dd8a","year":null},"citing_paper":{"arxiv_id":"2508.07016","last_updated":"2025-08-09T15:29:14Z","snapshot_observed_at":"2026-08-13T01:29:02.716537Z","submitted_at":"2025-08-09T15:29:14Z","title":"TLCCSP: A Scalable Framework for Enhancing Time Series Forecasting with Time-Lagged Cross-Correlations","version":1},"reference_index":14,"source":"pdf_text","source_observed_at":"2026-08-05T22:28:48.264202Z"},"links":{"citing_paper":"/paper/2508.07016"},"observation_digest":"sha256:9d1d74c6e0d702da2ffa99c0f5ba2a7ac2571ca642e6180ed886fd0564ca2f0b","observation_id":"9493aefa-79d3-4198-8e71-47acbbcc1b90","resolution":{"observed_at":"2026-08-05T22:28:57.633340Z","resolver_source":"raw_fallback","status":"unresolved"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-13T06:32:02.005865+00:00","source":"crossref"},{"observed_at":"2026-08-13T06:31:53.387327+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-05T22:28:57.252393Z","title":null,"venue":null,"work_id":"32bdd5c0-05e1-4e6a-a128-270badf6c4e0","year":2024},"citing_paper":{"arxiv_id":"2508.07016","last_updated":"2025-08-09T15:29:14Z","snapshot_observed_at":"2026-08-13T01:29:02.716537Z","submitted_at":"2025-08-09T15:29:14Z","title":"TLCCSP: A Scalable Framework for Enhancing Time Series Forecasting with Time-Lagged Cross-Correlations","version":1},"reference_index":15,"source":"pdf_text","source_observed_at":"2026-08-05T22:28:48.365701Z"},"links":{"citing_paper":"/paper/2508.07016"},"observation_digest":"sha256:e6d3a35326dd0a0139c5c0ab0e72378c5fe7b16c6bd1e773d590d68aaff2bc8f","observation_id":"550ac1fa-0737-4386-9dc7-b25bbf9a62e6","resolution":{"observed_at":"2026-08-05T22:28:57.372505Z","resolver_source":"raw_fallback","status":"unresolved"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-13T06:32:02.005865+00:00","source":"crossref"},{"observed_at":"2026-08-13T06:31:53.387327+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":{"arxiv_id":"2412.10104","last_updated":"2025-01-23T13:18:28Z","snapshot_observed_at":"2026-08-13T01:28:40.637451Z","submitted_at":"2024-12-13T12:45:14Z","title":"RETQA: A Large-Scale Open-Domain Tabular Question Answering Dataset for Real Estate Sector","version":2},"cited_work":{"arxiv_id":"2412.10104","doi":null,"metadata_source":"pith","pith_arxiv_id":"2412.10104","snapshot_observed_at":"2026-08-05T22:28:52.812849Z","title":"RETQA: A Large-Scale Open-Domain Tabular Question Answering Dataset for Real Estate Sector","venue":"cs.CL","work_id":"0bd09bbe-b374-4acd-a5d6-3343e79228a5","year":2024},"citing_paper":{"arxiv_id":"2508.07016","last_updated":"2025-08-09T15:29:14Z","snapshot_observed_at":"2026-08-13T01:29:02.716537Z","submitted_at":"2025-08-09T15:29:14Z","title":"TLCCSP: A Scalable Framework for Enhancing Time Series Forecasting with Time-Lagged Cross-Correlations","version":1},"reference_index":16,"source":"pdf_text","source_observed_at":"2026-08-05T22:28:48.463381Z"},"links":{"cited_paper":"/paper/2412.10104","citing_paper":"/paper/2508.07016"},"observation_digest":"sha256:25fa152355394ad798dae969b1e5523f5d5cbc34efbe511431c77b3b6115614c","observation_id":"6abece58-6762-4baa-8a99-ffa5079e991d","resolution":{"observed_at":"2026-08-05T22:28:52.874778Z","resolver_source":"local_arxiv","status":"verified_exact"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-13T06:32:02.005865+00:00","source":"crossref"},{"observed_at":"2026-08-13T06:31:53.387327+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-05T22:28:56.995731Z","title":"Anderson and M","venue":null,"work_id":"c6d6ba42-834f-4914-afb9-8b0734698be1","year":1976},"citing_paper":{"arxiv_id":"2508.07016","last_updated":"2025-08-09T15:29:14Z","snapshot_observed_at":"2026-08-13T01:29:02.716537Z","submitted_at":"2025-08-09T15:29:14Z","title":"TLCCSP: A Scalable Framework for Enhancing Time Series Forecasting with Time-Lagged Cross-Correlations","version":1},"reference_index":17,"source":"pdf_text","source_observed_at":"2026-08-05T22:28:48.541882Z"},"links":{"citing_paper":"/paper/2508.07016"},"observation_digest":"sha256:ab95d72755f1f87ba2c5d8e03de17f44a02133119486a13ed27388ba927b3e4a","observation_id":"6f97a1a7-b8b4-4e72-9c7b-5bc7cff179f4","resolution":{"observed_at":"2026-08-05T22:28:57.095544Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-13T06:32:02.005865+00:00","source":"crossref"},{"observed_at":"2026-08-13T06:31:53.387327+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"arxiv_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-05T22:28:52.620812Z","title":"Ponce