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Related papers: Towards Long-Context Time Series Foundation Models

200 papers

Foundation models, particularly Large Language Models (LLMs), have revolutionized text and video processing, yet time series data presents distinct challenges for such approaches due to domain-specific features such as missing values,…

Machine Learning · Computer Science 2025-02-12 Defu Cao , Wen Ye , Yizhou Zhang , Yan Liu

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

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:…

Real-world time series often exhibit complex interdependencies that cannot be captured in isolation. Global models that model past data from multiple related time series globally while producing series-specific forecasts locally are now…

Machine Learning · Computer Science 2024-05-14 Abishek Sriramulu , Christoph Bergmeir , Slawek Smyl

Time Series Foundation Models (TSFMs) have recently achieved state-of-the-art performance in univariate forecasting on new time series simply by conditioned on a brief history of past values. Their success demonstrates that large-scale…

Machine Learning · Computer Science 2025-09-18 Afrin Dange , Sunita Sarawagi

With the rise of large language models, the paradigm of training foundation models with massive parameter counts on vast datasets has been adopted in multiple domains to achieve remarkable success. Time series foundation models represent a…

Machine Learning · Computer Science 2025-07-02 Yi Xie , Yun Xiong , Zejian Shi , Hao Niu , Zhengfu Liu

This study investigates zero-shot forecasting capabilities of Time Series Foundation Models (TSFMs) for macroeconomic indicators. We apply TSFMs to forecasting economic indicators under univariate conditions, bypassing the need for train…

Machine Learning · Computer Science 2025-11-05 Jittarin Jetwiriyanon , Teo Susnjak , Surangika Ranathunga

Large language models (LLMs) show promise for health applications when combined with behavioral sensing data. Traditional approaches convert sensor data into text prompts, but this process is prone to errors, computationally expensive, and…

Foundation models for time series imputation remain largely unexplored. Recently, two such models, TabPFN-TS and MoTM, have emerged. These models share a common philosophy that places them within the family of time-indexed foundation…

Machine Learning · Computer Science 2026-02-11 Etienne Le Naour , Tahar Nabil , Adrien Petralia , Ghislain Agoua

Multimodal foundation models (MFMs) have demonstrated significant success in tasks such as visual captioning, question answering, and image-text retrieval. However, these models face inherent limitations due to their finite internal…

Computer Vision and Pattern Recognition · Computer Science 2025-02-11 Xingjian Diao , Chunhui Zhang , Weiyi Wu , Zhongyu Ouyang , Peijun Qing , Ming Cheng , Soroush Vosoughi , Jiang Gui

Time series forecasting drives operational decisions in areas like finance, transportation, and energy. While supervised learning approaches achieve strong performance, they require domain-specific training, feature engineering, and ongoing…

Machine Learning · Computer Science 2026-05-26 Kavin Soni , Debanshu Das , Vamshi Guduguntla

Scaling language models to longer contexts is essential for capturing rich dependencies across extended discourse. However, na\"ive context extension imposes significant computational and memory burdens, often resulting in inefficiencies…

Computation and Language · Computer Science 2026-02-03 Wenhao Li , Bangcheng Sun , Weihao Ye , Tianyi Zhang , Daohai Yu , Fei Chao , Rongrong Ji

Time series forecasting in specialized domains is often constrained by limited data availability, where conventional models typically require large-scale datasets to effectively capture underlying temporal dynamics. To tackle this few-shot…

Machine Learning · Computer Science 2026-02-03 Haonan Shi , Dehua Shuai , Liming Wang , Xiyang Liu , Long Tian

Time Series Foundation Models (TSFMs) have borrowed the long context paradigm from natural language processing under the premise that feeding more history into the model improves forecast quality. But in stochastic domains, distant history…

Machine Learning · Computer Science 2026-05-12 Rishi Ahuja , Kumar Prateek , Simranjit Singh , Vijay Kumar

The present study explores the interpretability of latent spaces produced by time series foundation models, focusing on their potential for visual analysis tasks. Specifically, we evaluate the MOMENT family of models, a set of…

Foundation models (FMs) have emerged as a powerful paradigm, enabling a diverse range of data analytics and knowledge discovery tasks across scientific fields. Inspired by the success of FMs, particularly large language models, researchers…

Machine Learning · Computer Science 2025-11-27 Sean Bin Yang , Ying Sun , Yunyao Cheng , Yan Lin , Kristian Torp , Jilin Hu

Time Series Forecasting (TSF) is critical in many real-world domains like financial planning and health monitoring. Recent studies have revealed that Large Language Models (LLMs), with their powerful in-contextual modeling capabilities,…

Machine Learning · Computer Science 2025-03-14 Jialiang Tang , Shuo Chen , Chen Gong , Jing Zhang , Dacheng Tao

Large Language Models (LLMs) have been extensively applied in time series analysis. Yet, their utility in the few-shot classification (i.e., a crucial training scenario due to the limited training data available in industrial applications)…

Machine Learning · Computer Science 2025-02-04 Yakun Chen , Zihao Li , Chao Yang , Xianzhi Wang , Guandong Xu

We introduce MOMENT, a family of open-source foundation models for general-purpose time series analysis. Pre-training large models on time series data is challenging due to (1) the absence of a large and cohesive public time series…

Machine Learning · Computer Science 2024-10-11 Mononito Goswami , Konrad Szafer , Arjun Choudhry , Yifu Cai , Shuo Li , Artur Dubrawski

Transformer-based foundation models have emerged as a dominant paradigm in time series analysis, offering unprecedented capabilities in tasks such as forecasting, anomaly detection, classification, trend analysis and many more time series…