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Recent research on time series foundation models has primarily focused on forecasting, leaving it unclear how generalizable their learned representations are. In this study, we examine whether frozen pre-trained forecasting models can…

Machine Learning · Computer Science 2025-10-31 Andreas Auer , Daniel Klotz , Sebastinan Böck , Sepp Hochreiter

In this work, we address time-series forecasting as a computer vision task. We capture input data as an image and train a model to produce the subsequent image. This approach results in predicting distributions as opposed to pointwise…

Computer Vision and Pattern Recognition · Computer Science 2021-11-17 Naftali Cohen , Srijan Sood , Zhen Zeng , Tucker Balch , Manuela Veloso

Time series forecasting is essential across domains from finance to supply chain management. This paper introduces ForecastGAN, a novel decomposition based adversarial framework addressing limitations in existing approaches for…

Machine Learning · Computer Science 2025-11-07 Syeda Sitara Wishal Fatima , Afshin Rahimi

While multimodal foundation models can now natively work with data beyond text, they remain underutilized in analyzing the considerable amounts of multi-dimensional time-series data in fields like healthcare, finance, and social sciences,…

Existing time series tokenization methods predominantly encode a constant number of samples into individual tokens. This inflexible approach can generate excessive tokens for even simple patterns like extended constant values, resulting in…

Machine Learning · Computer Science 2026-01-29 Leon Götz , Marcel Kollovieh , Stephan Günnemann , Leo Schwinn

Despite their simplicity, linear models perform well at time series forecasting, even when pitted against deeper and more expensive models. A number of variations to the linear model have been proposed, often including some form of feature…

Machine Learning · Computer Science 2024-03-26 William Toner , Luke Darlow

Recent advancements in long-term time series forecasting (LTSF) have primarily focused on capturing cross-time and cross-variate (channel) dependencies within historical data. However, a critical aspect often overlooked by many existing…

Machine Learning · Computer Science 2024-12-03 Chaolv Zeng , Yuan Tian , Guanjie Zheng , Yunjun Gao

Recently, time series foundation models have shown promising zero-shot forecasting performance on time series from a wide range of domains. However, it remains unclear whether their success stems from a true understanding of temporal…

Machine Learning · Computer Science 2024-11-12 Willa Potosnak , Cristian Challu , Mononito Goswami , Michał Wiliński , Nina Żukowska , Artur Dubrawski

Time series forecasting is ubiquitous in the modern world. Applications range from health care to astronomy, and include climate modelling, financial trading and monitoring of critical engineering equipment. To offer value over this range…

Machine Learning · Statistics 2018-10-26 Bernardo Pérez Orozco , Gabriele Abbati , Stephen Roberts

This work presents an introduction to feature-based time-series analysis. The time series as a data type is first described, along with an overview of the interdisciplinary time-series analysis literature. I then summarize the range of…

Machine Learning · Computer Science 2017-10-03 Ben D. Fulcher

Generating multivariate time series is a promising approach for sharing sensitive data in many medical, financial, and IoT applications. A common type of multivariate time series originates from a single source such as the biometric…

Machine Learning · Computer Science 2022-12-16 Ali Seyfi , Jean-Francois Rajotte , Raymond T. Ng

Time series has been left behind in the era of pre-training and transfer learning. While research in the fields of natural language processing and computer vision are enjoying progressively larger datasets to train massive models, the most…

Machine Learning · Computer Science 2023-12-06 Gerald Woo , Chenghao Liu , Akshat Kumar , Doyen Sahoo

Satellite image time series (SITS) provide continuous observations of the Earth's surface, making them essential for applications such as environmental management and disaster assessment. However, existing spatiotemporal foundation models…

Computer Vision and Pattern Recognition · Computer Science 2025-05-14 Xiaolei Qin , Di Wang , Jing Zhang , Fengxiang Wang , Xin Su , Bo Du , Liangpei Zhang

Time series forecasting plays a critical role in domains such as energy, finance, and healthcare, where accurate predictions inform decision-making under uncertainty. Although Transformer-based models have demonstrated success in sequential…

Machine Learning · Computer Science 2025-05-27 Ali Forootani , Mohammad Khosravi

With the advent of Transformers, time series forecasting has seen significant advances, yet it remains challenging due to the need for effective sequence representation, memory construction, and accurate target projection. Time series…

Artificial Intelligence · Computer Science 2025-07-09 Robert Leppich , Michael Stenger , André Bauer , Samuel Kounev

Transformer-based models have emerged as promising tools for time series forecasting. However, these model cannot make accurate prediction for long input time series. On the one hand, they failed to capture global dependencies within time…

Machine Learning · Computer Science 2023-08-16 YanJun Zhao , Ziqing Ma , Tian Zhou , Liang Sun , Mengni Ye , Yi Qian

Transformer-based time series forecasting has recently gained strong interest due to the ability of transformers to model sequential data. Most of the state-of-the-art architectures exploit either temporal or inter-channel dependencies,…

Machine Learning · Computer Science 2025-03-25 Davide Villaboni , Alberto Castellini , Ivan Luciano Danesi , Alessandro Farinelli

We present a new distribution-free conformal prediction algorithm for sequential data (e.g., time series), called the \textit{sequential predictive conformal inference} (\texttt{SPCI}). We specifically account for the nature that time…

Machine Learning · Statistics 2023-05-31 Chen Xu , Yao Xie

Time series forecasting is one of the most essential and ubiquitous tasks in many business problems, including demand forecasting and logistics optimization. Traditional time series forecasting methods, however, have resulted in small…

Machine Learning · Computer Science 2024-03-01 Young-Jin Park , Donghyun Kim , Frédéric Odermatt , Juho Lee , Kyung-Min Kim

The performance of time series forecasting has recently been greatly improved by the introduction of transformers. In this paper, we propose a general multi-scale framework that can be applied to the state-of-the-art transformer-based time…

Machine Learning · Computer Science 2023-02-08 Amin Shabani , Amir Abdi , Lili Meng , Tristan Sylvain
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