Related papers: Multi-Scale Finetuning for Encoder-based Time Seri…

Real-world time series often exhibit strong non-stationarity, complex nonlinear dynamics, and behavior expressed across multiple temporal scales, from rapid local fluctuations to slow-evolving long-range trends. However, many contemporary…

Supervised Fine-Tuning (SFT) is a critical step for enhancing the instruction-following capabilities of Large Language Models (LLMs) and adapting them to specialized domains. However, SFT often leads to a degradation of the model's general…

Recently, there has been a growing interest in Long-term Time Series Forecasting (LTSF), which involves predicting long-term future values by analyzing a large amount of historical time-series data to identify patterns and trends. There…

Deep models for Multivariate Time Series (MTS) forecasting have recently demonstrated significant success. Channel-dependent models capture complex dependencies that channel-independent models cannot capture. However, the number of channels…

Multivariate time series forecasting (MTSF) seeks to model temporal dynamics among variables to predict future trends. Transformer-based models and large language models (LLMs) have shown promise due to their ability to capture long-range…

Recent progress in foundation models has enabled strong zero-shot performance for time series forecasting. In this work, we show that such capabilities can also emerge from tabular foundation models. We introduce TabPFN-TS, a simple method…

Time series forecasting is important in finance domain. Financial time series (TS) patterns are influenced by both short-term public opinions and medium-/long-term policy and market trends. Hence, processing multi-period inputs becomes…

We formulate a new inference task in the domain of multivariate time series forecasting (MTSF), called Variable Subset Forecast (VSF), where only a small subset of the variables is available during inference. Variables are absent during…

Recent advancements in long-term time series forecasting (LTSF) have primarily focused on capturing cross-time and cross-variate (channel) dependencies within historical data. However, a critical aspect often overlooked by many existing…

Pre-trained foundation models (FMs) have shown exceptional performance in univariate time series forecasting tasks. However, several practical challenges persist, including managing intricate dependencies among features and quantifying…

AI systems are notorious for their fragility; minor input changes can potentially cause major output swings. When such systems are deployed in critical areas like finance, the consequences of their uncertain behavior could be severe. In…

Large models represent a groundbreaking advancement in multiple application fields, enabling remarkable achievements across various tasks. However, their unprecedented scale comes with significant computational costs. These models, often…

The field of time series forecasting has garnered significant attention in recent years, prompting the development of advanced models like TimeSieve, which demonstrates impressive performance. However, an analysis reveals certain…

Multimodal time series forecasting is crucial in real-world applications, where decisions depend on both numerical data and contextual signals. The core challenge is to effectively combine temporal numerical patterns with the context…

Supervised fine-tuning (SFT) is crucial for aligning Large Language Models (LLMs) with human instructions. The primary goal during SFT is to select a small yet representative subset of training data from the larger pool, such that…

Image-text training like CLIP has dominated the pretraining of vision foundation models in recent years. Subsequent efforts have been made to introduce region-level visual learning into CLIP's pretraining but face scalability challenges due…

Large language models (LLMs) primarily rely on supervised fine-tuning (SFT) as a key method to adapt pre-trained models to domain-specific tasks such as mathematical reasoning. However, standard SFT uniformly penalizes all tokens,…

Time series foundation models (TSFMs) promise to be powerful tools for a wide range of applications. However, their internal representations and learned concepts are still not well understood. In this study, we investigate the structure and…

Multivariate time series forecasting (MTSF) plays a vital role in a wide range of real-world applications, such as weather prediction and traffic flow forecasting. Although recent advances have significantly improved the modeling of…

Supervised fine-tuning (SFT) is a standard approach to adapting large language models (LLMs) to new domains. In this work, we improve the statistical efficiency of SFT by selecting an informative subset of training examples. Specifically,…