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Data generation-based zero-shot learning, although effective in training Small Task-specific Models (STMs) via synthetic datasets generated by Pre-trained Language Models (PLMs), is often limited by the low quality of such synthetic…

Computation and Language · Computer Science 2024-06-19 Tianyuan Zou , Yang Liu , Peng Li , Jianqing Zhang , Jingjing Liu , Ya-Qin Zhang

Accurate household electricity short-term load forecasting (STLF) is key to future and sustainable energy systems. While various studies have analyzed statistical, machine learning, or deep learning approaches for household electricity…

Computational Engineering, Finance, and Science · Computer Science 2026-01-09 Marcel Meyer , David Zapata , Sascha Kaltenpoth , Oliver Müller

Learning time series foundation models has been shown to be a promising approach for zero-shot time series forecasting across diverse time series domains. Insofar as scaling has been a critical driver of performance of foundation models in…

Machine Learning · Computer Science 2026-02-20 Xinghong Fu , Yanhong Li , Georgios Papaioannou , Yoon Kim

Existing data-driven approaches in modeling and predicting time series data include ARIMA (Autoregressive Integrated Moving Average), Transformer-based models, LSTM (Long Short-Term Memory) and TCN (Temporal Convolutional Network). These…

Machine Learning · Computer Science 2025-12-09 Saroj Gopali , Bipin Chhetri , Deepika Giri , Sima Siami-Namini , Akbar Siami Namin

Time series analysis is crucial for understanding dynamics of complex systems. Recent advances in foundation models have led to task-agnostic Time Series Foundation Models (TSFMs) and Large Language Model-based Time Series Models (TSLLMs),…

Machine Learning · Computer Science 2025-03-17 Xu Liu , Taha Aksu , Juncheng Liu , Qingsong Wen , Yuxuan Liang , Caiming Xiong , Silvio Savarese , Doyen Sahoo , Junnan Li , Chenghao Liu

Foundation models for zero-shot time series forecasting face challenges in efficient long-horizon prediction and reproducibility, with existing synthetic-only approaches underperforming on challenging benchmarks. This paper presents…

Machine Learning · Computer Science 2026-02-06 Vladyslav Moroshan , Julien Siems , Arber Zela , Timur Carstensen , Frank Hutter

Adapting Foundation Models (FMs) for downstream tasks through Federated Learning (FL) emerges a promising strategy for protecting data privacy and valuable FMs. Existing methods fine-tune FM by allocating sub-FM to clients in FL, however,…

Machine Learning · Computer Science 2024-04-30 Zhaopeng Peng , Xiaoliang Fan , Yufan Chen , Zheng Wang , Shirui Pan , Chenglu Wen , Ruisheng Zhang , Cheng Wang

Time series foundation models (TSFMs) have shown strong results on public benchmarks, prompting comparisons to a "BERT moment" for time series. Their effectiveness in industrial settings, however, remains uncertain. We examine why TSFMs…

Time series foundation models provide a universal solution for generating forecasts to support optimization problems in energy systems. Those foundation models are typically trained in a prediction-focused manner to maximize forecast…

Pretrained machine learning models need to be adapted to distribution shifts when deployed in new target environments. When obtaining labeled data from the target distribution is expensive, few-shot adaptation with only a few examples from…

Machine Learning · Computer Science 2024-05-31 Yihao Xue , Ali Payani , Yu Yang , Baharan Mirzasoleiman

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

Financial time series forecasting is particularly challenging for transformer-based time series foundation models (TSFMs) due to non-stationarity, heavy-tailed distributions, and high-frequency noise present in data. Low-rank adaptation…

Machine Learning · Computer Science 2026-02-02 Anthony Bolton , Wuyang Zhou , Zehua Chen , Giorgos Iacovides , Danilo Mandic

Large time series models (LTMs) have emerged as powerful tools for universal forecasting, yet they often struggle with the inherent diversity and nonstationarity of real-world time series data, leading to an unsatisfactory trade-off between…

Machine Learning · Computer Science 2026-03-03 Yunzhong Qiu , Zhiyao Cen , Zhongyi Pei , Chen Wang , Jianmin Wang

Accurate forecasting of electric load and renewable generation is essential for reliable and cost effective power system operations. Recent advances in transformer based and foundation machine learning models, driven by large scale…

Systems and Control · Electrical Eng. & Systems 2026-04-27 Muhy Eddin Za'ter , Bri-Mathias Hodge

Multivariate time series forecasting is crucial across various industries, where accurate extraction of complex periodic and trend components can significantly enhance prediction performance. However, existing models often struggle to…

Machine Learning · Computer Science 2025-05-08 Yulong Wang , Yushuo Liu , Xiaoyi Duan , Kai Wang

Forecasting models that are trained across sets of many time series, known as Global Forecasting Models (GFM), have shown recently promising results in forecasting competitions and real-world applications, outperforming many…

Machine Learning · Computer Science 2020-08-07 Kasun Bandara , Hansika Hewamalage , Yuan-Hao Liu , Yanfei Kang , Christoph Bergmeir

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

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

Deep neural networks often encounter significant performance drops while facing with domain shifts between training (source) and test (target) data. To address this issue, Test Time Adaptation (TTA) methods have been proposed to adapt…

Computer Vision and Pattern Recognition · Computer Science 2025-12-09 Siqi Luo , Yi Xin , Yuntao Du , Tao Tan , Guangtao Zhai , Xiaohong Liu

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