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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

Process Model Forecasting (PMF) aims to predict how the control-flow structure of a process evolves over time by modeling the temporal dynamics of directly-follows (DF) relations, complementing predictive process monitoring that focuses on…

Machine Learning · Computer Science 2025-12-09 Yongbo Yu , Jari Peeperkorn , Johannes De Smedt , Jochen De Weerdt

Unlike natural language processing and computer vision, the development of Foundation Models (FMs) for time series forecasting is blocked due to data scarcity. While recent efforts are focused on building such FMs by unlocking the potential…

Machine Learning · Computer Science 2024-10-10 Qingxiang Liu , Xu Liu , Chenghao Liu , Qingsong Wen , Yuxuan Liang

Time Series Foundation Models (TSFMs) advance generalization and data efficiency in time series forecasting by unified large-scale pretraining. But TSFMs remain lacking when adapting to specific downstream forecasting tasks for two reasons.…

Signal Processing · Electrical Eng. & Systems 2026-05-04 Siyang Li , Yize Chen , Zijie Zhu , Yuxin Pan , Yan Guo , Ming Huang , Hui Xiong

Financial time series forecasting presents significant challenges due to complex nonlinear relationships, temporal dependencies, variable interdependencies and limited data availability, particularly for tasks involving low-frequency data,…

General Finance · Quantitative Finance 2025-07-11 Ben A. Marconi

Advances in time-series forecasting are driving a shift from conventional machine learning models to foundation models (FMs) that are trained with generalized knowledge. However, existing FMs still perform poorly in the energy fields, such…

Machine Learning · Computer Science 2024-12-24 Rui Liang , Yang Deng , Donghua Xie , Fang He , Dan Wang

Test-time adaptation (TTA) has recently emerged as a promising approach for improving time series forecasting (TSF) under distribution shift. Existing TSF-TTA methods differ in how they utilize revealed targets, yet the resulting adaptation…

Machine Learning · Computer Science 2026-05-19 Haochun Wang , Ruichen Xu , Georgios Kementzidis , Karen Cho , Sebastian Ramirez Villarreal , Yuefan Deng

The zero-shot capabilities of foundation models (FMs) for time series forecasting offer promising potentials in conformal prediction, as most of the available data can be allocated to calibration. This study compares the performance of Time…

Machine Learning · Computer Science 2025-07-15 Sami Achour , Yassine Bouher , Duong Nguyen , Nicolas Chesneau

The Few-Shot Segmentation (FSS) aims to accomplish the novel class segmentation task with a few annotated images. Current FSS research based on meta-learning focus on designing a complex interaction mechanism between the query and support…

Computer Vision and Pattern Recognition · Computer Science 2024-01-10 Jing Wang , Jinagyun Li , Chen Chen , Yisi Zhang , Haoran Shen , Tianxiang Zhang

Time series forecasting is critical for decision-making across dynamic domains such as energy, finance, transportation, and cloud computing. However, real-world time series often exhibit non-stationarity, including temporal distribution…

Machine Learning · Computer Science 2025-12-01 Junkai Lu , Peng Chen , Chenjuan Guo , Yang Shu , Meng Wang , Bin Yang

Forecasting models that are trained across sets of many time series, known as Global Forecasting Models (GFM), have shown recently promising results in forecasting competitions and real-world applications, outperforming many…

Machine Learning · Computer Science 2020-08-07 Kasun Bandara , Hansika Hewamalage , Yuan-Hao Liu , Yanfei Kang , Christoph Bergmeir

Forecasting anomalies (anomaly prediction) in multivariate time series from different real-world, dynamic, and complex systems is vital for preempting critical failures, leading to a substantial minimization in operational costs and human…

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

While Time Series Foundation Models (TSFMs) have demonstrated exceptional performance in generalized forecasting, their performance often degrades significantly when deployed in real-world vertical domains characterized by temporal…

Machine Learning · Computer Science 2026-02-17 Xiaoyun Yu , Li fan , Xiangfei Qiu , Nanqing Dong , Yonggui Huang , Honggang Qi , Geguang Pu , Wanli Ouyang , Xi Chen , Jilin Hu

Deep learning (e.g., Transformer) has been widely and successfully used in multivariate time series forecasting (MTSF). Unlike existing methods that focus on training models from a single modal of time series input, large language models…

Machine Learning · Computer Science 2025-04-09 Peiyuan Liu , Hang Guo , Tao Dai , Naiqi Li , Jigang Bao , Xudong Ren , Yong Jiang , Shu-Tao Xia

Time series foundational models (TSFM) have gained prominence in time series forecasting, promising state-of-the-art performance across various applications. However, their application in anomaly detection and prediction remains…

Machine Learning · Computer Science 2024-12-30 Chathurangi Shyalika , Harleen Kaur Bagga , Ahan Bhatt , Renjith Prasad , Alaa Al Ghazo , Amit Sheth

Building energy management (BEM) tasks require processing and learning from a variety of time-series data. Existing solutions rely on bespoke task- and data-specific models to perform these tasks, limiting their broader applicability.…

Machine Learning · Computer Science 2025-06-16 Ozan Baris Mulayim , Pengrui Quan , Liying Han , Xiaomin Ouyang , Dezhi Hong , Mario Bergés , Mani Srivastava

Financial time series forecasting is central to trading, portfolio optimization, and risk management, yet it remains challenging due to noisy, non-stationary, and heterogeneous data. Recent advances in time series foundation models (TSFMs),…

Computational Finance · Quantitative Finance 2025-11-25 Eghbal Rahimikia , Hao Ni , Weiguan Wang

The integration of Fourier transform and deep learning opens new avenues for time series forecasting. We reconsider the Fourier transform from a basis functions perspective. Specifically, the real and imaginary parts of the frequency…

Machine Learning · Computer Science 2025-08-05 Runze Yang , Longbing Cao , Xin You , Kun Fang , Jianxun Li , Jie Yang

Time series foundation models (FMs) have emerged as a popular paradigm for zero-shot multi-domain forecasting. These models are trained on numerous diverse datasets and claim to be effective forecasters across multiple different time series…

Risk Management · Quantitative Finance 2025-05-19 Anubha Goel , Puneet Pasricha , Martin Magris , Juho Kanniainen
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