Flores, J","venue":null,"work_id":"a60f500c-543d-47bb-a62d-0242a3154eaf","year":2019},"citing_paper":{"arxiv_id":"2508.07016","last_updated":"2025-08-09T15:29:14Z","snapshot_observed_at":"2026-08-13T01:29:02.716537Z","submitted_at":"2025-08-09T15:29:14Z","title":"TLCCSP: A Scalable Framework for Enhancing Time Series Forecasting with Time-Lagged Cross-Correlations","version":1},"reference_index":18,"source":"pdf_text","source_observed_at":"2026-08-05T22:28:48.669358Z"},"links":{"citing_paper":"/paper/2508.07016"},"observation_digest":"sha256:b8eb03623dd71fe3cb1320a76dd6be14b4deb8fb5747c3dabcbff561c336834f","observation_id":"28325290-094a-4e8e-a657-a3946ddf46e0","resolution":{"observed_at":"2026-08-05T22:28:52.718257Z","resolver_source":"arxiv_id_nonexistent","status":"verified_exact"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-13T06:32:02.005865+00:00","source":"crossref"},{"observed_at":"2026-08-13T06:31:53.387327+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-05T22:28:56.749930Z","title":null,"venue":null,"work_id":"6f0292ae-a54c-421b-ab61-cab0906347b0","year":1985},"citing_paper":{"arxiv_id":"2508.07016","last_updated":"2025-08-09T15:29:14Z","snapshot_observed_at":"2026-08-13T01:29:02.716537Z","submitted_at":"2025-08-09T15:29:14Z","title":"TLCCSP: A Scalable Framework for Enhancing Time Series Forecasting with Time-Lagged Cross-Correlations","version":1},"reference_index":19,"source":"pdf_text","source_observed_at":"2026-08-05T22:28:48.778356Z"},"links":{"citing_paper":"/paper/2508.07016"},"observation_digest":"sha256:607cf5939cfffbe488beb794998dbe3c38a9427c54c26d8ac5d99b62133e32f1","observation_id":"af106c6f-23f0-4f5a-bbb0-daf4708accb2","resolution":{"observed_at":"2026-08-05T22:28:56.849836Z","resolver_source":"raw_fallback","status":"unresolved"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-13T06:32:02.005865+00:00","source":"crossref"},{"observed_at":"2026-08-13T06:31:53.387327+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":"10.1007/s41066-024-00474-6","metadata_source":"openalex","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-10T05:30:23.456663Z","title":"Cansu, E","venue":"Granular Computing","work_id":"793bd25d-b413-41c5-bcdb-38be62df7a16","year":2024},"citing_paper":{"arxiv_id":"2508.07016","last_updated":"2025-08-09T15:29:14Z","snapshot_observed_at":"2026-08-13T01:29:02.716537Z","submitted_at":"2025-08-09T15:29:14Z","title":"TLCCSP: A Scalable Framework for Enhancing Time Series Forecasting with Time-Lagged Cross-Correlations","version":1},"reference_index":20,"source":"pdf_text","source_observed_at":"2026-08-05T22:28:48.854593Z"},"links":{"citing_paper":"/paper/2508.07016"},"observation_digest":"sha256:910b0e4d054d1c7da3553bfde865937465178aaf300c345c669803ae219bb3d1","observation_id":"a5cf9527-b077-4472-b19d-0d4be70db4d1","resolution":{"observed_at":"2026-08-05T22:28:51.641465Z","resolver_source":"doi","status":"verified_exact"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-13T06:32:02.005865+00:00","source":"crossref"},{"observed_at":"2026-08-13T06:31:53.387327+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":null,"snapshot_observed_at":"2026-08-05T22:28:48.921289Z","title":null,"venue":null,"work_id":null,"year":2023},"citing_paper":{"arxiv_id":"2508.07016","last_updated":"2025-08-09T15:29:14Z","snapshot_observed_at":"2026-08-13T01:29:02.716537Z","submitted_at":"2025-08-09T15:29:14Z","title":"TLCCSP: A Scalable Framework for Enhancing Time Series Forecasting with Time-Lagged Cross-Correlations","version":1},"reference_index":21,"source":"pdf_text","source_observed_at":"2026-08-05T22:28:48.921289Z"},"links":{"citing_paper":"/paper/2508.07016"},"observation_digest":"sha256:47b02e103316ade065fb2a574d1e40f77e21f48177d257215562829ac403b82e","observation_id":"ab2fa5c0-7fda-4834-a2cd-b0957f93c74d","resolution":{"observed_at":"2026-08-05T22:28:48.921289Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-05T22:28:56.469139Z","title":null,"venue":null,"work_id":"82cefe2d-cf56-48de-8459-4dd586d96cff","year":2021},"citing_paper":{"arxiv_id":"2508.07016","last_updated":"2025-08-09T15:29:14Z","snapshot_observed_at":"2026-08-13T01:29:02.716537Z","submitted_at":"2025-08-09T15:29:14Z","title":"TLCCSP: