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Using a time series model to mimic an observed time series has a long history. However, with regard to this objective, conventional estimation methods for discrete-time dynamical models are frequently found to be wanting. In fact, they are…

Statistics Theory · Mathematics 2015-03-19 Yingcun Xia , Howell Tong

Recent advancements in generative modeling, particularly diffusion models, have opened new directions for time series modeling, achieving state-of-the-art performance in forecasting and synthesis. However, the reliance of diffusion-based…

Machine Learning · Computer Science 2025-05-13 Marcel Kollovieh , Marten Lienen , David Lüdke , Leo Schwinn , Stephan Günnemann

Time series data are ubiquitous across diverse real-world applications, making time series analysis critically important. Traditional approaches are largely task-specific, offering limited functionality and poor transferability. In recent…

Machine Learning · Computer Science 2025-09-18 Jiexia Ye , Yongzi Yu , Weiqi Zhang , Le Wang , Jia Li , Fugee Tsung

Foundation models for zero-shot time series forecasting face challenges in efficient long-horizon prediction and reproducibility, with existing synthetic-only approaches underperforming on challenging benchmarks. This paper presents…

Machine Learning · Computer Science 2026-02-06 Vladyslav Moroshan , Julien Siems , Arber Zela , Timur Carstensen , Frank Hutter

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…

Foundation models (FMs) have emerged as a powerful paradigm, enabling a diverse range of data analytics and knowledge discovery tasks across scientific fields. Inspired by the success of FMs, particularly large language models, researchers…

Machine Learning · Computer Science 2025-11-27 Sean Bin Yang , Ying Sun , Yunyao Cheng , Yan Lin , Kristian Torp , Jilin Hu

Foundation models have revolutionized artificial intelligence, setting new benchmarks in performance and enabling transformative capabilities across a wide range of vision and language tasks. However, despite the prevalence of…

Computer Vision and Pattern Recognition · Computer Science 2025-02-10 Adam Goodge , Wee Siong Ng , Bryan Hooi , See Kiong Ng

Transformer-based foundation models have emerged as a dominant paradigm in time series analysis, offering unprecedented capabilities in tasks such as forecasting, anomaly detection, classification, trend analysis and many more time series…

Foundation models (FMs) for the Earth system learn statistical relationships between physical variables across massive datasets to enable versatile downstream applications through finetuning, separating them from task-specific weather…

We introduce a classification method based on in-context learning using time-series foundation models (TSFMs). We demonstrate how data not included in the TSFM training can be classified without fine-tuning the foundation model or training…

Machine Learning · Computer Science 2026-03-11 Michel Tokic , Slobodan Djukanović , Anja von Beuningen , Cheng Feng

Time series foundation models (TSFMs) require diverse, real-world datasets to adapt across varying domains and temporal frequencies. However, current large-scale datasets predominantly focus on low-frequency time series with sampling…

Machine Learning · Computer Science 2026-04-22 Subina Khanal , Seshu Tirupathi , Merim Dzaferagic , Marco Ruffini , Torben Bach Pedersen

Behavioral Foundation Models (BFMs) proved successful in producing policies for arbitrary tasks in a zero-shot manner, requiring no test-time training or task-specific fine-tuning. Among the most promising BFMs are the ones that estimate…

Machine Learning · Computer Science 2026-05-05 Maksim Bobrin , Ilya Zisman , Alexander Nikulin , Vladislav Kurenkov , Dmitry Dylov

Time Series Foundation Models (TSFMs) have recently achieved state-of-the-art performance in univariate forecasting on new time series simply by conditioned on a brief history of past values. Their success demonstrates that large-scale…

Machine Learning · Computer Science 2025-09-18 Afrin Dange , Sunita Sarawagi

The zero-shot evaluation of time series foundation models (TSFMs) for classification typically uses a frozen encoder followed by a task-specific classifier. However, this practice violates the training-free premise of zero-shot deployment…

Machine Learning · Computer Science 2026-02-03 Juntao Fang , Shifeng Xie , Shengbin Nie , Yuhui Ling , Yuming Liu , Zijian Li , Keli Zhang , Lujia Pan , Themis Palpanas , Ruichu Cai

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

Foundation models have emerged as a promising approach in time series forecasting (TSF). Existing approaches either repurpose large language models (LLMs) or build large-scale time series datasets to develop TSF foundation models for…

Computer Vision and Pattern Recognition · Computer Science 2025-06-09 Mouxiang Chen , Lefei Shen , Zhuo Li , Xiaoyun Joy Wang , Jianling Sun , Chenghao Liu

Time-series forecasting and causal discovery are central in neuroscience, as predicting brain activity and identifying causal relationships between neural populations and circuits can shed light on the mechanisms underlying cognition and…

Machine Learning · Computer Science 2025-09-18 Alessandro Crimi , Andrea Brovelli

Recent studies have indicated that vision models pre-trained on images can serve as time series foundation models (TSFMs) by reformulating time series forecasting (TSF) as image reconstruction. However, effective cross-modal transfer from…

Computer Vision and Pattern Recognition · Computer Science 2025-10-13 Lefei Shen , Mouxiang Chen , Xu Liu , Han Fu , Xiaoxue Ren , Jianling Sun , Zhuo Li , Chenghao Liu

The diversity of time series applications and scarcity of domain-specific data highlight the need for time-series models with strong few-shot learning capabilities. In this work, we propose a novel training scheme and a transformer-based…

Machine Learning · Computer Science 2025-02-25 Ege Onur Taga , M. Emrullah Ildiz , Samet Oymak

The development of tabular foundation models (TFMs) has accelerated in recent years, showing strong potential to outperform traditional ML methods for structured data. A key finding is that TFMs can be pretrained entirely on synthetic…

Machine Learning · Computer Science 2025-12-04 Matthew Peroni , Franck Le , Vadim Sheinin
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