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Time series forecasting is critical to real-world decision making, yet most existing approaches remain unimodal and rely on extrapolating historical patterns. While recent progress in large language models (LLMs) highlights the potential…

Artificial Intelligence · Computer Science 2026-01-14 Jinkwan Jang , Hyunbin Jin , Hyungjin Park , Kyubyung Chae , Taesup Kim

Long-term time series forecasting (LTSF) is widely recognized as a central challenge in data mining and machine learning. LTSF has increasingly evolved into a benchmark-driven ''GAME,'' where models are ranked, compared, and declared…

Machine Learning · Computer Science 2026-03-10 Thanapol Phungtua-eng , Yoshitaka Yamamoto

Time series, typically represented as numerical sequences, can also be transformed into images and texts, offering multi-modal views (MMVs) of the same underlying signal. These MMVs can reveal complementary patterns and enable the use of…

Machine Learning · Computer Science 2025-11-03 ChengAo Shen , Wenchao Yu , Ziming Zhao , Dongjin Song , Wei Cheng , Haifeng Chen , Jingchao Ni

Time Series Foundation Models (TSFMs) represent a new paradigm for time-series forecasting, promising zero-shot predictions without the need for task-specific training or fine-tuning. However, similar to Large Language Models (LLMs), the…

Machine Learning · Computer Science 2026-02-26 Marcel Meyer , Sascha Kaltenpoth , Kevin Zalipski , Oliver Müller

Time series foundation models (TSFMs) are revolutionizing the forecasting landscape from specific dataset modeling to generalizable task evaluation. However, we contend that existing benchmarks exhibit common limitations in four dimensions:…

Stock volatility prediction is an important task in the financial industry. Recent advancements in multimodal methodologies, which integrate both textual and auditory data, have demonstrated significant improvements in this domain, such as…

Machine Learning · Computer Science 2024-07-29 Shengkun Wang , Taoran Ji , Jianfeng He , Mariam Almutairi , Dan Wang , Linhan Wang , Min Zhang , Chang-Tien Lu

Sophisticated machine learning (ML) models to inform trading in the financial sector create problems of interpretability and risk management. Seemingly robust forecasting models may behave erroneously in out of distribution settings. In…

Machine Learning · Computer Science 2021-10-01 Gabriel Deza , Adelin Travers , Colin Rowat , Nicolas Papernot

The zero-shot capabilities of foundation models (FMs) for time series forecasting offer promising potentials in conformal prediction, as most of the available data can be allocated to calibration. This study compares the performance of Time…

Machine Learning · Computer Science 2025-07-15 Sami Achour , Yassine Bouher , Duong Nguyen , Nicolas Chesneau

Time series foundation models (TSFMs) demonstrate impressive zero-shot performance for time series forecasting. However, an important yet underexplored challenge is how to effectively finetune TSFMs on specific downstream tasks. While naive…

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

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

Time series forecasting is a critical first step in generating demand plans for supply chains. Experiments on time series models typically focus on demonstrating improvements in forecast accuracy over existing/baseline solutions, quantified…

Machine Learning · Computer Science 2025-08-15 Steven Klee , Yuntian Xia

Multimodal time series forecasting has garnered significant attention for its potential to provide more accurate predictions than traditional single-modality models by leveraging rich information inherent in other modalities. However, due…

Machine Learning · Computer Science 2026-02-26 Jiafeng Lin , Yuxuan Wang , Huakun Luo , Zhongyi Pei , Jianmin Wang

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

Large pre-trained time series foundation models (TSFMs) have demonstrated promising zero-shot performance across a wide range of domains. However, a question remains: Do TSFMs succeed by memorizing patterns in training data, or do they…

Time Series Foundation Models (TSFMs) advance generalization and data efficiency in time series forecasting by unified large-scale pretraining. But TSFMs remain lacking when adapting to specific downstream forecasting tasks for two reasons.…

Signal Processing · Electrical Eng. & Systems 2026-05-04 Siyang Li , Yize Chen , Zijie Zhu , Yuxin Pan , Yan Guo , Ming Huang , Hui Xiong

In the face of increasing financial uncertainty and market complexity, this study presents a novel risk-aware financial forecasting framework that integrates advanced machine learning techniques with intuitionistic fuzzy multi-criteria…

Statistical Finance · Quantitative Finance 2025-12-23 Safiye Turgay , Serkan Erdoğan , Željko Stević , Orhan Emre Elma , Tevfik Eren , Zhiyuan Wang , Mahmut Baydaş

Monitoring forecasting systems is critical for customer satisfaction, profitability, and operational efficiency in large-scale retail businesses. We propose The Forecast Critic, a system that leverages Large Language Models (LLMs) for…

Artificial Intelligence · Computer Science 2025-12-16 Luke Bhan , Hanyu Zhang , Andrew Gordon Wilson , Michael W. Mahoney , Chuck Arvin

Time series forecasting traditionally relies on unimodal numerical inputs, which often struggle to capture high-level semantic patterns due to their dense and unstructured nature. While recent approaches have explored representing time…

Machine Learning · Computer Science 2025-07-02 Sixun Dong , Wei Fan , Teresa Wu , Yanjie Fu

Time series are generated in diverse domains such as economic, traffic, health, and energy, where forecasting of future values has numerous important applications. Not surprisingly, many forecasting methods are being proposed. To ensure…