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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

Foundation models (FMs) have transformed natural language processing, but their success has not yet translated to time series forecasting. Existing time series foundation models (TSFMs), often based on transformer variants, struggle with…

Machine Learning · Computer Science 2025-08-20 Lars Graf , Thomas Ortner , Stanisław Woźniak , Angeliki Pantazi

Time Series Foundation Models (TSFMs) excel at numerical forecasting but operate as black boxes lacking qualitative reasoning. Conversely, applying LLMs directly to temporal data introduces a modality gap: text tokenizers fragment…

Machine Learning · Computer Science 2026-05-12 Md Atik Ahamed , Mihir Parmar , Palash Goyal , Chun-Liang Li , Qiang Cheng , Tomas Pfister , Jinsung Yoon

Time Series Foundation Models (TSFMs) advance generalization and data efficiency in time series forecasting by unified large-scale pretraining. But TSFMs remain lacking when adapting to specific downstream forecasting tasks for two reasons.…

Signal Processing · Electrical Eng. & Systems 2026-05-04 Siyang Li , Yize Chen , Zijie Zhu , Yuxin Pan , Yan Guo , Ming Huang , Hui Xiong

Memory is a fundamental component for enabling long-context LLM agents, supporting persistent state across interactions through a continuous serve-and-update lifecycle. Despite substantial prior work, existing systems suffer from…

Databases · Computer Science 2026-05-26 Han Chen , Zining Zhang , Wenqi Pei , Bingsheng He , Ming Wu , Jason Zeng , Michael Heinrich , Wei Wu , Hongbao Zhang

Time Series Forecasting (TSF) is used to predict the target variables at a future time point based on the learning from previous time points. To keep the problem tractable, learning methods use data from a fixed length window in the past as…

Machine Learning · Computer Science 2022-04-26 Jimeng Shi , Mahek Jain , Giri Narasimhan

Multivariate time series forecasting (MTSF) aims to learn temporal dynamics among variables to forecast future time series. Existing statistical and deep learning-based methods suffer from limited learnable parameters and small-scale…

Machine Learning · Computer Science 2025-04-01 Chenxi Liu , Qianxiong Xu , Hao Miao , Sun Yang , Lingzheng Zhang , Cheng Long , Ziyue Li , Rui Zhao

This paper presents a new perspective on time series forecasting. In existing time series forecasting methods, the models take a sequence of numerical values as input and yield numerical values as output. The existing SOTA models are…

Methodology · Statistics 2023-12-12 Hao Xue , Flora D. Salim

Time-Series Foundation Models (TSFMs) excel at zero-shot unimodal forecasting using numerical data, but unlike LLMs they cannot consume multimodal, non-numerical context that often shape real-world trajectories. In this work, we bridge this…

Machine Learning · Computer Science 2026-05-29 Haoxin Liu , Yichen Zhou , Rajat Sen , B. Aditya Prakash , Abhimanyu Das

Tool use extends large language models beyond parametric knowledge, but reliable execution requires balancing appropriate reasoning depth with strict structural validity. We approach this problem from a case-based perspective to present…

Artificial Intelligence · Computer Science 2026-05-15 Renning Pang , Tian Lan , Leyuan Liu , Piao Tong , Sheng Cao , Xiaosong Zhang

Test-time scaling has become an effective paradigm for improving the reasoning ability of large language models by allocating additional computation during inference. Recent structured approaches have further advanced this paradigm by…

Artificial Intelligence · Computer Science 2026-05-20 George Wu , Nan Jing , Qing Yi , Chuan Hao , Ming Yang , Feng Chang , Yuan Wei , Jian Yang , Ran Tao , Bryan Dai

Time Series Foundation Models (TSFMs) have borrowed the long context paradigm from natural language processing under the premise that feeding more history into the model improves forecast quality. But in stochastic domains, distant history…

Machine Learning · Computer Science 2026-05-12 Rishi Ahuja , Kumar Prateek , Simranjit Singh , Vijay Kumar

Diffusion models achieve remarkable success in processing images and text, and have been extended to special domains such as time series forecasting (TSF). Existing diffusion-based approaches for TSF primarily focus on modeling…

Computation and Language · Computer Science 2025-04-29 Chen Su , Yuanhe Tian , Yan Song

Time Series Forecasting (TSF) is critical in many real-world domains like financial planning and health monitoring. Recent studies have revealed that Large Language Models (LLMs), with their powerful in-contextual modeling capabilities,…

Machine Learning · Computer Science 2025-03-14 Jialiang Tang , Shuo Chen , Chen Gong , Jing Zhang , Dacheng Tao

Given real-time sensor data streams obtained from machines, how can we continuously predict when a machine failure will occur? This work aims to continuously forecast the timing of future events by analyzing multi-sensor data streams. A key…

Machine Learning · Computer Science 2026-01-16 Kota Nakamura , Koki Kawabata , Yasuko Matsubara , Yasushi Sakurai

Unlike natural language processing and computer vision, the development of Foundation Models (FMs) for time series forecasting is blocked due to data scarcity. While recent efforts are focused on building such FMs by unlocking the potential…

Machine Learning · Computer Science 2024-10-10 Qingxiang Liu , Xu Liu , Chenghao Liu , Qingsong Wen , Yuxuan Liang

Time series forecasting serves as an essential tool for many real-world applications, supporting tasks such as resource optimization and decision-making. Despite significant architectural advancements, most modern models still treat…

Machine Learning · Computer Science 2026-05-12 Sheng Pan , Ming Jin , Bo Du , Shirui Pan

In many sequential tasks, a model needs to remember relevant events from the distant past to make correct predictions. Unfortunately, a straightforward application of gradient based training requires intermediate computations to be stored…

Machine Learning · Computer Science 2023-08-14 Artyom Sorokin , Nazar Buzun , Leonid Pugachev , Mikhail Burtsev

Time series are generated in diverse domains such as economic, traffic, health, and energy, where forecasting of future values has numerous important applications. Not surprisingly, many forecasting methods are being proposed. To ensure…

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