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Time series foundation models (TSFMs) offer strong zero-shot forecasting via large-scale pre-training, yet fine-tuning remains critical for boosting performance in domains with limited public data. With the growing number of TSFMs,…

Machine Learning · Computer Science 2025-09-30 Qingren Yao , Ming Jin , Chengqi Zhang , Chao-Han Huck Yang , Jun Qi , Shirui Pan

Multi-scale decomposition architectures have emerged as predominant methodologies in time series forecasting. However, real-world time series exhibit noise interference across different scales, while heterogeneous information distribution…

Machine Learning · Computer Science 2026-03-18 Changning Wu , Gao Wu , Rongyao Cai , Yong Liu , Kexin Zhang

Diffusion models have shown great promise in data generation, yet generating time series data remains challenging due to the need to capture complex temporal dependencies and structural patterns. In this paper, we present \textit{TSGDiff},…

Machine Learning · Computer Science 2025-11-18 Lifeng Shen , Xuyang Li , Lele Long

High-dimensional time series prediction is needed in applications as diverse as demand forecasting and climatology. Often, such applications require methods that are both highly scalable, and deal with noisy data in terms of corruptions or…

Machine Learning · Computer Science 2016-02-18 Hsiang-Fu Yu , Nikhil Rao , Inderjit S. Dhillon

In practical time series forecasting, covariates provide rich contextual information that can potentially enhance the forecast of target variables. Although some covariates extend into the future forecasting horizon (e.g., calendar events,…

Machine Learning · Computer Science 2025-08-07 Yosuke Yamaguchi , Issei Suemitsu , Wenpeng Wei

Time-series Foundation Models (TSFMs) have recently emerged as a universal paradigm for learning across diverse temporal domains. However, despite their empirical success, the internal mechanisms by which these models represent fundamental…

Machine Learning · Computer Science 2025-11-20 Atharva Pandey , Abhilash Neog , Gautam Jajoo

We introduce a temporal feature encoding architecture called Time Series Representation Model (TSRM) for multivariate time series forecasting and imputation. The architecture is structured around CNN-based representation layers, each…

Machine Learning · Computer Science 2025-04-29 Robert Leppich , Michael Stenger , Daniel Grillmeyer , Vanessa Borst , Samuel Kounev

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

Recent progress in foundation models has enabled strong zero-shot performance for time series forecasting. In this work, we show that such capabilities can also emerge from tabular foundation models. We introduce TabPFN-TS, a simple method…

Machine Learning · Computer Science 2026-01-28 Shi Bin Hoo , Samuel Müller , David Salinas , Frank Hutter

The relentless expansion of deep learning applications in recent years has prompted a pivotal shift toward on-device execution, driven by the urgent need for real-time processing, heightened privacy concerns, and reduced latency across…

Machine Learning · Computer Science 2024-09-05 Ioannis Panopoulos , Stylianos I. Venieris , Iakovos S. Venieris

Financial time series forecasting is central to trading, portfolio optimization, and risk management, yet it remains challenging due to noisy, non-stationary, and heterogeneous data. Recent advances in time series foundation models (TSFMs),…

Computational Finance · Quantitative Finance 2025-11-25 Eghbal Rahimikia , Hao Ni , Weiguan Wang

In long-term time series forecasting (LTSF) tasks, an increasing number of models have acknowledged that discrete time series originate from continuous dynamic systems and have attempted to model their dynamical structures. Recognizing the…

Machine Learning · Computer Science 2024-11-05 Jiaxi Hu , Yuehong Hu , Wei Chen , Ming Jin , Shirui Pan , Qingsong Wen , Yuxuan Liang

Nonstationary time series forecasting suffers from the distribution shift issue due to the different distributions that produce the training and test data. Existing methods attempt to alleviate the dependence by, e.g., removing low-order…

Machine Learning · Computer Science 2026-02-20 Xihao Piao , Zheng Chen , Lingwei Zhu , Yushun Dong , Yasuko Matsubara , Yasushi Sakurai

Time series forecasting (TSF) remains a challenging problem due to the intricate entanglement of intraperiod-fluctuations and interperiod-trends. While recent advances have attempted to reshape 1D sequences into 2D period-phase…

Machine Learning · Computer Science 2026-03-04 Yixin Wang , Yifan Hu , Peiyuan Liu , Naiqi Li , Dai Tao , Shu-Tao Xia

Time series analysis remains a major challenge due to its sparse characteristics, high dimensionality, and inconsistent data quality. Recent advancements in transformer-based techniques have enhanced capabilities in forecasting and…

Machine Learning · Computer Science 2024-05-29 Robert Leppich , Vanessa Borst , Veronika Lesch , Samuel Kounev

Forecasting nonlinear time series with multi-scale temporal structures remains a central challenge in complex systems modeling. We present a novel reservoir computing framework that combines delay embedding with random Fourier feature (RFF)…

Neural and Evolutionary Computing · Computer Science 2025-11-20 S. K. Laha

Recent studies have indicated that vision models pre-trained on images can serve as time series foundation models (TSFMs) by reformulating time series forecasting (TSF) as image reconstruction. However, effective cross-modal transfer from…

Computer Vision and Pattern Recognition · Computer Science 2025-10-13 Lefei Shen , Mouxiang Chen , Xu Liu , Han Fu , Xiaoxue Ren , Jianling Sun , Zhuo Li , Chenghao Liu

Temporal Change Description (TCD) and Future Satellite Image Forecasting (FSIF) are critical, yet historically disjointed tasks in Satellite Image Time Series (SITS) analysis. Both are fundamentally limited by the common challenge of…

Computer Vision and Pattern Recognition · Computer Science 2026-02-11 Zhongbin Guo , Yuhao Wang , Ping Jian , Chengzhi Li , Xinyue Chen , Zhen Yang , Ertai E

Unlike natural language processing and computer vision, the development of Foundation Models (FMs) for time series forecasting is blocked due to data scarcity. While recent efforts are focused on building such FMs by unlocking the potential…

Machine Learning · Computer Science 2024-10-10 Qingxiang Liu , Xu Liu , Chenghao Liu , Qingsong Wen , Yuxuan Liang

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