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Financial time series forecasting is central to trading, portfolio optimization, and risk management, yet it remains challenging due to noisy, non-stationary, and heterogeneous data. Recent advances in time series foundation models (TSFMs),…

Computational Finance · Quantitative Finance 2025-11-25 Eghbal Rahimikia , Hao Ni , Weiguan Wang

The advent of universal time series forecasting models has revolutionized zero-shot forecasting across diverse domains, yet the critical role of data diversity in training these models remains underexplored. Existing large-scale time series…

Machine Learning · Computer Science 2025-05-28 Zezhi Shao , Yujie Li , Fei Wang , Chengqing Yu , Yisong Fu , Tangwen Qian , Bin Xu , Boyu Diao , Yongjun Xu , Xueqi Cheng

Distributed lag models (DLMs) express the cumulative and delayed dependence between pairs of time-indexed response and explanatory variables. In practical application, users of DLMs examine the estimated influence of a series of lagged…

Applications · Statistics 2018-01-23 Alastair Rushworth

Effective resource allocation in higher education depends on reliable enrolment forecasts, yet institutional planners frequently face data series disrupted by structural shifts. This paper investigates whether zero-shot Time Series…

Artificial Intelligence · Computer Science 2026-04-28 Jittarin Jetwiriyanon , Teo Susnjak , Surangika Ranathunga

Multi-task and few-shot time series forecasting tasks are commonly encountered in scenarios such as the launch of new products in different cities. However, traditional time series forecasting methods suffer from insufficient historical…

Machine Learning · Computer Science 2025-06-25 Pengpeng Ouyang , Dong Chen , Tong Yang , Shuo Feng , Zhao Jin , Mingliang Xu

Model selection is a critical step in time series forecasting, traditionally requiring extensive performance evaluations across various datasets. Meta-learning approaches aim to automate this process, but they typically depend on…

Machine Learning · Computer Science 2025-04-04 Wang Wei , Tiankai Yang , Hongjie Chen , Ryan A. Rossi , Yue Zhao , Franck Dernoncourt , Hoda Eldardiry

Motivated by the recent success of time-series foundation models for zero-shot forecasting, we present a methodology for $\textit{in-context fine-tuning}$ of a time-series foundation model. In particular, we design a pretrained foundation…

Machine Learning · Computer Science 2024-11-01 Abhimanyu Das , Matthew Faw , Rajat Sen , Yichen Zhou

Within the field of complicated multivariate time series forecasting (TSF), popular techniques frequently rely on intricate deep learning architectures, ranging from transformer-based designs to recurrent neural networks. However, recent…

Machine Learning · Computer Science 2023-12-25 Aiyinsi Zuo , Haixi Zhang , Zirui Li , Ce Zheng

This work investigates the zero-shot forecasting capability of time series foundation models for Leaf Area Index (LAI) forecasting in agricultural monitoring. Using the HiQ dataset (U.S., 2000-2022), we systematically compare statistical…

Machine Learning · Computer Science 2026-01-19 Peining Zhang , Hongchen Qin , Haochen Zhang , Ziqi Guo , Guiling Wang , Jinbo Bi

Time series forecasting (TSF) is a fundamental and widely studied task, spanning methods from classical statistical approaches to modern deep learning and multimodal language modeling. Despite their effectiveness, these methods often follow…

Machine Learning · Computer Science 2025-12-23 Mingyue Cheng , Jiahao Wang , Daoyu Wang , Xiaoyu Tao , Qi Liu , Enhong Chen

Predicting future values in multivariate time series is vital across various domains. This work explores the use of large language models (LLMs) for this task. However, LLMs typically handle one-dimensional data. We introduce MultiCast, a…

Machine Learning · Computer Science 2024-05-24 Georgios Chatzigeorgakidis , Konstantinos Lentzos , Dimitrios Skoutas

Time series analysis is critical for emerging net- work intelligent control and management functions. However, existing statistical-based and shallow machine learning models have shown limited prediction capabilities on multivariate time…

Machine Learning · Computer Science 2026-03-13 Yufeng Xin , Ethan Fan

Foundation models have achieved remarkable success in natural language processing and computer vision, demonstrating strong capabilities in modeling complex patterns. While recent efforts have explored adapting large language models (LLMs)…

Computer Vision and Pattern Recognition · Computer Science 2025-07-17 Changlu Chen , Yanbin Liu , Chaoxi Niu , Ling Chen , Tianqing Zhu

This work studies the problem of time series analysis with generalist (or foundation) models, which are models trained across many data domains. Drawing inspiration from the widespread success of large language models, we consider the…

Machine Learning · Computer Science 2025-01-03 Sabera Talukder , Yisong Yue , Georgia Gkioxari

With the rise of large language models, the paradigm of training foundation models with massive parameter counts on vast datasets has been adopted in multiple domains to achieve remarkable success. Time series foundation models represent a…

Machine Learning · Computer Science 2025-07-02 Yi Xie , Yun Xiong , Zejian Shi , Hao Niu , Zhengfu Liu

Time series analysis has witnessed the inspiring development from traditional autoregressive models, deep learning models, to recent Transformers and Large Language Models (LLMs). Efforts in leveraging vision models for time series analysis…

Machine Learning · Computer Science 2025-09-03 Jingchao Ni , Ziming Zhao , ChengAo Shen , Hanghang Tong , Dongjin Song , Wei Cheng , Dongsheng Luo , Haifeng Chen

Power system time series analytics is critical in understanding the system operation conditions and predicting the future trends. Despite the wide adoption of Artificial Intelligence (AI) tools, many AI-based time series analytical models…

Signal Processing · Electrical Eng. & Systems 2025-11-12 Zhenghao Zhou , Yiyan Li , Xinjie Yu , Runlong Liu , Zelin Guo , Zheng Yan , Mo-Yuen Chow , Yuqi Yang , Yang Xu

Several applications in time series forecasting require predicting multiple steps ahead. Despite the vast amount of literature in the topic, both classical and recent deep learning based approaches have mostly focused on minimising…

Machine Learning · Computer Science 2024-07-15 Ignacio Hounie , Javier Porras-Valenzuela , Alejandro Ribeiro

Understanding material failure is critical for designing stronger and lighter structures by identifying weaknesses that could be mitigated. Existing full-physics numerical simulation techniques involve trade-offs between speed, accuracy,…

Using pre-trained large language models (LLMs) as a backbone for time series prediction has recently attracted growing research interest. Existing approaches typically split time series into patches, map them to the token space of LLMs via…

Machine Learning · Computer Science 2026-03-09 Xinyu Zhang , Shanshan Feng , Xutao Li , Kenghong Lin , Fan Li , Pengfei Jia