Related papers: SEMPO: Lightweight Foundation Models for Time Seri…

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…

Time series analysis stands as a focal point within the data mining community, serving as a cornerstone for extracting valuable insights crucial to a myriad of real-world applications. Recent advances in Foundation Models (FMs) have…

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),…

To support future intelligent multifunctional sixth-generation (6G) wireless communication networks, Synesthesia of Machines (SoM) is proposed as a novel paradigm for artificial intelligence (AI)-native intelligent multi-modal…

We introduce LatentTimePFN (LaT-PFN), a foundational Time Series model with a strong embedding space that enables zero-shot forecasting. To achieve this, we perform in-context learning in latent space utilizing a novel integration of the…

Accurate household electricity short-term load forecasting (STLF) is key to future and sustainable energy systems. While various studies have analyzed statistical, machine learning, or deep learning approaches for household electricity…

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…

Channel prediction permits to acquire channel state information (CSI) without signaling overhead. However, almost all existing channel prediction methods necessitate the deployment of a dedicated model to accommodate a specific…

This study investigates zero-shot forecasting capabilities of Time Series Foundation Models (TSFMs) for macroeconomic indicators. We apply TSFMs to forecasting economic indicators under univariate conditions, bypassing the need for train…

We introduce Timer-S1, a strong Mixture-of-Experts (MoE) time series foundation model with 8.3B total parameters, 0.75B activated parameters for each token, and a context length of 11.5K. To overcome the scalability bottleneck in existing…

With large quantities of data typically available nowadays, forecasting models that are trained across sets of time series, known as Global Forecasting Models (GFM), are regularly outperforming traditional univariate forecasting models that…

This work introduces the Supervised Expectation-Maximization Framework (SEMF), a versatile and model-agnostic approach for generating prediction intervals with any ML model. SEMF extends the Expectation-Maximization algorithm, traditionally…

Multivariate time series forecasting requires models to simultaneously capture variable-wise structural dependencies and generalize across diverse tasks. While structural encoders are effective in modeling feature interactions, they lack…

This work studies the problem of time series analysis with generalist (or foundation) models, which are models trained across many data domains. Drawing inspiration from the widespread success of large language models, we consider the…

Accurate network-traffic forecasting enables proactive capacity planning and anomaly detection in Internet Service Provider (ISP) networks. Recent advances in time-series foundation models (TSFMs) have demonstrated strong zero-shot and…

The emergence of abundant electricity time series (ETS) data provides ample opportunities for various applications in the power systems, including demand-side management, grid stability, and consumer behavior analysis. Deep learning models…

Time-series prediction or forecasting is critical across many real-world dynamic systems, and recent studies have proposed using Large Language Models (LLMs) for this task due to their strong generalization capabilities and ability to…

Time series analysis is crucial for understanding dynamics of complex systems. Recent advances in foundation models have led to task-agnostic Time Series Foundation Models (TSFMs) and Large Language Model-based Time Series Models (TSLLMs),…

Bases have become an integral part of modern deep learning-based models for time series forecasting due to their ability to act as feature extractors or future references. To be effective, a basis must be tailored to the specific set of…

Structural Equation Modeling (SEM) is an umbrella term that includes numerous multivariate statistical techniques that are employed throughout a plethora of research areas, ranging from social to natural sciences. Until recently, SEM…