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Time series foundational models (TSFM) have gained prominence in time series forecasting, promising state-of-the-art performance across various applications. However, their application in anomaly detection and prediction remains…

Machine Learning · Computer Science 2024-12-30 Chathurangi Shyalika , Harleen Kaur Bagga , Ahan Bhatt , Renjith Prasad , Alaa Al Ghazo , Amit Sheth

Accurate water level forecasting is crucial for managing ecosystems such as the Everglades, a subtropical wetland vital for flood mitigation, drought management, water resource planning, and biodiversity conservation. While recent advances…

Machine Learning · Computer Science 2025-08-08 Rahuul Rangaraj , Jimeng Shi , Rajendra Paudel , Giri Narasimhan , Yanzhao Wu

Inspired by the success of large language models (LLMs) in natural language processing, recent research has explored the building of time series foundation models and applied them to tasks such as forecasting, classification, and anomaly…

Machine Learning · Computer Science 2025-06-04 Chihiro Maru , Shoetsu Sato

Time Series Forecasting (TSF) is key functionality in numerous fields, such as financial investment, weather services, and energy management. Although increasingly capable TSF methods occur, many of them require domain-specific data…

Machine Learning · Computer Science 2025-06-13 Zhe Li , Xiangfei Qiu , Peng Chen , Yihang Wang , Hanyin Cheng , Yang Shu , Jilin Hu , Chenjuan Guo , Aoying Zhou , Christian S. Jensen , Bin Yang

This study is the first to analyze the performance of a time-series foundation AI model for Value-at-Risk (VaR), which essentially forecasts the left-tail quantiles of returns. Foundation models, pre-trained on diverse datasets, can be…

Risk Management · Quantitative Finance 2025-05-13 Anubha Goel , Puneet Pasricha , Juho Kanniainen

We propose a new, training-free method, Graph Reasoning via Retrieval Augmented Framework (GRRAF), that harnesses retrieval-augmented generation (RAG) alongside the code-generation capabilities of large language models (LLMs) to address a…

Artificial Intelligence · Computer Science 2025-09-17 Hanqing Li , Kiran Sheena Jyothi , Henry Liang , Sharika Mahadevan , Diego Klabjan

Foundation models for zero-shot time series forecasting face challenges in efficient long-horizon prediction and reproducibility, with existing synthetic-only approaches underperforming on challenging benchmarks. This paper presents…

Machine Learning · Computer Science 2026-02-06 Vladyslav Moroshan , Julien Siems , Arber Zela , Timur Carstensen , Frank Hutter

Retrieval-Augmented Generation (RAG) has emerged as a powerful approach for enhancing large language models' question-answering capabilities through the integration of external knowledge. However, when adapting RAG systems to specialized…

Computation and Language · Computer Science 2026-01-19 Xin Sun , Zhongqi Chen , Qiang Liu , Shu Wu , Bowen Song , Weiqiang Wang , Zilei Wang , Liang Wang

While time series diffusion models have received considerable focus from many recent works, the performance of existing models remains highly unstable. Factors limiting time series diffusion models include insufficient time series datasets…

Machine Learning · Computer Science 2024-10-25 Jingwei Liu , Ling Yang , Hongyan Li , Shenda Hong

Decision-making in building energy systems critically depends on the predictive accuracy of relevant time-series models. In scenarios lacking extensive data from a target building, foundation models (FMs) represent a promising technology…

Recurrent neural networks (RNNs) are state-of-the-art in several sequential learning tasks, but they often require considerable amounts of data to generalise well. For many time series forecasting (TSF) tasks, only a few dozens of…

Machine Learning · Computer Science 2020-03-30 Bernardo Pérez Orozco , Stephen J Roberts

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

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

Time series foundation models have recently gained a lot of attention due to their ability to model complex time series data encompassing different domains including traffic, energy, and weather. Although they exhibit strong average…

Machine Learning · Computer Science 2026-01-21 Shivani Tomar , Seshu Tirupathi , Elizabeth Daly , Ivana Dusparic

Time series anomaly detection is essential for the reliable operation of complex systems, but most existing methods require extensive task-specific training. We explore whether time series foundation models (TSFMs), pretrained on large…

Machine Learning · Computer Science 2026-01-05 Miseon Park , Kijung Yoon

In-context learning, the ability of large language models to perform tasks using only examples provided in the prompt, has recently been adapted for time series forecasting. This paradigm enables zero-shot prediction, where past values…

Machine Learning · Computer Science 2025-11-04 Andreas Auer , Patrick Podest , Daniel Klotz , Sebastian Böck , Günter Klambauer , Sepp Hochreiter

Multivariate time series forecasting often struggles to capture long-range dependencies due to fixed lookback windows. Retrieval-augmented forecasting addresses this by retrieving historical segments from memory, but existing approaches…

Machine Learning · Computer Science 2026-04-08 Junhyeok Kang , Jun Seo , Soyeon Park , Sangjun Han , Seohui Bae , Hyeokjun Choe , Soonyoung Lee

Tabular foundation models, particularly Prior-data Fitted Networks like TabPFN have emerged as the leading contender in a myriad of tasks ranging from data imputation to label prediction on the tabular data format surpassing the historical…

Machine Learning · Computer Science 2026-04-10 Mayuka Jayawardhana , Nihal Sharma , Kazem Meidani , Bayan Bruss , Tom Goldstein , Doron Bergman

Time series foundation models (TSFMs) offer strong zero-shot forecasting via large-scale pre-training, yet fine-tuning remains critical for boosting performance in domains with limited public data. With the growing number of TSFMs,…

Machine Learning · Computer Science 2025-09-30 Qingren Yao , Ming Jin , Chengqi Zhang , Chao-Han Huck Yang , Jun Qi , Shirui Pan

Detecting anomalies in time series data is essential for the reliable operation of many real-world systems. Recently, time series foundation models (TSFMs) have emerged as a powerful tool for anomaly detection. However, existing methods…

Machine Learning · Computer Science 2025-09-17 Chan Sik Han , Keon Myung Lee