English
Related papers

Related papers: FinCast: A Foundation Model for Financial Time-Ser…

200 papers

Modeling large-scale time series has gained significant attention in recent years. However, its direct application in finance remains challenging due to substantial differences in data characteristics across domains. Specifically, financial…

Artificial Intelligence · Computer Science 2025-10-22 Yuanjian Xu , Anxian Liu , Jianing Hao , Zhenzhuo Li , Shichang Meng , Guang Zhang

Forecasting multivariate time series data, such as prediction of electricity consumption, solar power production, and polyphonic piano pieces, has numerous valuable applications. However, complex and non-linear interdependencies between…

Machine Learning · Computer Science 2019-09-20 Shun-Yao Shih , Fan-Keng Sun , Hung-yi Lee

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

The vast majority of time-series forecasting approaches require a substantial training dataset. However, many real-life forecasting applications have very little initial observations, sometimes just 40 or fewer. Thus, the applicability of…

Machine Learning · Computer Science 2023-11-06 Samuel Dooley , Gurnoor Singh Khurana , Chirag Mohapatra , Siddartha Naidu , Colin White

Time Series Forecasting plays a crucial role in various fields such as industrial equipment maintenance, meteorology, energy consumption, traffic flow and financial investment. However, despite their considerable advantages over traditional…

Machine Learning · Computer Science 2024-07-02 Ruiqi Li , Maowei Jiang , Kai Wang , Kaiduo Feng , Quangao Liu , Yue Sun , Xiufang Zhou

Time series forecasting is an important and forefront task in many real-world applications. However, most of time series forecasting techniques assume that the training data is clean without anomalies. This assumption is unrealistic since…

Machine Learning · Computer Science 2024-02-06 Hao Cheng , Qingsong Wen , Yang Liu , Liang Sun

Inspired by recent advances in large language models, foundation models have been developed for zero-shot time series forecasting, enabling prediction on datasets unseen during pretraining. These large-scale models, trained on vast…

Machine Learning · Computer Science 2025-12-01 Morad Laglil , Emilie Devijver , Eric Gaussier , Bertrand Pracca

Time series models, typically trained on numerical data, are designed to forecast future values. These models often rely on weighted averaging techniques over time intervals. However, real-world time series data is seldom isolated and is…

Computation and Language · Computer Science 2024-07-08 Litton Jose Kurisinkel , Pruthwik Mishra , Yue Zhang

On-demand service platforms face a challenging problem of forecasting a large collection of high-frequency regional demand data streams that exhibit instabilities. This paper develops a novel forecast framework that is fast and scalable,…

Econometrics · Economics 2024-06-03 Yu Jeffrey Hu , Jeroen Rombouts , Ines Wilms

This paper presents a new perspective on time series forecasting. In existing time series forecasting methods, the models take a sequence of numerical values as input and yield numerical values as output. The existing SOTA models are…

Methodology · Statistics 2023-12-12 Hao Xue , Flora D. Salim

Advancing the capabilities of earthquake nowcasting, the real-time forecasting of seismic activities remains a crucial and enduring objective aimed at reducing casualties. This multifaceted challenge has recently gained attention within the…

Machine Learning · Computer Science 2024-08-23 Alireza Jafari , Geoffrey Fox , John B. Rundle , Andrea Donnellan , Lisa Grant Ludwig

Time series forecasting is a key tool in financial markets, helping to predict asset prices and guide investment decisions. In highly volatile markets, such as cryptocurrencies like Bitcoin (BTC) and Ethereum (ETH), forecasting becomes more…

Trading and Market Microstructure · Quantitative Finance 2026-02-17 Mabsur Fatin Bin Hossain , Lubna Zahan Lamia , Md Mahmudur Rahman , Md Mosaddek Khan

Many methods for time-series forecasting are known in classical statistics, such as autoregression, moving averages, and exponential smoothing. The DeepAR framework is a novel, recent approach for time-series forecasting based on deep…

Machine Learning · Computer Science 2023-02-23 Ayla Jungbluth , Johannes Lederer

Time series forecasting (TSF) plays a critical role in decision-making for many real-world applications. Recently, LLM-based forecasters have made promising advancements. Despite their effectiveness, existing methods often lack explicit…

Machine Learning · Computer Science 2026-02-04 Xiaoyu Tao , Mingyue Cheng , Ze Guo , Shuo Yu , Yaguo Liu , Qi Liu , Shijin Wang

Accurate short-term precipitation forecasting is critical for weather-sensitive decision-making in agriculture, transportation, and disaster response. Existing deep learning approaches often struggle to balance global structural consistency…

Computer Vision and Pattern Recognition · Computer Science 2026-02-16 Penghui Wen , Mengwei He , Patrick Filippi , Na Zhao , Feng Zhang , Thomas Francis Bishop , Zhiyong Wang , Kun Hu

In the World Wide Web, reliable time series forecasts provide the forward-looking signals that drive resource planning, cache placement, and anomaly response, enabling platforms to operate efficiently as user behavior and content…

Machine Learning · Computer Science 2025-10-06 Kuiye Ding , Fanda Fan , Zheya Wang , Hongxiao Li , Yifan Wang , Lei Wang , Chunjie Luo , Jianfeng Zhan

Producing probabilistic forecasts for large collections of similar and/or dependent time series is a practically relevant and challenging task. Classical time series models fail to capture complex patterns in the data, and multivariate…

Machine Learning · Statistics 2019-05-30 Yuyang Wang , Alex Smola , Danielle C. Maddix , Jan Gasthaus , Dean Foster , Tim Januschowski

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

Urban flow forecasting is a challenging task, given the inherent periodic characteristics of urban flow patterns. To capture the periodicity, existing urban flow prediction approaches are often designed with closeness, period, and trend…

Artificial Intelligence · Computer Science 2022-03-04 Hao Xue , Flora D Salim

Multivariate time series forecasting plays a pivotal role in contemporary web technologies. In contrast to conventional methods that involve creating dedicated models for specific time series application domains, this research advocates for…

Machine Learning · Computer Science 2024-02-26 Xu Liu , Junfeng Hu , Yuan Li , Shizhe Diao , Yuxuan Liang , Bryan Hooi , Roger Zimmermann