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Time-series forecasting is an essential task with wide real-world applications across domains. While recent advances in deep learning have enabled time-series forecasting models with accurate predictions, there remains considerable debate…

Machine Learning · Computer Science 2026-03-26 Zhiyuan Zhao , Juntong Ni , Shangqing Xu , Haoxin Liu , Wei Jin , B. Aditya Prakash

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

Time series forecasting is critical across finance, healthcare, and cloud computing, yet progress is constrained by a fundamental bottleneck: the scarcity of large-scale, high-quality benchmarks. To address this gap, we introduce…

Machine Learning · Computer Science 2026-03-30 Siqiao Xue , Zhaoyang Zhu , Wei Zhang , Rongyao Cai , Rui Wang , Yixiang Mu , Fan Zhou , Jianguo Li , Peng Di , Hang Yu

Time series forecasting is a critical first step in generating demand plans for supply chains. Experiments on time series models typically focus on demonstrating improvements in forecast accuracy over existing/baseline solutions, quantified…

Machine Learning · Computer Science 2025-08-15 Steven Klee , Yuntian Xia

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

While machine learning has witnessed significant advancements, the emphasis has largely been on data acquisition and model creation. However, achieving a comprehensive assessment of machine learning solutions in real-world settings…

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

Accurate short-term energy consumption forecasting for commercial buildings is crucial for smart grid operations. While smart meters and deep learning models enable forecasting using past data from multiple buildings, data heterogeneity…

Machine Learning · Computer Science 2024-11-27 Shourya Bose , Yijiang Li , Amy Van Sant , Yu Zhang , Kibaek Kim

Time-series forecasting has been an important research domain for so many years. Its applications include ECG predictions, sales forecasting, weather conditions, even COVID-19 spread predictions. These applications have motivated many…

Machine Learning · Computer Science 2021-02-15 Shruti Jadon , Jan Kanty Milczek , Ajit Patankar

In economics and many other forecasting domains, the real world problems are too complex for a single model that assumes a specific data generation process. The forecasting performance of different methods changes depending on the nature of…

Machine Learning · Computer Science 2023-09-26 Li Li , Feng Li , Yanfei Kang

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

Many businesses and industries nowadays rely on large quantities of time series data making time series forecasting an important research area. Global forecasting models that are trained across sets of time series have shown a huge…

Machine Learning · Computer Science 2021-10-25 Rakshitha Godahewa , Christoph Bergmeir , Geoffrey I. Webb , Rob J. Hyndman , Pablo Montero-Manso

Accurate electrical load forecasting is crucial for optimizing power system operations, planning, and management. As power systems become increasingly complex, traditional forecasting methods may fail to capture the intricate patterns and…

Systems and Control · Electrical Eng. & Systems 2024-11-26 Elias Raffoul , Mingjian Tuo , Cunzhi Zhao , Tianxia Zhao , Meng Ling , Xingpeng Li

Time series data plays a critical role across diverse domains such as healthcare, energy, and finance, where tasks like classification, anomaly detection, and forecasting are essential for informed decision-making. Recently, large language…

Machine Learning · Computer Science 2024-12-18 Francis Tang , Ying Ding

Recent progress in foundation models has enabled strong zero-shot performance for time series forecasting. In this work, we show that such capabilities can also emerge from tabular foundation models. We introduce TabPFN-TS, a simple method…

Machine Learning · Computer Science 2026-01-28 Shi Bin Hoo , Samuel Müller , David Salinas , Frank Hutter

Building energy management (BEM) tasks require processing and learning from a variety of time-series data. Existing solutions rely on bespoke task- and data-specific models to perform these tasks, limiting their broader applicability.…

Machine Learning · Computer Science 2025-06-16 Ozan Baris Mulayim , Pengrui Quan , Liying Han , Xiaomin Ouyang , Dezhi Hong , Mario Bergés , Mani Srivastava

The availability of large amounts of time series data, paired with the performance of deep-learning algorithms on a broad class of problems, has recently led to significant interest in the use of sequence-to-sequence models for time series…

Machine Learning · Computer Science 2019-02-27 Vitaly Kuznetsov , Zelda Mariet

Large-scale renewable energy deployment introduces pronounced volatility into the electricity system, turning grid operation into a complex stochastic optimization problem. Accurate electricity price forecasting (EPF) is essential not only…

Machine Learning · Computer Science 2026-04-17 Jan Niklas Lettner , Hadeer El Ashhab , Veit Hagenmeyer , Benjamin Schäfer

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

Conventional time-series forecasting methods typically aim to minimize overall prediction error, without accounting for the varying importance of different forecast ranges in downstream applications. We propose a training methodology that…

Machine Learning · Computer Science 2025-08-15 Luca-Andrei Fechete , Mohamed Sana , Fadhel Ayed , Nicola Piovesan , Wenjie Li , Antonio De Domenico , Tareq Si Salem