A Scalable Framework for Enhancing Time Series Forecasting with Time-Lagged Cross-Correlations","version":1},"reference_index":22,"source":"pdf_text","source_observed_at":"2026-08-05T22:28:49.001136Z"},"links":{"citing_paper":"/paper/2508.07016"},"observation_digest":"sha256:d630c8612c5b8cc214c2fe16a3c87c2990d3e4ad05b4f3245c102a2847346c06","observation_id":"98a547fa-c287-420e-ac35-bd130b921547","resolution":{"observed_at":"2026-08-05T22:28:56.607766Z","resolver_source":"raw_fallback","status":"unresolved"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-13T06:32:02.005865+00:00","source":"crossref"},{"observed_at":"2026-08-13T06:31:53.387327+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":"10.1007/s10489-023-04927-4","metadata_source":"openalex","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-10T05:30:23.456663Z","title":"Haugsdal, E","venue":"Applied Intelligence","work_id":"ba0f9052-2ffb-42c1-92bc-097940a418cc","year":2023},"citing_paper":{"arxiv_id":"2508.07016","last_updated":"2025-08-09T15:29:14Z","snapshot_observed_at":"2026-08-13T01:29:02.716537Z","submitted_at":"2025-08-09T15:29:14Z","title":"TLCCSP: A Scalable Framework for Enhancing Time Series Forecasting with Time-Lagged Cross-Correlations","version":1},"reference_index":23,"source":"pdf_text","source_observed_at":"2026-08-05T22:28:49.096222Z"},"links":{"citing_paper":"/paper/2508.07016"},"observation_digest":"sha256:99dbd3be4197b67b7d10173ad173c46a70df609b5bb1a13fc2af5add2971a644","observation_id":"66b37bff-b464-43da-b61a-1902d6f3eb12","resolution":{"observed_at":"2026-08-05T22:28:51.481391Z","resolver_source":"doi","status":"verified_exact"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-13T06:32:02.005865+00:00","source":"crossref"},{"observed_at":"2026-08-13T06:31:53.387327+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"arxiv_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-05T22:28:52.271847Z","title":null,"venue":null,"work_id":"9c8711d9-f958-47b4-90c2-509a425f3408","year":2024},"citing_paper":{"arxiv_id":"2508.07016","last_updated":"2025-08-09T15:29:14Z","snapshot_observed_at":"2026-08-13T01:29:02.716537Z","submitted_at":"2025-08-09T15:29:14Z","title":"TLCCSP: A Scalable Framework for Enhancing Time Series Forecasting with Time-Lagged Cross-Correlations","version":1},"reference_index":24,"source":"pdf_text","source_observed_at":"2026-08-05T22:28:49.183751Z"},"links":{"citing_paper":"/paper/2508.07016"},"observation_digest":"sha256:eb7d744e7f7191d23438afc0289579da3a241bf9bb88c189f7f7f4e2a73c1647","observation_id":"140c509d-9e01-4735-8fb8-471b26771118","resolution":{"observed_at":"2026-08-05T22:28:52.346449Z","resolver_source":"arxiv_id_nonexistent","status":"verified_exact"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-13T06:32:02.005865+00:00","source":"crossref"},{"observed_at":"2026-08-13T06:31:53.387327+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"arxiv_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-05T22:28:51.912261Z","title":null,"venue":null,"work_id":"ae6ab464-02b9-4db6-883f-850e12ff8140","year":2022},"citing_paper":{"arxiv_id":"2508.07016","last_updated":"2025-08-09T15:29:14Z","snapshot_observed_at":"2026-08-13T01:29:02.716537Z","submitted_at":"2025-08-09T15:29:14Z","title":"TLCCSP: A Scalable Framework for Enhancing Time Series Forecasting with Time-Lagged Cross-Correlations","version":1},"reference_index":25,"source":"pdf_text","source_observed_at":"2026-08-05T22:28:49.286371Z"},"links":{"citing_paper":"/paper/2508.07016"},"observation_digest":"sha256:63397fb7093eb3f9b757a64d91727c9ae27ae392a01275c88fed8fc3537a612f","observation_id":"96cf2c04-ce95-4294-8782-332e0f991af3","resolution":{"observed_at":"2026-08-05T22:28:51.986745Z","resolver_source":"arxiv_id_nonexistent","status":"verified_exact"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-13T06:32:02.005865+00:00","source":"crossref"},{"observed_at":"2026-08-13T06:31:53.387327+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":"10.1155/2023/9523230","metadata_source":"openalex","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-10T05:30:23.456663Z","title":null,"venue":"International