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Recently, large language models (LLMs) have shown great promise in time series forecasting. However, most existing LLM-based forecasting methods still follow a static generative paradigm that directly maps historical observations to future…

Machine Learning · Computer Science 2026-05-05 Bokai Pan , Mingyue Cheng , Zhiding Liu , Shuo Yu , Xiaoyu Tao , Yuchong Wu , Qi Liu , Defu Lian , Enhong Chen

Time-series data is central to decision-making in financial markets, yet building high-performing, interpretable, and auditable models remains a major challenge. While Automated Machine Learning (AutoML) frameworks streamline model…

Artificial Intelligence · Computer Science 2025-08-27 Yihao Ang , Yifan Bao , Lei Jiang , Jiajie Tao , Anthony K. H. Tung , Lukasz Szpruch , Hao Ni

Time series forecasting (TSF) has long been a crucial task in both industry and daily life. Most classical statistical models may have certain limitations when applied to practical scenarios in fields such as energy, healthcare, traffic,…

Machine Learning · Computer Science 2025-03-14 Xiangjie Kong , Zhenghao Chen , Weiyao Liu , Kaili Ning , Lechao Zhang , Syauqie Muhammad Marier , Yichen Liu , Yuhao Chen , Feng Xia

Time series forecasting is not just numerical extrapolation, but often requires reasoning with unstructured contextual data such as news or events. While specialized Time Series Foundation Models (TSFMs) excel at forecasting based on…

Deep learning has achieved strong performance in Time Series Forecasting (TSF). However, we identify a critical representation paradox, termed Latent Chaos: models with accurate predictions often learn latent representations that are…

Machine Learning · Computer Science 2026-05-13 Jie Yang , Yifan Hu , Yuante Li , Kexin Zhang , Kaize Ding , Philip S. Yu

For Multivariate Time Series Forecasting (MTSF), recent deep learning applications show that univariate models frequently outperform multivariate ones. To address the difficiency in multivariate models, we introduce a method to Construct…

Machine Learning · Statistics 2026-02-06 Jiecheng Lu , Xu Han , Yan Sun , Shihao Yang

Agentic AI represents a transformative shift in artificial intelligence, but its rapid advancement has led to a fragmented understanding, often conflating modern neural systems with outdated symbolic models -- a practice known as conceptual…

Artificial Intelligence · Computer Science 2025-10-30 Mohamad Abou Ali , Fadi Dornaika

Time series forecasting has long been dominated by model-centric approaches that formulate prediction as a single-pass mapping from historical observations to future values. Despite recent progress, such formulations often struggle in…

Machine Learning · Computer Science 2026-02-17 Xiaoyu Tao , Mingyue Cheng , Chuang Jiang , Tian Gao , Huanjian Zhang , Yaguo Liu

Time series data are prone to noise in various domains, and training samples may contain low-predictability patterns that deviate from the normal data distribution, leading to training instability or convergence to poor local minima.…

Machine Learning · Computer Science 2026-02-19 Xu Zhang , Peng Wang , Yichen Li , Wei Wang

The probability prediction of multivariate time series is a notoriously challenging but practical task. On the one hand, the challenge is how to effectively capture the cross-series correlations between interacting time series, to achieve…

Machine Learning · Computer Science 2023-07-24 Shibo Feng , Chunyan Miao , Ke Xu , Jiaxiang Wu , Pengcheng Wu , Yang Zhang , Peilin Zhao

Alongside the continuous process of improving AI performance through the development of more sophisticated models, researchers have also focused their attention to the emerging concept of data-centric AI, which emphasizes the important role…

Machine Learning · Computer Science 2024-07-30 Jingjing Xu , Caesar Wu , Yuan-Fang Li , Gregoire Danoy , Pascal Bouvry

Time series foundation models (TSFMs) are revolutionizing the forecasting landscape from specific dataset modeling to generalizable task evaluation. However, we contend that existing benchmarks exhibit common limitations in four dimensions:…

In multivariate time series forecasting (MTSF), accurately modeling the intricate dependencies among multiple variables remains a significant challenge due to the inherent limitations of traditional approaches. Most existing models adopt…

Machine Learning · Computer Science 2025-11-19 Yuchen Luo , Xinyu Li , Liuhua Peng , Mingming Gong

Foundation models have reshaped AI by unifying fragmented architectures into scalable backbones with multimodal reasoning and contextual adaptation. In parallel, the long-standing notion of AI agents, defined by the sensing-decision-action…

Machine Learning · Computer Science 2025-10-02 Sicong Liu , Weiye Wu , Xiangrui Xu , Teng Li , Bowen Pang , Bin Guo , Zhiwen Yu

This position paper argues that the image processing community should broaden its focus from purely model-centric development to include agentic system design as an essential complementary paradigm. While deep learning has significantly…

Computer Vision and Pattern Recognition · Computer Science 2025-05-23 Jinjin Gu

Real-world time-series datasets often violate the assumptions of standard supervised learning for forecasting -- their distributions evolve over time, rendering the conventional training and model selection procedures suboptimal. In this…

Machine Learning · Computer Science 2022-09-27 Sercan O. Arik , Nathanael C. Yoder , Tomas Pfister

Predicting accurate future trajectories of multiple agents is essential for autonomous systems, but is challenging due to the complex agent interaction and the uncertainty in each agent's future behavior. Forecasting multi-agent…

Artificial Intelligence · Computer Science 2021-10-08 Ye Yuan , Xinshuo Weng , Yanglan Ou , Kris Kitani

Although Transformer has made breakthrough success in widespread domains especially in Natural Language Processing (NLP), applying it to time series forecasting is still a great challenge. In time series forecasting, the autoregressive…

Machine Learning · Computer Science 2021-06-01 Kai Chen , Guang Chen , Dan Xu , Lijun Zhang , Yuyao Huang , Alois Knoll

Long-term time series forecasting (LTSF) is widely recognized as a central challenge in data mining and machine learning. LTSF has increasingly evolved into a benchmark-driven ''GAME,'' where models are ranked, compared, and declared…

Machine Learning · Computer Science 2026-03-10 Thanapol Phungtua-eng , Yoshitaka Yamamoto

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
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