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Multi-fidelity (MF) regression often operates in regimes of extreme data imbalance, where the commonly-used Gaussian-process (GP) surrogates struggle with cubic scaling costs and overfit to sparse high-fidelity observations, limiting…

Machine Learning · Computer Science 2026-02-02 Rosen Ting-Ying Yu , Nicholas Sung , Faez Ahmed

Optimal decision-making in social settings is often based on forecasts from time series (TS) data. Recently, several approaches using deep neural networks (DNNs) such as recurrent neural networks (RNNs) have been introduced for TS…

Machine Learning · Computer Science 2020-11-17 Philippe Chatigny , Jean-Marc Patenaude , Shengrui Wang

Multivariate time-series forecasting plays a crucial role in many real-world applications. It is a challenging problem as one needs to consider both intra-series temporal correlations and inter-series correlations simultaneously. Recently,…

Machine Learning · Computer Science 2021-03-16 Defu Cao , Yujing Wang , Juanyong Duan , Ce Zhang , Xia Zhu , Conguri Huang , Yunhai Tong , Bixiong Xu , Jing Bai , Jie Tong , Qi Zhang

This paper deals with inference and prediction for multiple correlated time series, where one has also the choice of using a candidate pool of contemporaneous predictors for each target series. Starting with a structural model for the…

Machine Learning · Statistics 2018-09-20 S. Rao Jammalamadaka , Jinwen Qiu , Ning Ning

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…

Machine Learning · Computer Science 2024-11-21 Mingzhu Liu , Angela H. Chen , George H. Chen

Tabular data is one of the most ubiquitous modalities, yet the literature on tabular generative foundation models is lagging far behind its text and vision counterparts. Creating such a model is hard, due to the heterogeneous feature spaces…

Machine Learning · Computer Science 2024-06-26 Boris van Breugel , Jonathan Crabbé , Rob Davis , Mihaela van der Schaar

This paper introduces a new approach for Multivariate Time Series forecasting that jointly infers and leverages relations among time series. Its modularity allows it to be integrated with current univariate methods. Our approach allows to…

Machine Learning · Computer Science 2022-03-08 Victor Garcia Satorras , Syama Sundar Rangapuram , Tim Januschowski

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:…

Explosive growth in spatio-temporal data and its wide range of applications have attracted increasing interests of researchers in the statistical and machine learning fields. The spatio-temporal regression problem is of paramount importance…

Machine Learning · Computer Science 2020-09-15 Aniruddha Rajendra Rao , Qiyao Wang , Haiyan Wang , Hamed Khorasgani , Chetan Gupta

Building energy management (BEM) tasks require processing and learning from a variety of time-series data. Existing solutions rely on bespoke task- and data-specific models to perform these tasks, limiting their broader applicability.…

Machine Learning · Computer Science 2025-06-16 Ozan Baris Mulayim , Pengrui Quan , Liying Han , Xiaomin Ouyang , Dezhi Hong , Mario Bergés , Mani Srivastava

The recent development of foundation models for time series data has generated considerable interest in using such models across a variety of applications. Although foundation models achieve state-of-the-art predictive performance, their…

Machine Learning · Computer Science 2026-05-29 Coen Adler , Yuxin Chang , Felix Draxler , Samar Abdi , Padhraic Smyth

Cross-domain generalization is very important in Time Series Forecasting because similar historical information may lead to distinct future trends due to the domain-specific characteristics. Recent works focus on building unimodal time…

Machine Learning · Computer Science 2026-03-10 Xingjian Wu , Jianxin Jin , Wanghui Qiu , Peng Chen , Yang Shu , Bin Yang , Chenjuan Guo

With the growing complexity and dynamics of the mobile communication networks, accurately predicting key system parameters, such as channel state information (CSI), user location, and network traffic, has become essential for a wide range…

Artificial Intelligence · Computer Science 2025-08-06 Yucheng Sheng , Jiacheng Wang , Xingyu Zhou , Le Liang , Hao Ye , Shi Jin , Geoffrey Ye Li

Transformer-based foundation models have emerged as a dominant paradigm in time series analysis, offering unprecedented capabilities in tasks such as forecasting, anomaly detection, classification, trend analysis and many more time series…

Prior-data fitted networks (PFNs) were recently proposed as a new paradigm for machine learning. Instead of training the network to an observed training set, a fixed model is pre-trained offline on small, simulated training sets from a…

Machine Learning · Statistics 2023-05-19 Thomas Nagler

While tabular classification has traditionally relied on from-scratch training, a recent breakthrough called prior-data fitted networks (PFNs) challenges this approach. Similar to large language models, PFNs make use of pretraining and…

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

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,…

Artificial Intelligence · Computer Science 2025-12-01 Lujun Li , Lama Sleem , Yiqun Wang , Yangjie Xu , Niccolò Gentile , Radu State

Motivated by recent advances in large language models for Natural Language Processing (NLP), we design a time-series foundation model for forecasting whose out-of-the-box zero-shot performance on a variety of public datasets comes close to…

Computation and Language · Computer Science 2024-04-19 Abhimanyu Das , Weihao Kong , Rajat Sen , Yichen Zhou

Mislabeled, duplicated, or biased data in real-world scenarios can lead to prolonged training and even hinder model convergence. Traditional solutions prioritizing easy or hard samples lack the flexibility to handle such a variety…

Machine Learning · Computer Science 2023-11-08 Zhijie Deng , Peng Cui , Jun Zhu