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The ubiquity of missing data in urban intelligence systems, attributable to adverse environmental conditions and equipment failures, poses a significant challenge to the efficacy of downstream applications, notably in the realms of traffic…

Machine Learning · Computer Science 2026-05-25 Songyu Ke , Chenyu Wu , Yuxuan Liang , Huiling Qin , Junbo Zhang , Yu Zheng

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

In-context learning, the ability of large language models to perform tasks using only examples provided in the prompt, has recently been adapted for time series forecasting. This paradigm enables zero-shot prediction, where past values…

Machine Learning · Computer Science 2025-11-04 Andreas Auer , Patrick Podest , Daniel Klotz , Sebastian Böck , Günter Klambauer , Sepp Hochreiter

This paper introduces a novel meta-learning algorithm for time series forecast model performance prediction. We model the forecast error as a function of time series features calculated from the historical time series with an efficient…

Applications · Statistics 2022-07-11 Thiyanga S. Talagala , Feng Li , Yanfei Kang

Time Series Foundation Models (TSFMs) have recently emerged as general-purpose forecasting models and show considerable potential for applications in energy systems. However, applications in critical infrastructure like power grids require…

Machine Learning · Computer Science 2026-05-01 Matthias Hertel , Alexandra Nikoltchovska , Sebastian Pütz , Ralf Mikut , Benjamin Schäfer , Veit Hagenmeyer

Geometric data pruning methods, while practical for leveraging pretrained models, are fundamentally unstable. Their reliance on extrinsic geometry renders them highly sensitive to latent space perturbations, causing performance to degrade…

Machine Learning · Computer Science 2026-05-11 Arjun Roy , Prajna G. Malettira , Manish Nagaraj , Kaushik Roy

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 forecasting presents significant challenges in real-world applications across various domains. Building upon the decomposition of the time series, we enhance the architecture of machine learning models for better multivariate…

Machine Learning · Computer Science 2026-02-24 Sanjeev Panta , Xu Yuan , Li Chen , Nian-Feng Tzeng

In artificial-intelligence-aided signal processing, existing deep learning models often exhibit a black-box structure, and their validity and comprehensibility remain elusive. The integration of topological methods, despite its relatively…

Machine Learning · Computer Science 2023-11-28 Pingyao Feng , Siheng Yi , Qingrui Qu , Zhiwang Yu , Yifei Zhu

As the role played by statistical and computational sciences in climate and environmental modelling and prediction becomes more important, Machine Learning researchers are becoming more aware of the relevance of their work to help tackle…

Machine Learning · Statistics 2020-12-23 Federico Amato , Fabian Guignard , Sylvain Robert , Mikhail Kanevski

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

Time series forecasting plays a vital role across scientific, industrial, and environmental domains, especially when dealing with high-dimensional and nonlinear systems. While Transformer-based models have recently achieved state-of-the-art…

Machine Learning · Computer Science 2025-08-05 Ali Forootani , Mohammad Khosravi , Masoud Barati

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

Accurate forecasting of sequential data streams is a cornerstone of modern Web services, supporting applications such as traffic management, user behavior modeling, and online anomaly prevention. However, in many Web environments, new…

Machine Learning · Computer Science 2026-02-02 Shichao Ma , Zhengyang Zhou , Qihe Huang , Binwu Wang , Yang Wang

Providing long-range forecasts is a fundamental challenge in time series modeling, which is only compounded by the challenge of having to form such forecasts when a time series has never previously been observed. The latter challenge is the…

Machine Learning · Statistics 2018-08-28 Christopher Xie , Alex Tank , Alec Greaves-Tunnell , Emily Fox

The paper introduces a novel topological method for prediction and modeling for a nonlinear time--series that exhibit recurring patterns. According to the model, global manifold of the reconstructed state--space can be approximated by a few…

Chaotic Dynamics · Physics 2017-11-21 Sajini Anand P S , Prabhakar G Vaidya

Recent advancements in long-term time series forecasting (LTSF) have primarily focused on capturing cross-time and cross-variate (channel) dependencies within historical data. However, a critical aspect often overlooked by many existing…

Machine Learning · Computer Science 2024-12-03 Chaolv Zeng , Yuan Tian , Guanjie Zheng , Yunjun Gao

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 in power systems often involves multivariate time series with complex dependencies and strict privacy constraints across regions. Traditional forecasting methods require significant expert knowledge and struggle to generalize…

Machine Learning · Computer Science 2026-01-21 Ren He , Yinliang Xu , Jinfeng Wang , Jeremy Watson , Jian Song

Effective resource allocation in higher education depends on reliable enrolment forecasts, yet institutional planners frequently face data series disrupted by structural shifts. This paper investigates whether zero-shot Time Series…

Artificial Intelligence · Computer Science 2026-04-28 Jittarin Jetwiriyanon , Teo Susnjak , Surangika Ranathunga