Journal of Intelligent Systems","work_id":"ecadc998-4ddf-4ae9-a858-85fb5dc06ff9","year":2023},"citing_paper":{"arxiv_id":"2508.07016","last_updated":"2025-08-09T15:29:14Z","snapshot_observed_at":"2026-08-13T01:29:02.716537Z","submitted_at":"2025-08-09T15:29:14Z","title":"TLCCSP: A Scalable Framework for Enhancing Time Series Forecasting with Time-Lagged Cross-Correlations","version":1},"reference_index":26,"source":"pdf_text","source_observed_at":"2026-08-05T22:28:49.353114Z"},"links":{"citing_paper":"/paper/2508.07016"},"observation_digest":"sha256:8f713bfb092f34b05f7fb9bb8474c16a1a5397a2053cbb1c1f1f44a42ed311ed","observation_id":"3afa41c1-51f8-47ec-8b8f-373ba830f262","resolution":{"observed_at":"2026-08-05T22:28:51.293983Z","resolver_source":"doi","status":"verified_exact"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-13T06:32:02.005865+00:00","source":"crossref"},{"observed_at":"2026-08-13T06:31:53.387327+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-05T22:28:56.233665Z","title":null,"venue":null,"work_id":"4ed982df-1972-4cb9-9fe0-b81c7af35bdc","year":2021},"citing_paper":{"arxiv_id":"2508.07016","last_updated":"2025-08-09T15:29:14Z","snapshot_observed_at":"2026-08-13T01:29:02.716537Z","submitted_at":"2025-08-09T15:29:14Z","title":"TLCCSP: A Scalable Framework for Enhancing Time Series Forecasting with Time-Lagged Cross-Correlations","version":1},"reference_index":27,"source":"pdf_text","source_observed_at":"2026-08-05T22:28:49.435522Z"},"links":{"citing_paper":"/paper/2508.07016"},"observation_digest":"sha256:49abfe1f5f0f214a4d200d6f6af505461b789c290c08192aad09ba2253ad74ba","observation_id":"56e0c8cd-1576-4d0f-a070-803de84d28fa","resolution":{"observed_at":"2026-08-05T22:28:56.349173Z","resolver_source":"raw_fallback","status":"unresolved"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-13T06:32:02.005865+00:00","source":"crossref"},{"observed_at":"2026-08-13T06:31:53.387327+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-05T22:28:55.978954Z","title":null,"venue":null,"work_id":"10b6a1ef-5809-4eda-a08b-5f6365fb69f3","year":2023},"citing_paper":{"arxiv_id":"2508.07016","last_updated":"2025-08-09T15:29:14Z","snapshot_observed_at":"2026-08-13T01:29:02.716537Z","submitted_at":"2025-08-09T15:29:14Z","title":"TLCCSP: A Scalable Framework for Enhancing Time Series Forecasting with Time-Lagged Cross-Correlations","version":1},"reference_index":28,"source":"pdf_text","source_observed_at":"2026-08-05T22:28:49.548857Z"},"links":{"citing_paper":"/paper/2508.07016"},"observation_digest":"sha256:faf575c9c4588ca83a6159f3cbbe77a8ccaac24500f86722466a5fd867152e0a","observation_id":"b2b3f871-c2fe-4362-844f-846bff8c6215","resolution":{"observed_at":"2026-08-05T22:28:56.111740Z","resolver_source":"raw_fallback","status":"unresolved"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-13T06:32:02.005865+00:00","source":"crossref"},{"observed_at":"2026-08-13T06:31:53.387327+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-05T22:28:55.715540Z","title":null,"venue":null,"work_id":"3c386228-6ee3-4f55-9050-0723c6d07959","year":2020},"citing_paper":{"arxiv_id":"2508.07016","last_updated":"2025-08-09T15:29:14Z","snapshot_observed_at":"2026-08-13T01:29:02.716537Z","submitted_at":"2025-08-09T15:29:14Z","title":"TLCCSP: A Scalable Framework for Enhancing Time Series Forecasting with Time-Lagged Cross-Correlations","version":1},"reference_index":29,"source":"pdf_text","source_observed_at":"2026-08-05T22:28:49.622143Z"},"links":{"citing_paper":"/paper/2508.07016"},"observation_digest":"sha256:9e7d8691cccd5eca079ef99de9f694ebb148348af1d8a7421ea0934ed1469bae","observation_id":"8fb5315e-57fa-4af3-b111-290f2c3cff03","resolution":{"observed_at":"2026-08-05T22:28:55.848170Z","resolver_source":"raw_fallback","status":"unresolved"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-13T06:32:02.005865+00:00","source":"crossref"},{"observed_at":"2026-08-13T06:31:53.387327+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-05T22:28:55.508052Z","title":null,"venue":null,"work_id":"11915e73-eded-4371-9dbf-bf2de1d11958","year":2023},"citing_paper":{"arxiv_id":"2508.07016","last_updated":"2025-08-09T15:29:14Z","snapshot_observed_at":"2026-08-13T01:29:02.716537Z","submitted_at":"2025-08-09T15:29:14Z","title":"TLCCSP: