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Accurate forecasting of transportation dynamics is essential for urban mobility and infrastructure planning. Although recent work has achieved strong performance with deep learning models, these methods typically require dataset-specific…

Machine Learning · Computer Science 2026-05-19 Javier Yanes-Pulido , Filipe Rodrigues

Recent studies have attempted to refine the Transformer architecture to demonstrate its effectiveness in Long-Term Time Series Forecasting (LTSF) tasks. Despite surpassing many linear forecasting models with ever-improving performance, we…

Machine Learning · Computer Science 2024-12-30 Peiwang Tang , Weitai Zhang

Time series forecasting, which aims to predict future values based on historical data, has garnered significant attention due to its broad range of applications. However, real-world time series often exhibit complex non-uniform distribution…

Machine Learning · Computer Science 2025-10-02 Yanru Sun , Zongxia Xie , Emadeldeen Eldele , Dongyue Chen , Qinghua Hu , Min Wu

Deep Learning (DL) models can be used to tackle time series analysis tasks with great success. However, the performance of DL models can degenerate rapidly if the data are not appropriately normalized. This issue is even more apparent when…

Computational Finance · Quantitative Finance 2019-09-24 Nikolaos Passalis , Anastasios Tefas , Juho Kanniainen , Moncef Gabbouj , Alexandros Iosifidis

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

Language models (LMs) trained on large amounts of data have shown impressive performance on many NLP tasks under the zero-shot and few-shot setup. Here we aim to better understand the extent to which such models learn commonsense knowledge…

Computation and Language · Computer Science 2022-11-02 Xiang Lorraine Li , Adhiguna Kuncoro , Jordan Hoffmann , Cyprien de Masson d'Autume , Phil Blunsom , Aida Nematzadeh

Learning and forecasting stochastic time series is essential in various scientific fields. However, despite the proposals of nonlinear filters and deep-learning methods, it remains challenging to capture nonlinear dynamics from a few noisy…

Methodology · Statistics 2025-02-21 Christian Donner , Anuj Mishra , Hideaki Shimazaki

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

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

Neural activity forecasting is central to understanding neural systems and enabling closed-loop control. While deep learning has recently advanced the state-of-the-art in the time series forecasting literature, its application to neural…

Deep learning for time series forecasting has traditionally operated within a one-model-per-dataset framework, limiting its potential to leverage the game-changing impact of large pre-trained models. The concept of universal forecasting,…

Machine Learning · Computer Science 2024-05-24 Gerald Woo , Chenghao Liu , Akshat Kumar , Caiming Xiong , Silvio Savarese , Doyen Sahoo

Many important problems require modelling large-scale spatio-temporal datasets, with one prevalent example being weather forecasting. Recently, transformer-based approaches have shown great promise in a range of weather forecasting…

Machine Learning · Statistics 2024-10-11 Matthew Ashman , Cristiana Diaconu , Eric Langezaal , Adrian Weller , Richard E. Turner

Time series forecasting is widely used in the fields of equipment life cycle forecasting, weather forecasting, traffic flow forecasting, and other fields. Recently, some scholars have tried to apply Transformer to time series forecasting…

Machine Learning · Computer Science 2022-02-24 Benhan Li , Shengdong Du , Tianrui Li

Encoder-decoder-based recurrent neural network (RNN) has made significant progress in sequence-to-sequence learning tasks such as machine translation and conversational models. Recent works have shown the advantage of this type of network…

Machine Learning · Computer Science 2023-05-10 Jing Xiong , Pengyang Zhou , Alan Chen , Yu Zhang

To model time series accurately is important within a wide range of fields. As the world is generally too complex to be modelled exactly, it is often meaningful to assess the probability of a dynamical system to be in a specific state. This…

Machine Learning · Computer Science 2023-03-16 Mari Dahl Eggen , Alise Danielle Midtfjord

It is challenging to scale time series forecasting models such that they forecast accurately for multiple distinct domains and datasets, all with potentially different underlying collection procedures (e.g., sample resolution), patterns…

Machine Learning · Computer Science 2024-07-26 Luke Darlow , Qiwen Deng , Ahmed Hassan , Martin Asenov , Rajkarn Singh , Artjom Joosen , Adam Barker , Amos Storkey

We present a generative framework for generalized zero-shot learning where the training and test classes are not necessarily disjoint. Built upon a variational autoencoder based architecture, consisting of a probabilistic encoder and a…

Machine Learning · Computer Science 2018-06-13 Vinay Kumar Verma , Gundeep Arora , Ashish Mishra , Piyush Rai

The automatic generation of representative natural language descriptions for observable patterns in time series data enhances interpretability, simplifies analysis and increases cross-domain utility of temporal data. While pre-trained…

Computation and Language · Computer Science 2025-01-06 Mohamed Trabelsi , Aidan Boyd , Jin Cao , Huseyin Uzunalioglu

Financial time-series forecasting is critical for maintaining economic stability, guiding informed policymaking, and promoting sustainable investment practices. However, it remains challenging due to various underlying pattern shifts. These…

Machine Learning · Computer Science 2025-08-28 Zhuohang Zhu , Haodong Chen , Qiang Qu , Vera Chung

Time series modeling for predictive purpose has been an active research area of machine learning for many years. However, no sufficiently comprehensive and meanwhile substantive survey was offered so far. This survey strives to meet this…

Machine Learning · Computer Science 2021-09-28 Fatoumata Dama , Christine Sinoquet
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