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In this work we propose for the first time a transformer-based framework for unsupervised representation learning of multivariate time series. Pre-trained models can be potentially used for downstream tasks such as regression and…

Machine Learning · Computer Science 2020-12-10 George Zerveas , Srideepika Jayaraman , Dhaval Patel , Anuradha Bhamidipaty , Carsten Eickhoff

The proliferation of mobile devices generates a massive volume of time series across various domains, where effective time series forecasting enables a variety of real-world applications. This study focuses on a new problem of source-free…

Machine Learning · Computer Science 2025-11-03 Kangjia Yan , Chenxi Liu , Hao Miao , Xinle Wu , Yan Zhao , Chenjuan Guo , Bin Yang

A foundation model is a machine learning model trained on a large and diverse set of data, typically using self-supervised learning-based pre-training techniques, that can be adapted to various downstream tasks. However, current research on…

Current approaches for time series forecasting, whether in the time or frequency domain, predominantly use deep learning models based on linear layers or transformers. They often encode time series data in a black-box manner and rely on…

Machine Learning · Computer Science 2025-10-14 Cheng He , Xijie Liang , Zengrong Zheng , Patrick P. C. Lee , Xu Huang , Zhaoyi Li , Hong Xie , Defu Lian , Enhong Chen

Accurate forecasting of electric load and renewable generation is essential for reliable and cost effective power system operations. Recent advances in transformer based and foundation machine learning models, driven by large scale…

Systems and Control · Electrical Eng. & Systems 2026-04-27 Muhy Eddin Za'ter , Bri-Mathias Hodge

As the growing demand for long sequence time-series forecasting in real-world applications, such as electricity consumption planning, the significance of time series forecasting becomes increasingly crucial across various domains. This is…

Machine Learning · Computer Science 2024-10-01 Wentao Gao , Ziqi Xu , Jiuyong Li , Lin Liu , Jixue Liu , Thuc Duy Le , Debo Cheng , Yanchang Zhao , Yun Chen

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…

Artificial Intelligence · Computer Science 2026-04-10 Yong Liu , Xingjian Su , Shiyu Wang , Haoran Zhang , Haixuan Liu , Yuxuan Wang , Zhou Ye , Yang Xiang , Jianmin Wang , Mingsheng Long

Building energy management (BEM) tasks require processing and learning from a variety of time-series data. Existing solutions rely on bespoke task- and data-specific models to perform these tasks, limiting their broader applicability.…

Machine Learning · Computer Science 2025-06-16 Ozan Baris Mulayim , Pengrui Quan , Liying Han , Xiaomin Ouyang , Dezhi Hong , Mario Bergés , Mani Srivastava

We introduce Toto, a time series forecasting foundation model with 151 million parameters. Toto uses a modern decoder-only architecture coupled with architectural innovations designed to account for specific challenges found in multivariate…

We show that time series foundation models scale: a single training recipe produces reliable forecast-quality improvements from 4M to 2.5B parameters. We release Toto 2.0, a family of five open-weights forecasting models trained under this…

We study the use of a time series encoder to learn representations that are useful on data set types with which it has not been trained on. The encoder is formed of a convolutional neural network whose temporal output is summarized by a…

Machine Learning · Computer Science 2018-05-11 Joan Serrà , Santiago Pascual , Alexandros Karatzoglou

Learning complex time series forecasting models usually requires a large amount of data, as each model is trained from scratch for each task/data set. Leveraging learning experience with similar datasets is a well-established technique for…

Machine Learning · Computer Science 2022-08-19 Lukas Brinkmeyer , Rafael Rego Drumond , Johannes Burchert , Lars Schmidt-Thieme

Time series forecasting is critical in numerous real-world applications, requiring accurate predictions of future values based on observed patterns. While traditional forecasting techniques work well in in-domain scenarios with ample data,…

Machine Learning · Computer Science 2024-11-26 Liran Nochumsohn , Michal Moshkovitz , Orly Avner , Dotan Di Castro , Omri Azencot

How to best develop foundational models for time series forecasting remains an important open question. Tokenization is a crucial consideration in this effort: what is an effective discrete vocabulary for a real-valued sequential input? To…

Transformers have demonstrated remarkable efficacy in forecasting time series data. However, their extensive dependence on self-attention mechanisms demands significant computational resources, thereby limiting their practical applicability…

Machine Learning · Computer Science 2024-06-26 Cat P. Le , Chris Cannella , Ali Hasan , Yuting Ng , Vahid Tarokh

Predicting future values in multivariate time series is vital across various domains. This work explores the use of large language models (LLMs) for this task. However, LLMs typically handle one-dimensional data. We introduce MultiCast, a…

Machine Learning · Computer Science 2024-05-24 Georgios Chatzigeorgakidis , Konstantinos Lentzos , Dimitrios Skoutas

In the burgeoning ecosystem of Internet of Things, multivariate time series (MTS) data has become ubiquitous, highlighting the fundamental role of time series forecasting across numerous applications. The crucial challenge of long-term MTS…

Machine Learning · Computer Science 2024-11-06 Zhenwei Zhang , Linghang Meng , Yuantao Gu

Over the past years, foundation models have caused a paradigm shift in machine learning due to their unprecedented capabilities for zero-shot and few-shot generalization. However, despite the success of foundation models in modalities such…

Zero-shot forecasting aims to predict outcomes for previously unseen conditions without direct historical data, posing a significant challenge for traditional forecasting methods. We introduce a Resolution-Aware Retrieval-Augmented…

Machine Learning · Computer Science 2025-10-21 Iman Deznabi , Peeyush Kumar , Madalina Fiterau

Time-series forecasting is important for many applications. Forecasting models are usually trained using time-series data in a specific target task. However, sufficient data in the target task might be unavailable, which leads to…

Machine Learning · Statistics 2020-10-01 Tomoharu Iwata , Atsutoshi Kumagai