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Related papers: Foundation Models for Time Series: A Survey

200 papers

Time series forecasting is a fundamental tool with wide ranging applications, yet recent debates question whether complex nonlinear architectures truly outperform simple linear models. Prior claims of dominance of the linear model often…

Machine Learning · Computer Science 2026-02-13 Md Rakibul Haque , Vishwa Goudar , Shireen Elhabian , Warren Woodrich Pettine

Financial time series forecasting is central to trading, portfolio optimization, and risk management, yet it remains challenging due to noisy, non-stationary, and heterogeneous data. Recent advances in time series foundation models (TSFMs),…

Computational Finance · Quantitative Finance 2025-11-25 Eghbal Rahimikia , Hao Ni , Weiguan Wang

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

Foundation models are premised on the idea that sequence prediction can uncover deeper domain understanding, much like how Kepler's predictions of planetary motion later led to the discovery of Newtonian mechanics. However, evaluating…

Machine Learning · Computer Science 2025-12-30 Keyon Vafa , Peter G. Chang , Ashesh Rambachan , Sendhil Mullainathan

Motivated by the recent success of time-series foundation models for zero-shot forecasting, we present a methodology for $\textit{in-context fine-tuning}$ of a time-series foundation model. In particular, we design a pretrained foundation…

Machine Learning · Computer Science 2024-11-01 Abhimanyu Das , Matthew Faw , Rajat Sen , Yichen Zhou

The rapid advancement of foundation models in medical imaging represents a significant leap toward enhancing diagnostic accuracy and personalized treatment. However, the deployment of foundation models in healthcare necessitates a rigorous…

Computer Vision and Pattern Recognition · Computer Science 2024-10-08 Congzhen Shi , Ryan Rezai , Jiaxi Yang , Qi Dou , Xiaoxiao Li

Shapelets are phase independent subsequences designed for time series classification. We propose three adaptations to the Shapelet Transform (ST) to capture multivariate features in multivariate time series classification. We create a…

Machine Learning · Computer Science 2017-12-19 Aaron Bostrom , Anthony Bagnall

Time series analysis is a field of data science which is interested in analyzing sequences of numerical values ordered in time. Time series are particularly interesting because they allow us to visualize and understand the evolution of a…

Machine Learning · Computer Science 2020-10-02 Hassan Ismail Fawaz

The ubiquity of time series data creates a strong demand for general-purpose foundation models, yet developing them for classification remains a significant challenge, largely due to the high cost of labeled data. Foundation models capable…

Machine Learning · Computer Science 2025-11-27 Chin-Chia Michael Yeh , Uday Singh Saini , Junpeng Wang , Xin Dai , Xiran Fan , Jiarui Sun , Yujie Fan , Yan Zheng

Graph Foundation Models (GFMs) are emerging as a significant research topic in the graph domain, aiming to develop graph models trained on extensive and diverse data to enhance their applicability across various tasks and domains.…

Machine Learning · Computer Science 2024-06-03 Haitao Mao , Zhikai Chen , Wenzhuo Tang , Jianan Zhao , Yao Ma , Tong Zhao , Neil Shah , Mikhail Galkin , Jiliang Tang

Early classification of time series has been extensively studied for minimizing class prediction delay in time-sensitive applications such as healthcare and finance. A primary task of an early classification approach is to classify an…

Machine Learning · Computer Science 2020-10-19 Ashish Gupta , Hari Prabhat Gupta , Bhaskar Biswas , Tanima Dutta

Modern time series forecasting methods, such as Transformer and its variants, have shown strong ability in sequential data modeling. To achieve high performance, they usually rely on redundant or unexplainable structures to model complex…

Machine Learning · Computer Science 2023-11-30 Jingyi Hou , Zhen Dong , Jiayu Zhou , Zhijie Liu

Over the past years, foundation models have caused a paradigm shift in machine learning due to their unprecedented capabilities for zero-shot and few-shot generalization. However, despite the success of foundation models in modalities such…

We propose an efficient design of Transformer-based models for multivariate time series forecasting and self-supervised representation learning. It is based on two key components: (i) segmentation of time series into subseries-level patches…

Machine Learning · Computer Science 2023-03-07 Yuqi Nie , Nam H. Nguyen , Phanwadee Sinthong , Jayant Kalagnanam

Foundation models are large-scale machine learning models that are pre-trained on massive amounts of data and can be adapted for various downstream tasks. They have been extensively applied to tasks in Natural Language Processing and…

Time series analysis has proven to be a powerful method to characterize several phenomena in biology, neuroscience and economics, and to understand some of their underlying dynamical features. Despite a plethora of methods have been…

Physics and Society · Physics 2023-03-01 Andrea Santoro , Federico Battiston , Giovanni Petri , Enrico Amico

There is a recent growing interest in applying Deep Learning techniques to tabular data, in order to replicate the success of other Artificial Intelligence areas in this structured domain. Specifically interesting is the case in which…

Machine Learning · Computer Science 2025-05-06 Simone Luetto , Fabrizio Garuti , Enver Sangineto , Lorenzo Forni , Rita Cucchiara

World models represent a paradigm shift in generative AI, pursuing predictive understanding and controllable simulation of environments in a structured and generalizable way. We present World Machine, a generative world-modeling…

Transformer-based models have emerged as powerful tools for multivariate time series forecasting (MTSF). However, existing Transformer models often fall short of capturing both intricate dependencies across variate and temporal dimensions…

Machine Learning · Computer Science 2024-06-10 Juncheng Liu , Chenghao Liu , Gerald Woo , Yiwei Wang , Bryan Hooi , Caiming Xiong , Doyen Sahoo

Over the past decade, Time Series Classification (TSC) has gained an increasing attention. While various methods were explored, deep learning - particularly through Convolutional Neural Networks (CNNs)-stands out as an effective approach.…

Machine Learning · Computer Science 2024-02-29 Ali Ismail-Fawaz , Maxime Devanne , Stefano Berretti , Jonathan Weber , Germain Forestier