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Deep learning models have shown strong performance in load forecasting, but they generally require large amounts of data for model training before being applied to new scenarios, which limits their effectiveness in data-scarce scenarios.…

Machine Learning · Computer Science 2024-11-19 Wenlong Liao , Zhe Yang , Mengshuo Jia , Christian Rehtanz , Jiannong Fang , Fernando Porté-Agel

This study investigates zero-shot forecasting capabilities of Time Series Foundation Models (TSFMs) for macroeconomic indicators. We apply TSFMs to forecasting economic indicators under univariate conditions, bypassing the need for train…

Machine Learning · Computer Science 2025-11-05 Jittarin Jetwiriyanon , Teo Susnjak , Surangika Ranathunga

Time series foundation models (FMs) have emerged as a popular paradigm for zero-shot multi-domain forecasting. These models are trained on numerous diverse datasets and claim to be effective forecasters across multiple different time series…

Risk Management · Quantitative Finance 2025-05-19 Anubha Goel , Puneet Pasricha , Martin Magris , Juho Kanniainen

The zero-shot capabilities of foundation models (FMs) for time series forecasting offer promising potentials in conformal prediction, as most of the available data can be allocated to calibration. This study compares the performance of Time…

Machine Learning · Computer Science 2025-07-15 Sami Achour , Yassine Bouher , Duong Nguyen , Nicolas Chesneau

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

Time series foundation models (FMs) have emerged as a popular paradigm for zero-shot multi-domain forecasting. FMs are trained on numerous diverse datasets and claim to be effective forecasters across multiple different time series domains,…

Machine Learning · Computer Science 2025-05-20 William Toner , Thomas L. Lee , Artjom Joosen , Rajkarn Singh , Martin Asenov

The vast majority of time-series forecasting approaches require a substantial training dataset. However, many real-life forecasting applications have very little initial observations, sometimes just 40 or fewer. Thus, the applicability of…

Machine Learning · Computer Science 2023-11-06 Samuel Dooley , Gurnoor Singh Khurana , Chirag Mohapatra , Siddartha Naidu , Colin White

We introduce Chronos, a simple yet effective framework for pretrained probabilistic time series models. Chronos tokenizes time series values using scaling and quantization into a fixed vocabulary and trains existing transformer-based…

Foundation Models are designed to serve as versatile embedding machines, with strong zero shot capabilities and superior generalization performance when fine-tuned on diverse downstream tasks. While this is largely true for language and…

Machine Learning · Computer Science 2025-10-08 Nouha Karaouli , Denis Coquenet , Elisa Fromont , Martial Mermillod , Marina Reyboz

Time series foundation models have recently gained a lot of attention due to their ability to model complex time series data encompassing different domains including traffic, energy, and weather. Although they exhibit strong average…

Machine Learning · Computer Science 2026-01-21 Shivani Tomar , Seshu Tirupathi , Elizabeth Daly , Ivana Dusparic

Time series forecasting is essential for operational intelligence in the hospitality industry, and particularly challenging in large-scale, distributed systems. This study evaluates the performance of statistical, machine learning (ML),…

Machine Learning · Computer Science 2025-02-06 Issar Arab , Rodrigo Benitez

Crowd and flow predictions have been extensively studied in mobility data science. Traditional forecasting methods have relied on statistical models such as ARIMA, later supplemented by deep learning approaches like ST-ResNet. More…

Machine Learning · Computer Science 2025-04-08 Anita Graser

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

While recent advancements in foundation models have significantly impacted machine learning, rigorous tests on the performance of time series foundation models (TSFMs) remain largely underexplored. This paper presents an empirical study…

Machine Learning · Computer Science 2025-01-09 Syamantak Datta Gupta

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

A world model creates a surrogate world to train a controller and predict safety violations by learning the internal dynamic model of systems. However, the existing world models rely solely on statistical learning of how observations change…

Machine Learning · Computer Science 2024-05-06 Zhenjiang Mao , Siqi Dai , Yuang Geng , Ivan Ruchkin

Process Model Forecasting (PMF) aims to predict how the control-flow structure of a process evolves over time by modeling the temporal dynamics of directly-follows (DF) relations, complementing predictive process monitoring that focuses on…

Machine Learning · Computer Science 2025-12-09 Yongbo Yu , Jari Peeperkorn , Johannes De Smedt , Jochen De Weerdt

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 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

Effective resource allocation in higher education depends on reliable enrolment forecasts, yet institutional planners frequently face data series disrupted by structural shifts. This paper investigates whether zero-shot Time Series…

Artificial Intelligence · Computer Science 2026-04-28 Jittarin Jetwiriyanon , Teo Susnjak , Surangika Ranathunga
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