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Time series foundational models (TSFM) have gained prominence in time series forecasting, promising state-of-the-art performance across various applications. However, their application in anomaly detection and prediction remains…

Machine Learning · Computer Science 2024-12-30 Chathurangi Shyalika , Harleen Kaur Bagga , Ahan Bhatt , Renjith Prasad , Alaa Al Ghazo , Amit Sheth

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

Time-series Foundation Models (TSFMs) have recently emerged as a universal paradigm for learning across diverse temporal domains. However, despite their empirical success, the internal mechanisms by which these models represent fundamental…

Machine Learning · Computer Science 2025-11-20 Atharva Pandey , Abhilash Neog , Gautam Jajoo

Time-Series Foundation Models (TSFMs) are rapidly transitioning from research prototypes to core components of critical decision-making systems, driven by their impressive zero-shot forecasting capabilities. However, as their deployment…

Machine Learning · Computer Science 2025-12-09 Jiawen Zhang , Zhenwei Zhang , Shun Zheng , Xumeng Wen , Jia Li , Jiang Bian

Time series anomaly detection is essential for the reliable operation of complex systems, but most existing methods require extensive task-specific training. We explore whether time series foundation models (TSFMs), pretrained on large…

Machine Learning · Computer Science 2026-01-05 Miseon Park , Kijung Yoon

Time Series Foundation Models (TSFMs) have shown promising zero-shot generalization across diverse forecasting tasks. However, their robustness to continual adaptation remains underexplored. In this work, we investigate the extent to which…

Machine Learning · Computer Science 2025-10-03 Nouha Karaouli , Denis Coquenet , Elisa Fromont , Martial Mermillod , Marina Reyboz

Time series foundation models (TSFMs) are a class of potentially powerful, general-purpose tools for time series forecasting and related temporal tasks, but their behavior is strongly shaped by subtle inductive biases in their design.…

Large pre-trained time series foundation models (TSFMs) have demonstrated promising zero-shot performance across a wide range of domains. However, a question remains: Do TSFMs succeed by memorizing patterns in training data, or do they…

The zero-shot capabilities of foundation models (FMs) for time series forecasting offer promising potentials in conformal prediction, as most of the available data can be allocated to calibration. This study compares the performance of Time…

Machine Learning · Computer Science 2025-07-15 Sami Achour , Yassine Bouher , Duong Nguyen , Nicolas Chesneau

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

Transformer-based foundation models have emerged as a dominant paradigm in time series analysis, offering unprecedented capabilities in tasks such as forecasting, anomaly detection, classification, trend analysis and many more time series…

Financial time series forecasting presents significant challenges due to complex nonlinear relationships, temporal dependencies, variable interdependencies and limited data availability, particularly for tasks involving low-frequency data,…

General Finance · Quantitative Finance 2025-07-11 Ben A. Marconi

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

The development of tabular foundation models (TFMs) has accelerated in recent years, showing strong potential to outperform traditional ML methods for structured data. A key finding is that TFMs can be pretrained entirely on synthetic…

Machine Learning · Computer Science 2025-12-04 Matthew Peroni , Franck Le , Vadim Sheinin

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

Pre-trained Time Series Foundational Models (TSFMs) represent a significant advance, capable of forecasting diverse time series with complex characteristics, including varied seasonalities, trends, and long-range dependencies. Despite their…

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

Building energy management (BEM) tasks require processing and learning from a variety of time-series data. Existing solutions rely on bespoke task- and data-specific models to perform these tasks, limiting their broader applicability.…

Machine Learning · Computer Science 2025-06-16 Ozan Baris Mulayim , Pengrui Quan , Liying Han , Xiaomin Ouyang , Dezhi Hong , Mario Bergés , Mani Srivastava

Time series reasoning is crucial to decision-making in diverse domains, including finance, energy usage, traffic, weather, and scientific discovery. While existing time series foundation models (TSFMs) can capture low-level dynamic patterns…

Computation and Language · Computer Science 2025-10-07 Fangxu Yu , Hongyu Zhao , Tianyi Zhou

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
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