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Time series foundation models (TSFMs) demonstrate impressive zero-shot performance for time series forecasting. However, an important yet underexplored challenge is how to effectively finetune TSFMs on specific downstream tasks. While naive…

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

Financial time series forecasting is central to trading, portfolio optimization, and risk management, yet it remains challenging due to noisy, non-stationary, and heterogeneous data. Recent advances in time series foundation models (TSFMs),…

Computational Finance · Quantitative Finance 2025-11-25 Eghbal Rahimikia , Hao Ni , Weiguan Wang

Time series anomaly detection is essential for the reliable operation of complex systems, but most existing methods require extensive task-specific training. We explore whether time series foundation models (TSFMs), pretrained on large…

Machine Learning · Computer Science 2026-01-05 Miseon Park , Kijung Yoon

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

Time series foundation models (TSFMs) have demonstrated increasing capabilities due to their extensive pretraining on large volumes of diverse time series data. Consequently, the quality of time series data is crucial to TSFM performance,…

Machine Learning · Computer Science 2026-03-11 Shunyu Wu , Tianyue Li , Yixuan Leng , Jingyi Suo , Jian Lou , Dan Li , See-Kiong Ng

Financial time series forecasting presents significant challenges due to complex nonlinear relationships, temporal dependencies, variable interdependencies and limited data availability, particularly for tasks involving low-frequency data,…

General Finance · Quantitative Finance 2025-07-11 Ben A. Marconi

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 foundation models (TSFMs) offer strong zero-shot forecasting via large-scale pre-training, yet fine-tuning remains critical for boosting performance in domains with limited public data. With the growing number of TSFMs,…

Machine Learning · Computer Science 2025-09-30 Qingren Yao , Ming Jin , Chengqi Zhang , Chao-Han Huck Yang , Jun Qi , Shirui Pan

Process Model Forecasting (PMF) aims to predict how the control-flow structure of a process evolves over time by modeling the temporal dynamics of directly-follows (DF) relations, complementing predictive process monitoring that focuses on…

Machine Learning · Computer Science 2025-12-09 Yongbo Yu , Jari Peeperkorn , Johannes De Smedt , Jochen De Weerdt

Decision-making in building energy systems critically depends on the predictive accuracy of relevant time-series models. In scenarios lacking extensive data from a target building, foundation models (FMs) represent a promising technology…

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

Time series forecasting plays a crucial role in data mining, driving rapid advancements across numerous industries. With the emergence of large models, time series foundation models (TSFMs) have exhibited remarkable generalization…

Machine Learning · Computer Science 2024-12-31 Huanyu Zhang , Chang Xu , Yi-Fan Zhang , Zhang Zhang , Liang Wang , Jiang Bian , Tieniu Tan

To advance time series forecasting (TSF), various methods have been proposed to improve prediction accuracy, evolving from statistical techniques to data-driven deep learning architectures. Despite their effectiveness, most existing methods…

Machine Learning · Computer Science 2026-04-21 Yitong Zhou , Yucong Luo , Mingyue Cheng , Qi Liu , Jiahao Wang , Daoyu Wang , Enhong Chen

Supervised fine-tuning (SFT) of foundation models often leads to poor generalization, where prior capabilities deteriorate after tuning on new tasks or domains. Inspired by trust-region policy optimization (TRPO) and proximal policy…

Machine Learning · Computer Science 2026-04-14 Wenhong Zhu , Ruobing Xie , Rui Wang , Xingwu Sun , Di Wang , Pengfei Liu

Time Series foundation models (TSFMs) deliver strong forecasting performance through large-scale pretraining, but their large parameter sizes make deployment costly. While knowledge distillation offers a natural and effective approach for…

Machine Learning · Computer Science 2026-01-21 Yuqi Li , Kuiye Ding , Chuanguang Yang , Szu-Yu Chen , Yingli Tian

While recent advances in machine learning have equipped Weather Foundation Models (WFMs) with substantial generalization capabilities across diverse downstream tasks, the escalating computational requirements associated with their expanding…

Time Series Forecasting (TSF) is key functionality in numerous fields, such as financial investment, weather services, and energy management. Although increasingly capable TSF methods occur, many of them require domain-specific data…

Machine Learning · Computer Science 2025-06-13 Zhe Li , Xiangfei Qiu , Peng Chen , Yihang Wang , Hanyin Cheng , Yang Shu , Jilin Hu , Chenjuan Guo , Aoying Zhou , Christian S. Jensen , Bin Yang

Multi-task and few-shot time series forecasting tasks are commonly encountered in scenarios such as the launch of new products in different cities. However, traditional time series forecasting methods suffer from insufficient historical…

Machine Learning · Computer Science 2025-06-25 Pengpeng Ouyang , Dong Chen , Tong Yang , Shuo Feng , Zhao Jin , Mingliang Xu

While recent advancements in foundation models have significantly impacted machine learning, rigorous tests on the performance of time series foundation models (TSFMs) remain largely underexplored. This paper presents an empirical study…

Machine Learning · Computer Science 2025-01-09 Syamantak Datta Gupta
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