A Scalable Framework for Enhancing Time Series Forecasting with Time-Lagged Cross-Correlations","version":1},"reference_index":30,"source":"pdf_text","source_observed_at":"2026-08-05T22:28:49.717758Z"},"links":{"citing_paper":"/paper/2508.07016"},"observation_digest":"sha256:1b69674eb51f01824c1e41ff8fb53a6b4c5a5e56d00a82c55d13ce4f27d6d0c6","observation_id":"14fe9e90-24c5-4c5d-a861-8c42f6f79281","resolution":{"observed_at":"2026-08-05T22:28:55.626617Z","resolver_source":"raw_fallback","status":"unresolved"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-13T06:32:02.005865+00:00","source":"crossref"},{"observed_at":"2026-08-13T06:31:53.387327+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-05T22:28:55.286591Z","title":null,"venue":null,"work_id":"d53bd317-ff8e-4d0c-84b2-e6e9a7d2ee99","year":2024},"citing_paper":{"arxiv_id":"2508.07016","last_updated":"2025-08-09T15:29:14Z","snapshot_observed_at":"2026-08-13T01:29:02.716537Z","submitted_at":"2025-08-09T15:29:14Z","title":"TLCCSP: A Scalable Framework for Enhancing Time Series Forecasting with Time-Lagged Cross-Correlations","version":1},"reference_index":31,"source":"pdf_text","source_observed_at":"2026-08-05T22:28:49.872843Z"},"links":{"citing_paper":"/paper/2508.07016"},"observation_digest":"sha256:c3cf1fd3ae15ae7b25e718a69fe404235dfded37789485a1f63e851614fadbba","observation_id":"43797b31-e202-4fef-8375-a8b78f472840","resolution":{"observed_at":"2026-08-05T22:28:55.410337Z","resolver_source":"raw_fallback","status":"unresolved"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-13T06:32:02.005865+00:00","source":"crossref"},{"observed_at":"2026-08-13T06:31:53.387327+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-05T22:28:55.061241Z","title":null,"venue":null,"work_id":"9ee5d514-57ff-4893-bc9f-21bf7744c6a8","year":null},"citing_paper":{"arxiv_id":"2508.07016","last_updated":"2025-08-09T15:29:14Z","snapshot_observed_at":"2026-08-13T01:29:02.716537Z","submitted_at":"2025-08-09T15:29:14Z","title":"TLCCSP: A Scalable Framework for Enhancing Time Series Forecasting with Time-Lagged Cross-Correlations","version":1},"reference_index":32,"source":"pdf_text","source_observed_at":"2026-08-05T22:28:50.003187Z"},"links":{"citing_paper":"/paper/2508.07016"},"observation_digest":"sha256:18e8d2e3171d4c5f8d74717b44a99a38a5503302e0956dcf925c0daef681114a","observation_id":"5b174534-7cff-48c6-98f7-aca96116e92b","resolution":{"observed_at":"2026-08-05T22:28:55.177806Z","resolver_source":"raw_fallback","status":"unresolved"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-13T06:32:02.005865+00:00","source":"crossref"},{"observed_at":"2026-08-13T06:31:53.387327+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-05T22:28:54.706623Z","title":null,"venue":null,"work_id":"9c4d9311-ca52-46fa-aa6d-a2b7ca57fef6","year":2021},"citing_paper":{"arxiv_id":"2508.07016","last_updated":"2025-08-09T15:29:14Z","snapshot_observed_at":"2026-08-13T01:29:02.716537Z","submitted_at":"2025-08-09T15:29:14Z","title":"TLCCSP: A Scalable Framework for Enhancing Time Series Forecasting with Time-Lagged Cross-Correlations","version":1},"reference_index":33,"source":"pdf_text","source_observed_at":"2026-08-05T22:28:50.170913Z"},"links":{"citing_paper":"/paper/2508.07016"},"observation_digest":"sha256:07fbc3c65483841fbc1a2c6b9bd88d05a7812c90239d01d09c8b2ed79a11c277","observation_id":"b886e9fd-1147-45ab-9dfc-e0b15624ee5a","resolution":{"observed_at":"2026-08-05T22:28:54.778990Z","resolver_source":"raw_fallback","status":"unresolved"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-13T06:32:02.005865+00:00","source":"crossref"},{"observed_at":"2026-08-13T06:31:53.387327+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-05T22:28:54.530171Z","title":null,"venue":null,"work_id":"0c05278d-028b-459a-a82b-b4cbfe3de837","year":null},"citing_paper":{"arxiv_id":"2508.07016","last_updated":"2025-08-09T15:29:14Z","snapshot_observed_at":"2026-08-13T01:29:02.716537Z","submitted_at":"2025-08-09T15:29:14Z","title":"TLCCSP: