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The emergence of deep learning has yielded noteworthy advancements in time series forecasting (TSF). Transformer architectures, in particular, have witnessed broad utilization and adoption in TSF tasks. Transformers have proven to be the…

Machine Learning · Computer Science 2023-11-01 Liyilei Su , Xumin Zuo , Rui Li , Xin Wang , Heng Zhao , Bingding Huang

Time series forecasting (TSF) is a fundamental and widely studied task, spanning methods from classical statistical approaches to modern deep learning and multimodal language modeling. Despite their effectiveness, these methods often follow…

Machine Learning · Computer Science 2025-12-23 Mingyue Cheng , Jiahao Wang , Daoyu Wang , Xiaoyu Tao , Qi Liu , Enhong Chen

Long-term time series forecasting is a long-standing challenge in various applications. A central issue in time series forecasting is that methods should expressively capture long-term dependency. Furthermore, time series forecasting…

Machine Learning · Computer Science 2024-11-06 Xingyu Zhang , Siyu Zhao , Zeen Song , Huijie Guo , Jianqi Zhang , Changwen Zheng , Wenwen Qiang

Time series forecasting (TSF) possesses great practical values in various fields, including power and energy, transportation, etc. TSF methods have been studied based on knowledge from classical statistics to modern deep learning. Yet, all…

Machine Learning · Computer Science 2025-10-27 Luoxiao Yang , Yun Wang , Xinqi Fan , Israel Cohen , Jingdong Chen , Zijun Zhang

Short-term load prediction (STLP) is critical for modern power distribution system operations, particularly as demand and generation uncertainties grow with the integration of low-carbon technologies, such as electric vehicles and…

Systems and Control · Electrical Eng. & Systems 2024-12-18 Nan Lin , Dong Yun , Weijie Xia , Peter Palensky , Pedro P. Vergara

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…

Deep Neural Networks have spearheaded remarkable advancements in time series forecasting (TSF), one of the major tasks in time series modeling. Nonetheless, the non-stationarity of time series undermines the reliability of pre-trained…

Machine Learning · Computer Science 2025-01-10 HyunGi Kim , Siwon Kim , Jisoo Mok , Sungroh Yoon

Time series foundation models excel at diverse time series forecasting tasks, but their capacity for continuous improvement through incremental learning remains unexplored. We present the first comprehensive study investigating these…

Machine Learning · Computer Science 2025-04-22 Jia Liu , Cheng Jinguo , Xia Fang , Zhenyuan Ma , Yuankai Wu

Driven by the transition towards a climate-neutral energy system, accurate energy time series forecasting is critical for planning and operation. Yet, it remains largely a dataset-specific task, requiring comprehensive training data,…

Machine Learning · Computer Science 2026-04-27 Marco Obermeier , Marco Pruckner , Florian Haselbeck , Andreas Zeiselmair

Large Language Models (LLMs) have shown remarkable performance across diverse tasks without domain-specific training, fueling interest in their potential for time-series forecasting. While LLMs have shown potential in zero-shot forecasting…

Machine Learning · Computer Science 2025-06-03 Junwoo Park , Hyuck Lee , Dohyun Lee , Daehoon Gwak , Jaegul Choo

Large Language Models (LLMs) have demonstrated effectiveness as zero-shot time series (TS) forecasters. The key challenge lies in tokenizing TS data into textual representations that align with LLMs' pre-trained knowledge. While existing…

Artificial Intelligence · Computer Science 2025-12-24 Xingyou Yin , Ceyao Zhang , Min Hu , Kai Chen

Time series foundation models excel in zero-shot forecasting, handling diverse tasks without explicit training. However, the advancement of these models has been hindered by the lack of comprehensive benchmarks. To address this gap, we…

Machine Learning · Computer Science 2024-11-12 Taha Aksu , Gerald Woo , Juncheng Liu , Xu Liu , Chenghao Liu , Silvio Savarese , Caiming Xiong , Doyen Sahoo

Foundation models for time series imputation remain largely unexplored. Recently, two such models, TabPFN-TS and MoTM, have emerged. These models share a common philosophy that places them within the family of time-indexed foundation…

Machine Learning · Computer Science 2026-02-11 Etienne Le Naour , Tahar Nabil , Adrien Petralia , Ghislain Agoua

Existing data-driven approaches in modeling and predicting time series data include ARIMA (Autoregressive Integrated Moving Average), Transformer-based models, LSTM (Long Short-Term Memory) and TCN (Temporal Convolutional Network). These…

Machine Learning · Computer Science 2025-12-09 Saroj Gopali , Bipin Chhetri , Deepika Giri , Sima Siami-Namini , Akbar Siami Namin

Diffusion models, initially developed for image synthesis, demonstrate remarkable generative capabilities. Recently, their application has expanded to time series forecasting (TSF), yielding promising results. Existing surveys on time…

Machine Learning · Statistics 2025-09-03 Chen Su , Zhengzhou Cai , Yuanhe Tian , Zhuochao Chang , Zihong Zheng , Yan Song

Time series forecasting is critical for decision-making across dynamic domains such as energy, finance, transportation, and cloud computing. However, real-world time series often exhibit non-stationarity, including temporal distribution…

Machine Learning · Computer Science 2025-12-01 Junkai Lu , Peng Chen , Chenjuan Guo , Yang Shu , Meng Wang , Bin Yang

Time-series forecasting has seen significant advancements with the introduction of token prediction mechanisms such as multi-head attention. However, these methods often struggle to achieve the same performance as in language modeling,…

Machine Learning · Computer Science 2024-12-03 Panayiotis Christou , Shichu Chen , Xupeng Chen , Parijat Dube

Recently, there has been a surge of Transformer-based solutions for the long-term time series forecasting (LTSF) task. Despite the growing performance over the past few years, we question the validity of this line of research in this work.…

Artificial Intelligence · Computer Science 2022-08-18 Ailing Zeng , Muxi Chen , Lei Zhang , Qiang Xu

This study explores the potential of zero-shot time series forecasting, an innovative approach leveraging pre-trained foundation models, to forecast mortality rates without task-specific fine-tuning. We evaluate two state-of-the-art…

Machine Learning · Computer Science 2025-05-21 Gabor Petnehazi , Laith Al Shaggah , Jozsef Gall , Bernadett Aradi

Time series foundation models have demonstrated strong performance in zero-shot learning, making them well-suited for predicting rapidly evolving patterns in real-world applications where relevant training data are scarce. However, most of…

Machine Learning · Computer Science 2024-11-06 Haoyu Ma , Yushu Chen , Wenlai Zhao , Jinzhe Yang , Yingsheng Ji , Xinghua Xu , Xiaozhu Liu , Hao Jing , Shengzhuo Liu , Guangwen Yang
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