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The prevailing Direct Forecasting (DF) paradigm dominates Long-term Time Series Forecasting (LTSF) by forcing models to predict the entire future horizon in a single forward pass. While efficient, this rigid coupling of output and…

Machine Learning · Computer Science 2026-02-03 Jiaming Ma , Siyuan Mu , Ruilin Tang , Haofeng Ma , Qihe Huang , Zhengyang Zhou , Pengkun Wang , Binwu Wang , Yang Wang

Given the significant potential of large language models (LLMs) in sequence modeling, emerging studies have begun applying them to time-series forecasting. Despite notable progress, existing methods still face two critical challenges: 1)…

Artificial Intelligence · Computer Science 2025-01-09 Pengfei Wang , Huanran Zheng , Qi'ao Xu , Silong Dai , Yiqiao Wang , Wenjing Yue , Wei Zhu , Tianwen Qian , Xiaoling Wang

Load forecasting is an essential task performed within the energy industry to help balance supply with demand and maintain a stable load on the electricity grid. As supply transitions towards less reliable renewable energy generation, smart…

Machine Learning · Computer Science 2022-09-09 Christopher Briggs , Zhong Fan , Peter Andras

Recent studies have indicated that vision models pre-trained on images can serve as time series foundation models (TSFMs) by reformulating time series forecasting (TSF) as image reconstruction. However, effective cross-modal transfer from…

Computer Vision and Pattern Recognition · Computer Science 2025-10-13 Lefei Shen , Mouxiang Chen , Xu Liu , Han Fu , Xiaoxue Ren , Jianling Sun , Zhuo Li , Chenghao Liu

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

Accurate forecasting of solar power output is essential for efficient integration of renewable energy into the grid. In this study, an attention-based deep learning model, inspired by transformer architecture, is used for short-term solar…

Machine Learning · Computer Science 2026-04-28 Ankan Basu , Jyotiraditya Roy , Aditya Datta , Prayas Sanyal , Sumanta Banerjee

Time series foundation models (TSFMs) demonstrate impressive zero-shot performance for time series forecasting. However, an important yet underexplored challenge is how to effectively finetune TSFMs on specific downstream tasks. While naive…

Accurate household short-term energy consumption forecasting (STECF) is crucial for home energy management, but it is technically challenging, due to highly random behaviors of individual residential users. To improve the accuracy of STECF…

Signal Processing · Electrical Eng. & Systems 2024-02-16 Heyang Yu , Yuxi Sun , Yintao Liu , Guangchao Geng , Quanyuan Jiang

Time series forecasting is an important challenge with significant applications in areas such as weather prediction, stock market analysis, scientific simulations and industrial process analysis. In this work, we introduce LMS-AutoTSF, a…

Machine Learning · Computer Science 2025-01-08 Ibrahim Delibasoglu , Sanjay Chakraborty , Fredrik Heintz

Foundation models (FMs) have transformed natural language processing, but their success has not yet translated to time series forecasting. Existing time series foundation models (TSFMs), often based on transformer variants, struggle with…

Machine Learning · Computer Science 2025-08-20 Lars Graf , Thomas Ortner , Stanisław Woźniak , Angeliki Pantazi

Introduction: Long-term time series forecasting (LTSF) has gained significant attention in recent years. While various specialized designs exist for capturing temporal dependency, recent studies have shown that even a single linear layer…

Machine Learning · Computer Science 2026-05-19 Zhe Li , Shiyi Qi , Yiduo Li , Zenglin Xu

Multivariate Time Series (MTS) forecasting plays a vital role in a wide range of applications. Recently, Spatial-Temporal Graph Neural Networks (STGNNs) have become increasingly popular MTS forecasting methods. STGNNs jointly model the…

Machine Learning · Computer Science 2022-08-17 Zezhi Shao , Zhao Zhang , Fei Wang , Yongjun Xu

The scheduling and operation of power system becomes prominently complex and uncertain, especially with the penetration of distributed power. Load forecasting matters to the effective operation of power system. This paper proposes a novel…

Computational Engineering, Finance, and Science · Computer Science 2019-05-10 Tinghui Ouyang , Yusen He , Huajin Li , Zhiyu Sun , Stephen Baek

At the heart of time-series forecasting (TSF) lies a fundamental challenge: how can models efficiently and effectively capture long-range temporal dependencies across ever-growing sequences? While deep learning has brought notable progress,…

Machine Learning · Computer Science 2025-11-18 Hongbo Liu , Jia Xu

Accurate short-term power load forecasting is important to effectively manage, optimize, and ensure the robustness of modern power systems. This paper performs an empirical evaluation of a traditional statistical model and deep learning…

Machine Learning · Computer Science 2026-03-10 Suhasnadh Reddy Veluru , Sai Teja Erukude , Viswa Chaitanya Marella

The development of Time-Series Forecasting (TSF) models is often constrained by the lack of comprehensive datasets, especially in Global Station Weather Forecasting (GSWF), where existing datasets are small, temporally short, and spatially…

Machine Learning · Computer Science 2026-04-01 Tao Han , Zhibin Wen , Zhenghao Chen , Dazhao Du , Song Guo , Lei Bai

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…

With the rise of time-of-use and tiered electricity pricing, energy consumers are encouraged to adopt peak-shifting strategies by automatically controlling high-power appliances. These help lower energy costs while enhancing the power…

Machine Learning · Computer Science 2026-04-29 Yunhao Yao , Jinwei Fang , Puhan Luo , Zhiqiang Wang , Jiahui Hou , Xiang-Yang Li

Recently, the superiority of Transformer for long-term time series forecasting (LTSF) tasks has been challenged, particularly since recent work has shown that simple models can outperform numerous Transformer-based approaches. This suggests…

Machine Learning · Computer Science 2023-10-10 Shengsheng Lin , Weiwei Lin , Wentai Wu , Songbo Wang , Yongxiang Wang

Time Series Foundation Models (TSFMs) have emerged as a promising approach for zero-shot financial forecasting, demonstrating strong transferability and data efficiency gains. However, their adoption in financial applications is hindered by…

Machine Learning · Computer Science 2026-01-16 Arundeep Chinta , Lucas Vinh Tran , Jay Katukuri