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Time series foundation models (TSFMs) have recently achieved strong zero-shot forecasting performance through large-scale pretraining and retrieval-augmented prediction. However, our empirical analysis reveals a non-trivial limitation of…

Machine Learning · Computer Science 2026-05-26 Jinjin Chi , Lei Feng , Lulu Zhang , Yongcheng Jing , Yiming Wang , Ximing Li , Jialie Shen , Leszek Rutkowski , Dacheng Tao

Large language models (LLMs) have been introduced to time series forecasting (TSF) to incorporate contextual knowledge beyond numerical signals. However, existing studies question whether LLMs provide genuine benefits, often reporting…

Computation and Language · Computer Science 2026-03-04 Xin Qiu , Junlong Tong , Yirong Sun , Yunpu Ma , Wei Zhang , Xiaoyu Shen

We introduce the Cisco Time Series Model, a univariate zero-shot forecaster. This time series foundation model is the result of a general architectural innovation to a time series model enabling it to accept multiresolution input, applied…

Time series forecasting, which aims to predict future values based on historical data, has garnered significant attention due to its broad range of applications. However, real-world time series often exhibit complex non-uniform distribution…

Machine Learning · Computer Science 2025-10-02 Yanru Sun , Zongxia Xie , Emadeldeen Eldele , Dongyue Chen , Qinghua Hu , Min Wu

As multimodal data proliferates across diverse real-world applications, leveraging heterogeneous information such as texts and timestamps for accurate time series forecasting (TSF) has become a critical challenge. While diffusion models…

Machine Learning · Computer Science 2025-12-09 Da Zhang , Bingyu Li , Zhuyuan Zhao , Junyu Gao , Feiping Nie , Xuelong Li

In contemporary data-driven environments, the generation and processing of multivariate time series data is an omnipresent challenge, often complicated by time delays between different time series. These delays, originating from a multitude…

Machine Learning · Computer Science 2024-08-26 Jiajie Wang , Zhiyuan Jerry Lin , Wen Chen

Time Series Foundation Models (TSFMs) have achieved remarkable success through large-scale pretraining. However, their design primarily targets real-valued series, limiting their ability to handle general forecasting tasks involving diverse…

Machine Learning · Computer Science 2026-03-25 Lu Han , Yu Liu , Lan Li , Qiwen Deng , Jian Jiang , Yinbo Sun , Zhe Yu , Binfeng Wang , Xingyu Lu , Lintao Ma , Han-Jia Ye , De-Chuan Zhan

Time-series foundation models (TSFMs) achieve strong forecast accuracy, yet accuracy alone does not determine practical value. The form of a forecast -- point, quantile, parametric, or trajectory ensemble -- fundamentally constrains which…

Machine Learning · Computer Science 2025-10-23 Alvaro Perez-Diaz , James C. Loach , Danielle E. Toutoungi , Lee Middleton

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

As global energy systems transit to clean energy, accurate renewable generation and renewable demand forecasting is imperative for effective grid management. Foundation Models (FMs) can help improve forecasting of renewable generation and…

Systems and Control · Electrical Eng. & Systems 2025-08-01 Md Meftahul Ferdaus , Tanmoy Dam , Md Rasel Sarkar , Moslem Uddin , Sreenatha G. Anavatti

Time series (TS) data are ubiquitous across various application areas, rendering time series forecasting (TSF) a fundamental task. With the astounding advances in large language models (LLMs), a variety of methods have been developed to…

Artificial Intelligence · Computer Science 2025-08-25 Zhuomin Chen , Dan Li , Jiahui Zhou , Shunyu Wu , Haozheng Ye , Jian Lou , See-Kiong Ng

Time series forecasting (TSF) is crucial in fields like economic forecasting, weather prediction, traffic flow analysis, and public health surveillance. Real-world time series data often include noise, outliers, and missing values, making…

Machine Learning · Computer Science 2024-07-09 Quangao Liu , Ruiqi Li , Maowei Jiang , Wei Yang , Chen Liang , LongLong Pang , Zhuozhang Zou

This paper introduces SparseTSF, a novel, extremely lightweight model for Long-term Time Series Forecasting (LTSF), designed to address the challenges of modeling complex temporal dependencies over extended horizons with minimal…

Machine Learning · Computer Science 2024-06-04 Shengsheng Lin , Weiwei Lin , Wentai Wu , Haojun Chen , Junjie Yang

High-quality wind power forecasting is crucial for the operation of modern power grids. However, prevailing data-driven paradigms either train a site-specific model which cannot generalize to other locations or rely on fine-tuning of…

Machine Learning · Computer Science 2025-09-09 Hang Fan , Yu Shi , Zongliang Fu , Shuo Chen , Wei Wei , Wei Xu , Jian Li

Time series foundation models (TSFMs) are transforming the forecasting paradigm through large-scale cross-domain pretraining. However, most existing TSFMs remain univariate, and recent efforts to enable cross-variate modeling still operate…

Machine Learning · Computer Science 2026-05-27 Yiding Liu , Yifan Hu , Hongjie Xia , Peiyuan Liu , Hongzhou Chen , Xilin Dai , Zewei Dong , Jiang-Ming Yang

Multivariate Time Series Forecasting (MTSF) plays a crucial role across diverse fields, ranging from economic, energy, to traffic. In recent years, deep learning has demonstrated outstanding performance in MTSF tasks. In MTSF, modeling the…

Machine Learning · Computer Science 2026-01-28 Xiangfei Qiu , Hanyin Cheng , Xingjian Wu , Junkai Lu , Jilin Hu , Chenjuan Guo , Christian S. Jensen , Bin Yang

In this paper, we introduce PredBench, a benchmark tailored for the holistic evaluation of spatio-temporal prediction networks. Despite significant progress in this field, there remains a lack of a standardized framework for a detailed and…

Machine Learning · Computer Science 2024-07-15 ZiDong Wang , Zeyu Lu , Di Huang , Tong He , Xihui Liu , Wanli Ouyang , Lei Bai

Time series forecasting (TSF) remains a challenging problem due to the intricate entanglement of intraperiod-fluctuations and interperiod-trends. While recent advances have attempted to reshape 1D sequences into 2D period-phase…

Machine Learning · Computer Science 2026-03-04 Yixin Wang , Yifan Hu , Peiyuan Liu , Naiqi Li , Dai Tao , Shu-Tao Xia

Foundation models (FMs) have opened new avenues for machine learning applications due to their ability to adapt to new and unseen tasks with minimal or no further training. Time-series foundation models (TSFMs) -- FMs trained on time-series…

Machine Learning · Computer Science 2025-12-02 Hetvi Shastri , Pragya Sharma , Walid A. Hanafy , Mani Srivastava , Prashant Shenoy

Traditional solar flare forecasting approaches have mostly relied on physics-based or data-driven models using solar magnetograms, treating flare predictions as a point-in-time classification problem. This approach has limitations,…

Machine Learning · Computer Science 2024-09-10 Anli Ji , Chetraj Pandey , Berkay Aydin