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We introduce MOMENT, a family of open-source foundation models for general-purpose time series analysis. Pre-training large models on time series data is challenging due to (1) the absence of a large and cohesive public time series…

Machine Learning · Computer Science 2024-10-11 Mononito Goswami , Konrad Szafer , Arjun Choudhry , Yifu Cai , Shuo Li , Artur Dubrawski

Time series forecasting is critical across finance, healthcare, and cloud computing, yet progress is constrained by a fundamental bottleneck: the scarcity of large-scale, high-quality benchmarks. To address this gap, we introduce…

Machine Learning · Computer Science 2026-03-30 Siqiao Xue , Zhaoyang Zhu , Wei Zhang , Rongyao Cai , Rui Wang , Yixiang Mu , Fan Zhou , Jianguo Li , Peng Di , Hang Yu

Time series forecasting plays a significant role in finance, energy, meteorology, and IoT applications. Recent studies have leveraged the generalization capabilities of large language models (LLMs) to adapt to time series forecasting,…

Machine Learning · Computer Science 2026-05-12 Hao Liu , Xiaoxing Zhang , Chun Yang , Xiaobin Zhu

Time series foundation models (TSFMs) have recently achieved remarkable success in universal forecasting by leveraging large-scale pretraining on diverse time series data. Complementing this progress, incorporating frequency-domain…

Machine Learning · Computer Science 2026-04-14 Shunyu Wu , Jiawei Huang , Weibin Feng , Boxin Li , Xiao Zhang , Erli Meng , Dan Li , Jian Lou , See-Kiong Ng

Real-world time series exhibit complex and evolving dynamics, making accurate forecasting extremely challenging. Recent multi-modal forecasting methods leverage textual information such as news reports to improve prediction, but most rely…

Machine Learning · Computer Science 2026-01-30 Lige Zhang , Ali Maatouk , Jialin Chen , Leandros Tassiulas , Rex Ying

Multivariate Time Series (MTS) forecasting plays a vital role in a wide range of applications. Recently, Spatial-Temporal Graph Neural Networks (STGNNs) have become increasingly popular MTS forecasting methods. STGNNs jointly model the…

Machine Learning · Computer Science 2022-08-17 Zezhi Shao , Zhao Zhang , Fei Wang , Yongjun Xu

Conventional time-series forecasting methods typically aim to minimize overall prediction error, without accounting for the varying importance of different forecast ranges in downstream applications. We propose a training methodology that…

Machine Learning · Computer Science 2025-08-15 Luca-Andrei Fechete , Mohamed Sana , Fadhel Ayed , Nicola Piovesan , Wenjie Li , Antonio De Domenico , Tareq Si Salem

While modern best practices advocate for scalable architectures that support long-range interactions, object-centric models are yet to fully embrace these architectures. In particular, existing object-centric models for handling sequential…

Machine Learning · Computer Science 2024-02-28 Gautam Singh , Yue Wang , Jiawei Yang , Boris Ivanovic , Sungjin Ahn , Marco Pavone , Tong Che

In recent years, numerous Transformer-based models have been applied to long-term time-series forecasting (LTSF) tasks. However, recent studies with linear models have questioned their effectiveness, demonstrating that simple linear layers…

Machine Learning · Computer Science 2024-08-20 Jiaheng Yin , Zhengxin Shi , Jianshen Zhang , Xiaomin Lin , Yulin Huang , Yongzhi Qi , Wei Qi

State Space Models (SSMs) have emerged as a potent tool in sequence modeling tasks in recent years. These models approximate continuous systems using a set of basis functions and discretize them to handle input data, making them well-suited…

Machine Learning · Computer Science 2024-07-16 Jiaxi Hu , Disen Lan , Ziyu Zhou , Qingsong Wen , Yuxuan Liang

In order to support the advancement of machine learning methods for predicting time-series data, we present a comprehensive dataset designed explicitly for long-term time-series forecasting. We incorporate a collection of datasets obtained…

Machine Learning · Computer Science 2023-09-29 Jacek Cyranka , Szymon Haponiuk

This work studies the problem of time series analysis with generalist (or foundation) models, which are models trained across many data domains. Drawing inspiration from the widespread success of large language models, we consider the…

Machine Learning · Computer Science 2025-01-03 Sabera Talukder , Yisong Yue , Georgia Gkioxari

Frontier models increasingly adopt Mixture-of-Experts (MoE) architectures to achieve large-model performance at reduced cost. However, training MoE models on HPC platforms is hindered by large memory footprints, frequent large-scale…

Distributed, Parallel, and Cluster Computing · Computer Science 2026-05-07 Sajal Dash , Feiyi Wang

The Mixture of Experts (MoE) models are an emerging class of sparsely activated deep learning models that have sublinear compute costs with respect to their parameters. In contrast with dense models, the sparse architecture of MoE offers…

Pre-trained models exhibit strong generalization to various downstream tasks. However, given the numerous models available in the model hub, identifying the most suitable one by individually fine-tuning is time-consuming. In this paper, we…

Machine Learning · Computer Science 2026-03-10 Tengxue Zhang , Biao Ouyang , Yang Shu , Xinyang Chen , Chenjuan Guo , Bin Yang

Large language models have achieved remarkable success in time series prediction tasks, but their substantial computational and memory requirements limit deployment on lightweight platforms. In this paper, we propose the Symbolic Transition…

Machine Learning · Computer Science 2026-02-03 Namkyung Yoon , Hwangnam Kim

Very large time series are increasingly available from an ever wider range of IoT-enabled sensors, from which significant insights can be obtained through mining temporal patterns from them. A useful type of patterns found in many…

Databases · Computer Science 2023-01-10 Van Long Ho , Nguyen Ho , Torben Bach Pedersen

Real-world time-series datasets are often multivariate with complex dynamics. To capture this complexity, high capacity architectures like recurrent- or attention-based sequential deep learning models have become popular. However, recent…

Machine Learning · Computer Science 2023-09-12 Si-An Chen , Chun-Liang Li , Nate Yoder , Sercan O. Arik , Tomas Pfister

Time series forecasting has long been dominated by model-centric approaches that formulate prediction as a single-pass mapping from historical observations to future values. Despite recent progress, such formulations often struggle in…

Machine Learning · Computer Science 2026-02-17 Xiaoyu Tao , Mingyue Cheng , Chuang Jiang , Tian Gao , Huanjian Zhang , Yaguo Liu

Spiking neural networks (SNNs), inspired by the spiking behavior of biological neurons, provide a unique pathway for capturing the intricacies of temporal data. However, applying SNNs to time-series forecasting is challenging due to…

Neural and Evolutionary Computing · Computer Science 2024-05-30 Changze Lv , Yansen Wang , Dongqi Han , Xiaoqing Zheng , Xuanjing Huang , Dongsheng Li