A Scalable Framework for Enhancing Time Series Forecasting with Time-Lagged Cross-Correlations","version":1},"reference_index":34,"source":"pdf_text","source_observed_at":"2026-08-05T22:28:50.286829Z"},"links":{"citing_paper":"/paper/2508.07016"},"observation_digest":"sha256:20bc95041f1d4789a1eefa7fe449495c2b078c2afae562d9b25be1d68c90424d","observation_id":"26af082f-a72d-43ee-bcba-dcd4fb064c5e","resolution":{"observed_at":"2026-08-05T22:28:54.630095Z","resolver_source":"raw_fallback","status":"unresolved"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-13T06:32:02.005865+00:00","source":"crossref"},{"observed_at":"2026-08-13T06:31:53.387327+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-05T22:28:54.244297Z","title":null,"venue":null,"work_id":"6a491f4a-5613-498c-9bb8-8f824fb9f6f1","year":2023},"citing_paper":{"arxiv_id":"2508.07016","last_updated":"2025-08-09T15:29:14Z","snapshot_observed_at":"2026-08-13T01:29:02.716537Z","submitted_at":"2025-08-09T15:29:14Z","title":"TLCCSP: A Scalable Framework for Enhancing Time Series Forecasting with Time-Lagged Cross-Correlations","version":1},"reference_index":35,"source":"pdf_text","source_observed_at":"2026-08-05T22:28:50.458985Z"},"links":{"citing_paper":"/paper/2508.07016"},"observation_digest":"sha256:38bbe0e1957033497056bcf0cbd780f7f2abcac68a0a6403183a498f5a0bc162","observation_id":"bd4067e9-350d-4996-ba92-e355ce1c2af8","resolution":{"observed_at":"2026-08-05T22:28:54.285074Z","resolver_source":"raw_fallback","status":"unresolved"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-13T06:32:02.005865+00:00","source":"crossref"},{"observed_at":"2026-08-13T06:31:53.387327+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-05T22:28:54.058096Z","title":null,"venue":null,"work_id":"53414244-f594-415c-824b-d7d5bacb8347","year":2024},"citing_paper":{"arxiv_id":"2508.07016","last_updated":"2025-08-09T15:29:14Z","snapshot_observed_at":"2026-08-13T01:29:02.716537Z","submitted_at":"2025-08-09T15:29:14Z","title":"TLCCSP: A Scalable Framework for Enhancing Time Series Forecasting with Time-Lagged Cross-Correlations","version":1},"reference_index":36,"source":"pdf_text","source_observed_at":"2026-08-05T22:28:50.549858Z"},"links":{"citing_paper":"/paper/2508.07016"},"observation_digest":"sha256:d842dd724d98efe0b5b24182c9ab588117fb22a914b0298b7d5d0e51342ca958","observation_id":"0ebbfd27-b76f-4366-90cd-93e0bd122820","resolution":{"observed_at":"2026-08-05T22:28:54.145027Z","resolver_source":"raw_fallback","status":"unresolved"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-13T06:32:02.005865+00:00","source":"crossref"},{"observed_at":"2026-08-13T06:31:53.387327+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-05T22:28:53.876384Z","title":null,"venue":null,"work_id":"3e92158e-d4c8-40c8-a3fe-6ae834810825","year":2022},"citing_paper":{"arxiv_id":"2508.07016","last_updated":"2025-08-09T15:29:14Z","snapshot_observed_at":"2026-08-13T01:29:02.716537Z","submitted_at":"2025-08-09T15:29:14Z","title":"TLCCSP: A Scalable Framework for Enhancing Time Series Forecasting with Time-Lagged Cross-Correlations","version":1},"reference_index":37,"source":"pdf_text","source_observed_at":"2026-08-05T22:28:50.633658Z"},"links":{"citing_paper":"/paper/2508.07016"},"observation_digest":"sha256:690420d79717d7784076d649bc6ca1ceb5e0f464e8fd357139297bde1acb01b3","observation_id":"0be44b07-6a20-4abb-877d-d6b2ecad1b40","resolution":{"observed_at":"2026-08-05T22:28:53.947915Z","resolver_source":"raw_fallback","status":"unresolved"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-13T06:32:02.005865+00:00","source":"crossref"},{"observed_at":"2026-08-13T06:31:53.387327+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-05T22:28:53.687416Z","title":null,"venue":null,"work_id":"72e1a16e-3b19-48e4-81d7-0778efefd251","year":2020},"citing_paper":{"arxiv_id":"2508.07016","last_updated":"2025-08-09T15:29:14Z","snapshot_observed_at":"2026-08-13T01:29:02.716537Z","submitted_at":"2025-08-09T15:29:14Z","title":"TLCCSP: