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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

Long-term time-series forecasting is essential for planning and decision-making in economics, energy, and transportation, where long foresight is required. To obtain such long foresight, models must be both efficient and effective in…

Machine Learning · Computer Science 2025-09-05 Chao Ma , Yikai Hou , Xiang Li , Yinggang Sun , Haining Yu , Zhou Fang , Jiaxing Qu

A common forecasting setting in real world applications considers a set of possibly heterogeneous time series of the same domain. Due to different properties of each time series such as length, obtaining forecasts for each individual time…

Methodology · Statistics 2024-01-31 Lukas Neubauer , Peter Filzmoser

Generative models have demonstrated remarkable potential in time series analysis tasks, like synthesis, forecasting, imputation, etc. However, offering limited coverage for generative models, existing time series libraries are mainly…

Machine Learning · Computer Science 2026-05-20 Chenxi Wang , Xiaorong Wang , Peiyang Li , Yi Wang

The ability to design and optimize biological sequences with specific functionalities would unlock enormous value in technology and healthcare. In recent years, machine learning-guided sequence design has progressed this goal significantly,…

Quantitative Methods · Quantitative Biology 2022-11-21 Lauren Berk Wheelock , Stephen Malina , Jeffrey Gerold , Sam Sinai

Forecasting future outcomes from recent time series data is not easy, especially when the future data are different from the past (i.e. time series are under temporal drifts). Existing approaches show limited performances under data drifts,…

Machine Learning · Computer Science 2022-11-23 Jaehoon Lee , Chan Kim , Gyumin Lee , Haksoo Lim , Jeongwhan Choi , Kookjin Lee , Dongeun Lee , Sanghyun Hong , Noseong Park

Providing long-range forecasts is a fundamental challenge in time series modeling, which is only compounded by the challenge of having to form such forecasts when a time series has never previously been observed. The latter challenge is the…

Machine Learning · Statistics 2018-08-28 Christopher Xie , Alex Tank , Alec Greaves-Tunnell , Emily Fox

Many businesses and industries nowadays rely on large quantities of time series data making time series forecasting an important research area. Global forecasting models that are trained across sets of time series have shown a huge…

Machine Learning · Computer Science 2021-10-25 Rakshitha Godahewa , Christoph Bergmeir , Geoffrey I. Webb , Rob J. Hyndman , Pablo Montero-Manso

Time series forecasting plays a crucial role in many real-world applications, and numerous complex forecasting models have been proposed in recent years. Despite their architectural innovations, most state-of-the-art models report only…

Machine Learning · Computer Science 2025-05-28 Reza Nematirad , Anil Pahwa , Balasubramaniam Natarajan

Time series forecasting is one of the most essential and ubiquitous tasks in many business problems, including demand forecasting and logistics optimization. Traditional time series forecasting methods, however, have resulted in small…

Machine Learning · Computer Science 2024-03-01 Young-Jin Park , Donghyun Kim , Frédéric Odermatt , Juho Lee , Kyung-Min Kim

This paper proposes a framework for developing forecasting models by streamlining the connections between core components of the developmental process. The proposed framework enables swift and robust integration of new datasets,…

Machine Learning · Computer Science 2023-04-14 Jonathan Hans Soeseno , Sergio González , Trista Pei-Chun Chen

Real-world deep learning models developed for Time Series Forecasting are used in several critical applications ranging from medical devices to the security domain. Many previous works have shown how deep learning models are prone to…

Machine Learning · Computer Science 2023-01-30 Yuvaraj Govindarajulu , Avinash Amballa , Pavan Kulkarni , Manojkumar Parmar

Many real-life applications involve simultaneously forecasting multiple time series that are hierarchically related via aggregation or disaggregation operations. For instance, commercial organizations often want to forecast inventories…

Machine Learning · Computer Science 2021-02-26 Xing Han , Sambarta Dasgupta , Joydeep Ghosh

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

Producing probabilistic forecasts for large collections of similar and/or dependent time series is a practically relevant and challenging task. Classical time series models fail to capture complex patterns in the data, and multivariate…

Machine Learning · Statistics 2019-05-30 Yuyang Wang , Alex Smola , Danielle C. Maddix , Jan Gasthaus , Dean Foster , Tim Januschowski

Multivariate time series forecasting is extensively studied throughout the years with ubiquitous applications in areas such as finance, traffic, environment, etc. Still, concerns have been raised on traditional methods for incapable of…

Machine Learning · Computer Science 2018-09-10 Yen-Yu Chang , Fan-Yun Sun , Yueh-Hua Wu , Shou-De Lin

Time series forecasting serves as an essential tool for many real-world applications, supporting tasks such as resource optimization and decision-making. Despite significant architectural advancements, most modern models still treat…

Machine Learning · Computer Science 2026-05-12 Sheng Pan , Ming Jin , Bo Du , Shirui Pan

We introduce a novel modeling approach for time series imputation and forecasting, tailored to address the challenges often encountered in real-world data, such as irregular samples, missing data, or unaligned measurements from multiple…

Forecasting can estimate the statement of events according to the historical data and it is considerably important in many disciplines. At present, time series models have been utilized to solve forecasting problems in various domains. In…

Data Analysis, Statistics and Probability · Physics 2014-03-10 S. Chen , X. Lan , Y. Hu , Q. Liu , Y. Deng

As machine learning systems become increasingly integrated into high-stakes decision-making processes, ensuring fairness in algorithmic outcomes has become a critical concern. Methods to mitigate bias typically fall into three categories:…

Machine Learning · Computer Science 2025-08-22 Brodie Oldfield , Ziqi Xu , Sevvandi Kandanaarachchi