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Recently, time series foundation models have shown promising zero-shot forecasting performance on time series from a wide range of domains. However, it remains unclear whether their success stems from a true understanding of temporal…

Machine Learning · Computer Science 2024-11-12 Willa Potosnak , Cristian Challu , Mononito Goswami , Michał Wiliński , Nina Żukowska , Artur Dubrawski

Time-series forecasting is a critical challenge in various domains and has witnessed substantial progress in recent years. Many real-life scenarios, such as public health, economics, and social applications, involve feedback loops where…

Machine Learning · Computer Science 2025-06-04 Zhiyuan Zhao , Haoxin Liu , Alexander Rodriguez , B. Aditya Prakash

Long-term time series forecasting (LTSF) provides longer insights into future trends and patterns. Over the past few years, deep learning models especially Transformers have achieved advanced performance in LTSF tasks. However, LTSF faces…

Machine Learning · Computer Science 2024-06-28 Aobo Liang , Xingguo Jiang , Yan Sun , Xiaohou Shi , Ke Li

Large language models (LLMs) solve reasoning problems by first generating a rationale and then answering. We formalize reasoning as a latent variable model and derive a reward-based filtered expectation-maximization (FEM) objective for…

Machine Learning · Computer Science 2026-02-03 Junghyun Lee , Branislav Kveton , Anup Rao , Subhojyoti Mukherjee , Ryan A. Rossi , Sunav Choudhary , Alexa Siu

The forecasting combination puzzle is a well-known phenomenon in forecasting literature, stressing the challenge of outperforming the simple average when aggregating forecasts from diverse methods. This study proposes a Reinforcement…

Econometrics · Economics 2025-08-29 Marcelo C. Medeiros , Jeronymo M. Pinro

Time series prediction with deep learning methods, especially long short-term memory neural networks (LSTMs), have scored significant achievements in recent years. Despite the fact that the LSTMs can help to capture long-term dependencies,…

Machine Learning · Computer Science 2018-11-12 Youru Li , Zhenfeng Zhu , Deqiang Kong , Hua Han , Yao Zhao

Aligning Large Language Models (LLMs) with human preferences through finetuning is resource-intensive, motivating lightweight alternatives at test time. We address test-time alignment through the lens of sequential decision making, a…

Multivariate Time Series Forecasting (MTSF) plays a crucial role across diverse fields, ranging from economic, energy, to traffic. In recent years, deep learning has demonstrated outstanding performance in MTSF tasks. In MTSF, modeling the…

Machine Learning · Computer Science 2026-01-28 Xiangfei Qiu , Hanyin Cheng , Xingjian Wu , Junkai Lu , Jilin Hu , Chenjuan Guo , Christian S. Jensen , Bin Yang

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

The underperformance of existing multimodal large language models for time series reasoning lies in the absence of rationale priors that connect temporal observations to their downstream outcomes, which leads models to rely on superficial…

Artificial Intelligence · Computer Science 2026-01-07 Qingxiang Liu , Zhiqing Cui , Xiaoliang Luo , Yuqian Wu , Zhuoyang Jiang , Huaiyu Wan , Sheng Sun , Lvchun Wang , Wei Yu , Yuxuan Liang

Forecasting the behaviour of complex dynamical systems such as interconnected sensor networks characterized by high-dimensional multivariate time series(MTS) is of paramount importance for making informed decisions and planning for the…

Machine Learning · Computer Science 2024-08-23 Sagar Srinivas Sakhinana , Shivam Gupta , Krishna Sai Sudhir Aripirala , Venkataramana Runkana

This paper introduces a novel meta-learning algorithm for time series forecast model performance prediction. We model the forecast error as a function of time series features calculated from the historical time series with an efficient…

Applications · Statistics 2022-07-11 Thiyanga S. Talagala , Feng Li , Yanfei Kang

The use of machine learning for time series prediction has become increasingly popular across various industries thanks to the availability of time series data and advancements in machine learning algorithms. However, traditional methods…

Machine Learning · Statistics 2023-06-01 Gonçalo Mateus , Cláudia Soares , João Leitão , António Rodrigues

Deep learning has shown strong performance in time series forecasting tasks. However, issues such as missing values and anomalies in sequential data hinder its further development in prediction tasks. Previous research has primarily focused…

Machine Learning · Computer Science 2025-12-17 Hua Wang , Jinghao Lu , Fan Zhang

Foundation models have transformed natural language processing and computer vision, and a rapidly growing literature on time-series foundation models (TSFMs) seeks to replicate this success in forecasting. While recent open-source models…

Time series forecasting plays a crucial role in diverse fields, necessitating the development of robust models that can effectively handle complex temporal patterns. In this article, we present a novel feature selection method embedded in…

Machine Learning · Computer Science 2024-01-01 Raquel Espinosa , Fernando Jiménez , José Palma

Inferring missing facts in temporal knowledge graphs is a critical task and has been widely explored. Extrapolation in temporal reasoning tasks is more challenging and gradually attracts the attention of researchers since no direct history…

Machine Learning · Computer Science 2021-11-04 Mengnan Zhao , Lihe Zhang , Yuqiu Kong , Baocai Yin

Long-term memory systems enable conversational agents based on large language models (LLMs) to retain, retrieve, and apply user-specific information across multi-session interactions. However, existing evaluations mainly assess…

Information Retrieval · Computer Science 2026-05-21 Zhen Tao , Jinxiang Zhao , Peng Liu , Dinghao Xi , Yanfang Chen , Wei Xu , Zhiyu Li

Time series foundation models have shown impressive performance on a variety of tasks, across a wide range of domains, even in zero-shot settings. However, most of these models are designed to handle short univariate time series as an…

Machine Learning · Computer Science 2024-09-23 Nina Żukowska , Mononito Goswami , Michał Wiliński , Willa Potosnak , Artur Dubrawski

Pushing the frontiers of time-series information processing in the ever-growing domain of edge devices with stringent resources has been impeded by the systems' ability to process information and learn locally on the device. Local…

Machine Learning · Computer Science 2024-09-17 Abdullah M. Zyarah , Dhireesha Kudithipudi