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Related papers: Towards Long-Context Time Series Foundation Models

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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

Forecasting multivariate time series data, such as prediction of electricity consumption, solar power production, and polyphonic piano pieces, has numerous valuable applications. However, complex and non-linear interdependencies between…

Machine Learning · Computer Science 2019-09-20 Shun-Yao Shih , Fan-Keng Sun , Hung-yi Lee

Diffusion models, initially developed for image synthesis, demonstrate remarkable generative capabilities. Recently, their application has expanded to time series forecasting (TSF), yielding promising results. Existing surveys on time…

Machine Learning · Statistics 2025-09-03 Chen Su , Zhengzhou Cai , Yuanhe Tian , Zhuochao Chang , Zihong Zheng , Yan Song

The ability of language models to learn a task from a few examples in context has generated substantial interest. Here, we provide a perspective that situates this type of supervised few-shot learning within a much broader spectrum of…

Computation and Language · Computer Science 2025-06-06 Andrew Kyle Lampinen , Stephanie C. Y. Chan , Aaditya K. Singh , Murray Shanahan

Time series analysis stands as a focal point within the data mining community, serving as a cornerstone for extracting valuable insights crucial to a myriad of real-world applications. Recent advances in Foundation Models (FMs) have…

Machine Learning · Computer Science 2024-06-19 Yuxuan Liang , Haomin Wen , Yuqi Nie , Yushan Jiang , Ming Jin , Dongjin Song , Shirui Pan , Qingsong Wen

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

Using more test-time computation during language model inference, such as generating more intermediate thoughts or sampling multiple candidate answers, has proven effective in significantly improving model performance. This paper takes an…

Machine Learning · Computer Science 2025-08-20 Xingwu Chen , Miao Lu , Beining Wu , Difan Zou

Traditional time series models are task-specific and often depend on dataset-specific training and extensive feature engineering. While Transformer-based architectures have improved scalability, foundation models, commonplace in text,…

Machine Learning · Computer Science 2025-05-21 Utsav Dutta , Sina Khoshfetrat Pakazad , Henrik Ohlsson

Time series foundation models (TSFMs) have recently gained significant attention due to their strong zero-shot capabilities and widespread real-world applications. Such models typically require a computationally costly pre-training on…

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

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

Spatio-temporal forecasting plays a crucial role in various sectors such as transportation systems, logistics, and supply chain management. However, existing methods are limited by their ability to handle large, complex datasets. To…

Machine Learning · Computer Science 2024-08-27 Sakhinana Sagar Srinivas , Chidaksh Ravuru , Geethan Sannidhi , Venkataramana Runkana

Time series foundation models have demonstrated strong performance in zero-shot learning, making them well-suited for predicting rapidly evolving patterns in real-world applications where relevant training data are scarce. However, most of…

Machine Learning · Computer Science 2024-11-06 Haoyu Ma , Yushu Chen , Wenlai Zhao , Jinzhe Yang , Yingsheng Ji , Xinghua Xu , Xiaozhu Liu , Hao Jing , Shengzhuo Liu , Guangwen Yang

Foundation Models are designed to serve as versatile embedding machines, with strong zero shot capabilities and superior generalization performance when fine-tuned on diverse downstream tasks. While this is largely true for language and…

Machine Learning · Computer Science 2025-10-08 Nouha Karaouli , Denis Coquenet , Elisa Fromont , Martial Mermillod , Marina Reyboz

Time series reasoning is crucial to decision-making in diverse domains, including finance, energy usage, traffic, weather, and scientific discovery. While existing time series foundation models (TSFMs) can capture low-level dynamic patterns…

Computation and Language · Computer Science 2025-10-07 Fangxu Yu , Hongyu Zhao , Tianyi Zhou

Financial time series forecasting presents significant challenges due to complex nonlinear relationships, temporal dependencies, variable interdependencies and limited data availability, particularly for tasks involving low-frequency data,…

General Finance · Quantitative Finance 2025-07-11 Ben A. Marconi

Temporal data, notably time series and spatio-temporal data, are prevalent in real-world applications. They capture dynamic system measurements and are produced in vast quantities by both physical and virtual sensors. Analyzing these data…

High-dimensional matrix-variate time series data are becoming widely available in many scientific fields, such as economics, biology, and meteorology. To achieve significant dimension reduction while preserving the intrinsic matrix…

Methodology · Statistics 2022-10-20 Elynn Y. Chen , Ruey S. Tsay , Rong Chen

Multivariate time series have many applications, from healthcare and meteorology to life science. Although deep learning models have shown excellent predictive performance for time series, they have been criticised for being "black-boxes"…

Machine Learning · Computer Science 2024-05-06 Qiqi Su , Christos Kloukinas , Artur d'Avila Garcez

In-context learning (ICL) enables task adaptation at inference time by conditioning on demonstrations rather than updating model parameters. Although recent time-series foundation models incorporate contextual conditioning, retrieval, or…

Machine Learning · Computer Science 2026-05-15 Anish Saha , Konstantin Shmakov