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Time series has been left behind in the era of pre-training and transfer learning. While research in the fields of natural language processing and computer vision are enjoying progressively larger datasets to train massive models, the most…

Machine Learning · Computer Science 2023-12-06 Gerald Woo , Chenghao Liu , Akshat Kumar , Doyen Sahoo

Numerical weather forecasting using high-resolution physical models often requires extensive computational resources on supercomputers, which diminishes their wide usage in most real-life applications. As a remedy, applying deep learning…

Machine Learning · Computer Science 2023-10-06 Selim Furkan Tekin , Arda Fazla , Suleyman Serdar Kozat

In this paper we survey the most recent advances in supervised machine learning and high-dimensional models for time series forecasting. We consider both linear and nonlinear alternatives. Among the linear methods we pay special attention…

Econometrics · Economics 2021-04-12 Ricardo P. Masini , Marcelo C. Medeiros , Eduardo F. Mendes

Time-series forecasting plays an important role in many domains. Boosted by the advances in Deep Learning algorithms, it has for instance been used to predict wind power for eolic energy production, stock market fluctuations, or motor…

Machine Learning · Computer Science 2021-07-23 Luis P. Silvestrin , Leonardos Pantiskas , Mark Hoogendoorn

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

Long-term time series forecasting (LTSF) offers broad utility in practical settings like energy consumption and weather prediction. Accurately predicting long-term changes, however, is demanding due to the intricate temporal patterns and…

Machine Learning · Computer Science 2025-05-19 Boshi Gao , Qingjian Ni , Fanbo Ju , Yu Chen , Ziqi Zhao

Time series neural networks perform exceptionally well in real-world applications but encounter challenges such as limited scalability, poor generalization, and suboptimal zero-shot performance. Inspired by large language models, there is…

Machine Learning · Computer Science 2025-01-28 Yongzhi Qi , Hao Hu , Dazhou Lei , Jianshen Zhang , Zhengxin Shi , Yulin Huang , Zhengyu Chen , Xiaoming Lin , Zuo-Jun Max Shen

Time series forecasting is a crucial task in machine learning, as it has a wide range of applications including but not limited to forecasting electricity consumption, traffic, and air quality. Traditional forecasting models rely on rolling…

Machine Learning · Computer Science 2021-10-22 Shereen Elsayed , Daniela Thyssens , Ahmed Rashed , Hadi Samer Jomaa , Lars Schmidt-Thieme

This paper introduces a novel two-dimensional (2D) time series forecasting model that integrates cohort behavior over time, addressing challenges in small data environments. We demonstrate its efficacy using multiple real-world datasets,…

Machine Learning · Computer Science 2025-08-22 Yonathan Guttel , Orit Moradov , Nachi Lieder , Asnat Greenstein-Messica

Time Series Forecasting (TSF) is used to predict the target variables at a future time point based on the learning from previous time points. To keep the problem tractable, learning methods use data from a fixed length window in the past as…

Machine Learning · Computer Science 2022-04-26 Jimeng Shi , Mahek Jain , Giri Narasimhan

Actively monitoring machine learning models during production operations helps ensure prediction quality and detection and remediation of unexpected or undesired conditions. Monitoring models already deployed in big data environments brings…

Machine Learning · Computer Science 2022-11-14 Bradley Eck , Duygu Kabakci-Zorlu , Yan Chen , France Savard , Xiaowei Bao

The evaluation of time series forecasting models is hindered by a lack of high-quality benchmarks, leading to overestimated assessments of progress. Existing datasets suffer from issues ranging from small-scale, low-frequency, pre-training…

Machine Learning · Computer Science 2026-05-11 Zhijian Xu , Wanxu Cai , Xilin Dai , Zhaorong Deng , Qiang Xu

Inspired by recent advances in large language models, foundation models have been developed for zero-shot time series forecasting, enabling prediction on datasets unseen during pretraining. These large-scale models, trained on vast…

Machine Learning · Computer Science 2025-12-01 Morad Laglil , Emilie Devijver , Eric Gaussier , Bertrand Pracca

With the success of pre-trained language models (PLMs) in various application fields beyond natural language processing, language models have raised emerging attention in the field of time series forecasting (TSF) and have shown great…

Machine Learning · Computer Science 2025-09-30 Peng Chen , Yihang Wang , Yang Shu , Yunyao Cheng , Kai Zhao , Zhongwen Rao , Lujia Pan , Bin Yang , Chenjuan Guo

Recently, large language models (LLMs) have demonstrated powerful capabilities in performing various tasks and thus are applied by recent studies to time series forecasting (TSF) tasks, which predict future values with the given historical…

Computation and Language · Computer Science 2025-07-15 Chen Su , Yuanhe Tian , Qinyu Liu , Jun Zhang , Yan Song

Generating accurate and reliable sales forecasts is crucial in the E-commerce business. The current state-of-the-art techniques are typically univariate methods, which produce forecasts considering only the historical sales data of a single…

Machine Learning · Computer Science 2019-08-13 Kasun Bandara , Peibei Shi , Christoph Bergmeir , Hansika Hewamalage , Quoc Tran , Brian Seaman

Time series forecasting is a critical task that provides key information for decision-making. After traditional statistical and machine learning approaches, various fundamental deep learning architectures such as MLPs, CNNs, RNNs, and GNNs…

Machine Learning · Computer Science 2025-05-02 Jongseon Kim , Hyungjoon Kim , HyunGi Kim , Dongjun Lee , Sungroh Yoon

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 are generated in diverse domains such as economic, traffic, health, and energy, where forecasting of future values has numerous important applications. Not surprisingly, many forecasting methods are being proposed. To ensure…

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