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Time series forecasting (TSF) is an essential branch of machine learning with various applications. Most methods for TSF focus on constructing different networks to extract better information and improve performance. However, practical…

Machine Learning · Computer Science 2025-02-19 Yanru Sun , Zongxia Xie , Haoyu Xing , Hualong Yu , Qinghua Hu

Time Series Foundation Models (TSFMs) have recently emerged as general-purpose forecasting models and show considerable potential for applications in energy systems. However, applications in critical infrastructure like power grids require…

Machine Learning · Computer Science 2026-05-01 Matthias Hertel , Alexandra Nikoltchovska , Sebastian Pütz , Ralf Mikut , Benjamin Schäfer , Veit Hagenmeyer

Foundation models for time series imputation remain largely unexplored. Recently, two such models, TabPFN-TS and MoTM, have emerged. These models share a common philosophy that places them within the family of time-indexed foundation…

Machine Learning · Computer Science 2026-02-11 Etienne Le Naour , Tahar Nabil , Adrien Petralia , Ghislain Agoua

We investigate input normalization methods for Time-Series Foundation Models (TSFMs). While normalization is well-studied in dataset-specific time-series models, it remains overlooked in TSFMs where generalization is critical. Time-series…

Machine Learning · Computer Science 2026-01-30 Ihab Ahmed , Denis Krompaß , Cheng Feng , Volker Tresp

Time series generation is critical for a wide range of applications, which greatly supports downstream analytical and decision-making tasks. However, the inherent temporal heterogeneous induced by localized perturbations present significant…

Machine Learning · Computer Science 2025-11-19 Jintao Zhang , Mingyue Cheng , Zirui Liu , Xianquan Wang , Yitong Zhou , Qi Liu

Time Series Foundation Models (TSFMs) have introduced zero-shot prediction capabilities that bypass the need for task-specific training. Whether these capabilities translate to mission-critical applications such as electricity demand…

Machine Learning · Computer Science 2026-02-12 Luigi Simeone

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

We present TimeFound, an encoder-decoder transformer-based time series foundation model for out-of-the-box zero-shot forecasting. To handle time series data from various domains, TimeFound employs a multi-resolution patching strategy to…

Machine Learning · Computer Science 2025-03-07 Congxi Xiao , Jingbo Zhou , Yixiong Xiao , Xinjiang Lu , Le Zhang , Hui Xiong

Very large time series are increasingly available from an ever wider range of IoT-enabled sensors deployed in different environments. Significant insights can be gained by mining temporal patterns from these time series. Unlike traditional…

Databases · Computer Science 2021-11-18 Van Long Ho , Nguyen Ho , Torben Bach Pedersen

The advancement of Time Series Foundation Models (TSFMs) has been driven primarily by large-scale pre-training, but inference-time compute potential remains largely untapped. This work systematically investigates two questions: how do TSFMs…

Machine Learning · Computer Science 2026-01-27 Ruijin Hua , Zichuan Liu , Kun Zhang , Yiyuan Yang

Large-scale renewable energy deployment introduces pronounced volatility into the electricity system, turning grid operation into a complex stochastic optimization problem. Accurate electricity price forecasting (EPF) is essential not only…

Machine Learning · Computer Science 2026-04-17 Jan Niklas Lettner , Hadeer El Ashhab , Veit Hagenmeyer , Benjamin Schäfer

Recent studies suggest utilizing generative models instead of traditional auto-regressive algorithms for time series forecasting (TSF) tasks. These non-auto-regressive approaches involving different generative methods, including GAN,…

Machine Learning · Computer Science 2025-03-19 Jiangxuan Long , Zhao Song , Chiwun Yang

Time series forecasting is critical for decision-making across dynamic domains such as energy, finance, transportation, and cloud computing. However, real-world time series often exhibit non-stationarity, including temporal distribution…

Machine Learning · Computer Science 2025-12-01 Junkai Lu , Peng Chen , Chenjuan Guo , Yang Shu , Meng Wang , Bin Yang

High-quality wind power forecasting is crucial for the operation of modern power grids. However, prevailing data-driven paradigms either train a site-specific model which cannot generalize to other locations or rely on fine-tuning of…

Machine Learning · Computer Science 2025-09-09 Hang Fan , Yu Shi , Zongliang Fu , Shuo Chen , Wei Wei , Wei Xu , Jian Li

Time-series foundation models (TSFMs) achieve strong forecast accuracy, yet accuracy alone does not determine practical value. The form of a forecast -- point, quantile, parametric, or trajectory ensemble -- fundamentally constrains which…

Machine Learning · Computer Science 2025-10-23 Alvaro Perez-Diaz , James C. Loach , Danielle E. Toutoungi , Lee Middleton

Large language models (LLMs) have been applied in many fields and have developed rapidly in recent years. As a classic machine learning task, time series forecasting has recently been boosted by LLMs. Recent works treat large language…

Computation and Language · Computer Science 2024-12-31 Hua Tang , Chong Zhang , Mingyu Jin , Qinkai Yu , Zhenting Wang , Xiaobo Jin , Yongfeng Zhang , Mengnan Du

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 forecasting is essential for operational intelligence in the hospitality industry, and particularly challenging in large-scale, distributed systems. This study evaluates the performance of statistical, machine learning (ML),…

Machine Learning · Computer Science 2025-02-06 Issar Arab , Rodrigo Benitez

While Time Series Foundation Models (TSFMs) have demonstrated exceptional performance in generalized forecasting, their performance often degrades significantly when deployed in real-world vertical domains characterized by temporal…

Machine Learning · Computer Science 2026-02-17 Xiaoyun Yu , Li fan , Xiangfei Qiu , Nanqing Dong , Yonggui Huang , Honggang Qi , Geguang Pu , Wanli Ouyang , Xi Chen , Jilin Hu

Foundation Models are designed to serve as versatile embedding machines, with strong zero shot capabilities and superior generalization performance when fine-tuned on diverse downstream tasks. While this is largely true for language and…

Machine Learning · Computer Science 2025-10-08 Nouha Karaouli , Denis Coquenet , Elisa Fromont , Martial Mermillod , Marina Reyboz