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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

Financial time series forecasting presents significant challenges due to complex nonlinear relationships, temporal dependencies, variable interdependencies and limited data availability, particularly for tasks involving low-frequency data,…

General Finance · Quantitative Finance 2025-07-11 Ben A. Marconi

Process Model Forecasting (PMF) aims to predict how the control-flow structure of a process evolves over time by modeling the temporal dynamics of directly-follows (DF) relations, complementing predictive process monitoring that focuses on…

Machine Learning · Computer Science 2025-12-09 Yongbo Yu , Jari Peeperkorn , Johannes De Smedt , Jochen De Weerdt

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),…

Machine Learning · Computer Science 2025-03-17 Xu Liu , Taha Aksu , Juncheng Liu , Qingsong Wen , Yuxuan Liang , Caiming Xiong , Silvio Savarese , Doyen Sahoo , Junnan Li , Chenghao Liu

Time series foundation models (TSFMs) have recently gained significant attention due to their strong zero-shot capabilities and widespread real-world applications. Such models typically require a computationally costly pre-training on…

Time series foundation models (TSFMs) demonstrate impressive zero-shot performance for time series forecasting. However, an important yet underexplored challenge is how to effectively finetune TSFMs on specific downstream tasks. While naive…

Unlike natural language processing and computer vision, the development of Foundation Models (FMs) for time series forecasting is blocked due to data scarcity. While recent efforts are focused on building such FMs by unlocking the potential…

Machine Learning · Computer Science 2024-10-10 Qingxiang Liu , Xu Liu , Chenghao Liu , Qingsong Wen , Yuxuan Liang

Scaling laws motivate the development of Time Series Foundation Models (TSFMs) that pre-train vast parameters and achieve remarkable zero-shot forecasting performance. Surprisingly, even after fine-tuning, TSFMs cannot consistently…

Machine Learning · Computer Science 2025-12-23 Lifan Zhao , Yanyan Shen , Zhaoyang Liu , Xue Wang , Jiaji Deng

The zero-shot capabilities of foundation models (FMs) for time series forecasting offer promising potentials in conformal prediction, as most of the available data can be allocated to calibration. This study compares the performance of Time…

Machine Learning · Computer Science 2025-07-15 Sami Achour , Yassine Bouher , Duong Nguyen , Nicolas Chesneau

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…

Machine Learning · Computer Science 2024-12-30 Chathurangi Shyalika , Harleen Kaur Bagga , Ahan Bhatt , Renjith Prasad , Alaa Al Ghazo , Amit Sheth

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…

Machine Learning · Computer Science 2024-06-19 Yuxuan Liang , Haomin Wen , Yuqi Nie , Yushan Jiang , Ming Jin , Dongjin Song , Shirui Pan , Qingsong Wen

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

Time series foundation models (FMs) have emerged as a popular paradigm for zero-shot multi-domain forecasting. These models are trained on numerous diverse datasets and claim to be effective forecasters across multiple different time series…

Risk Management · Quantitative Finance 2025-05-19 Anubha Goel , Puneet Pasricha , Martin Magris , Juho Kanniainen

Time Series Foundation Models (TSFMs) represent a new paradigm for time-series forecasting, promising zero-shot predictions without the need for task-specific training or fine-tuning. However, similar to Large Language Models (LLMs), the…

Machine Learning · Computer Science 2026-02-26 Marcel Meyer , Sascha Kaltenpoth , Kevin Zalipski , Oliver Müller

We present the Feature Tracking Kit (FTK), a framework that simplifies, scales, and delivers various feature-tracking algorithms for scientific data. The key of FTK is our high-dimensional simplicial meshing scheme that generalizes both…

Foundation models have demonstrated a great ability to achieve general human-level intelligence far beyond traditional approaches. As the technique keeps attracting attention from the AI community, an increasing number of foundation models…

Computation and Language · Computer Science 2024-05-07 Shizhe Diao , Rui Pan , Hanze Dong , Ka Shun Shum , Jipeng Zhang , Wei Xiong , Tong Zhang

Temporally indexed data are essential in a wide range of fields and of interest to machine learning researchers. Time series data, however, are often scarce or highly sensitive, which precludes the sharing of data between researchers and…

Machine Learning · Computer Science 2024-07-10 Alexander Nikitin , Letizia Iannucci , Samuel Kaski

Time series foundation models (TSFMs) are revolutionizing the forecasting landscape from specific dataset modeling to generalizable task evaluation. However, we contend that existing benchmarks exhibit common limitations in four dimensions:…

Financial time series forecasting is central to trading, portfolio optimization, and risk management, yet it remains challenging due to noisy, non-stationary, and heterogeneous data. Recent advances in time series foundation models (TSFMs),…

Computational Finance · Quantitative Finance 2025-11-25 Eghbal Rahimikia , Hao Ni , Weiguan Wang

Foundation models (FMs) have transformed natural language processing, but their success has not yet translated to time series forecasting. Existing time series foundation models (TSFMs), often based on transformer variants, struggle with…

Machine Learning · Computer Science 2025-08-20 Lars Graf , Thomas Ortner , Stanisław Woźniak , Angeliki Pantazi
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