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Global Forecasting Models (GFM) that are trained across a set of multiple time series have shown superior results in many forecasting competitions and real-world applications compared with univariate forecasting approaches. One aspect of…

Machine Learning · Computer Science 2021-11-16 Dilini Rajapaksha , Christoph Bergmeir , Rob J Hyndman

Accurate time-series forecasting is crucial in various scientific and industrial domains, yet deep learning models often struggle to capture long-term dependencies and adapt to data distribution shifts over time. We introduce Future-Guided…

Machine Learning · Computer Science 2025-09-30 Skye Gunasekaran , Assel Kembay , Hugo Ladret , Rui-Jie Zhu , Laurent Perrinet , Omid Kavehei , Jason Eshraghian

Traditional solar flare forecasting approaches have mostly relied on physics-based or data-driven models using solar magnetograms, treating flare predictions as a point-in-time classification problem. This approach has limitations,…

Machine Learning · Computer Science 2024-09-10 Anli Ji , Chetraj Pandey , Berkay Aydin

Time series forecasting (TSF) has long been a crucial task in both industry and daily life. Most classical statistical models may have certain limitations when applied to practical scenarios in fields such as energy, healthcare, traffic,…

Machine Learning · Computer Science 2025-03-14 Xiangjie Kong , Zhenghao Chen , Weiyao Liu , Kaili Ning , Lechao Zhang , Syauqie Muhammad Marier , Yichen Liu , Yuhao Chen , Feng Xia

Time series foundation models (TSFMs) require diverse, real-world datasets to adapt across varying domains and temporal frequencies. However, current large-scale datasets predominantly focus on low-frequency time series with sampling…

Machine Learning · Computer Science 2026-04-22 Subina Khanal , Seshu Tirupathi , Merim Dzaferagic , Marco Ruffini , Torben Bach Pedersen

The problem of automatic and accurate forecasting of time-series data has always been an interesting challenge for the machine learning and forecasting community. A majority of the real-world time-series problems have non-stationary…

Neural and Evolutionary Computing · Computer Science 2021-08-18 Rohit Kaushik , Shikhar Jain , Siddhant Jain , Tirtharaj Dash

The field of time series forecasting has garnered significant attention in recent years, prompting the development of advanced models like TimeSieve, which demonstrates impressive performance. However, an analysis reveals certain…

Machine Learning · Computer Science 2025-03-31 Songning Lai , Ninghui Feng , Haochen Sui , Ze Ma , Hao Wang , Zichen Song , Hang Zhao , Yutao Yue

Many methods of estimating causal models do not provide estimates of confidence in the resulting model. In this work, a metric is proposed for validating the output of a causal model fit; the robustness of the model structure with resampled…

This paper introduces a novel meta-learning algorithm for time series forecast model performance prediction. We model the forecast error as a function of time series features calculated from the historical time series with an efficient…

Applications · Statistics 2022-07-11 Thiyanga S. Talagala , Feng Li , Yanfei Kang

Understanding the robustness of deep learning models for multivariate long-term time series forecasting (M-LTSF) remains challenging, as evaluations typically rely on real-world datasets with unknown noise properties. We propose a…

Machine Learning · Computer Science 2026-03-27 Nick Janssen , Melanie Schaller , Bodo Rosenhahn

As artificial intelligence systems move toward clinical deployment, ensuring reliable prediction behavior is fundamental for safety-critical decision-making tasks. One proposed safeguard is selective prediction, where models can defer…

Machine Learning · Computer Science 2026-05-25 L. Julián Lechuga López , Farah E. Shamout , Tim G. J. Rudner

Large language models (LLMs) have been introduced to time series forecasting (TSF) to incorporate contextual knowledge beyond numerical signals. However, existing studies question whether LLMs provide genuine benefits, often reporting…

Computation and Language · Computer Science 2026-03-04 Xin Qiu , Junlong Tong , Yirong Sun , Yunpu Ma , Wei Zhang , Xiaoyu Shen

The diversity of time series applications and scarcity of domain-specific data highlight the need for time-series models with strong few-shot learning capabilities. In this work, we propose a novel training scheme and a transformer-based…

Machine Learning · Computer Science 2025-02-25 Ege Onur Taga , M. Emrullah Ildiz , Samet Oymak

Time series data is fundamental to decision-making across many domains including healthcare, finance, power systems, and logistics. However, analyzing this data correctly often requires incorporating unstructured contextual information,…

Machine Learning · Computer Science 2026-03-17 Felix Parker , Nimeesha Chan , Chi Zhang , Kimia Ghobadi

Time Series Foundation Models (TSFMs) have recently emerged as general-purpose forecasting models and show considerable potential for applications in energy systems. However, applications in critical infrastructure like power grids require…

Machine Learning · Computer Science 2026-05-01 Matthias Hertel , Alexandra Nikoltchovska , Sebastian Pütz , Ralf Mikut , Benjamin Schäfer , Veit Hagenmeyer

Multivariate Time Series (MTS) analysis is crucial to understanding and managing complex systems, such as traffic and energy systems, and a variety of approaches to MTS forecasting have been proposed recently. However, we often observe…

Machine Learning · Computer Science 2024-10-18 Zezhi Shao , Fei Wang , Yongjun Xu , Wei Wei , Chengqing Yu , Zhao Zhang , Di Yao , Tao Sun , Guangyin Jin , Xin Cao , Gao Cong , Christian S. Jensen , Xueqi Cheng

Recent work has shown the efficiency of deep learning models such as Fully Convolutional Networks (FCN) or Recurrent Neural Networks (RNN) to deal with Time Series Regression (TSR) problems. These models sometimes need a lot of data to be…

Machine Learning · Computer Science 2021-11-03 Sebastian Pineda Arango , Felix Heinrich , Kiran Madhusudhanan , Lars Schmidt-Thieme

Time series forecasting plays a pivotal role in critical sectors such as finance, energy, transportation, and meteorology. However, Long-term Time Series Forecasting (LTSF) remains a significant challenge because real-world signals contain…

Computer Vision and Pattern Recognition · Computer Science 2026-04-21 Xiang Ao

Time series forecasting (TSF) plays a critical role in decision-making for many real-world applications. Recently, LLM-based forecasters have made promising advancements. Despite their effectiveness, existing methods often lack explicit…

Machine Learning · Computer Science 2026-02-04 Xiaoyu Tao , Mingyue Cheng , Ze Guo , Shuo Yu , Yaguo Liu , Qi Liu , Shijin Wang

The performance of transformers for time-series forecasting has improved significantly. Recent architectures learn complex temporal patterns by segmenting a time-series into patches and using the patches as tokens. The patch size controls…

Machine Learning · Computer Science 2024-03-25 Yitian Zhang , Liheng Ma , Soumyasundar Pal , Yingxue Zhang , Mark Coates