English
Related papers

Related papers: Frequency Matters: When Time Series Foundation Mod…

200 papers

Long-term time series forecasting (LTSF) is widely recognized as a central challenge in data mining and machine learning. LTSF has increasingly evolved into a benchmark-driven ''GAME,'' where models are ranked, compared, and declared…

Machine Learning · Computer Science 2026-03-10 Thanapol Phungtua-eng , Yoshitaka Yamamoto

Multi-task and few-shot time series forecasting tasks are commonly encountered in scenarios such as the launch of new products in different cities. However, traditional time series forecasting methods suffer from insufficient historical…

Machine Learning · Computer Science 2025-06-25 Pengpeng Ouyang , Dong Chen , Tong Yang , Shuo Feng , Zhao Jin , Mingliang Xu

Foundation models (FMs) have emerged as a powerful paradigm, enabling a diverse range of data analytics and knowledge discovery tasks across scientific fields. Inspired by the success of FMs, particularly large language models, researchers…

Machine Learning · Computer Science 2025-11-27 Sean Bin Yang , Ying Sun , Yunyao Cheng , Yan Lin , Kristian Torp , Jilin Hu

Test-time adaptation (TTA) has recently emerged as a promising approach for improving time series forecasting (TSF) under distribution shift. Existing TSF-TTA methods differ in how they utilize revealed targets, yet the resulting adaptation…

Machine Learning · Computer Science 2026-05-19 Haochun Wang , Ruichen Xu , Georgios Kementzidis , Karen Cho , Sebastian Ramirez Villarreal , Yuefan Deng

Foundation models are large-scale machine learning models that are pre-trained on massive amounts of data and can be adapted for various downstream tasks. They have been extensively applied to tasks in Natural Language Processing and…

Time series data in real-world applications such as healthcare, climate modeling, and finance are often irregular, multimodal, and messy, with varying sampling rates, asynchronous modalities, and pervasive missingness. However, existing…

Machine Learning · Computer Science 2025-10-16 Ching Chang , Jeehyun Hwang , Yidan Shi , Haixin Wang , Wen-Chih Peng , Tien-Fu Chen , Wei Wang

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

Time Series Foundation Models (TSFMs) have emerged as a promising approach for zero-shot financial forecasting, demonstrating strong transferability and data efficiency gains. However, their adoption in financial applications is hindered by…

Machine Learning · Computer Science 2026-01-16 Arundeep Chinta , Lucas Vinh Tran , Jay Katukuri

The recent boom of large pre-trained models witnesses remarkable success in developing foundation models (FMs) for time series forecasting. Despite impressive performance across diverse downstream forecasting tasks, existing time series FMs…

Machine Learning · Computer Science 2025-10-23 Hui He , Kun Yi , Yuanchi Ma , Qi Zhang , Zhendong Niu , Guansong Pang

Recently, frequency transformation (FT) has been increasingly incorporated into deep learning models to significantly enhance state-of-the-art accuracy and efficiency in time series analysis. The advantages of FT, such as high efficiency…

Machine Learning · Computer Science 2025-06-16 Kun Yi , Qi Zhang , Wei Fan , Longbing Cao , Shoujin Wang , Guodong Long , Liang Hu , Hui He , Qingsong Wen , Hui Xiong

Time series foundation models (TSFMs) such as Lag-Llama, TimeGPT, Chronos, MOMENT, UniTS, and TimesFM have shown strong generalization and zero-shot capabilities for time series forecasting, anomaly detection, classification, and…

Machine Learning · Computer Science 2025-08-26 Dhruv D. Modi , Rong Pan

Pre-trained foundation models (FMs) have shown exceptional performance in univariate time series forecasting tasks. However, several practical challenges persist, including managing intricate dependencies among features and quantifying…

A new time series bootstrap scheme, the time frequency toggle (TFT)-bootstrap, is proposed. Its basic idea is to bootstrap the Fourier coefficients of the observed time series, and then to back-transform them to obtain a bootstrap sample in…

Statistics Theory · Mathematics 2012-11-21 Claudia Kirch , Dimitris N. Politis

Data-driven health monitoring of power converters remains limited by poor generalization to unseen operating conditions. This work addresses this out-of-distribution (OOD) challenge by building a domain-specific time-series foundation model…

Systems and Control · Electrical Eng. & Systems 2025-11-12 Xinyuan Liao , Xinyue Zhang , Xing Wei , Junwei Liu , Shuai Zhao , Siqi Bu , Yi Zhang

Cross-subject generalization in biomedical time-series refers to training on data from some subjects and testing on unseen subjects.The key challenge is to suppress subject specific variability in BTS representations.Most existing methods…

Machine Learning · Computer Science 2026-05-27 Guikang Du , Haoran Li , Xinyu Liu , Zhibo Zhang , Xiaoli Gong , Jin Zhang

Time series forecasting drives operational decisions in areas like finance, transportation, and energy. While supervised learning approaches achieve strong performance, they require domain-specific training, feature engineering, and ongoing…

Machine Learning · Computer Science 2026-05-26 Kavin Soni , Debanshu Das , Vamshi Guduguntla

Long-term time series forecasting is a long-standing challenge in various applications. A central issue in time series forecasting is that methods should expressively capture long-term dependency. Furthermore, time series forecasting…

Machine Learning · Computer Science 2024-11-06 Xingyu Zhang , Siyu Zhao , Zeen Song , Huijie Guo , Jianqi Zhang , Changwen Zheng , Wenwen Qiang

Machine learning models in astrophysics are often limited in scope and cannot adapt to data from new instruments or tasks. We introduce SpectraFM, a Transformer-based foundation model architecture that can be pre-trained on stellar spectra…

Instrumentation and Methods for Astrophysics · Physics 2024-11-08 Nolan Koblischke , Jo Bovy

Time-series forecasting models (TSFM) have evolved from classical statistical methods to sophisticated foundation models, yet understanding why and when these models succeed or fail remains challenging. Despite this known limitation, time…

Machine Learning · Computer Science 2025-08-29 Michael Widener , Kausik Lakkaraju , John Aydin , Biplav Srivastava

Fast Fourier Transform (FFT) relies on the HRV frequency-domain analysis techniques. It requires re-sampling of the inherently unevenly sampled heartbeat time-series (RR tachogram) to produce an evenly sampled time series of the heartbeat.…

Medical Physics · Physics 2022-08-04 Amin Gasmi