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The challenge of effectively learning inter-series correlations for multivariate time series forecasting remains a substantial and unresolved problem. Traditional deep learning models, which are largely dependent on the Transformer paradigm…

Machine Learning · Computer Science 2024-05-29 Wanlin Cai , Kun Wang , Hao Wu , Xiaoxu Chen , Yuankai Wu

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…

Forecasting agricultural markets remains challenging due to nonlinear dynamics, structural breaks, and sparse data. A long-standing belief holds that simple time-series methods outperform more advanced alternatives. This paper provides the…

Econometrics · Economics 2026-01-21 Le Wang , Boyuan Zhang

Forecasting models that are trained across sets of many time series, known as Global Forecasting Models (GFM), have shown recently promising results in forecasting competitions and real-world applications, outperforming many…

Machine Learning · Computer Science 2020-08-07 Kasun Bandara , Hansika Hewamalage , Yuan-Hao Liu , Yanfei Kang , Christoph Bergmeir

Long-term time series forecasting (LTSF) is widely recognized as a central challenge in data mining and machine learning. LTSF has increasingly evolved into a benchmark-driven ''GAME,'' where models are ranked, compared, and declared…

Machine Learning · Computer Science 2026-03-10 Thanapol Phungtua-eng , Yoshitaka Yamamoto

Generative models have demonstrated remarkable potential in time series analysis tasks, like synthesis, forecasting, imputation, etc. However, offering limited coverage for generative models, existing time series libraries are mainly…

Machine Learning · Computer Science 2026-05-20 Chenxi Wang , Xiaorong Wang , Peiyang Li , Yi Wang

Foundation models for time series are emerging as powerful general-purpose backbones, yet their potential for domain-specific biomedical signals such as electroencephalography (EEG) remains rather unexplored. In this work, we investigate…

Machine Learning · Computer Science 2025-11-03 Théo Gnassounou , Yessin Moakher , Shifeng Xie , Vasilii Feofanov , Ievgen Redko

Crowd and flow predictions have been extensively studied in mobility data science. Traditional forecasting methods have relied on statistical models such as ARIMA, later supplemented by deep learning approaches like ST-ResNet. More…

Machine Learning · Computer Science 2025-04-08 Anita Graser

Time series forecasting is ubiquitous in the modern world. Applications range from health care to astronomy, and include climate modelling, financial trading and monitoring of critical engineering equipment. To offer value over this range…

Machine Learning · Statistics 2018-10-26 Bernardo Pérez Orozco , Gabriele Abbati , Stephen Roberts

Time series forecasting has become an increasingly popular research area due to its critical applications in various real-world domains such as traffic management, weather prediction, and financial analysis. Despite significant…

Machine Learning · Computer Science 2024-08-22 Ninghui Feng , Songning Lai , Jiayu Yang , Fobao Zhou , Zhenxiao Yin , Hang Zhao

Time-series data is a vital modality within data science communities. This is particularly valuable in financial applications, where it helps in detecting patterns, understanding market behavior, and making informed decisions based on…

Statistical Finance · Quantitative Finance 2025-06-10 Xueying Ding , Aakriti Mittal , Achintya Gopal

Deep learning has been actively applied to time series forecasting, leading to a deluge of new methods, belonging to the class of historical-value models. Yet, despite the attractive properties of time-index models, such as being able to…

Machine Learning · Computer Science 2023-10-18 Gerald Woo , Chenghao Liu , Doyen Sahoo , Akshat Kumar , Steven Hoi

Accurate network-traffic forecasting enables proactive capacity planning and anomaly detection in Internet Service Provider (ISP) networks. Recent advances in time-series foundation models (TSFMs) have demonstrated strong zero-shot and…

Networking and Internet Architecture · Computer Science 2026-02-18 Fan Liu , Behrooz Farkiani , Patrick Crowley

Providing long-range forecasts is a fundamental challenge in time series modeling, which is only compounded by the challenge of having to form such forecasts when a time series has never previously been observed. The latter challenge is the…

Machine Learning · Statistics 2018-08-28 Christopher Xie , Alex Tank , Alec Greaves-Tunnell , Emily Fox

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…

Notable progress has been made in generalist medical large language models across various healthcare areas. However, large-scale modeling of in-hospital time series data - such as vital signs, lab results, and treatments in critical care -…

Despite the growing reliance on fairness benchmarks to evaluate language models, the datasets that underpin these benchmarks remain critically underexamined. This survey addresses that overlooked foundation by offering a comprehensive…

Computation and Language · Computer Science 2025-09-23 Jiale Zhang , Zichong Wang , Avash Palikhe , Zhipeng Yin , Wenbin Zhang

Time series forecasting is a fundamental problem with applications in climate, energy, healthcare, and finance. Many existing approaches require domain-specific feature engineering and substantial labeled data for each task. We introduce…

Machine Learning · Computer Science 2026-01-29 Olaf Yunus Laitinen Imanov , Derya Umut Kulali , Taner Yilmaz

Foundation models, pre-trained on massive datasets, have achieved unprecedented generalizability. However, is it truly necessary to involve such vast amounts of data in pre-training, consuming extensive computational resources? This paper…

Machine Learning · Computer Science 2024-08-19 Wenxuan Yang , Weimin Tan , Yuqi Sun , Bo Yan

Deep Learning has been successfully applied to many application domains, yet its advantages have been slow to emerge for time series forecasting. For example, in the well-known Makridakis (M) Competitions, hybrids of traditional statistical…

Machine Learning · Computer Science 2024-01-26 John A. Miller , Mohammed Aldosari , Farah Saeed , Nasid Habib Barna , Subas Rana , I. Budak Arpinar , Ninghao Liu
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