A Scalable Framework for Enhancing Time Series Forecasting with Time-Lagged Cross-Correlations","version":1},"reference_index":38,"source":"pdf_text","source_observed_at":"2026-08-05T22:28:50.752528Z"},"links":{"citing_paper":"/paper/2508.07016"},"observation_digest":"sha256:520af5e6a6e56382d8f5af02bf1ed0896d4dea1e1694c3ce6072a4cf4bd03b69","observation_id":"df959fae-9fb4-4d75-83db-426ce3b68a53","resolution":{"observed_at":"2026-08-05T22:28:53.754919Z","resolver_source":"raw_fallback","status":"unresolved"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-13T06:32:02.005865+00:00","source":"crossref"},{"observed_at":"2026-08-13T06:31:53.387327+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-05T22:28:53.519061Z","title":"Afshar Alam","venue":null,"work_id":"bf170cf6-be22-4116-a68d-70514e49ee27","year":2018},"citing_paper":{"arxiv_id":"2508.07016","last_updated":"2025-08-09T15:29:14Z","snapshot_observed_at":"2026-08-13T01:29:02.716537Z","submitted_at":"2025-08-09T15:29:14Z","title":"TLCCSP: A Scalable Framework for Enhancing Time Series Forecasting with Time-Lagged Cross-Correlations","version":1},"reference_index":39,"source":"pdf_text","source_observed_at":"2026-08-05T22:28:50.840776Z"},"links":{"citing_paper":"/paper/2508.07016"},"observation_digest":"sha256:51537ec8c27cdf4212800dd30a2eb00ef59f4a3223a3d06c402d72e4ebb36799","observation_id":"fb1ec762-42d5-491c-8cf3-acf53cce860c","resolution":{"observed_at":"2026-08-05T22:28:53.608916Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-13T06:32:02.005865+00:00","source":"crossref"},{"observed_at":"2026-08-13T06:31:53.387327+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":null,"snapshot_observed_at":"2026-08-05T22:28:50.922300Z","title":null,"venue":null,"work_id":null,"year":2023},"citing_paper":{"arxiv_id":"2508.07016","last_updated":"2025-08-09T15:29:14Z","snapshot_observed_at":"2026-08-13T01:29:02.716537Z","submitted_at":"2025-08-09T15:29:14Z","title":"TLCCSP: A Scalable Framework for Enhancing Time Series Forecasting with Time-Lagged Cross-Correlations","version":1},"reference_index":40,"source":"pdf_text","source_observed_at":"2026-08-05T22:28:50.922300Z"},"links":{"citing_paper":"/paper/2508.07016"},"observation_digest":"sha256:c59aab01df0b515b7f1e04e7e16bfda61acd7cf251755a1c90010ae726650831","observation_id":"15cb82c9-69d4-4d0f-ad0d-40ec25838de0","resolution":{"observed_at":"2026-08-05T22:28:50.922300Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-05T22:28:53.357192Z","title":null,"venue":null,"work_id":"6c44ef86-9cd5-4d1f-b4cc-3113eb0c9ffc","year":2018},"citing_paper":{"arxiv_id":"2508.07016","last_updated":"2025-08-09T15:29:14Z","snapshot_observed_at":"2026-08-13T01:29:02.716537Z","submitted_at":"2025-08-09T15:29:14Z","title":"TLCCSP: A Scalable Framework for Enhancing Time Series Forecasting with Time-Lagged Cross-Correlations","version":1},"reference_index":41,"source":"pdf_text","source_observed_at":"2026-08-05T22:28:50.981323Z"},"links":{"citing_paper":"/paper/2508.07016"},"observation_digest":"sha256:8c18cce45120bb599229e204bce243965319438d796879658763d0d30f55c41a","observation_id":"c7460a2e-f81e-4ec1-8dda-623b7f7ef3b0","resolution":{"observed_at":"2026-08-05T22:28:53.424587Z","resolver_source":"raw_fallback","status":"unresolved"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-13T06:32:02.005865+00:00","source":"crossref"},{"observed_at":"2026-08-13T06:31:53.387327+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-05T22:28:53.187080Z","title":"Medsker, Lakhmi Jain, et al","venue":null,"work_id":"9e4f0c82-405d-4c07-96f0-2ed1d924cc73","year":2001},"citing_paper":{"arxiv_id":"2508.07016","last_updated":"2025-08-09T15:29:14Z","snapshot_observed_at":"2026-08-13T01:29:02.716537Z","submitted_at":"2025-08-09T15:29:14Z","title":"TLCCSP: A Scalable Framework for Enhancing Time Series Forecasting with Time-Lagged