Second-generation LSTMs (xLSTM) do have leading performance on zero-shot time series forecasting: https://arxiv.org/abs/2505.23719 https://arxiv.org/abs/2505.23

Second-generation LSTMs (xLSTM) do have leading performance on zero-shot time series forecasting: https://arxiv.org/abs/2505.23719 https://arxiv.org/abs/2505.23719. I think other architectures, aside from the transformer, might lead to SOTA performance, but they remain a bit unexplored.