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Related papers: Revisiting Long-term Time Series Forecasting: An I…

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State-of-the-art results in large language models (LLMs) often rely on scale, which becomes computationally expensive. This has sparked a research agenda to reduce these models' parameter counts and computational costs without significantly…

Computation and Language · Computer Science 2024-11-07 Xiuying Wei , Skander Moalla , Razvan Pascanu , Caglar Gulcehre

Long-term time-series forecasting (LTSF) is fundamental to various real-world applications, where Transformer-based models have become the dominant framework due to their ability to capture long-range dependencies. However, these models…

Machine Learning · Computer Science 2025-03-27 Mingjie Li , Rui Liu , Guangsi Shi , Mingfei Han , Changling Li , Lina Yao , Xiaojun Chang , Ling Chen

Time Series Forecasting (TSF) has long been a challenge in time series analysis. Inspired by the success of Large Language Models (LLMs), researchers are now developing Large Time Series Models (LTSMs)-universal transformer-based models…

Recent progress in foundation models has enabled strong zero-shot performance for time series forecasting. In this work, we show that such capabilities can also emerge from tabular foundation models. We introduce TabPFN-TS, a simple method…

Machine Learning · Computer Science 2026-01-28 Shi Bin Hoo , Samuel Müller , David Salinas , Frank Hutter

Many real-world ubiquitous applications, such as parking recommendations and air pollution monitoring, benefit significantly from accurate long-term spatio-temporal forecasting (LSTF). LSTF makes use of long-term dependency between spatial…

Machine Learning · Computer Science 2022-09-02 Wei Shao , Zhiling Jin , Shuo Wang , Yufan Kang , Xiao Xiao , Hamid Menouar , Zhaofeng Zhang , Junshan Zhang , Flora Salim

The influence function serves as an efficient post-hoc interpretability tool that quantifies the impact of training data modifications on model parameters, enabling enhanced model performance, improved generalization, and interpretability…

Machine Learning · Computer Science 2025-10-21 Muyao Wang , Zeke Xie , Bo Chen , Hongwei Liu , James Kwok

Can language-pretrained transformers become effective time-series forecasters, and why? In this paper, we show that cross-modal transfer arises because language pretraining preconditions time series training with a reusable manifold. A…

Machine Learning · Computer Science 2026-05-21 Alexis Roger , Prateek Humane , Zhenghan Tai , Gwen Legate , Andrei Mircea , Vasilii Feofanov , Irina Rish

RNN-based methods have faced challenges in the Long-term Time Series Forecasting (LTSF) domain when dealing with excessively long look-back windows and forecast horizons. Consequently, the dominance in this domain has shifted towards…

Machine Learning · Computer Science 2023-08-23 Shengsheng Lin , Weiwei Lin , Wentai Wu , Feiyu Zhao , Ruichao Mo , Haotong Zhang

Probabilistic forecasting of high dimensional multivariate time series is a notoriously challenging task, both in terms of computational burden and distribution modeling. Most previous work either makes simple distribution assumptions or…

Machine Learning · Computer Science 2021-01-27 Nam Nguyen , Brian Quanz

Downsampling-based methods for time series forecasting have attracted increasing attention due to their superiority in capturing sequence trends. However, this approaches mainly capture dependencies within subsequences but neglect…

Computational Engineering, Finance, and Science · Computer Science 2026-01-21 Zhangyao Song , Nanqing Jiang , Miaohong He , Xiaoyu Zhao , Tao Guo

Can meta-learning discover generic ways of processing time series (TS) from a diverse dataset so as to greatly improve generalization on new TS coming from different datasets? This work provides positive evidence to this using a broad…

Machine Learning · Computer Science 2020-12-16 Boris N. Oreshkin , Dmitri Carpov , Nicolas Chapados , Yoshua Bengio

Large Language Models (LLMs) have recently shown exceptional potential in time series forecasting, leveraging their inherent sequential reasoning capabilities to model complex temporal dynamics. However, existing approaches typically employ…

Machine Learning · Computer Science 2026-02-16 Xingyu Zhang , Hanyun Du , Zeen Song , Jianqi Zhang , Changwen Zheng , Wenwen Qiang

Recent advancements in deep learning have led to the development of various models for long-term multivariate time-series forecasting (LMTF), many of which have shown promising results. Generally, the focus has been on…

Machine Learning · Computer Science 2024-02-28 Shiyi Qi , Zenglin Xu , Yiduo Li , Liangjian Wen , Qingsong Wen , Qifan Wang , Yuan Qi

High-dimensional time series prediction is needed in applications as diverse as demand forecasting and climatology. Often, such applications require methods that are both highly scalable, and deal with noisy data in terms of corruptions or…

Machine Learning · Computer Science 2016-02-18 Hsiang-Fu Yu , Nikhil Rao , Inderjit S. Dhillon

Traffic flow forecasting is a crucial task in transportation management and planning. The main challenges for traffic flow forecasting are that (1) as the length of prediction time increases, the accuracy of prediction will decrease; (2)…

Artificial Intelligence · Computer Science 2024-05-13 Jianli Xiao , Baichao Long

Multivariate long-term time series forecasting has been suffering from the challenge of capturing both temporal dependencies within variables and spatial correlations across variables simultaneously. Current approaches predominantly…

Machine Learning · Computer Science 2025-09-15 Chenheng Xu , Dan Wu , Yixin Zhu , Ying Nian Wu

Time series forecasting (TSF) holds significant importance in modern society, spanning numerous domains. Previous representation learning-based TSF algorithms typically embrace a contrastive learning paradigm featuring segregated…

Machine Learning · Computer Science 2023-12-12 Jiaxin Gao , Yuxiao Hu , Qinglong Cao , Siqi Dai , Yuntian Chen

Time-frequency (TF) representations of time series are intrinsically subject to the boundary effects. As a result, the structures of signals that are highlighted by the representations are garbled when approaching the boundaries of the TF…

Signal Processing · Electrical Eng. & Systems 2021-02-24 Adrien Meynard , Hau-Tieng Wu

The adaptation of large language models (LLMs) to time series forecasting poses unique challenges, as time series data is continuous in nature, while LLMs operate on discrete tokens. Despite the success of LLMs in natural language…

Computation and Language · Computer Science 2025-08-05 Taibiao Zhao , Xiaobing Chen , Mingxuan Sun

Time series forecasting is a subject of significant scientific and industrial importance. Despite the widespread utilization of forecasting methods, there is a dearth of research aimed at comprehending the conditions under which these…

Machine Learning · Computer Science 2024-10-23 Moisés Santos , André de Carvalho , Carlos Soares
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