Related papers: Impermanent: A Live Benchmark for Temporal General…
Temporal reasoning is the task of predicting temporal relations of event pairs. While temporal reasoning models can perform reasonably well on in-domain benchmarks, we have little idea of these systems' generalizability due to existing…
We develop a novel continuous-time asymptotic framework for inference on whether the predictive ability of a given forecast model remains stable over time. We formally define forecast instability from the economic forecaster's perspective…
The rapid advancement of Large Language Models (LLMs) has led to the development of benchmarks that consider temporal dynamics, however, there remains a gap in understanding how well these models can generalize across temporal contexts due…
The recent surge in Time Series Foundation Models has rapidly advanced the field, yet the heterogeneous training setups across studies make it difficult to attribute improvements to architectural innovations versus data engineering. In this…
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…
Transformers have demonstrated impressive strength in long-term series forecasting. Existing prediction research mostly focused on mapping past short sub-series (lookback window) to future series (forecast window). The longer training…
Recent research on time-series foundation models (TSFMs) has underscored the scarcity of real-world data, often supplemented with synthetic sources in existing datasets, whose generalizability remains however debated. As such, in this work,…
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…
This paper is concerned with online time series forecasting, where unknown distribution shifts occur over time, i.e., latent variables influence the mapping from historical to future observations. To develop an automated way of online time…
Time series foundation models (FMs) have emerged as a popular paradigm for zero-shot multi-domain forecasting. These models are trained on numerous diverse datasets and claim to be effective forecasters across multiple different time series…
Time series anomaly detection is a vital task in many domains, including patient monitoring in healthcare, forecasting in finance, and predictive maintenance in energy industries. This has led to a proliferation of anomaly detection…
A time series represents a set of observations collected over time. Typically, these observations are captured with a uniform sampling frequency (e.g. daily). When data points are observed in uneven time intervals the time series is…
The past decade has witnessed significant advances in time series modeling with deep learning. While achieving state-of-the-art results, the best-performing architectures vary highly across applications and domains. Meanwhile, for natural…
The development of Time-Series Forecasting (TSF) models is often constrained by the lack of comprehensive datasets, especially in Global Station Weather Forecasting (GSWF), where existing datasets are small, temporally short, and spatially…
Performance estimation aims at estimating the loss that a predictive model will incur on unseen data. These procedures are part of the pipeline in every machine learning project and are used for assessing the overall generalisation ability…
Linear models are foundational tools in statistics and ubiquitous across the applied sciences. However, conventional statistical inference -- such as $t$-tests and $F$-tests -- are only valid at fixed sample sizes, making them unsuitable…
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…
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.…
Recent advances in deep learning have driven rapid progress in time series forecasting, yet many state-of-the-art models continue to struggle with robust performance in real-world applications, even when they achieve strong results on…
Time series foundation models are pre-trained on large datasets and are able to achieve state-of-the-art performance in diverse tasks. However, to date, there has been limited work demonstrating how well these models perform in medical…