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Pretrained time series models have enabled inference-only forecasting systems that produce accurate predictions without task-specific training. However, existing approaches largely focus on univariate forecasting, limiting their…

Accurate household electricity short-term load forecasting (STLF) is key to future and sustainable energy systems. While various studies have analyzed statistical, machine learning, or deep learning approaches for household electricity…

Computational Engineering, Finance, and Science · Computer Science 2026-01-09 Marcel Meyer , David Zapata , Sascha Kaltenpoth , Oliver Müller

Learning time series foundation models has been shown to be a promising approach for zero-shot time series forecasting across diverse time series domains. Insofar as scaling has been a critical driver of performance of foundation models in…

Machine Learning · Computer Science 2026-02-20 Xinghong Fu , Yanhong Li , Georgios Papaioannou , Yoon Kim

In-context learning, the ability of large language models to perform tasks using only examples provided in the prompt, has recently been adapted for time series forecasting. This paradigm enables zero-shot prediction, where past values…

Machine Learning · Computer Science 2025-11-04 Andreas Auer , Patrick Podest , Daniel Klotz , Sebastian Böck , Günter Klambauer , Sepp Hochreiter

Foundation models for zero-shot time series forecasting face challenges in efficient long-horizon prediction and reproducibility, with existing synthetic-only approaches underperforming on challenging benchmarks. This paper presents…

Machine Learning · Computer Science 2026-02-06 Vladyslav Moroshan , Julien Siems , Arber Zela , Timur Carstensen , Frank Hutter

Forecasting agricultural markets remains challenging due to nonlinear dynamics, structural breaks, and sparse data. A long-standing belief holds that simple time-series methods outperform more advanced alternatives. This paper provides the…

Econometrics · Economics 2026-01-21 Le Wang , Boyuan Zhang

Time series foundation models excel in zero-shot forecasting, handling diverse tasks without explicit training. However, the advancement of these models has been hindered by the lack of comprehensive benchmarks. To address this gap, we…

Machine Learning · Computer Science 2024-11-12 Taha Aksu , Gerald Woo , Juncheng Liu , Xu Liu , Chenghao Liu , Silvio Savarese , Caiming Xiong , Doyen Sahoo

Time series forecasting plays a crucial role in data mining, driving rapid advancements across numerous industries. With the emergence of large models, time series foundation models (TSFMs) have exhibited remarkable generalization…

Machine Learning · Computer Science 2024-12-31 Huanyu Zhang , Chang Xu , Yi-Fan Zhang , Zhang Zhang , Liang Wang , Jiang Bian , Tieniu Tan

Existing data-driven approaches in modeling and predicting time series data include ARIMA (Autoregressive Integrated Moving Average), Transformer-based models, LSTM (Long Short-Term Memory) and TCN (Temporal Convolutional Network). These…

Machine Learning · Computer Science 2025-12-09 Saroj Gopali , Bipin Chhetri , Deepika Giri , Sima Siami-Namini , Akbar Siami Namin

Accurate forecasting of electric load and renewable generation is essential for reliable and cost effective power system operations. Recent advances in transformer based and foundation machine learning models, driven by large scale…

Systems and Control · Electrical Eng. & Systems 2026-04-27 Muhy Eddin Za'ter , Bri-Mathias Hodge

Time series forecasting drives operational decisions in areas like finance, transportation, and energy. While supervised learning approaches achieve strong performance, they require domain-specific training, feature engineering, and ongoing…

Machine Learning · Computer Science 2026-05-26 Kavin Soni , Debanshu Das , Vamshi Guduguntla

This study is the first to analyze the performance of a time-series foundation AI model for Value-at-Risk (VaR), which essentially forecasts the left-tail quantiles of returns. Foundation models, pre-trained on diverse datasets, can be…

Risk Management · Quantitative Finance 2025-05-13 Anubha Goel , Puneet Pasricha , Juho Kanniainen

We present TimeFound, an encoder-decoder transformer-based time series foundation model for out-of-the-box zero-shot forecasting. To handle time series data from various domains, TimeFound employs a multi-resolution patching strategy to…

Machine Learning · Computer Science 2025-03-07 Congxi Xiao , Jingbo Zhou , Yixiong Xiao , Xinjiang Lu , Le Zhang , Hui Xiong

Time Series Forecasting (TSF) is key functionality in numerous fields, such as financial investment, weather services, and energy management. Although increasingly capable TSF methods occur, many of them require domain-specific data…

Machine Learning · Computer Science 2025-06-13 Zhe Li , Xiangfei Qiu , Peng Chen , Yihang Wang , Hanyin Cheng , Yang Shu , Jilin Hu , Chenjuan Guo , Aoying Zhou , Christian S. Jensen , Bin Yang

Longitudinal data in electronic health records (EHRs) represent an individual`s clinical history through a sequence of codified concepts, including diagnoses, procedures, medications, and laboratory tests. Generative pre-trained…

Demographic shifts, influenced by globalization, economic conditions, geopolitical events, and environmental factors, pose significant challenges for policymakers and researchers. Accurate demographic forecasting is essential for informed…

Machine Learning · Computer Science 2025-08-20 Aditya Akella , Jonathan Farah

Time Series Foundation Models (TSFMs) have shown promising zero-shot generalization across diverse forecasting tasks. However, their robustness to continual adaptation remains underexplored. In this work, we investigate the extent to which…

Machine Learning · Computer Science 2025-10-03 Nouha Karaouli , Denis Coquenet , Elisa Fromont , Martial Mermillod , Marina Reyboz

Tabular foundation models, particularly Prior-data Fitted Networks like TabPFN have emerged as the leading contender in a myriad of tasks ranging from data imputation to label prediction on the tabular data format surpassing the historical…

Machine Learning · Computer Science 2026-04-10 Mayuka Jayawardhana , Nihal Sharma , Kazem Meidani , Bayan Bruss , Tom Goldstein , Doron Bergman

Time series foundation models (TSFMs) have become increasingly popular for zero-shot forecasting. However, for a new time series domain not fully covered by the pretraining set, performance can suffer. Therefore, when a practitioner cares…

Machine Learning · Computer Science 2026-03-04 Thomas L. Lee , Edoardo M. Ponti , Amos Storkey

Pretrained time series models, capable of zero-shot forecasting, have demonstrated significant potential in enhancing both the performance and accessibility of time series forecasting. However, existing pretrained models either do not…