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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…

Machine Learning · Computer Science 2026-01-27 Ruijin Hua , Zichuan Liu , Kun Zhang , Yiyuan Yang

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…

Machine Learning · Computer Science 2023-06-19 Jiawen Zhang , Shun Zheng , Wei Cao , Jiang Bian , Jia Li

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…

Machine Learning · Computer Science 2022-01-03 Pedro Costa , Vitor Cerqueira , João Vinagre

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

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…

Applications · Statistics 2023-05-25 Chiranjit Dutta , Nalini Ravishanker , Sumanta Basu

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,…

Databases · Computer Science 2026-02-10 Yao Yin , Zhenyu Xiao , Musheng Li , Yiwen Liu , Sutong Nan , Yiting He , Ruiqi Wang , Zhenwei Zhang , Qingmin Liao , Yuantao Gu

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…

Databases · Computer Science 2025-12-23 Ding Jia , Jingyu Zhu , Yu Sun , Aoqian Zhang , Shaoxu Song , Haiwei Zhang , Xiaojie Yuan

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…

Machine Learning · Computer Science 2025-11-11 Etienne Le Naour , Tahar Nabil , Ghislain Agoua

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…

Machine Learning · Computer Science 2025-08-26 Jingge Xiao , Yile Chen , Gao Cong , Wolfgang Nejdl , Simon Gottschalk

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…

Machine Learning · Computer Science 2025-10-10 Qinghua Liu , Sam Heshmati , Zheda Mai , Zubin Abraham , John Paparrizos , Liu Ren

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…

Networking and Internet Architecture · Computer Science 2026-02-18 Fan Liu , Behrooz Farkiani , Patrick Crowley

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…

Machine Learning · Computer Science 2024-07-19 Hui He , Qi Zhang , Kun Yi , Xiaojun Xue , Shoujin Wang , Liang Hu , Longbing Cao

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…

Machine Learning · Computer Science 2025-04-09 Mincheol Kim , Soo-Yong Shin

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…

Artificial Intelligence · Computer Science 2026-01-14 Jinkwan Jang , Hyunbin Jin , Hyungjin Park , Kyubyung Chae , Taesup Kim

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…

Computation and Language · Computer Science 2026-02-12 Jialin Chen , Aosong Feng , Ziyu Zhao , Juan Garza , Gaukhar Nurbek , Cheng Qin , Ali Maatouk , Leandros Tassiulas , Yifeng Gao , Rex Ying

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…

Machine Learning · Computer Science 2025-03-12 Shule Hao , Junpeng Bao , Chuncheng Lu