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Time series foundation models excel at diverse time series forecasting tasks, but their capacity for continuous improvement through incremental learning remains unexplored. We present the first comprehensive study investigating these…

Machine Learning · Computer Science 2025-04-22 Jia Liu , Cheng Jinguo , Xia Fang , Zhenyuan Ma , Yuankai Wu

Time series forecasting has important applications across diverse domains. EasyTime, the system we demonstrate, facilitates easy use of time-series forecasting methods by researchers and practitioners alike. First, EasyTime enables…

Reinforcement Learning with Verifiable Rewards (RLVR) has achieved remarkable success in improving autoregressive models, especially in domains requiring correctness like mathematical reasoning and code generation. However, directly…

Machine Learning · Computer Science 2026-03-03 Chenxing Wei , Jiazhen Kang , Hong Wang , Jianqing Zhang , Hao Jiang , Xiaolong Xu , Ningyuan Sun , Ying He , F. Richard Yu , Yao Shu , Bo Jiang

In the context of time series forecasting, it is a common practice to evaluate multiple methods and choose one of these methods or an ensemble for producing the best forecasts. However, choosing among different ensembles over multiple…

Machine Learning · Computer Science 2021-12-16 Himanshi Charotia , Abhishek Garg , Gaurav Dhama , Naman Maheshwari

Multi-modal large language models (MLLMs) have enabled numerous advances in understanding and reasoning in domains like vision, but we have not yet seen this broad success for time-series. Although prior works on time-series MLLMs have…

Machine Learning · Computer Science 2024-12-05 Winnie Chow , Lauren Gardiner , Haraldur T. Hallgrímsson , Maxwell A. Xu , Shirley You Ren

Forecasting models that are trained across sets of many time series, known as Global Forecasting Models (GFM), have shown recently promising results in forecasting competitions and real-world applications, outperforming many…

Machine Learning · Computer Science 2020-08-07 Kasun Bandara , Hansika Hewamalage , Yuan-Hao Liu , Yanfei Kang , Christoph Bergmeir

With the development of Internet of Things (IoT) systems, precise long-term forecasting method is requisite for decision makers to evaluate current statuses and formulate future policies. Currently, Transformer and MLP are two paradigms for…

Machine Learning · Computer Science 2023-12-12 Li Shen , Yuning Wei , Yangzhu Wang , Hongguang Li

Spatio-temporal forecasting plays a crucial role in various sectors such as transportation systems, logistics, and supply chain management. However, existing methods are limited by their ability to handle large, complex datasets. To…

Machine Learning · Computer Science 2024-08-27 Sakhinana Sagar Srinivas , Chidaksh Ravuru , Geethan Sannidhi , Venkataramana Runkana

We present a large scale benchmark of modern deep learning architectures for a financial time series prediction and position sizing task, with a primary focus on Sharpe ratio optimization. Evaluating linear models, recurrent networks,…

Trading and Market Microstructure · Quantitative Finance 2026-03-03 Adir Saly-Kaufmann , Kieran Wood , Jan Peter-Calliess , Stefan Zohren

Time-series forecasting is an essential task with wide real-world applications across domains. While recent advances in deep learning have enabled time-series forecasting models with accurate predictions, there remains considerable debate…

Machine Learning · Computer Science 2026-03-26 Zhiyuan Zhao , Juntong Ni , Shangqing Xu , Haoxin Liu , Wei Jin , B. Aditya Prakash

Time series forecasting attempts to predict future events by analyzing past trends and patterns. Although well researched, certain critical aspects pertaining to the use of deep learning in time series forecasting remain ambiguous. Our…

Machine Learning · Computer Science 2024-03-08 Kiran Madhusudhanan , Shayan Jawed , Lars Schmidt-Thieme

Probabilistic forecasting of high dimensional multivariate time series is a notoriously challenging task, both in terms of computational burden and distribution modeling. Most previous work either makes simple distribution assumptions or…

Machine Learning · Computer Science 2021-01-27 Nam Nguyen , Brian Quanz

Forecasting future events is a fundamental capability for general-purpose systems that plan or act across different levels of abstraction. Yet, evaluating whether a forecast is "correct" remains challenging due to the inherent uncertainty…

Computer Vision and Pattern Recognition · Computer Science 2026-04-16 Jacob C Walker , Pedro Vélez , Luisa Polania Cabrera , Guangyao Zhou , Sayna Ebrahimi , Rishabh Kabra , Carl Doersch , Maks Ovsjanikov , João Carreira , Shiry Ginosar

Organizing and managing cryptocurrency portfolios and decision-making on transactions is crucial in this market. Optimal selection of assets is one of the main challenges that requires accurate prediction of the price of cryptocurrencies.…

Machine Learning · Computer Science 2024-12-20 Arash Peik , Mohammad Ali Zare Chahooki , Amin Milani Fard , Mehdi Agha Sarram

Reinforcement learning with verifiable rewards (RLVR) has emerged as a promising paradigm for enhancing the reasoning capabilities of large language models (LLMs). In this context, models explore reasoning trajectories and exploit rollouts…

Machine Learning · Computer Science 2026-03-02 Yuyang Ding , Chi Zhang , Juntao Li , Haibin Lin , Min Zhang

Time series foundation models are pre-trained on large datasets and are able to achieve state-of-the-art performance in diverse tasks. However, to date, there has been limited work demonstrating how well these models perform in medical…

Machine Learning · Computer Science 2024-11-21 Mingzhu Liu , Angela H. Chen , George H. Chen

In Model-based Reinforcement Learning (MBRL), model learning is critical since an inaccurate model can bias policy learning via generating misleading samples. However, learning an accurate model can be difficult since the policy is…

Machine Learning · Computer Science 2023-01-23 Zifan Wu , Chao Yu , Chen Chen , Jianye Hao , Hankz Hankui Zhuo

Financial time-series forecasting is one of the most challenging domains in the field of time-series analysis. This is mostly due to the highly non-stationary and noisy nature of financial time-series data. With progressive efforts of the…

Machine Learning · Computer Science 2022-01-17 Mostafa Shabani , Dat Thanh Tran , Martin Magris , Juho Kanniainen , Alexandros Iosifidis

Time series forecasting presents a significant challenge, particularly when its accuracy relies on external data sources rather than solely on historical values. This issue is prevalent in the financial sector, where the future behavior of…

Machine Learning · Computer Science 2024-03-22 Hajar Emami , Xuan-Hong Dang , Yousaf Shah , Petros Zerfos

Time series analysis plays a vital role in fields such as finance, healthcare, industry, and meteorology, underpinning key tasks including classification, forecasting, and anomaly detection. Although deep learning models have achieved…

Machine Learning · Computer Science 2025-12-17 Da Zhang , Bingyu Li , Zhiyuan Zhao , Feiping Nie , Junyu Gao , Xuelong Li