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Time-series forecasting plays a critical role in many real-world applications. Although increasingly powerful models have been developed and achieved superior results on benchmark datasets, through a fine-grained sample-level inspection, we…

Machine Learning · Computer Science 2025-05-27 Zhining Liu , Ze Yang , Xiao Lin , Ruizhong Qiu , Tianxin Wei , Yada Zhu , Hendrik Hamann , Jingrui He , Hanghang Tong

Time series underwent the transition from statistics to deep learning, as did many other machine learning fields. Although it appears that the accuracy has been increasing as the model is updated in a number of publicly available datasets,…

Machine Learning · Computer Science 2022-08-16 Gedi Liu , Yifeng Jiang , Yi Ouyang , Keyang Zhong , Yang Wang

Neural time-series analysis has traditionally focused on modeling data in the time domain, often with some approaches incorporating equivalent Fourier domain representations as auxiliary spectral features. In this work, we shift the main…

Machine Learning · Computer Science 2024-10-08 Minjung Kim , Yusuke Hioka , Michael Witbrock

Irregularly-sampled time series (ITS) are native to high-impact domains like healthcare, where measurements are collected over time at uneven intervals. However, for many classification problems, only small portions of long time series are…

Machine Learning · Computer Science 2023-02-09 Thomas Hartvigsen , Jidapa Thadajarassiri , Xiangnan Kong , Elke Rundensteiner

Time series are used in many domains including finance, engineering, economics and bioinformatics generally to represent the change of a measurement over time. Modeling techniques may then be used to give a synthetic representation of such…

Methodology · Statistics 2013-12-30 Faicel Chamroukhi , Allou Samé , Gérard Govaert , Patrice Aknin

The recent boom of large pre-trained models witnesses remarkable success in developing foundation models (FMs) for time series forecasting. Despite impressive performance across diverse downstream forecasting tasks, existing time series FMs…

Machine Learning · Computer Science 2025-10-23 Hui He , Kun Yi , Yuanchi Ma , Qi Zhang , Zhendong Niu , Guansong Pang

Missing values, irregularly collected samples, and multi-resolution signals commonly occur in multivariate time series data, making predictive tasks difficult. These challenges are especially prevalent in the healthcare domain, where…

Time-series forecasting is crucial for numerous real-world applications including weather prediction and financial market modeling. While temporal-domain methods remain prevalent, frequency-domain approaches can effectively capture…

Machine Learning · Computer Science 2025-08-05 Zhixuan Li , Naipeng Chen , Seonghwa Choi , Sanghoon Lee , Weisi Lin

Time series foundation models (FMs) have emerged as a popular paradigm for zero-shot multi-domain forecasting. These models are trained on numerous diverse datasets and claim to be effective forecasters across multiple different time series…

Risk Management · Quantitative Finance 2025-05-19 Anubha Goel , Puneet Pasricha , Martin Magris , Juho Kanniainen

Access to credible sustainability information in the fashion industry remains limited and challenging to interpret, despite growing public and regulatory demands for transparency. General-purpose language models often lack domain-specific…

Machine Learning · Computer Science 2025-10-27 Daphne Theodorakopoulos , Elisabeth Eberling , Miriam Bodenheimer , Sabine Loos , Frederic Stahl

In recent years, there have been unprecedented technological advances in sensor technology, and sensors have become more affordable than ever. Thus, sensor-driven data collection is increasingly becoming an attractive and practical option…

Machine Learning · Computer Science 2021-12-30 Alireza Abdoli

Explanations of time series models are useful for high stakes applications like healthcare but have received little attention in machine learning literature. We propose FIT, a framework that evaluates the importance of observations for a…

Machine Learning · Computer Science 2020-10-29 Sana Tonekaboni , Shalmali Joshi , Kieran Campbell , David Duvenaud , Anna Goldenberg

Pre-trained models exhibit strong generalization to various downstream tasks. However, given the numerous models available in the model hub, identifying the most suitable one by individually fine-tuning is time-consuming. In this paper, we…

Machine Learning · Computer Science 2026-03-10 Tengxue Zhang , Biao Ouyang , Yang Shu , Xinyang Chen , Chenjuan Guo , Bin Yang

The rapid growth and distribution of IT systems increases their complexity and aggravates operation and maintenance. To sustain control over large sets of hosts and the connecting networks, monitoring solutions are employed and constantly…

Machine Learning · Computer Science 2020-07-08 Alexander Acker , Thorsten Wittkopp , Sasho Nedelkoski , Jasmin Bogatinovski , Odej Kao

Scaling laws motivate the development of Time Series Foundation Models (TSFMs) that pre-train vast parameters and achieve remarkable zero-shot forecasting performance. Surprisingly, even after fine-tuning, TSFMs cannot consistently…

Machine Learning · Computer Science 2025-12-23 Lifan Zhao , Yanyan Shen , Zhaoyang Liu , Xue Wang , Jiaji Deng

The prediction of residential power usage is essential in assisting a smart grid to manage and preserve energy to ensure efficient use. An accurate energy forecasting at the customer level will reflect directly into efficiency improvements…

Transformer-based foundation models have emerged as a dominant paradigm in time series analysis, offering unprecedented capabilities in tasks such as forecasting, anomaly detection, classification, trend analysis and many more time series…

Patch-wise Transformer based time series forecasting achieves superior accuracy. However, this superiority relies heavily on intricate model design with massive parameters, rendering both training and inference expensive, thus preventing…

Machine Learning · Computer Science 2025-01-22 Meng Wang , Jintao Yang , Bin Yang , Hui Li , Tongxin Gong , Bo Yang , Jiangtao Cui

Foundation models (FMs) have opened new avenues for machine learning applications due to their ability to adapt to new and unseen tasks with minimal or no further training. Time-series foundation models (TSFMs) -- FMs trained on time-series…

Machine Learning · Computer Science 2025-12-02 Hetvi Shastri , Pragya Sharma , Walid A. Hanafy , Mani Srivastava , Prashant Shenoy

While numerous forecasters have been proposed using different network architectures, the Transformer-based models have state-of-the-art performance in time series forecasting. However, forecasters based on Transformers are still suffering…

Machine Learning · Computer Science 2024-11-06 Kun Yi , Jingru Fei , Qi Zhang , Hui He , Shufeng Hao , Defu Lian , Wei Fan