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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

Time series forecasting is critical across multiple domains, where time series data exhibit both local patterns and global dependencies. While Transformer-based methods effectively capture global dependencies, they often overlook short-term…

Machine Learning · Computer Science 2026-04-17 Wenjie Ou , Zhishuo Zhao , Cheng Chen , Dongyue Guo , Yi Lin

Traditional time series analysis has long relied on pattern recognition, trained on static and well-established benchmarks. However, in real-world settings -- where policies shift, human behavior adapts, and unexpected events unfold --…

Artificial Intelligence · Computer Science 2025-10-16 Xinlei Wang , Mingtian Tan , Jing Qiu , Junhua Zhao , Jinjin Gu

Time series analysis is pivotal in domains like financial forecasting and biomedical monitoring, yet traditional methods are constrained by limited nonlinear feature representation and long-term dependency capture. The emergence of Large…

Machine Learning · Computer Science 2025-06-16 Feifei Shi , Xueyan Yin , Kang Wang , Wanyu Tu , Qifu Sun , Huansheng Ning

Recent advances in Large Language Models (LLMs) have demonstrated new possibilities for accurate and efficient time series analysis, but prior work often required heavy fine-tuning and/or ignored inter-series correlations. In this work, we…

Large Language Models (LLMs) have shown remarkable performance across diverse tasks without domain-specific training, fueling interest in their potential for time-series forecasting. While LLMs have shown potential in zero-shot forecasting…

Machine Learning · Computer Science 2025-06-03 Junwoo Park , Hyuck Lee , Dohyun Lee , Daehoon Gwak , Jaegul Choo

By encoding time series as a string of numerical digits, we can frame time series forecasting as next-token prediction in text. Developing this approach, we find that large language models (LLMs) such as GPT-3 and LLaMA-2 can surprisingly…

Machine Learning · Computer Science 2024-08-13 Nate Gruver , Marc Finzi , Shikai Qiu , Andrew Gordon Wilson

Considering the difficulty of financial time series forecasting in financial aid, much of the current research focuses on leveraging big data analytics in financial services. One modern approach is to utilize "predictive analysis",…

Machine Learning · Computer Science 2024-10-28 Md Khairul Islam , Ayush Karmacharya , Timothy Sue , Judy Fox

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

Scaling laws for large language models (LLMs) have provided useful guidance in training ever larger models for predictable performance gains. Time series forecasting shares a similar sequential structure to language, and is amenable to…

Machine Learning · Computer Science 2025-01-09 Thomas D. P. Edwards , James Alvey , Justin Alsing , Nam H. Nguyen , Benjamin D. Wandelt

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

Large language models (LLMs) are increasingly used in statistical research and applications. However,they are also notorious for unreliable or biased information. Here, we explore whether LLMs can be used to improve the precision of…

Applications · Statistics 2026-05-29 Jaylin Lowe , Adam Sales , Johann A. Gagnon-Bartsch

Time-series forecasting in real-world applications such as finance and energy often faces challenges due to limited training data and complex, noisy temporal dynamics. Existing deep forecasting models typically supervise predictions using…

Machine Learning · Computer Science 2026-01-14 Jiacheng You , Jingcheng Yang , Yuhang Xie , Zhongxuan Wu , Xiucheng Li , Feng Li , Pengjie Wang , Jian Xu , Bo Zheng , Xinyang Chen

Time series forecasting aims to model temporal dependencies among variables for future state inference, holding significant importance and widespread applications in real-world scenarios. Although deep learning-based methods have achieved…

Machine Learning · Computer Science 2026-05-21 Zesen Wang , Lijuan Lan , Yonggang Li

Large Language Models (LLMs) offer the potential for automatic time series analysis and reporting, which is a critical task across many domains, spanning healthcare, finance, climate, energy, and many more. In this paper, we propose a…

Computation and Language · Computer Science 2024-10-10 Elizabeth Fons , Rachneet Kaur , Soham Palande , Zhen Zeng , Tucker Balch , Manuela Veloso , Svitlana Vyetrenko

An emerging topic in large language models (LLMs) is their application to time series forecasting, characterizing mainstream and patternable characteristics of time series. A relevant but rarely explored and more challenging question is…

Machine Learning · Computer Science 2024-08-08 Manqing Dong , Hao Huang , Longbing Cao

Time series forecasting plays a crucial role in many real-world applications, and numerous complex forecasting models have been proposed in recent years. Despite their architectural innovations, most state-of-the-art models report only…

Machine Learning · Computer Science 2025-05-28 Reza Nematirad , Anil Pahwa , Balasubramaniam Natarajan

Large Language Models (LLMs) have recently demonstrated significant potential in time series forecasting, offering impressive capabilities in handling complex temporal data. However, their robustness and reliability in real-world…

Machine Learning · Computer Science 2025-03-14 Fuqiang Liu , Sicong Jiang , Luis Miranda-Moreno , Seongjin Choi , Lijun Sun

Recently, large language models (LLMs) have demonstrated powerful capabilities in performing various tasks and thus are applied by recent studies to time series forecasting (TSF) tasks, which predict future values with the given historical…

Computation and Language · Computer Science 2025-07-15 Chen Su , Yuanhe Tian , Qinyu Liu , Jun Zhang , Yan Song

Foundation models of time series have not been fully developed due to the limited availability of time series corpora and the underexploration of scalable pre-training. Based on the similar sequential formulation of time series and natural…

Machine Learning · Computer Science 2024-11-01 Yong Liu , Guo Qin , Xiangdong Huang , Jianmin Wang , Mingsheng Long