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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

Tabular foundation models, particularly Prior-data Fitted Networks like TabPFN have emerged as the leading contender in a myriad of tasks ranging from data imputation to label prediction on the tabular data format surpassing the historical…

Machine Learning · Computer Science 2026-04-10 Mayuka Jayawardhana , Nihal Sharma , Kazem Meidani , Bayan Bruss , Tom Goldstein , Doron Bergman

Learning time series foundation models has been shown to be a promising approach for zero-shot time series forecasting across diverse time series domains. Insofar as scaling has been a critical driver of performance of foundation models in…

Machine Learning · Computer Science 2026-02-20 Xinghong Fu , Yanhong Li , Georgios Papaioannou , Yoon Kim

Conventional time-series forecasting methods typically aim to minimize overall prediction error, without accounting for the varying importance of different forecast ranges in downstream applications. We propose a training methodology that…

Machine Learning · Computer Science 2025-08-15 Luca-Andrei Fechete , Mohamed Sana , Fadhel Ayed , Nicola Piovesan , Wenjie Li , Antonio De Domenico , Tareq Si Salem

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

Time series modeling has attracted extensive research efforts; however, achieving both reliable efficiency and interpretability from a unified model still remains a challenging problem. Among the literature, shapelets offer interpretable…

Machine Learning · Computer Science 2020-12-01 Ziqiang Cheng , Yang Yang , Wei Wang , Wenjie Hu , Yueting Zhuang , Guojie Song

Time Series Forecasting (TSF) is key functionality in numerous fields, such as financial investment, weather services, and energy management. Although increasingly capable TSF methods occur, many of them require domain-specific data…

Machine Learning · Computer Science 2025-06-13 Zhe Li , Xiangfei Qiu , Peng Chen , Yihang Wang , Hanyin Cheng , Yang Shu , Jilin Hu , Chenjuan Guo , Aoying Zhou , Christian S. Jensen , Bin Yang

Effective utilization of time series data is often constrained by the scarcity of data quantity that reflects complex dynamics, especially under the condition of distributional shifts. Existing datasets may not encompass the full range of…

Computational Engineering, Finance, and Science · Computer Science 2024-06-11 Haibei Zhu , Yousef El-Laham , Elizabeth Fons , Svitlana Vyetrenko

The rise in energy demand highlights the importance of suitable subsurface storage, requiring detailed and accurate subsurface characterization often reliant on high-quality borehole well log data. However, obtaining complete well-log data…

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 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

Effective resource allocation in higher education depends on reliable enrolment forecasts, yet institutional planners frequently face data series disrupted by structural shifts. This paper investigates whether zero-shot Time Series…

Artificial Intelligence · Computer Science 2026-04-28 Jittarin Jetwiriyanon , Teo Susnjak , Surangika Ranathunga

Driven by the transition towards a climate-neutral energy system, accurate energy time series forecasting is critical for planning and operation. Yet, it remains largely a dataset-specific task, requiring comprehensive training data,…

Machine Learning · Computer Science 2026-04-27 Marco Obermeier , Marco Pruckner , Florian Haselbeck , Andreas Zeiselmair

Time series forecasting is a fundamental problem with applications in climate, energy, healthcare, and finance. Many existing approaches require domain-specific feature engineering and substantial labeled data for each task. We introduce…

Machine Learning · Computer Science 2026-01-29 Olaf Yunus Laitinen Imanov , Derya Umut Kulali , Taner Yilmaz

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

Time series forecasting plays a crucial role in data mining, driving rapid advancements across numerous industries. With the emergence of large models, time series foundation models (TSFMs) have exhibited remarkable generalization…

Machine Learning · Computer Science 2024-12-31 Huanyu Zhang , Chang Xu , Yi-Fan Zhang , Zhang Zhang , Liang Wang , Jiang Bian , Tieniu Tan

Time series classification is a task that aims at classifying chronological data. It is used in a diverse range of domains such as meteorology, medicine and physics. In the last decade, many algorithms have been built to perform this task…

Machine Learning · Computer Science 2021-06-16 Michael Franklin Mbouopda , Engelbert Mephu Nguifo

Decision-making in building energy systems critically depends on the predictive accuracy of relevant time-series models. In scenarios lacking extensive data from a target building, foundation models (FMs) represent a promising technology…

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

This work studies the problem of time series analysis with generalist (or foundation) models, which are models trained across many data domains. Drawing inspiration from the widespread success of large language models, we consider the…

Machine Learning · Computer Science 2025-01-03 Sabera Talukder , Yisong Yue , Georgia Gkioxari