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Deep learning has contributed remarkably to the advancement of time series analysis. Still, deep models can encounter performance bottlenecks in real-world data-scarce scenarios, which can be concealed due to the performance saturation with…

Machine Learning · Computer Science 2024-10-21 Yong Liu , Haoran Zhang , Chenyu Li , Xiangdong Huang , Jianmin Wang , Mingsheng Long

Foundation models are large-scale machine learning models that are pre-trained on massive amounts of data and can be adapted for various downstream tasks. They have been extensively applied to tasks in Natural Language Processing and…

In this paper we propose a general framework to analyze prediction in time series models and show how a wide class of popular time series models satisfies this framework. We postulate a set of high-level assumptions, and formally verify…

Econometrics · Economics 2019-02-06 Eric Beutner , Alexander Heinemann , Stephan Smeekes

Inspired by recent advances in large language models, foundation models have been developed for zero-shot time series forecasting, enabling prediction on datasets unseen during pretraining. These large-scale models, trained on vast…

Machine Learning · Computer Science 2025-12-01 Morad Laglil , Emilie Devijver , Eric Gaussier , Bertrand Pracca

Time series are the primary data type used to record dynamic system measurements and generated in great volume by both physical sensors and online processes (virtual sensors). Time series analytics is therefore crucial to unlocking the…

Machine Learning · Computer Science 2024-08-12 Ming Jin , Huan Yee Koh , Qingsong Wen , Daniele Zambon , Cesare Alippi , Geoffrey I. Webb , Irwin King , Shirui Pan

In the field of machine learning and artificial intelligence, time series forecasting plays a pivotal role across various domains such as finance, healthcare, and weather. However, the task of selecting the most suitable forecasting method…

Machine Learning · Computer Science 2024-07-26 Anvitha Thirthapura Sreedhara , Joaquin Vanschoren

In this paper, we propose ShapTST, a framework that enables time-series transformers to efficiently generate Shapley-value-based explanations alongside predictions in a single forward pass. Shapley values are widely used to evaluate the…

Machine Learning · Computer Science 2025-01-28 Qisen Cheng , Jinming Xing , Chang Xue , Xiaoran Yang

Developments in Deep Learning have significantly improved time series forecasting by enabling more accurate modeling of complex temporal dependencies inherent in sequential data. The effectiveness of such models is often demonstrated on…

Machine Learning · Computer Science 2025-11-19 Victoria Hankemeier , Malte Schilling

Over the past years, foundation models have caused a paradigm shift in machine learning due to their unprecedented capabilities for zero-shot and few-shot generalization. However, despite the success of foundation models in modalities such…

Effective utilization of time series data is often constrained by the scarcity of data quantity that reflects complex dynamics, especially under the condition of distributional shifts. Existing datasets may not encompass the full range of…

Computational Engineering, Finance, and Science · Computer Science 2024-06-11 Haibei Zhu , Yousef El-Laham , Elizabeth Fons , Svitlana Vyetrenko

Time series methods are of fundamental importance in virtually any field of science that deals with temporally structured data. Recently, there has been a surge of deterministic transformer models with time series-specific architectural…

Data-to-text generation has recently attracted substantial interests due to its wide applications. Existing methods have shown impressive performance on an array of tasks. However, they rely on a significant amount of labeled data for each…

Computation and Language · Computer Science 2020-10-13 Wenhu Chen , Yu Su , Xifeng Yan , William Yang Wang

Generative pretraining (the "GPT" in ChatGPT) enables language models to learn from vast amounts of internet text without human supervision. This approach has driven breakthroughs across AI by allowing deep neural networks to learn from…

Neurons and Cognition · Quantitative Biology 2025-09-23 Thomas Serre , Ellie Pavlick

Time series analysis stands as a focal point within the data mining community, serving as a cornerstone for extracting valuable insights crucial to a myriad of real-world applications. Recent advances in Foundation Models (FMs) have…

Machine Learning · Computer Science 2024-06-19 Yuxuan Liang , Haomin Wen , Yuqi Nie , Yushan Jiang , Ming Jin , Dongjin Song , Shirui Pan , Qingsong Wen

Large language models (LLMs) have been applied in many fields and have developed rapidly in recent years. As a classic machine learning task, time series forecasting has recently been boosted by LLMs. Recent works treat large language…

Computation and Language · Computer Science 2024-12-31 Hua Tang , Chong Zhang , Mingyu Jin , Qinkai Yu , Zhenting Wang , Xiaobo Jin , Yongfeng Zhang , Mengnan Du

Deep learning has been actively applied to time series forecasting, leading to a deluge of new methods, belonging to the class of historical-value models. Yet, despite the attractive properties of time-index models, such as being able to…

Machine Learning · Computer Science 2023-10-18 Gerald Woo , Chenghao Liu , Doyen Sahoo , Akshat Kumar , Steven Hoi

Generative modeling of time series is a central challenge in time series analysis, particularly under data-scarce conditions. Despite recent advances in generative modeling, a comprehensive understanding of how state-of-the-art generative…

Machine Learning · Computer Science 2025-05-28 Tal Gonen , Itai Pemper , Ilan Naiman , Nimrod Berman , Omri Azencot

Foundation models for time series are emerging as powerful general-purpose backbones, yet their potential for domain-specific biomedical signals such as electroencephalography (EEG) remains rather unexplored. In this work, we investigate…

Machine Learning · Computer Science 2025-11-03 Théo Gnassounou , Yessin Moakher , Shifeng Xie , Vasilii Feofanov , Ievgen Redko

Early classification of time series has been extensively studied for minimizing class prediction delay in time-sensitive applications such as healthcare and finance. A primary task of an early classification approach is to classify an…

Machine Learning · Computer Science 2020-10-19 Ashish Gupta , Hari Prabhat Gupta , Bhaskar Biswas , Tanima Dutta

Recently, frequency transformation (FT) has been increasingly incorporated into deep learning models to significantly enhance state-of-the-art accuracy and efficiency in time series analysis. The advantages of FT, such as high efficiency…

Machine Learning · Computer Science 2025-06-16 Kun Yi , Qi Zhang , Wei Fan , Longbing Cao , Shoujin Wang , Guodong Long , Liang Hu , Hui He , Qingsong Wen , Hui Xiong