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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

Long-term time series forecasting (LTSF) involves predicting a large number of future values of a time series based on the past values. This is an essential task in a wide range of domains including weather forecasting, stock market…

Quantum Physics · Physics 2025-03-19 Hari Hara Suthan Chittoor , Paul Robert Griffin , Ariel Neufeld , Jayne Thompson , Mile Gu

Recent works have demonstrated the effectiveness of adapting pre-trained language models (LMs) for forecasting time series in the low-data regime. We build upon these findings by analyzing the effective transfer from language models to time…

Computation and Language · Computer Science 2025-06-30 Roland Riachi , Kashif Rasul , Arjun Ashok , Prateek Humane , Alexis Roger , Andrew R. Williams , Yuriy Nevmyvaka , Irina Rish

Time-series forecasting is a challenging problem that traditionally requires specialized models custom-trained for the specific task at hand. Recently, inspired by the success of large language models, foundation models pre-trained on vast…

Machine Learning · Computer Science 2025-03-20 Yuanzhao Zhang , William Gilpin

A functional time series approach is proposed for investigating spatial correlation in daily maximum temperature forecast errors for 111 cities spread across the U.S. The modelling of spatial correlation is most fruitful for longer forecast…

Methodology · Statistics 2021-11-23 Phillip A. Jang , David S. Matteson

Big data applications and analytics are employed in many sectors for a variety of goals: improving customers satisfaction, predicting market behavior or improving processes in public health. These applications consist of complex software…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-08-30 Alexandre Maros , Fabricio Murai , Ana Paula Couto da Silva , Jussara M. Almeida , Marco Lattuada , Eugenio Gianniti , Marjan Hosseini , Danilo Ardagna

The proliferation of time series foundation models has created a landscape where no single method achieves consistent superiority, framing the central challenge not as finding the best model, but as orchestrating an optimal ensemble with…

Artificial Intelligence · Computer Science 2025-12-19 Defu Cao , Michael Gee , Jinbo Liu , Hengxuan Wang , Wei Yang , Rui Wang , Yan Liu

Recently, there has been growing interest in incorporating textual information into foundation models for time series forecasting. However, it remains unclear whether and under what conditions such multimodal integration consistently yields…

Physics-based numerical models have been the bedrock of atmospheric sciences for decades, offering robust solutions but often at the cost of significant computational resources. Deep learning (DL) models have emerged as powerful tools in…

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

The majority of real-world processes are spatiotemporal, and the data generated by them exhibits both spatial and temporal evolution. Weather is one of the most essential processes in this domain, and weather forecasting has become a…

Machine Learning · Computer Science 2024-09-24 Shakir Showkat Sofi , Ivan Oseledets

Accurate demand forecasting is critical for supply chain optimization, yet remains difficult in practice due to hierarchical complexity, domain shifts, and evolving external factors. While recent foundation models offer strong potential for…

Machine Learning · Computer Science 2025-07-30 Wei Yang , Defu Cao , Yan Liu

Probabilistic time-series models become popular in the forecasting field as they help to make optimal decisions under uncertainty. Despite the growing interest, a lack of thorough analysis hinders choosing what is worth applying for the…

Machine Learning · Computer Science 2020-11-24 Seungjae Jung , Kyung-Min Kim , Hanock Kwak , Young-Jin Park

In the field of machine learning and artificial intelligence, time series forecasting plays a pivotal role across various domains such as finance, healthcare, and weather. However, the task of selecting the most suitable forecasting method…

Machine Learning · Computer Science 2024-07-26 Anvitha Thirthapura Sreedhara , Joaquin Vanschoren

Time series forecasting has played a pivotal role across various industries, including finance, transportation, energy, healthcare, and climate. Due to the abundant seasonal information they contain, timestamps possess the potential to…

Machine Learning · Computer Science 2024-11-21 Chengsen Wang , Qi Qi , Jingyu Wang , Haifeng Sun , Zirui Zhuang , Jinming Wu , Jianxin Liao

In order to support the advancement of machine learning methods for predicting time-series data, we present a comprehensive dataset designed explicitly for long-term time-series forecasting. We incorporate a collection of datasets obtained…

Machine Learning · Computer Science 2023-09-29 Jacek Cyranka , Szymon Haponiuk

Long-term time-series forecasting remains challenging due to the difficulty in capturing long-term dependencies, achieving linear scalability, and maintaining computational efficiency. We introduce TimeMachine, an innovative model that…

Machine Learning · Computer Science 2024-08-26 Md Atik Ahamed , Qiang Cheng

Recently, time series foundation models have shown promising zero-shot forecasting performance on time series from a wide range of domains. However, it remains unclear whether their success stems from a true understanding of temporal…

Machine Learning · Computer Science 2024-11-12 Willa Potosnak , Cristian Challu , Mononito Goswami , Michał Wiliński , Nina Żukowska , Artur Dubrawski

Time Series Foundation Models (TSFMs) have introduced zero-shot prediction capabilities that bypass the need for task-specific training. Whether these capabilities translate to mission-critical applications such as electricity demand…

Machine Learning · Computer Science 2026-02-12 Luigi Simeone

Accurate wave height prediction is critical for maritime safety and coastal resilience, yet conventional physics-based models and traditional machine learning methods face challenges in computational efficiency and nonlinear dynamics…

Machine Learning · Computer Science 2025-09-03 Yilin Zhai , Hongyuan Shi , Chao Zhan , Qing Wang , Zaijin You , Nan Wang