English
Related papers

Related papers: Foundation Time-Series AI Model for Realized Volat…

200 papers

This paper investigates the role of high-dimensional information sets in the context of Markov switching models with time varying transition probabilities. Markov switching models are commonly employed in empirical macroeconomic research…

Econometrics · Economics 2019-05-07 Gregor Zens , Maximilian Böck

Forecasting with multivariate time series, which aims to predict future values given previous and current several univariate time series data, has been studied for decades, with one example being ARIMA. Because it is difficult to measure…

Artificial Intelligence · Computer Science 2020-10-19 Youngjin Park , Deokjun Eom , Byoungki Seo , Jaesik Choi

This work investigates the zero-shot forecasting capability of time series foundation models for Leaf Area Index (LAI) forecasting in agricultural monitoring. Using the HiQ dataset (U.S., 2000-2022), we systematically compare statistical…

Machine Learning · Computer Science 2026-01-19 Peining Zhang , Hongchen Qin , Haochen Zhang , Ziqi Guo , Guiling Wang , Jinbo Bi

Recent lightweight MLP-based models have achieved strong performance in time series forecasting by capturing stable trends and seasonal patterns. However, their effectiveness hinges on an implicit assumption of local stationarity…

Machine Learning · Computer Science 2026-01-29 Zhiyu Chen , Minhao Liu , Yanru Zhang

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

Time series forecasting is crucial in many fields, yet current deep learning models struggle with noise, data sparsity, and capturing complex multi-scale patterns. This paper presents MFF-FTNet, a novel framework addressing these challenges…

Machine Learning · Computer Science 2024-11-27 Yangyang Shi , Qianqian Ren , Yong Liu , Jianguo Sun

High-dimensional recordings of dynamical processes are often characterized by a much smaller set of effective variables, evolving on low-dimensional manifolds. Identifying these latent dynamics requires solving two intertwined problems:…

Machine Learning · Computer Science 2026-01-21 Manuel Hinz , Maximilian Mauel , Patrick Seifner , David Berghaus , Kostadin Cvejoski , Ramses J. Sanchez

Among various soft computing approaches for time series forecasting, Fuzzy Cognitive Maps (FCM) have shown remarkable results as a tool to model and analyze the dynamics of complex systems. FCM have similarities to recurrent neural networks…

Artificial Intelligence · Computer Science 2022-01-11 Omid Orang , Petrônio Cândido de Lima e Silva , Frederico Gadelha Guimarães

Accurate forecasting of transportation dynamics is essential for urban mobility and infrastructure planning. Although recent work has achieved strong performance with deep learning models, these methods typically require dataset-specific…

Machine Learning · Computer Science 2026-05-19 Javier Yanes-Pulido , Filipe Rodrigues

Machine fault diagnosis (FD) is a critical task for predictive maintenance, enabling early fault detection and preventing unexpected failures. Despite its importance, existing FD models are operation-specific with limited generalization…

Machine Learning · Computer Science 2025-11-06 Emadeldeen Eldele , Mohamed Ragab , Xu Qing , Edward , Zhenghua Chen , Min Wu , Xiaoli Li , Jay Lee

Bases have become an integral part of modern deep learning-based models for time series forecasting due to their ability to act as feature extractors or future references. To be effective, a basis must be tailored to the specific set of…

Machine Learning · Computer Science 2024-01-19 Zelin Ni , Hang Yu , Shizhan Liu , Jianguo Li , Weiyao Lin

Foundation models (FMs) are recognized as a transformative breakthrough that has started to reshape the future of artificial intelligence (AI) across both academia and industry. The integration of FMs into wireless networks is expected to…

Networking and Internet Architecture · Computer Science 2026-01-07 Han Zhang , Mohammad Farzanullah , Mohammad Ghassemi , Akram Bin Sediq , Ali Afana , Melike Erol-Kantarci

While existing time series foundation models primarily rely on large-scale unimodal pretraining, they lack complementary modalities to enhance time series understanding. Building multimodal foundation models is a natural next step, but it…

Machine Learning · Computer Science 2026-02-06 Peng Chen , Siyuan Wang , Shiyan Hu , Xingjian Wu , Yang Shu , Zhongwen Rao , Meng Wang , Yijie Li , Bin Yang , Chenjuan Guo

The energy transition, crucial for tackling the climate crisis, demands integrating numerous distributed, renewable energy sources into existing grids. Along with climate change and consumer behavioral changes, this leads to changes and…

Systems and Control · Electrical Eng. & Systems 2024-09-05 Alban Puech , Jonas Weiss , Thomas Brunschwiler , Hendrik F. Hamann

Time series forecasting has important applications in financial analysis, weather forecasting, and traffic management. However, existing deep learning models are limited in processing non-stationary time series data because they cannot…

Machine Learning · Computer Science 2025-05-13 Yuqi Xiong , Yang Wen

Federated Learning (FL) provides a decentralized machine learning approach, where multiple devices or servers collaboratively train a model without sharing their raw data, thus enabling data privacy. This approach has gained significant…

Machine Learning · Computer Science 2025-02-17 Mahad Ali , Curtis Lisle , Patrick W. Moore , Tammer Barkouki , Brian J. Kirkwood , Laura J. Brattain

This study introduces a novel forecasting strategy that leverages the power of fractional differencing (FD) to capture both short- and long-term dependencies in time series data. Unlike traditional integer differencing methods, FD preserves…

Machine Learning · Computer Science 2023-12-05 Sarit Maitra , Vivek Mishra , Srashti Dwivedi , Sukanya Kundu , Goutam Kumar Kundu

Time series foundation models (TSFMs) have recently achieved strong zero-shot forecasting performance through large-scale pretraining and retrieval-augmented prediction. However, our empirical analysis reveals a non-trivial limitation of…

Machine Learning · Computer Science 2026-05-26 Jinjin Chi , Lei Feng , Lulu Zhang , Yongcheng Jing , Yiming Wang , Ximing Li , Jialie Shen , Leszek Rutkowski , Dacheng Tao

Time-series forecasting is crucial for numerous real-world applications including weather prediction and financial market modeling. While temporal-domain methods remain prevalent, frequency-domain approaches can effectively capture…

Machine Learning · Computer Science 2025-08-05 Zhixuan Li , Naipeng Chen , Seonghwa Choi , Sanghoon Lee , Weisi Lin

Deep learning-based methods have been widely researched in the areas of language and vision, demonstrating their capacity to understand long sequences of data and their usefulness in numerous helio-physics applications. Foundation models…