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Recent lightweight MLP-based models have achieved strong performance in time series forecasting by capturing stable trends and seasonal patterns. However, their effectiveness hinges on an implicit assumption of local stationarity…

Machine Learning · Computer Science 2026-01-29 Zhiyu Chen , Minhao Liu , Yanru Zhang

Forecasting is an important task in many domains, such as technology and economics. However existing forecasting benchmarks largely lack comprehensive confidence assessment, focus on limited question types, and often consist of artificial…

Machine Learning · Computer Science 2025-05-19 Zhangdie Yuan , Zifeng Ding , Andreas Vlachos

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

Deep learning has shown impressive results in a variety of time series forecasting tasks, where modeling the conditional distribution of the future given the past is the essence. However, when this conditional distribution is…

Machine Learning · Computer Science 2024-02-27 Siqi Liu , Andreas Lehrmann

A foundation model is a machine learning model trained on a large and diverse set of data, typically using self-supervised learning-based pre-training techniques, that can be adapted to various downstream tasks. However, current research on…

In economics and many other forecasting domains, the real world problems are too complex for a single model that assumes a specific data generation process. The forecasting performance of different methods changes depending on the nature of…

Machine Learning · Computer Science 2023-09-26 Li Li , Feng Li , Yanfei Kang

Existing works on general time series forecasting build foundation models with heavy model parameters through large-scale multi-source pre-training. These models achieve superior generalization ability across various datasets at the cost of…

Machine Learning · Computer Science 2025-06-09 Yihang Wang , Yuying Qiu , Peng Chen , Yang Shu , Zhongwen Rao , Lujia Pan , Bin Yang , Chenjuan Guo

In the transformative landscape of smart cities, the integration of the cutting-edge web technologies into time series forecasting presents a pivotal opportunity to enhance urban planning, sustainability, and economic growth. The…

Machine Learning · Computer Science 2024-05-10 Ziyi Zhang , Shaogang Ren , Xiaoning Qian , Nick Duffield

Forecasting time series with irregular temporal structures remains challenging for universal pre-trained models. Existing approaches often assume regular sampling or depend heavily on imputation, limiting their applicability in real-world…

Machine Learning · Computer Science 2025-08-26 Jingge Xiao , Yile Chen , Gao Cong , Wolfgang Nejdl , Simon Gottschalk

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

Effective resource allocation in higher education depends on reliable enrolment forecasts, yet institutional planners frequently face data series disrupted by structural shifts. This paper investigates whether zero-shot Time Series…

Artificial Intelligence · Computer Science 2026-04-28 Jittarin Jetwiriyanon , Teo Susnjak , Surangika Ranathunga

Among recent developments in time series forecasting methods, deep forecasting models have gained popularity as they can utilize hidden feature patterns in time series to improve forecasting performance. Nevertheless, the majority of…

Machine Learning · Computer Science 2023-10-13 Zhendong Wang , Ioanna Miliou , Isak Samsten , Panagiotis Papapetrou

Learning complex time series forecasting models usually requires a large amount of data, as each model is trained from scratch for each task/data set. Leveraging learning experience with similar datasets is a well-established technique for…

Machine Learning · Computer Science 2022-08-19 Lukas Brinkmeyer , Rafael Rego Drumond , Johannes Burchert , Lars Schmidt-Thieme

Time-series forecasting is a critical task across many domains, from engineering to economics, where accurate predictions drive strategic decisions. However, applying advanced deep learning models in challenging, volatile domains like…

Machine Learning · Computer Science 2026-02-23 Andrzej Podobiński , Jarosław A. Chudziak

Deep learning-based time series forecasting has dominated the short-term precipitation forecasting field with the help of its ability to estimate motion flow in high-resolution datasets. The growing interest in precipitation nowcasting…

Machine Learning · Computer Science 2024-06-17 Sojung An , Tae-Jin Oh , Eunha Sohn , Donghyun Kim

Accurately predicting stock returns is crucial for effective portfolio management. However, existing methods often overlook a fundamental issue in the market, namely, distribution shifts, making them less practical for predicting future…

Computational Engineering, Finance, and Science · Computer Science 2024-09-04 Haiyao Cao , Jinan Zou , Yuhang Liu , Zhen Zhang , Ehsan Abbasnejad , Anton van den Hengel , Javen Qinfeng Shi

Data-driven hourly weather forecasting models often face the challenge of error accumulation in long-term predictions. The problem is exacerbated by non-physical temporal discontinuities present in widely-used training datasets such as…

Machine Learning · Computer Science 2025-10-01 Shuangshuang He , Yuanting Zhang , Hongli Liang , Qingye Meng , Xingyuan Yuan , Shuo Wang

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…

Forecasting the formation and development of clouds is a central element of modern weather forecasting systems. Incorrect clouds forecasts can lead to major uncertainty in the overall accuracy of weather forecasts due to their intrinsic…

Computer Vision and Pattern Recognition · Computer Science 2021-06-17 A. H. Nielsen , A. Iosifidis , H. Karstoft

Accurate probabilistic weather forecasting demands both high accuracy and efficient uncertainty quantification, challenges that overburden both ensemble numerical weather prediction (NWP) and recent machine-learning methods. We introduce…

Machine Learning · Computer Science 2025-06-12 Yilin Zhuang , Karthik Duraisamy