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In this paper, we introduce Masked Multi-Step Multivariate Forecasting (MMMF), a novel and general self-supervised learning framework for time series forecasting with known future information. In many real-world forecasting scenarios, some…

Machine Learning · Computer Science 2022-09-30 Yiwei Fu , Honggang Wang , Nurali Virani

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

Time series foundation models (TSFMs) promise to be powerful tools for a wide range of applications. However, their internal representations and learned concepts are still not well understood. In this study, we investigate the structure and…

Machine Learning · Computer Science 2025-06-09 Michał Wiliński , Mononito Goswami , Willa Potosnak , Nina Żukowska , Artur Dubrawski

Existing data-driven approaches in modeling and predicting time series data include ARIMA (Autoregressive Integrated Moving Average), Transformer-based models, LSTM (Long Short-Term Memory) and TCN (Temporal Convolutional Network). These…

Machine Learning · Computer Science 2025-12-09 Saroj Gopali , Bipin Chhetri , Deepika Giri , Sima Siami-Namini , Akbar Siami Namin

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

Time Series Foundation Models (TSFMs) achieve strong zero-shot forecasting through large-scale pre-training, but adapting them to downstream domains under distribution shift remains challenging. Existing solutions face a trade-off:…

Machine Learning · Computer Science 2026-02-13 Sisuo Lyu , Siru Zhong , Tiegang Chen , Weilin Ruan , Qingxiang Liu , Taiqiang Lv , Qingsong Wen , Raymond Chi-Wing Wong , Yuxuan Liang

Recent Transformer-based large language models (LLMs) demonstrate in-context learning ability to perform various functions based solely on the provided context, without updating model parameters. To fully utilize the in-context capabilities…

Machine Learning · Computer Science 2026-02-06 Jiecheng Lu , Yan Sun , Shihao Yang

AI systems are notorious for their fragility; minor input changes can potentially cause major output swings. When such systems are deployed in critical areas like finance, the consequences of their uncertain behavior could be severe. In…

Machine Learning · Computer Science 2024-06-21 Kausik Lakkaraju , Rachneet Kaur , Zhen Zeng , Parisa Zehtabi , Sunandita Patra , Biplav Srivastava , Marco Valtorta

Understanding temporal dynamics in medical imaging is crucial for applications such as disease progression modeling, treatment planning and anatomical development tracking. However, most deep learning methods either consider only single…

Computer Vision and Pattern Recognition · Computer Science 2025-09-01 Nico Albert Disch , Yannick Kirchhoff , Robin Peretzke , Maximilian Rokuss , Saikat Roy , Constantin Ulrich , David Zimmerer , Klaus Maier-Hein

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…

Time-Series Foundation Models (TSFMs) excel at zero-shot unimodal forecasting using numerical data, but unlike LLMs they cannot consume multimodal, non-numerical context that often shape real-world trajectories. In this work, we bridge this…

Machine Learning · Computer Science 2026-05-29 Haoxin Liu , Yichen Zhou , Rajat Sen , B. Aditya Prakash , Abhimanyu Das

Large language models (LLMs) have been introduced to time series forecasting (TSF) to incorporate contextual knowledge beyond numerical signals. However, existing studies question whether LLMs provide genuine benefits, often reporting…

Computation and Language · Computer Science 2026-03-04 Xin Qiu , Junlong Tong , Yirong Sun , Yunpu Ma , Wei Zhang , Xiaoyu Shen

Time Series Forecasting (TSF) is critical in many real-world domains like financial planning and health monitoring. Recent studies have revealed that Large Language Models (LLMs), with their powerful in-contextual modeling capabilities,…

Machine Learning · Computer Science 2025-03-14 Jialiang Tang , Shuo Chen , Chen Gong , Jing Zhang , Dacheng Tao

Time series forecasting is important in finance domain. Financial time series (TS) patterns are influenced by both short-term public opinions and medium-/long-term policy and market trends. Hence, processing multi-period inputs becomes…

Statistical Finance · Quantitative Finance 2026-02-03 Xu Zhang , Zhengang Huang , Yunzhi Wu , Xun Lu , Erpeng Qi , Yunkai Chen , Zhongya Xue , Qitong Wang , Peng Wang , Wei Wang

Time series foundation models (TSFMs) have recently achieved remarkable success in universal forecasting by leveraging large-scale pretraining on diverse time series data. Complementing this progress, incorporating frequency-domain…

Machine Learning · Computer Science 2026-04-14 Shunyu Wu , Jiawei Huang , Weibin Feng , Boxin Li , Xiao Zhang , Erli Meng , Dan Li , Jian Lou , See-Kiong Ng

Deep Neural Networks have spearheaded remarkable advancements in time series forecasting (TSF), one of the major tasks in time series modeling. Nonetheless, the non-stationarity of time series undermines the reliability of pre-trained…

Machine Learning · Computer Science 2025-01-10 HyunGi Kim , Siwon Kim , Jisoo Mok , Sungroh Yoon

Time series foundation models (TSFMs) have demonstrated increasing capabilities due to their extensive pretraining on large volumes of diverse time series data. Consequently, the quality of time series data is crucial to TSFM performance,…

Machine Learning · Computer Science 2026-03-11 Shunyu Wu , Tianyue Li , Yixuan Leng , Jingyi Suo , Jian Lou , Dan Li , See-Kiong Ng

The vast majority of time-series forecasting approaches require a substantial training dataset. However, many real-life forecasting applications have very little initial observations, sometimes just 40 or fewer. Thus, the applicability of…

Machine Learning · Computer Science 2023-11-06 Samuel Dooley , Gurnoor Singh Khurana , Chirag Mohapatra , Siddartha Naidu , Colin White

Time series foundation models (TSFMs) are widely used as generic feature extractors, yet the notion of non-stationarity in their embedding spaces remains poorly understood. Recent work often conflates non-stationarity with distribution…

Machine Learning · Computer Science 2026-04-21 Jinmyeong Choi , Brad Shook , Artur Dubrawski

Time series analysis remains a major challenge due to its sparse characteristics, high dimensionality, and inconsistent data quality. Recent advancements in transformer-based techniques have enhanced capabilities in forecasting and…

Machine Learning · Computer Science 2024-05-29 Robert Leppich , Vanessa Borst , Veronika Lesch , Samuel Kounev
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