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Time series foundation models excel in zero-shot forecasting, handling diverse tasks without explicit training. However, the advancement of these models has been hindered by the lack of comprehensive benchmarks. To address this gap, we…

Machine Learning · Computer Science 2024-11-12 Taha Aksu , Gerald Woo , Juncheng Liu , Xu Liu , Chenghao Liu , Silvio Savarese , Caiming Xiong , Doyen Sahoo

The proliferation of mobile devices generates a massive volume of time series across various domains, where effective time series forecasting enables a variety of real-world applications. This study focuses on a new problem of source-free…

Machine Learning · Computer Science 2025-11-03 Kangjia Yan , Chenxi Liu , Hao Miao , Xinle Wu , Yan Zhao , Chenjuan Guo , Bin Yang

Time series forecasting is a fundamental problem with applications in climate, energy, healthcare, and finance. Many existing approaches require domain-specific feature engineering and substantial labeled data for each task. We introduce…

Machine Learning · Computer Science 2026-01-29 Olaf Yunus Laitinen Imanov , Derya Umut Kulali , Taner Yilmaz

Time series forecasting is difficult. It is difficult even for recurrent neural networks with their inherent ability to learn sequentiality. This article presents a recurrent neural network based time series forecasting framework covering…

Machine Learning · Computer Science 2019-01-03 Gábor Petneházi

Time series forecasting predicts future values from past data. In real-world settings, some anomalous events have lasting effects and influence the forecast, while others are short-lived and should be ignored. Standard forecasting models…

Machine Learning · Computer Science 2025-12-15 Joel Ekstrand , Zahra Taghiyarrenani , Slawomir Nowaczyk

RNN-based methods have faced challenges in the Long-term Time Series Forecasting (LTSF) domain when dealing with excessively long look-back windows and forecast horizons. Consequently, the dominance in this domain has shifted towards…

Machine Learning · Computer Science 2023-08-23 Shengsheng Lin , Weiwei Lin , Wentai Wu , Feiyu Zhao , Ruichao Mo , Haotong Zhang

This paper proposes TIP-Search, a time-predictable inference scheduling framework for real-time market prediction under uncertain workloads. Motivated by the strict latency demands in high-frequency financial systems, TIP-Search dynamically…

Artificial Intelligence · Computer Science 2025-06-18 Xibai Wang

Pretrained time series models, capable of zero-shot forecasting, have demonstrated significant potential in enhancing both the performance and accessibility of time series forecasting. However, existing pretrained models either do not…

The growing penetration of renewable energy sources in power systems has increased the complexity and uncertainty of load forecasting, especially for integrated energy systems with multiple energy carriers. Traditional forecasting methods…

Machine Learning · Computer Science 2025-02-25 Jiaheng Li , Donghe Li , Ye Yang , Huan Xi , Yu Xiao , Li Sun , Dou An , Qingyu Yang

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…

Statistical Finance · Quantitative Finance 2026-02-03 Xu Zhang , Zhengang Huang , Yunzhi Wu , Xun Lu , Erpeng Qi , Yunkai Chen , Zhongya Xue , Qitong Wang , Peng Wang , Wei Wang

We propose a new, training-free method, Graph Reasoning via Retrieval Augmented Framework (GRRAF), that harnesses retrieval-augmented generation (RAG) alongside the code-generation capabilities of large language models (LLMs) to address a…

Artificial Intelligence · Computer Science 2025-09-17 Hanqing Li , Kiran Sheena Jyothi , Henry Liang , Sharika Mahadevan , Diego Klabjan

Accurate water level forecasting is crucial for managing ecosystems such as the Everglades, a subtropical wetland vital for flood mitigation, drought management, water resource planning, and biodiversity conservation. While recent advances…

Machine Learning · Computer Science 2025-08-08 Rahuul Rangaraj , Jimeng Shi , Rajendra Paudel , Giri Narasimhan , Yanzhao Wu

Forecasting multivariate time series data, which involves predicting future values of variables over time using historical data, has significant practical applications. Although deep learning-based models have shown promise in this field,…

Machine Learning · Computer Science 2023-06-16 Zahra Fatemi , Minh Huynh , Elena Zheleva , Zamir Syed , Xiaojun Di

Deep learning models such as MLP, Transformer, and TCN have achieved remarkable success in univariate time series forecasting, typically relying on sliding window samples from historical data for training. However, while these models…

Machine Learning · Computer Science 2025-11-11 Dazhao Du , Tao Han , Song Guo

This paper presents DeepTSF, a comprehensive machine learning operations (MLOps) framework aiming to innovate time series forecasting through workflow automation and codeless modeling. DeepTSF automates key aspects of the ML lifecycle,…

Seasonal time series Forecasting remains a challenging problem due to the long-term dependency from seasonality. In this paper, we propose a two-stage framework to forecast univariate seasonal time series. The first stage explicitly learns…

Machine Learning · Computer Science 2021-06-08 Qingyang Xu , Qingsong Wen , Liang Sun

Forecast reconciliation is a post-forecasting process that involves transforming a set of incoherent forecasts into coherent forecasts which satisfy a given set of linear constraints for a multivariate time series. In this paper we extend…

Methodology · Statistics 2023-12-25 Daniele Girolimetto , George Athanasopoulos , Tommaso Di Fonzo , Rob J Hyndman

Time-series forecasting is a challenging problem that traditionally requires specialized models custom-trained for the specific task at hand. Recently, inspired by the success of large language models, foundation models pre-trained on vast…

Machine Learning · Computer Science 2025-03-20 Yuanzhao Zhang , William Gilpin

We introduce Hyper-Trees as a novel framework for modeling time series data using gradient boosted trees. Unlike conventional tree-based approaches that forecast time series directly, Hyper-Trees learn the parameters of a target time series…

Machine Learning · Computer Science 2026-02-09 Alexander März , Kashif Rasul

New micro-grid design with renewable energy sources and battery storage systems can help improve greenhouse gas emissions and reduce the operational cost. To provide an effective short-/long-term forecasting of both energy generation and…

Machine Learning · Computer Science 2022-03-08 Jiangjiao Xu , Ke Li