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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

While Time Series Foundation Models (TSFMs) have demonstrated exceptional performance in generalized forecasting, their performance often degrades significantly when deployed in real-world vertical domains characterized by temporal…

Machine Learning · Computer Science 2026-02-17 Xiaoyun Yu , Li fan , Xiangfei Qiu , Nanqing Dong , Yonggui Huang , Honggang Qi , Geguang Pu , Wanli Ouyang , Xi Chen , Jilin Hu

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

Time Series Foundation Models (TSFMs) have recently achieved state-of-the-art performance in univariate forecasting on new time series simply by conditioned on a brief history of past values. Their success demonstrates that large-scale…

Machine Learning · Computer Science 2025-09-18 Afrin Dange , Sunita Sarawagi

Time Series foundation models (TSFMs) deliver strong forecasting performance through large-scale pretraining, but their large parameter sizes make deployment costly. While knowledge distillation offers a natural and effective approach for…

Machine Learning · Computer Science 2026-01-21 Yuqi Li , Kuiye Ding , Chuanguang Yang , Szu-Yu Chen , Yingli Tian

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 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

Existing data-driven methods rely on the extraction of static features from time series to approximate the material removal rate (MRR) of semiconductor manufacturing processes such as chemical mechanical polishing (CMP). However, this leads…

Machine Learning · Computer Science 2025-12-08 Jonathan Adam Rico , Nagarajan Raghavan , Senthilnath Jayavelu

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

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

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

Scaling laws motivate the development of Time Series Foundation Models (TSFMs) that pre-train vast parameters and achieve remarkable zero-shot forecasting performance. Surprisingly, even after fine-tuning, TSFMs cannot consistently…

Machine Learning · Computer Science 2025-12-23 Lifan Zhao , Yanyan Shen , Zhaoyang Liu , Xue Wang , Jiaji Deng

Time series foundation models (TSFMs) offer strong zero-shot forecasting via large-scale pre-training, yet fine-tuning remains critical for boosting performance in domains with limited public data. With the growing number of TSFMs,…

Machine Learning · Computer Science 2025-09-30 Qingren Yao , Ming Jin , Chengqi Zhang , Chao-Han Huck Yang , Jun Qi , Shirui Pan

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

Decision-making in building energy systems critically depends on the predictive accuracy of relevant time-series models. In scenarios lacking extensive data from a target building, foundation models (FMs) represent a promising technology…

Time series forecasting plays a critical role in decision-making across many real-world applications. Unlike data in vision and language domains, time series data is inherently tied to the evolution of underlying processes and can only…

Machine Learning · Computer Science 2026-02-03 Suhan Guo , Bingxu Wang , Shaodan Zhang , Furao Shen

Modeling stochastic and irregularly sampled time series is a challenging problem found in a wide range of applications, especially in medicine. Neural stochastic differential equations (Neural SDEs) are an attractive modeling technique for…

Machine Learning · Computer Science 2025-02-05 Xi Zhang , Yuan Pu , Yuki Kawamura , Andrew Loza , Yoshua Bengio , Dennis L. Shung , Alexander Tong

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

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 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
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