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Recent time-series foundation models exhibit strong abilities to predict physical systems. These abilities include zero-shot forecasting, in which a model forecasts future states of a system given only a short trajectory as context, without…

Machine Learning · Computer Science 2026-03-31 Yuanzhao Zhang , William Gilpin

In the context of global energy strategy, accurate natural gas demand forecasting is crucial for ensuring efficient resource allocation and operational planning. Traditional forecasting methods struggle to cope with the growing complexity…

Machine Learning · Computer Science 2024-09-25 Xinxing Zhou , Jiaqi Ye , Shubao Zhao , Ming Jin , Zhaoxiang Hou , Chengyi Yang , Zengxiang Li , Yanlong Wen , Xiaojie Yuan

Financial time series forecasting in zero-shot settings is critical for investment decisions, especially during abrupt market regime shifts or in emerging markets with limited historical data. While Model-Agnostic Meta-Learning (MAML)…

Machine Learning · Computer Science 2025-08-04 Anxian Liu , Junying Ma , Guang Zhang

Time series foundational models (TSFM) have gained prominence in time series forecasting, promising state-of-the-art performance across various applications. However, their application in anomaly detection and prediction remains…

Machine Learning · Computer Science 2024-12-30 Chathurangi Shyalika , Harleen Kaur Bagga , Ahan Bhatt , Renjith Prasad , Alaa Al Ghazo , Amit Sheth

Financial time series often exhibit low signal-to-noise ratio, posing significant challenges for accurate data interpretation and prediction and ultimately decision making. Generative models have gained attention as powerful tools for…

Machine Learning · Computer Science 2024-09-05 Zhuohan Wang , Carmine Ventre

Periodicity is a fundamental characteristic of time series data and has long played a central role in forecasting. Recent deep learning methods strengthen the exploitation of periodicity by treating patches as basic tokens, thereby…

Machine Learning · Computer Science 2025-10-07 Yiming Niu , Jinliang Deng , Yongxin Tong

In Internet of things (IoT), data is continuously recorded from different data sources and devices can suffer faults in their embedded electronics, thus leading to a high-dimensional data sets and concept drift events. Therefore, methods…

Machine Learning · Computer Science 2021-07-22 Hugo Vinicius Bitencourt , Frederico Gadelha Guimarães

Forecasting the behaviour of complex dynamical systems such as interconnected sensor networks characterized by high-dimensional multivariate time series(MTS) is of paramount importance for making informed decisions and planning for the…

Machine Learning · Computer Science 2024-08-23 Sagar Srinivas Sakhinana , Shivam Gupta , Krishna Sai Sudhir Aripirala , Venkataramana Runkana

With the growing availability of multi-domain time series data, there is an increasing demand for general forecasting models pre-trained on multi-source datasets to support diverse downstream prediction scenarios. Existing time series…

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

Time series forecasting plays an increasingly important role in modern business decisions. In today's data-rich environment, people often aim to choose the optimal forecasting model for their data. However, identifying the optimal model…

Applications · Statistics 2021-12-17 Xixi Li , Fotios Petropoulos , Yanfei Kang

Time series prediction is a widespread and well studied problem with applications in many domains (medical, geoscience, network analysis, finance, econometry etc.). In the case of multivariate time series, the key to good performances is to…

Machine Learning · Computer Science 2022-02-09 Darko Drakulic , Jean-Marc Andreoli

Time series forecasting can be viewed as a generative problem that requires both semantic understanding over contextual conditions and stochastic modeling of continuous temporal dynamics. Existing approaches typically rely on either…

Machine Learning · Computer Science 2026-02-04 Yaguo Liu , Mingyue Cheng , Daoyu Wang , Xiaoyu Tao , Qi Liu

Many real-world time series exhibit strong periodic structures arising from physical laws, human routines, or seasonal cycles. However, modern deep forecasting models often fail to capture these recurring patterns due to spectral bias and a…

Machine Learning · Computer Science 2025-08-05 Menglin Kong , Vincent Zhihao Zheng , Lijun Sun

In the burgeoning ecosystem of Internet of Things, multivariate time series (MTS) data has become ubiquitous, highlighting the fundamental role of time series forecasting across numerous applications. The crucial challenge of long-term MTS…

Machine Learning · Computer Science 2024-11-06 Zhenwei Zhang , Linghang Meng , Yuantao Gu

Global AI weather forecasting still relies mainly on uniform-resolution models, making it hard to combine regional refinement, two-way regional-global coupling, and affordable training cost. We introduce StretchCast, a global-regional AI…

Atmospheric and Oceanic Physics · Physics 2026-03-31 Jin Feng

Deep learning has achieved strong performance in Time Series Forecasting (TSF). However, we identify a critical representation paradox, termed Latent Chaos: models with accurate predictions often learn latent representations that are…

Machine Learning · Computer Science 2026-05-13 Jie Yang , Yifan Hu , Yuante Li , Kexin Zhang , Kaize Ding , Philip S. Yu

With increasing competition and pace in the financial markets, robust forecasting methods are becoming more and more valuable to investors. While machine learning algorithms offer a proven way of modeling non-linearities in time series,…

Computational Finance · Quantitative Finance 2019-07-09 Lukas Ryll , Sebastian Seidens

Demand is spiking in industrial fields for multidisciplinary forecasting, where a broad spectrum of sectors needs planning and forecasts to streamline intelligent business management, such as demand forecasting, product planning, inventory…

The performance of transformers for time-series forecasting has improved significantly. Recent architectures learn complex temporal patterns by segmenting a time-series into patches and using the patches as tokens. The patch size controls…

Machine Learning · Computer Science 2024-03-25 Yitian Zhang , Liheng Ma , Soumyasundar Pal , Yingxue Zhang , Mark Coates

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…