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Time series foundation models (TSFMs) have recently achieved remarkable success in universal forecasting by leveraging large-scale pretraining on diverse time series data. Complementing this progress, incorporating frequency-domain…

Machine Learning · Computer Science 2026-04-14 Shunyu Wu , Jiawei Huang , Weibin Feng , Boxin Li , Xiao Zhang , Erli Meng , Dan Li , Jian Lou , See-Kiong Ng

Deep learning for time series forecasting has seen significant advancements over the past decades. However, despite the success of large-scale pre-training in language and vision domains, pre-trained time series models remain limited in…

Machine Learning · Computer Science 2025-02-28 Xiaoming Shi , Shiyu Wang , Yuqi Nie , Dianqi Li , Zhou Ye , Qingsong Wen , Ming Jin

Deep learning for time series forecasting has traditionally operated within a one-model-per-dataset framework, limiting its potential to leverage the game-changing impact of large pre-trained models. The concept of universal forecasting,…

Machine Learning · Computer Science 2024-05-24 Gerald Woo , Chenghao Liu , Akshat Kumar , Caiming Xiong , Silvio Savarese , Doyen Sahoo

As a prominent data modality task, time series forecasting plays a pivotal role in diverse applications. With the remarkable advancements in Large Language Models (LLMs), the adoption of LLMs as the foundational architecture for time series…

Machine Learning · Computer Science 2025-07-10 Yiwen Liu , Chenyu Zhang , Junjie Song , Siqi Chen , Sun Yin , Zihan Wang , Lingming Zeng , Yuji Cao , Junming Jiao

Transformer-based models have recently made significant advances in accurate time-series forecasting, but even these architectures struggle to scale efficiently while capturing long-term temporal dynamics. Mixture-of-Experts (MoE) layers…

Machine Learning · Computer Science 2026-03-17 Evandro S. Ortigossa , Eran Segal

While recent advancements in foundation models have significantly impacted machine learning, rigorous tests on the performance of time series foundation models (TSFMs) remain largely underexplored. This paper presents an empirical study…

Machine Learning · Computer Science 2025-01-09 Syamantak Datta Gupta

While existing time series foundation models primarily rely on large-scale unimodal pretraining, they lack complementary modalities to enhance time series understanding. Building multimodal foundation models is a natural next step, but it…

Machine Learning · Computer Science 2026-02-06 Peng Chen , Siyuan Wang , Shiyan Hu , Xingjian Wu , Yang Shu , Zhongwen Rao , Meng Wang , Yijie Li , Bin Yang , Chenjuan Guo

Time series foundation models provide a universal solution for generating forecasts to support optimization problems in energy systems. Those foundation models are typically trained in a prediction-focused manner to maximize forecast…

Long-term time series forecasting is essential in areas like finance and weather prediction. Besides traditional methods that operate in the time domain, many recent models transform time series data into the frequency domain to better…

Machine Learning · Computer Science 2025-03-18 Ziqi Liu

In the past few years, time series foundation models have achieved superior predicting accuracy. However, real-world time series often exhibit significant diversity in their temporal patterns across different time spans and domains, making…

Machine Learning · Computer Science 2026-03-19 Aobo Liang , Yan Sun , Xiaohou Shi , Ke Li

The integration of Fourier transform and deep learning opens new avenues for time series forecasting. We reconsider the Fourier transform from a basis functions perspective. Specifically, the real and imaginary parts of the frequency…

Machine Learning · Computer Science 2025-08-05 Runze Yang , Longbing Cao , Xin You , Kun Fang , Jianxun Li , Jie Yang

We propose a novel adaptive Mixture-of-Experts (MoE) framework for time series forecasting that enhances expert specialization by incorporating expert-specific loss information directly into the training process. Notably, the overall…

Machine Learning · Statistics 2026-05-12 Btissame El Mahtout , Florian Ziel

Time series foundation models (FMs) have emerged as a popular paradigm for zero-shot multi-domain forecasting. These models are trained on numerous diverse datasets and claim to be effective forecasters across multiple different time series…

Risk Management · Quantitative Finance 2025-05-19 Anubha Goel , Puneet Pasricha , Martin Magris , Juho Kanniainen

We introduce Moirai 2.0, a decoder-only time-series foundation model trained on a new corpus of 36M series. The model adopts quantile forecasting and multi-token prediction, improving both probabilistic accuracy and inference efficiency. On…

Machine Learning · Computer Science 2026-02-04 Chenghao Liu , Taha Aksu , Juncheng Liu , Xu Liu , Hanshu Yan , Quang Pham , Silvio Savarese , Doyen Sahoo , Caiming Xiong , Junnan Li

We investigate the effectiveness of time series foundation models (TSFMs) for crowd flow prediction, focusing on Moirai and TimesFM. Evaluated on three real-world mobility datasets-Bike NYC, Taxi Beijing, and Spanish national OD flows-these…

Machine Learning · Computer Science 2025-07-02 Massimiliano Luca , Ciro Beneduce , Bruno Lepri

Modern applications increasingly involve many heterogeneous input streams, such as clinical sensors, wearable device data, imaging, and text, each with distinct measurement models, sampling rates, and noise characteristics. We define this…

Machine Learning · Computer Science 2026-03-03 Xing Han , Hsing-Huan Chung , Joydeep Ghosh , Paul Pu Liang , Suchi Saria

Non-stationary time series forecasting is challenged by evolving distribution shifts that static models struggle to capture. While Mixture-of-Experts (MoE) architectures offer a promising paradigm for decoupling complex drift patterns,…

Machine Learning · Computer Science 2026-05-21 Jiawen Zhu , Shuhan Liu , Di Weng , Yingcai Wu

Time series forecasting (TSF) is critical in domains like energy, finance, healthcare, and logistics, requiring models that generalize across diverse datasets. Large pre-trained models such as Chronos and Time-MoE show strong zero-shot (ZS)…

Machine Learning · Computer Science 2026-05-25 Liran Nochumsohn , Raz Marshanski , Hedi Zisling , Omri Azencot

Time series forecasting models are increasingly scaled through large Transformer backbones, yet most existing approaches process all series through a shared dense computation path despite substantial heterogeneity in temporal structure.…

Machine Learning · Computer Science 2026-05-26 Rui Wang , Renhao Xue , Ray Razi , Huan Song , Hannah R. Marlowe

Unlike natural language processing and computer vision, the development of Foundation Models (FMs) for time series forecasting is blocked due to data scarcity. While recent efforts are focused on building such FMs by unlocking the potential…

Machine Learning · Computer Science 2024-10-10 Qingxiang Liu , Xu Liu , Chenghao Liu , Qingsong Wen , Yuxuan Liang
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