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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…

Time series forecasting (TSF) has long been a crucial task in both industry and daily life. Most classical statistical models may have certain limitations when applied to practical scenarios in fields such as energy, healthcare, traffic,…

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:…

Time series forecasting (TSF) is an essential branch of machine learning with various applications. Most methods for TSF focus on constructing different networks to extract better information and improve performance. However, practical…

机器学习 · 计算机科学 2025-02-19 Yanru Sun , Zongxia Xie , Haoyu Xing , Hualong Yu , Qinghua Hu

Synthetic Time Series Generation (TSG) is crucial in a range of applications, including data augmentation, anomaly detection, and privacy preservation. Although significant strides have been made in this field, existing methods exhibit…

机器学习 · 计算机科学 2023-12-08 Yihao Ang , Qiang Huang , Yifan Bao , Anthony K. H. Tung , Zhiyong Huang

While machine learning has witnessed significant advancements, the emphasis has largely been on data acquisition and model creation. However, achieving a comprehensive assessment of machine learning solutions in real-world settings…

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…

机器学习 · 计算机科学 2025-12-09 Yongbo Yu , Jari Peeperkorn , Johannes De Smedt , Jochen De Weerdt

Synthetic time series are essential tools for data augmentation, stress testing, and algorithmic prototyping in quantitative finance. However, in cryptocurrency markets, characterized by 24/7 trading, extreme volatility, and rapid regime…

统计金融 · 定量金融 2025-08-06 Yihao Ang , Qiang Wang , Qiang Huang , Yifan Bao , Xinyu Xi , Anthony K. H. Tung , Chen Jin , Zhiyong Huang

Financial time series (FinTS) record the behavior of human-brain-augmented decision-making, capturing valuable historical information that can be leveraged for profitable investment strategies. Not surprisingly, this area has attracted…

计算工程、金融与科学 · 计算机科学 2026-05-12 Yifan Hu , Yuante Li , Peiyuan Liu , Yuxia Zhu , Naiqi Li , Tao Dai , Shu-tao Xia , Dawei Cheng , Changjun Jiang

Time series forecasting is critical for decision-making across dynamic domains such as energy, finance, transportation, and cloud computing. However, real-world time series often exhibit non-stationarity, including temporal distribution…

机器学习 · 计算机科学 2025-12-01 Junkai Lu , Peng Chen , Chenjuan Guo , Yang Shu , Meng Wang , Bin Yang

Diffusion models, initially developed for image synthesis, demonstrate remarkable generative capabilities. Recently, their application has expanded to time series forecasting (TSF), yielding promising results. Existing surveys on time…

机器学习 · 统计学 2025-09-03 Chen Su , Zhengzhou Cai , Yuanhe Tian , Zhuochao Chang , Zihong Zheng , Yan Song

Machine learning methods have been adopted in the literature as contenders to conventional methods to solve the energy time series forecasting (TSF) problems. Recently, deep learning methods have been emerged in the artificial intelligence…

机器学习 · 计算机科学 2021-08-25 Hala Hamdoun , Alaa Sagheer , Hassan Youness

Time series forecasting has important applications across diverse domains. EasyTime, the system we demonstrate, facilitates easy use of time-series forecasting methods by researchers and practitioners alike. First, EasyTime enables…

Multivariate Time Series Forecasting (MTSF) plays a crucial role across diverse fields, ranging from economic, energy, to traffic. In recent years, deep learning has demonstrated outstanding performance in MTSF tasks. In MTSF, modeling the…

机器学习 · 计算机科学 2026-01-28 Xiangfei Qiu , Hanyin Cheng , Xingjian Wu , Junkai Lu , Jilin Hu , Chenjuan Guo , Christian S. Jensen , Bin Yang

Time series forecasting has widespread applications in urban life ranging from air quality monitoring to traffic analysis. However, accurate time series forecasting is challenging because real-world time series suffer from the distribution…

机器学习 · 计算机科学 2022-07-15 Wenying Duan , Xiaoxi He , Lu Zhou , Lothar Thiele , Hong Rao

Time series forecasting (TSF) possesses great practical values in various fields, including power and energy, transportation, etc. TSF methods have been studied based on knowledge from classical statistics to modern deep learning. Yet, all…

机器学习 · 计算机科学 2025-10-27 Luoxiao Yang , Yun Wang , Xinqi Fan , Israel Cohen , Jingdong Chen , Zijun Zhang

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,…

综合金融 · 定量金融 2025-07-11 Ben A. Marconi

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…

机器学习 · 计算机科学 2025-01-10 HyunGi Kim , Siwon Kim , Jisoo Mok , Sungroh Yoon

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…

机器学习 · 计算机科学 2026-03-30 Siqiao Xue , Zhaoyang Zhu , Wei Zhang , Rongyao Cai , Rui Wang , Yixiang Mu , Fan Zhou , Jianguo Li , Peng Di , Hang Yu

Foundation models have transformed natural language processing and computer vision, and a rapidly growing literature on time-series foundation models (TSFMs) seeks to replicate this success in forecasting. While recent open-source models…

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