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Time series forecasting (TSF) plays a critical role in decision-making for many real-world applications. Recently, LLM-based forecasters have made promising advancements. Despite their effectiveness, existing methods often lack explicit…

Machine Learning · Computer Science 2026-02-04 Xiaoyu Tao , Mingyue Cheng , Ze Guo , Shuo Yu , Yaguo Liu , Qi Liu , Shijin Wang

Foundation models (FMs) have emerged as a promising approach for time series forecasting. While effective, FMs typically remain fixed during deployment due to the high computational costs of learning them online. Consequently, deployed FMs…

Machine Learning · Computer Science 2025-07-31 Thomas L. Lee , William Toner , Rajkarn Singh , Artjom Joosen , Martin Asenov

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

Research on long-term time series prediction has primarily relied on Transformer and MLP models, while the potential of convolutional networks in this domain remains underexplored. To address this, we propose a novel multi-scale time series…

Machine Learning · Computer Science 2025-10-03 Chenghan Li , Mingchen Li , Yipu Liao , Ruisheng Diao

Recent work has demonstrated the utility of Random Forest (RF) proximities for various supervised machine learning tasks, including outlier detection, missing data imputation, and visualization. However, the utility of the RF proximities…

Machine Learning · Computer Science 2025-11-26 Ben Shaw , Adam Rustad , Sofia Pelagalli Maia , Jake S. Rhodes , Kevin R. Moon

Time series forecasting has traditionally been formulated as a model-centric, static, and single-pass prediction problem that maps historical observations to future values. While this paradigm has driven substantial progress, it proves…

Machine Learning · Computer Science 2026-03-12 Mingyue Cheng , Xiaoyu Tao , Qi Liu , Ze Guo , Enhong Chen

Trajectory prediction is critical for autonomous driving, enabling safe and efficient planning in dense, dynamic traffic. Most existing methods optimize prediction accuracy under fixed-length observations. However, real-world driving often…

Robotics · Computer Science 2026-03-12 Hao Zhou , Lu Qi , Jason Li , Jie Zhang , Yi Liu , Xu Yang , Mingyu Fan , Fei Luo

Diffusion models have recently emerged as powerful frameworks for generating high-quality images. While recent studies have explored their application to time series forecasting, these approaches face significant challenges in cross-modal…

Computer Vision and Pattern Recognition · Computer Science 2025-02-24 Weilin Ruan , Siru Zhong , Haomin Wen , Yuxuan Liang

Mainstream methods for multivariate time-series forecasting largely follow the Direct-Mapping paradigm. They learn a unified mapping from history to the future in the observation space to fit value-level dependencies. However, real-world…

Machine Learning · Computer Science 2026-05-26 Fan Zhang , Shijun Chen , Hua Wang

Time series (TS) data are ubiquitous across various application areas, rendering time series forecasting (TSF) a fundamental task. With the astounding advances in large language models (LLMs), a variety of methods have been developed to…

Artificial Intelligence · Computer Science 2025-08-25 Zhuomin Chen , Dan Li , Jiahui Zhou , Shunyu Wu , Haozheng Ye , Jian Lou , See-Kiong Ng

Much of model-based reinforcement learning involves learning a model of an agent's world, and training an agent to leverage this model to perform a task more efficiently. While these models are demonstrably useful for agents, every…

Neural and Evolutionary Computing · Computer Science 2019-11-01 C. Daniel Freeman , Luke Metz , David Ha

Time series foundation models (TSFMs) have recently achieved strong zero-shot forecasting performance through large-scale pretraining and retrieval-augmented prediction. However, our empirical analysis reveals a non-trivial limitation of…

Machine Learning · Computer Science 2026-05-26 Jinjin Chi , Lei Feng , Lulu Zhang , Yongcheng Jing , Yiming Wang , Ximing Li , Jialie Shen , Leszek Rutkowski , Dacheng Tao

Recent studies have indicated that vision models pre-trained on images can serve as time series foundation models (TSFMs) by reformulating time series forecasting (TSF) as image reconstruction. However, effective cross-modal transfer from…

Computer Vision and Pattern Recognition · Computer Science 2025-10-13 Lefei Shen , Mouxiang Chen , Xu Liu , Han Fu , Xiaoxue Ren , Jianling Sun , Zhuo Li , Chenghao Liu

Advances in time-series forecasting are driving a shift from conventional machine learning models to foundation models (FMs) that are trained with generalized knowledge. However, existing FMs still perform poorly in the energy fields, such…

Machine Learning · Computer Science 2024-12-24 Rui Liang , Yang Deng , Donghua Xie , Fang He , Dan Wang

Time series forecasting (TSF) remains a challenging and largely unsolved problem in machine learning, despite significant recent efforts leveraging Large Language Models (LLMs), which predominantly rely on Transformer architectures.…

Machine Learning · Computer Science 2025-10-14 Yufa Zhou , Yixiao Wang , Surbhi Goel , Anru R. Zhang

Machine learning models can effectively forecast dynamical systems from time-series data, but they typically require large amounts of past data, making forecasting particularly challenging for systems with limited history. To overcome this,…

Machine Learning · Computer Science 2025-08-01 Declan A. Norton , Edward Ott , Andrew Pomerance , Brian Hunt , Michelle Girvan

Sparse portfolio optimization is a fundamental yet challenging problem in quantitative finance, since traditional approaches heavily relying on historical return statistics and static objectives can hardly adapt to dynamic market regimes.…

Portfolio Management · Quantitative Finance 2025-07-24 Haochen Luo , Yuan Zhang , Chen Liu

Agents that operate autonomously benefit from lifelong learning capabilities. However, compatible training algorithms must comply with the decentralized nature of these systems, which imposes constraints on both the parameter counts and the…

Machine Learning · Computer Science 2025-03-28 Xing Chen , Dongshu Liu , Jeremie Laydevant , Julie Grollier

Feature Transformation (FT) crafts new features from original ones via mathematical operations to enhance dataset expressiveness for downstream models. However, existing FT methods exhibit critical limitations: discrete search struggles…

Machine Learning · Computer Science 2025-05-22 Nanxu Gong , Zijun Li , Sixun Dong , Haoyue Bai , Wangyang Ying , Xinyuan Wang , Yanjie Fu

Time series forecasting in specialized domains is often constrained by limited data availability, where conventional models typically require large-scale datasets to effectively capture underlying temporal dynamics. To tackle this few-shot…

Machine Learning · Computer Science 2026-02-03 Haonan Shi , Dehua Shuai , Liming Wang , Xiyang Liu , Long Tian
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