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Given the significant potential of large language models (LLMs) in sequence modeling, emerging studies have begun applying them to time-series forecasting. Despite notable progress, existing methods still face two critical challenges: 1)…

Artificial Intelligence · Computer Science 2025-01-09 Pengfei Wang , Huanran Zheng , Qi'ao Xu , Silong Dai , Yiqiao Wang , Wenjing Yue , Wei Zhu , Tianwen Qian , Xiaoling Wang

Large Language Models (LLMs) are increasingly applied to forecasting. To evaluate this capability while mitigating pre-training data contamination, several living benchmarks have been proposed. However, existing benchmarks either lack the…

Machine Learning · Computer Science 2026-05-19 Mingtian Tan , Mihir Parmar , Palash Goyal , Chun-Liang Li , Nanyun Peng , Thomas Hartvigsen , Jinsung Yoon , Tomas Pfister

Time series forecasting (TSF) possesses great practical values in various fields, including power and energy, transportation, etc. TSF methods have been studied based on knowledge from classical statistics to modern deep learning. Yet, all…

Machine Learning · Computer Science 2025-10-27 Luoxiao Yang , Yun Wang , Xinqi Fan , Israel Cohen , Jingdong Chen , Zijun Zhang

The World Wide Web needs reliable predictive capabilities to respond to changes in user behavior and usage patterns. Time series forecasting (TSF) is a key means to achieve this goal. In recent years, the large language models (LLMs) for…

Machine Learning · Computer Science 2026-01-23 Jianqi Zhang , Jingyao Wang , Wenwen Qiang , Fanjiang Xu , Changwen Zheng

The rapid advancement of Large Language Models (LLMs) has sparked growing interest in their application to time series analysis tasks. However, their ability to perform complex reasoning over temporal data in real-world application domains…

Machine Learning · Computer Science 2025-09-03 Wen Ye , Jinbo Liu , Defu Cao , Wei Yang , Yan Liu

Spatio-temporal forecasting is crucial in transportation, logistics, and supply chain management. However, current methods struggle with large, complex datasets. We propose a dynamic, multi-modal approach that integrates the strengths of…

Machine Learning · Computer Science 2024-08-27 Sagar Srinivas Sakhinana , Geethan Sannidhi , Chidaksh Ravuru , Venkataramana Runkana

Long-term time series forecasting (LTSF) involves predicting a large number of future values of a time series based on the past values. This is an essential task in a wide range of domains including weather forecasting, stock market…

Quantum Physics · Physics 2025-03-19 Hari Hara Suthan Chittoor , Paul Robert Griffin , Ariel Neufeld , Jayne Thompson , Mile Gu

Time series forecasting is prevalent in extensive real-world applications, such as financial analysis and energy planning. Previous studies primarily focus on time series modality, endeavoring to capture the intricate variations and…

Machine Learning · Computer Science 2024-10-08 Jiaxiang Dong , Haixu Wu , Yuxuan Wang , Li Zhang , Jianmin Wang , Mingsheng Long

Time series forecasting aims to model temporal dependencies among variables for future state inference, holding significant importance and widespread applications in real-world scenarios. Although deep learning-based methods have achieved…

Machine Learning · Computer Science 2026-05-21 Zesen Wang , Lijuan Lan , Yonggang Li

Time series (TS) forecasting has been an unprecedentedly popular problem in recent years, with ubiquitous applications in both scientific and business fields. Various approaches have been introduced to time series analysis, including both…

Machine Learning · Computer Science 2024-05-20 Ziyou Guo , Yan Sun , Tieru Wu

Time-series forecasting (TSF) finds broad applications in real-world scenarios. Prompting off-the-shelf Large Language Models (LLMs) demonstrates strong zero-shot TSF capabilities while preserving computational efficiency. However, existing…

Computation and Language · Computer Science 2024-02-27 Haoxin Liu , Zhiyuan Zhao , Jindong Wang , Harshavardhan Kamarthi , B. Aditya Prakash

Policymakers in domains such as emergency management, public health, and urban planning must make decisions under deep uncertainty, where outcomes depend on how large populations interpret information, coordinate, and adopt over time.…

Human-Computer Interaction · Computer Science 2026-04-21 Yuxuan Li , Kyzyl Monteiro , Hirokazu Shirado , Sauvik Das

Multivariate time series forecasting (MTSF) is a critical task with broad applications in domains such as meteorology, transportation, and economics. Nevertheless, pervasive missing values caused by sensor failures or human errors…

Machine Learning · Computer Science 2025-06-23 Kai Tang , Ji Zhang , Hua Meng , Minbo Ma , Qi Xiong , Fengmao Lv , Jie Xu , Tianrui Li

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

Introduction: Long-term time series forecasting (LTSF) has gained significant attention in recent years. While various specialized designs exist for capturing temporal dependency, recent studies have shown that even a single linear layer…

Machine Learning · Computer Science 2026-05-19 Zhe Li , Shiyi Qi , Yiduo Li , Zenglin Xu

We introduce TFRBench, the first benchmark designed to evaluate the reasoning capabilities of forecasting systems. Traditionally, time-series forecasting has been evaluated solely on numerical accuracy, treating foundation models as ``black…

Artificial Intelligence · Computer Science 2026-04-08 Md Atik Ahamed , Mihir Parmar , Palash Goyal , Yiwen Song , Long T. Le , Qiang Cheng , Chun-Liang Li , Hamid Palangi , Jinsung Yoon , Tomas Pfister

Visual Chain-of-Thought (VCoT) has emerged as a promising paradigm for enhancing multimodal reasoning by integrating visual perception into intermediate reasoning steps. However, existing VCoT approaches are largely confined to static…

Computer Vision and Pattern Recognition · Computer Science 2026-02-12 Junhua Liu , Zhangcheng Wang , Zhike Han , Ningli Wang , Guotao Liang , Kun Kuang

Forecasting has become a natural benchmark for reasoning under uncertainty. Yet existing evaluations of large language models remain limited to judgmental tasks in simple formats, such as binary or multiple-choice questions. In practice,…

Machine Learning · Computer Science 2026-04-20 Jeremy Qin , Maksym Andriushchenko

Recently, deep learning has driven significant advancements in multivariate time series forecasting (MTSF) tasks. However, much of the current research in MTSF tends to evaluate models from a holistic perspective, which obscures the…

Machine Learning · Computer Science 2025-09-23 Shuang Liang , Chaochuan Hou , Xu Yao , Shiping Wang , Minqi Jiang , Songqiao Han , Hailiang Huang

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