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Time series foundation models have shown impressive performance on a variety of tasks, across a wide range of domains, even in zero-shot settings. However, most of these models are designed to handle short univariate time series as an…

Machine Learning · Computer Science 2024-09-23 Nina Żukowska , Mononito Goswami , Michał Wiliński , Willa Potosnak , Artur Dubrawski

Time series foundation models have recently gained a lot of attention due to their ability to model complex time series data encompassing different domains including traffic, energy, and weather. Although they exhibit strong average…

Machine Learning · Computer Science 2026-01-21 Shivani Tomar , Seshu Tirupathi , Elizabeth Daly , Ivana Dusparic

In machine learning, effective modeling requires a holistic consideration of how to encode inputs, make predictions (i.e., decoding), and train the model. However, in time-series forecasting, prior work has predominantly focused on encoder…

Machine Learning · Computer Science 2025-12-30 Jaebin Lee , Hankook Lee

While recent advancements in foundation models have significantly impacted machine learning, rigorous tests on the performance of time series foundation models (TSFMs) remain largely underexplored. This paper presents an empirical study…

Machine Learning · Computer Science 2025-01-09 Syamantak Datta Gupta

Many businesses and industries nowadays rely on large quantities of time series data making time series forecasting an important research area. Global forecasting models that are trained across sets of time series have shown a huge…

Machine Learning · Computer Science 2021-10-25 Rakshitha Godahewa , Christoph Bergmeir , Geoffrey I. Webb , Rob J. Hyndman , Pablo Montero-Manso

This technical report describes the Time Series Optimized Transformer for Observability (Toto), a new state of the art foundation model for time series forecasting developed by Datadog. In addition to advancing the state of the art on…

Machine Learning · Computer Science 2024-07-12 Ben Cohen , Emaad Khwaja , Kan Wang , Charles Masson , Elise Ramé , Youssef Doubli , Othmane Abou-Amal

We present General Time Transformer (GTT), an encoder-only style foundation model for zero-shot multivariate time series forecasting. GTT is pretrained on a large dataset of 200M high-quality time series samples spanning diverse domains. In…

Machine Learning · Computer Science 2024-02-20 Cheng Feng , Long Huang , Denis Krompass

The proliferation of Time Series Foundation Models (TSFMs) has significantly advanced zero-shot forecasting, enabling predictions for unseen time series without task-specific fine-tuning. Extensive research has confirmed that no single TSFM…

Machine Learning · Computer Science 2025-09-26 Hao-Nan Shi , Ting-Ji Huang , Lu Han , De-Chuan Zhan , Han-Jia Ye

Recent research on time-series foundation models (TSFMs) has underscored the scarcity of real-world data, often supplemented with synthetic sources in existing datasets, whose generalizability remains however debated. As such, in this work,…

Artificial Intelligence · Computer Science 2025-12-01 Lujun Li , Lama Sleem , Yiqun Wang , Yangjie Xu , Niccolò Gentile , Radu State

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

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…

Networking and Internet Architecture · Computer Science 2026-02-18 Fan Liu , Behrooz Farkiani , Patrick Crowley

This study explores the potential of zero-shot time series forecasting, an innovative approach leveraging pre-trained foundation models, to forecast mortality rates without task-specific fine-tuning. We evaluate two state-of-the-art…

Machine Learning · Computer Science 2025-05-21 Gabor Petnehazi , Laith Al Shaggah , Jozsef Gall , Bernadett Aradi

Conventional time-series forecasting methods typically aim to minimize overall prediction error, without accounting for the varying importance of different forecast ranges in downstream applications. We propose a training methodology that…

Machine Learning · Computer Science 2025-08-15 Luca-Andrei Fechete , Mohamed Sana , Fadhel Ayed , Nicola Piovesan , Wenjie Li , Antonio De Domenico , Tareq Si Salem

Effective resource allocation in higher education depends on reliable enrolment forecasts, yet institutional planners frequently face data series disrupted by structural shifts. This paper investigates whether zero-shot Time Series…

Artificial Intelligence · Computer Science 2026-04-28 Jittarin Jetwiriyanon , Teo Susnjak , Surangika Ranathunga

Tabular foundation models, particularly Prior-data Fitted Networks like TabPFN have emerged as the leading contender in a myriad of tasks ranging from data imputation to label prediction on the tabular data format surpassing the historical…

Machine Learning · Computer Science 2026-04-10 Mayuka Jayawardhana , Nihal Sharma , Kazem Meidani , Bayan Bruss , Tom Goldstein , Doron Bergman

We present Timer-XL, a causal Transformer for unified time series forecasting. To uniformly predict multidimensional time series, we generalize next token prediction, predominantly adopted for 1D token sequences, to multivariate next token…

Machine Learning · Computer Science 2025-03-04 Yong Liu , Guo Qin , Xiangdong Huang , Jianmin Wang , Mingsheng Long

Generative modeling of time series is a central challenge in time series analysis, particularly under data-scarce conditions. Despite recent advances in generative modeling, a comprehensive understanding of how state-of-the-art generative…

Machine Learning · Computer Science 2025-05-28 Tal Gonen , Itai Pemper , Ilan Naiman , Nimrod Berman , Omri Azencot

The Transformer model has shown strong performance in multivariate time series forecasting by leveraging channel-wise self-attention. However, this approach lacks temporal constraints when computing temporal features and does not utilize…

Machine Learning · Computer Science 2025-05-06 Shiwei Guo , Ziang Chen , Yupeng Ma , Yunfei Han , Yi Wang

Time series forecasting plays a crucial role in data mining, driving rapid advancements across numerous industries. With the emergence of large models, time series foundation models (TSFMs) have exhibited remarkable generalization…

Machine Learning · Computer Science 2024-12-31 Huanyu Zhang , Chang Xu , Yi-Fan Zhang , Zhang Zhang , Liang Wang , Jiang Bian , Tieniu Tan

Multivariate time-series forecasting holds immense value across diverse applications, requiring methods to effectively capture complex temporal and inter-variable dynamics. A key challenge lies in uncovering the intrinsic patterns that…

Machine Learning · Computer Science 2025-03-12 Liang Yu , Lai Tu , Xiang Bai