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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

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 have recently gained a lot of attention due to their ability to model complex time series data encompassing different domains including traffic, energy, and weather. Although they exhibit strong average…

Machine Learning · Computer Science 2026-01-21 Shivani Tomar , Seshu Tirupathi , Elizabeth Daly , Ivana Dusparic

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

Time Series Foundation Models (TSFMs) have shown significant impact through their model capacity, scalability, and zero-shot generalization. However, due to the heterogeneity of inter-variate dependencies and the backbone scalability on…

Machine Learning · Computer Science 2025-10-15 Guo Qin , Zhi Chen , Yong Liu , Zhiyuan Shi , Haixuan Liu , Xiangdong Huang , Jianmin Wang , Mingsheng Long

Time series foundation models (TSFMs) have become increasingly popular for zero-shot forecasting. However, for a new time series domain not fully covered by the pretraining set, performance can suffer. Therefore, when a practitioner cares…

Machine Learning · Computer Science 2026-03-04 Thomas L. Lee , Edoardo M. Ponti , Amos Storkey

We investigate input normalization methods for Time-Series Foundation Models (TSFMs). While normalization is well-studied in dataset-specific time-series models, it remains overlooked in TSFMs where generalization is critical. Time-series…

Machine Learning · Computer Science 2026-01-30 Ihab Ahmed , Denis Krompaß , Cheng Feng , Volker Tresp

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:…

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) have introduced zero-shot prediction capabilities that bypass the need for task-specific training. Whether these capabilities translate to mission-critical applications such as electricity demand…

Machine Learning · Computer Science 2026-02-12 Luigi Simeone

Pretrained time series models, capable of zero-shot forecasting, have demonstrated significant potential in enhancing both the performance and accessibility of time series forecasting. However, existing pretrained models either do not…

We investigate the effectiveness of time series foundation models (TSFMs) for crowd flow prediction, focusing on Moirai and TimesFM. Evaluated on three real-world mobility datasets-Bike NYC, Taxi Beijing, and Spanish national OD flows-these…

Machine Learning · Computer Science 2025-07-02 Massimiliano Luca , Ciro Beneduce , Bruno Lepri

In-context learning, the ability of large language models to perform tasks using only examples provided in the prompt, has recently been adapted for time series forecasting. This paradigm enables zero-shot prediction, where past values…

Machine Learning · Computer Science 2025-11-04 Andreas Auer , Patrick Podest , Daniel Klotz , Sebastian Böck , Günter Klambauer , Sepp Hochreiter

Modern IoT deployments for environmental sensing produce high volume spatiotemporal data to support downstream tasks such as forecasting, typically powered by machine learning models. While existing filtering and strategic deployment…

Machine Learning · Computer Science 2025-12-02 Ragini Gupta , Naman Raina , Bo Chen , Li Chen , Claudiu Danilov , Josh Eckhardt , Keyshla Bernard , Klara Nahrstedt

Time series foundation models (TSFMs) require diverse, real-world datasets to adapt across varying domains and temporal frequencies. However, current large-scale datasets predominantly focus on low-frequency time series with sampling…

Machine Learning · Computer Science 2026-04-22 Subina Khanal , Seshu Tirupathi , Merim Dzaferagic , Marco Ruffini , Torben Bach Pedersen

Time series foundation models (TSFMs) such as Lag-Llama, TimeGPT, Chronos, MOMENT, UniTS, and TimesFM have shown strong generalization and zero-shot capabilities for time series forecasting, anomaly detection, classification, and…

Machine Learning · Computer Science 2025-08-26 Dhruv D. Modi , Rong Pan

Forecasting agricultural markets remains challenging due to nonlinear dynamics, structural breaks, and sparse data. A long-standing belief holds that simple time-series methods outperform more advanced alternatives. This paper provides the…

Econometrics · Economics 2026-01-21 Le Wang , Boyuan Zhang

Accurate forecasting of sequential data streams is a cornerstone of modern Web services, supporting applications such as traffic management, user behavior modeling, and online anomaly prevention. However, in many Web environments, new…

Machine Learning · Computer Science 2026-02-02 Shichao Ma , Zhengyang Zhou , Qihe Huang , Binwu Wang , Yang Wang

Demographic shifts, influenced by globalization, economic conditions, geopolitical events, and environmental factors, pose significant challenges for policymakers and researchers. Accurate demographic forecasting is essential for informed…

Machine Learning · Computer Science 2025-08-20 Aditya Akella , Jonathan Farah

Foundation Models are designed to serve as versatile embedding machines, with strong zero shot capabilities and superior generalization performance when fine-tuned on diverse downstream tasks. While this is largely true for language and…

Machine Learning · Computer Science 2025-10-08 Nouha Karaouli , Denis Coquenet , Elisa Fromont , Martial Mermillod , Marina Reyboz