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The advancement of Time Series Foundation Models (TSFMs) has been driven primarily by large-scale pre-training, but inference-time compute potential remains largely untapped. This work systematically investigates two questions: how do TSFMs…
Irregularly sampled multivariate time series are ubiquitous in various fields, particularly in healthcare, and exhibit two key characteristics: intra-series irregularity and inter-series discrepancy. Intra-series irregularity refers to the…
A time series represents a set of observations collected over time. Typically, these observations are captured with a uniform sampling frequency (e.g. daily). When data points are observed in uneven time intervals the time series is…
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…
Time-series data is critical across many scientific and industrial domains, including environmental analysis, agriculture, transportation, and finance. However, mining insights from this data typically requires deep domain expertise, a…
In this paper we propose univariate volatility models for irregularly spaced financial time series by modifying the regularly spaced stochastic volatility models. We also extend this approach to propose multivariate stochastic volatility…
Time series data are central to domains such as finance, healthcare, and cloud computing, yet existing benchmarks for evaluating various large language models (LLMs) on temporal tasks remain scattered and unsystematic. To bridge this gap,…
Multivariate time series alignment is critical for ensuring coherent analysis across variables, but missing values and timestamp inconsistencies make this task highly challenging. Existing approaches often rely on prior imputation, which…
Recent years have witnessed a growing interest for time series foundation models, with a strong emphasis on the forecasting task. Yet, the crucial task of out-of-domain imputation of missing values remains largely underexplored. We propose…
Forecasting time series with irregular temporal structures remains challenging for universal pre-trained models. Existing approaches often assume regular sampling or depend heavily on imputation, limiting their applicability in real-world…
Effective analysis of time series data presents significant challenges due to the complex temporal dependencies and cross-channel interactions in multivariate data. Inspired by the way human analysts visually inspect time series to uncover…
Time series anomaly detection (TSAD) has gained significant attention due to its real-world applications to improve the stability of modern software systems. However, there is no effective way to verify whether they can meet the…
Accurate network-traffic forecasting enables proactive capacity planning and anomaly detection in Internet Service Provider (ISP) networks. Recent advances in time-series foundation models (TSFMs) have demonstrated strong zero-shot and…
The non-stationary nature of real-world Multivariate Time Series (MTS) data presents forecasting models with a formidable challenge of the time-variant distribution of time series, referred to as distribution shift. Existing studies on the…
Large pre-trained models excel in zero/few-shot learning for language and vision tasks but face challenges in multivariate time series (TS) forecasting due to diverse data characteristics. Consequently, recent research efforts have focused…
In several practical applications, particularly healthcare, clinical data of each patient is individually recorded in a database at irregular intervals as required. This causes a sparse and irregularly sampled time series, which makes it…
Multi-modal time series analysis has recently emerged as a prominent research area in data mining, driven by the increasing availability of diverse data modalities, such as text, images, and structured tabular data from real-world sources.…
Time series forecasting is critical to real-world decision making, yet most existing approaches remain unimodal and rely on extrapolating historical patterns. While recent progress in large language models (LLMs) highlights the potential…
Understanding the relationship between textual news and time-series evolution is a critical yet under-explored challenge in applied data science. While multimodal learning has gained traction, existing multimodal time-series datasets fall…
Time series analysis is crucial in fields like finance, transportation, and industry. However, traditional models often focus solely on temporal features, limiting their ability to capture underlying information. This paper proposes a novel…