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Time series forecasting is essential for operational intelligence in the hospitality industry, and particularly challenging in large-scale, distributed systems. This study evaluates the performance of statistical, machine learning (ML),…

Machine Learning · Computer Science 2025-02-06 Issar Arab , Rodrigo Benitez

Diffusion models, initially developed for image synthesis, demonstrate remarkable generative capabilities. Recently, their application has expanded to time series forecasting (TSF), yielding promising results. Existing surveys on time…

Machine Learning · Statistics 2025-09-03 Chen Su , Zhengzhou Cai , Yuanhe Tian , Zhuochao Chang , Zihong Zheng , Yan Song

Learning time series foundation models has been shown to be a promising approach for zero-shot time series forecasting across diverse time series domains. Insofar as scaling has been a critical driver of performance of foundation models in…

Machine Learning · Computer Science 2026-02-20 Xinghong Fu , Yanhong Li , Georgios Papaioannou , Yoon Kim

Time Series Foundation Models (TSFMs) have shown significant impact through their model capacity, scalability, and zero-shot generalization. However, due to the heterogeneity of inter-variate dependencies and the backbone scalability on…

Machine Learning · Computer Science 2025-10-15 Guo Qin , Zhi Chen , Yong Liu , Zhiyuan Shi , Haixuan Liu , Xiangdong Huang , Jianmin Wang , Mingsheng Long

Time series foundation models (TSFMs) are a class of potentially powerful, general-purpose tools for time series forecasting and related temporal tasks, but their behavior is strongly shaped by subtle inductive biases in their design.…

Foundation models (FMs) have opened new avenues for machine learning applications due to their ability to adapt to new and unseen tasks with minimal or no further training. Time-series foundation models (TSFMs) -- FMs trained on time-series…

Machine Learning · Computer Science 2025-12-02 Hetvi Shastri , Pragya Sharma , Walid A. Hanafy , Mani Srivastava , Prashant Shenoy

Time-series forecasting models (TSFM) have evolved from classical statistical methods to sophisticated foundation models, yet understanding why and when these models succeed or fail remains challenging. Despite this known limitation, time…

Machine Learning · Computer Science 2025-08-29 Michael Widener , Kausik Lakkaraju , John Aydin , Biplav Srivastava

In this paper, we introduce TimeGPT, the first foundation model for time series, capable of generating accurate predictions for diverse datasets not seen during training. We evaluate our pre-trained model against established statistical,…

Machine Learning · Computer Science 2024-05-29 Azul Garza , Cristian Challu , Max Mergenthaler-Canseco

Driven by the transition towards a climate-neutral energy system, accurate energy time series forecasting is critical for planning and operation. Yet, it remains largely a dataset-specific task, requiring comprehensive training data,…

Machine Learning · Computer Science 2026-04-27 Marco Obermeier , Marco Pruckner , Florian Haselbeck , Andreas Zeiselmair

This work investigates the zero-shot forecasting capability of time series foundation models for Leaf Area Index (LAI) forecasting in agricultural monitoring. Using the HiQ dataset (U.S., 2000-2022), we systematically compare statistical…

Machine Learning · Computer Science 2026-01-19 Peining Zhang , Hongchen Qin , Haochen Zhang , Ziqi Guo , Guiling Wang , Jinbo Bi

Existing data-driven approaches in modeling and predicting time series data include ARIMA (Autoregressive Integrated Moving Average), Transformer-based models, LSTM (Long Short-Term Memory) and TCN (Temporal Convolutional Network). These…

Machine Learning · Computer Science 2025-12-09 Saroj Gopali , Bipin Chhetri , Deepika Giri , Sima Siami-Namini , Akbar Siami Namin

Motivated by the recent success of time-series foundation models for zero-shot forecasting, we present a methodology for $\textit{in-context fine-tuning}$ of a time-series foundation model. In particular, we design a pretrained foundation…

Machine Learning · Computer Science 2024-11-01 Abhimanyu Das , Matthew Faw , Rajat Sen , Yichen Zhou

Time Series Foundation Models (TSFMs) leverage extensive pretraining to accurately predict unseen time series during inference, without the need for task-specific fine-tuning. Through large-scale evaluations on standard benchmarks, we find…

Machine Learning · Computer Science 2026-02-03 Anthony Bao , Venkata Hasith Vattikuti , Jeffrey Lai , William Gilpin

Accurate molecular property prediction is central to drug discovery, catalysis, and process design, yet real-world applications are often limited by small datasets. Molecular foundation models provide a promising direction by learning…

Machine Learning · Computer Science 2026-04-21 Karim K. Ben Hicham , Jan G. Rittig , Martin Grohe , Alexander Mitsos

Time Series Foundation Models (TSFMs) have emerged as a promising approach for zero-shot financial forecasting, demonstrating strong transferability and data efficiency gains. However, their adoption in financial applications is hindered by…

Machine Learning · Computer Science 2026-01-16 Arundeep Chinta , Lucas Vinh Tran , Jay Katukuri

Foundation models (FMs) have transformed natural language processing, but their success has not yet translated to time series forecasting. Existing time series foundation models (TSFMs), often based on transformer variants, struggle with…

Machine Learning · Computer Science 2025-08-20 Lars Graf , Thomas Ortner , Stanisław Woźniak , Angeliki Pantazi

Accurate forecasting of sequential data streams is a cornerstone of modern Web services, supporting applications such as traffic management, user behavior modeling, and online anomaly prevention. However, in many Web environments, new…

Machine Learning · Computer Science 2026-02-02 Shichao Ma , Zhengyang Zhou , Qihe Huang , Binwu Wang , Yang Wang

Time series foundation models (TSFMs) have recently achieved strong zero-shot forecasting performance through large-scale pretraining and retrieval-augmented prediction. However, our empirical analysis reveals a non-trivial limitation of…

Machine Learning · Computer Science 2026-05-26 Jinjin Chi , Lei Feng , Lulu Zhang , Yongcheng Jing , Yiming Wang , Ximing Li , Jialie Shen , Leszek Rutkowski , Dacheng Tao

Large language models (LLMs) have been applied in many fields and have developed rapidly in recent years. As a classic machine learning task, time series forecasting has recently been boosted by LLMs. Recent works treat large language…

Computation and Language · Computer Science 2024-12-31 Hua Tang , Chong Zhang , Mingyu Jin , Qinkai Yu , Zhenting Wang , Xiaobo Jin , Yongfeng Zhang , Mengnan Du

Large models have shown unprecedented capabilities in natural language processing, image generation, and most recently, time series forecasting. This leads us to ask the question: treating market prices as a time series, can large models be…

Computational Finance · Quantitative Finance 2024-12-16 Xinghong Fu , Masanori Hirano , Kentaro Imajo