Cross-Correlations","version":1},"reference_index":42,"source":"pdf_text","source_observed_at":"2026-08-05T22:28:51.047074Z"},"links":{"citing_paper":"/paper/2508.07016"},"observation_digest":"sha256:ea0450a5eec0606023ccf659a28d14a2711530d5b8157f869e0167a227eaa01d","observation_id":"2b533255-1a00-4c2e-b972-9171facbfa14","resolution":{"observed_at":"2026-08-05T22:28:53.288248Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-13T06:32:02.005865+00:00","source":"crossref"},{"observed_at":"2026-08-13T06:31:53.387327+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-05T22:28:53.005053Z","title":null,"venue":null,"work_id":"abe23412-5f8a-4d21-bb79-0e0b5acf1ced","year":2020},"citing_paper":{"arxiv_id":"2508.07016","last_updated":"2025-08-09T15:29:14Z","snapshot_observed_at":"2026-08-13T01:29:02.716537Z","submitted_at":"2025-08-09T15:29:14Z","title":"TLCCSP: A Scalable Framework for Enhancing Time Series Forecasting with Time-Lagged Cross-Correlations","version":1},"reference_index":43,"source":"pdf_text","source_observed_at":"2026-08-05T22:28:51.133921Z"},"links":{"citing_paper":"/paper/2508.07016"},"observation_digest":"sha256:fb5f11f8cf7f6f1f885bae0d379f35022a5702694b636f3961541e2d58326e73","observation_id":"696e0524-ac52-456e-84ac-c58efcdcf92c","resolution":{"observed_at":"2026-08-05T22:28:53.106001Z","resolver_source":"raw_fallback","status":"unresolved"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-13T06:32:02.005865+00:00","source":"crossref"},{"observed_at":"2026-08-13T06:31:53.387327+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-05T22:28:54.370013Z","title":"IEEE Transactions on Neural Networks and Learning Systems 34, 4 (2020), 1808–1822","venue":null,"work_id":"ca59799d-6d2c-485c-ae56-a0354adea8d8","year":2020},"citing_paper":{"arxiv_id":"2508.07016","last_updated":"2025-08-09T15:29:14Z","snapshot_observed_at":"2026-08-13T01:29:02.716537Z","submitted_at":"2025-08-09T15:29:14Z","title":"TLCCSP: A Scalable Framework for Enhancing Time Series Forecasting with Time-Lagged Cross-Correlations","version":1},"reference_index":2020,"source":"pdf_text","source_observed_at":"2026-08-05T22:28:50.402666Z"},"links":{"citing_paper":"/paper/2508.07016"},"observation_digest":"sha256:088fdd1ac66783a9949e4a6fbfb07f46355064f69633afec361167c43fd03e16","observation_id":"f69f9899-84ce-4b57-9acb-dded7dd3399f","resolution":{"observed_at":"2026-08-05T22:28:54.455291Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-13T06:32:02.005865+00:00","source":"crossref"},{"observed_at":"2026-08-13T06:31:53.387327+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-05T22:28:54.874562Z","title":"Nature 619, 7970 (2023), 533–538","venue":null,"work_id":"3cf9e6f9-501a-4d1c-9930-1f67cf07fcd8","year":2023},"citing_paper":{"arxiv_id":"2508.07016","last_updated":"2025-08-09T15:29:14Z","snapshot_observed_at":"2026-08-13T01:29:02.716537Z","submitted_at":"2025-08-09T15:29:14Z","title":"TLCCSP: A Scalable Framework for Enhancing Time Series Forecasting with Time-Lagged Cross-Correlations","version":1},"reference_index":2023,"source":"pdf_text","source_observed_at":"2026-08-05T22:28:50.080474Z"},"links":{"citing_paper":"/paper/2508.07016"},"observation_digest":"sha256:0e284665c629878da6f3a2c8ea57da93677df2895aeabf72efd5bdc399acba5d","observation_id":"a9dd33a6-a431-40b9-ac83-196706895ef1","resolution":{"observed_at":"2026-08-05T22:28:54.951190Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-13T06:32:02.005865+00:00","source":"crossref"},{"observed_at":"2026-08-13T06:31:53.387327+00:00","source":"retraction_watch"}],"state":"measured"}}],"paper":{"arxiv_id":"2508.07016","last_updated":"2025-08-09T15:29:14Z","latest_version":1,"primary_category":"cs.LG","snapshot_observed_at":"2026-08-13T01:29:02.716537Z","submitted_at":"2025-08-09T15:29:14Z","title":"TLCCSP: A Scalable Framework for Enhancing Time Series Forecasting with Time-Lagged Cross-Correlations"},"reference_resolution":{"displayed":45,"state_counts":{"malformed_identifier":0,"metadata_mismatch":0,"parse_uncertain":0,"unresolved":31,"verified_exact":7,"verified_fuzzy":7},"total_outbound_references":45},"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":"2026-08-13T06:32:02.005865+00:00","source":"crossref"},{"observed_at":"2026-08-13T06:31:53.387327+00:00","source":"retraction_watch"}],"thesis":"As of 13 August 2026, this Paper Citation Record lists 45 of 45 outbound references and 0 inbound Pith citation observations for arXiv:2508.07016."}