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There has been a recent surge of interest in time series modeling using the Transformer architecture. However, forecasting multivariate time series with Transformer presents a unique challenge as it requires modeling both temporal…

Machine Learning · Computer Science 2025-07-04 Yu-Hsiang Lan , Eric K. Oermann

Transformer-based models are at the forefront in long time-series forecasting (LTSF). While in many cases, these models are able to achieve state of the art results, they suffer from a bias toward low-frequencies in the data and high…

Machine Learning · Computer Science 2026-05-13 Elisha Dayag , Nhat Thanh Van Tran , Jack Xin

Time series forecasting serves as an essential tool for many real-world applications, supporting tasks such as resource optimization and decision-making. Despite significant architectural advancements, most modern models still treat…

Machine Learning · Computer Science 2026-05-12 Sheng Pan , Ming Jin , Bo Du , Shirui Pan

Time series forecasting has played a pivotal role across various industries, including finance, transportation, energy, healthcare, and climate. Due to the abundant seasonal information they contain, timestamps possess the potential to…

Machine Learning · Computer Science 2024-11-21 Chengsen Wang , Qi Qi , Jingyu Wang , Haifeng Sun , Zirui Zhuang , Jinming Wu , Jianxin Liao

In Internet of things (IoT), data is continuously recorded from different data sources and devices can suffer faults in their embedded electronics, thus leading to a high-dimensional data sets and concept drift events. Therefore, methods…

Machine Learning · Computer Science 2021-07-22 Hugo Vinicius Bitencourt , Frederico Gadelha Guimarães

Recent advances in diffusion models have demonstrated their strong capabilities in generating high-fidelity samples from complex distributions through an iterative refinement process. Despite the empirical success of diffusion models in…

Robotics · Computer Science 2024-07-03 Chaoyi Pan , Zeji Yi , Guanya Shi , Guannan Qu

Time series data is being used everywhere, from sales records to patients' health evolution metrics. The ability to deal with this data has become a necessity, and time series analysis and forecasting are used for the same. Every Machine…

Machine Learning · Computer Science 2022-11-29 Rameshwar Garg , Shriya Barpanda , Girish Rao Salanke N S , Ramya S

We present Tiny-TSM, a time series foundation model characterized by small scale, economical training, and state-of-the-art performance. It comprises 23M total parameters, trained on a single A100 GPU in less than a week using a new…

Machine Learning · Computer Science 2025-11-25 Felix Birkel

We introduce Timer-S1, a strong Mixture-of-Experts (MoE) time series foundation model with 8.3B total parameters, 0.75B activated parameters for each token, and a context length of 11.5K. To overcome the scalability bottleneck in existing…

Artificial Intelligence · Computer Science 2026-04-10 Yong Liu , Xingjian Su , Shiyu Wang , Haoran Zhang , Haixuan Liu , Yuxuan Wang , Zhou Ye , Yang Xiang , Jianmin Wang , Mingsheng Long

Human experts typically integrate numerical and textual multimodal information to analyze time series. However, most traditional deep learning predictors rely solely on unimodal numerical data, using a fixed-length window for training and…

Computation and Language · Computer Science 2024-12-17 Chengsen Wang , Qi Qi , Jingyu Wang , Haifeng Sun , Zirui Zhuang , Jinming Wu , Lei Zhang , Jianxin Liao

In the transformative landscape of smart cities, the integration of the cutting-edge web technologies into time series forecasting presents a pivotal opportunity to enhance urban planning, sustainability, and economic growth. The…

Machine Learning · Computer Science 2024-05-10 Ziyi Zhang , Shaogang Ren , Xiaoning Qian , Nick Duffield

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

Time series forecasting is an important task in many fields ranging from supply chain management to weather forecasting. Recently, Transformer neural network architectures have shown promising results in forecasting on common time series…

Machine Learning · Computer Science 2024-08-08 Rares Cristian , Pavithra Harsha , Clemente Ocejo , Georgia Perakis , Brian Quanz , Ioannis Spantidakis , Hamza Zerhouni

Global Station Weather Forecasting (GSWF) is a key meteorological research area, critical to energy, aviation, and agriculture. Existing time series forecasting methods often ignore or unidirectionally model spatial correlation when…

Machine Learning · Computer Science 2025-09-26 Hongyi Chen , Xiucheng Li , Xinyang Chen , Yun Cheng , Jing Li , Kehai Chen , Liqiang Nie

In various scientific and engineering fields, the primary research areas have revolved around physics-based dynamical systems modeling and data-driven time series analysis. According to the embedding theory, dynamical systems and time…

Machine Learning · Computer Science 2024-10-10 Jiaxi Hu , Bowen Zhang , Qingsong Wen , Fugee Tsung , Yuxuan Liang

We propose a task-agnostic framework for multimodal fusion of time series and single timestamp images, enabling cross-modal generation and robust downstream performance. Our approach explores deterministic and learned strategies for time…

Computer Vision and Pattern Recognition · Computer Science 2026-01-27 Gianfranco Basile , Johannes Jakubik , Benedikt Blumenstiel , Thomas Brunschwiler , Juan Bernabe Moreno

Time series forecasting is one of the most essential and ubiquitous tasks in many business problems, including demand forecasting and logistics optimization. Traditional time series forecasting methods, however, have resulted in small…

Machine Learning · Computer Science 2024-03-01 Young-Jin Park , Donghyun Kim , Frédéric Odermatt , Juho Lee , Kyung-Min Kim

A reliable and efficient representation of multivariate time series is crucial in various downstream machine learning tasks. In multivariate time series forecasting, each variable depends on its historical values and there are…

Machine Learning · Computer Science 2022-08-22 William T. Ng , K. Siu , Albert C. Cheung , Michael K. Ng

Detecting anomalies in real-world multivariate time series data is challenging due to complex temporal dependencies and inter-variable correlations. Recently, reconstruction-based deep models have been widely used to solve the problem.…

Machine Learning · Computer Science 2023-12-06 Junho Song , Keonwoo Kim , Jeonglyul Oh , Sungzoon Cho

Time series data is used in a wide range of real world applications. In a variety of domains , detailed analysis of time series data (via Forecasting and Anomaly Detection) leads to a better understanding of how events associated with a…

Machine Learning · Computer Science 2022-03-11 Yunus Parvej Faniband , Iskandar Ishak , Sadiq M. Sait
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