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相关论文: Benchmarking Time Series Forecasting Models: From …

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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:…

The Everglades play a crucial role in flood and drought regulation, water resource planning, and ecosystem management in the surrounding regions. However, traditional physics-based and statistical methods for predicting water levels often…

机器学习 · 计算机科学 2025-08-08 Rahuul Rangaraj , Jimeng Shi , Azam Shirali , Rajendra Paudel , Yanzhao Wu , Giri Narasimhan

Time series data is being used everywhere, from sales records to patients' health evolution metrics. The ability to deal with this data has become a necessity, and time series analysis and forecasting are used for the same. Every Machine…

机器学习 · 计算机科学 2022-11-29 Rameshwar Garg , Shriya Barpanda , Girish Rao Salanke N S , Ramya S

Time series forecasting plays an increasingly important role in modern business decisions. In today's data-rich environment, people often aim to choose the optimal forecasting model for their data. However, identifying the optimal model…

应用统计 · 统计学 2021-12-17 Xixi Li , Fotios Petropoulos , Yanfei Kang

Accurate electricity price forecasting (EPF) is crucial for effective decision-making in power trading on the spot market. While recent advances in generative artificial intelligence (GenAI) and pre-trained large language models (LLMs) have…

机器学习 · 计算机科学 2025-08-21 Timothée Hornek Amir Sartipi , Igor Tchappi , Gilbert Fridgen

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,…

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

This study investigates zero-shot forecasting capabilities of Time Series Foundation Models (TSFMs) for macroeconomic indicators. We apply TSFMs to forecasting economic indicators under univariate conditions, bypassing the need for train…

机器学习 · 计算机科学 2025-11-05 Jittarin Jetwiriyanon , Teo Susnjak , Surangika Ranathunga

Large language models (LLMs) have been applied in many fields and have developed rapidly in recent years. As a classic machine learning task, time series forecasting has recently been boosted by LLMs. Recent works treat large language…

计算与语言 · 计算机科学 2024-12-31 Hua Tang , Chong Zhang , Mingyu Jin , Qinkai Yu , Zhenting Wang , Xiaobo Jin , Yongfeng Zhang , Mengnan Du

Large models have shown unprecedented capabilities in natural language processing, image generation, and most recently, time series forecasting. This leads us to ask the question: treating market prices as a time series, can large models be…

计算金融 · 定量金融 2024-12-16 Xinghong Fu , Masanori Hirano , Kentaro Imajo

This study explores the potential of zero-shot time series forecasting, an innovative approach leveraging pre-trained foundation models, to forecast mortality rates without task-specific fine-tuning. We evaluate two state-of-the-art…

机器学习 · 计算机科学 2025-05-21 Gabor Petnehazi , Laith Al Shaggah , Jozsef Gall , Bernadett Aradi

Accurate travel products price forecasting is a highly desired feature that allows customers to take informed decisions about purchases, and companies to build and offer attractive tour packages. Thanks to machine learning (ML), it is now…

应用统计 · 统计学 2021-06-10 Rosa Candela , Pietro Michiardi , Maurizio Filippone , Maria A. Zuluaga

Company fundamentals are key to assessing companies' financial and overall success and stability. Forecasting them is important in multiple fields, including investing and econometrics. While statistical and contemporary machine learning…

统计金融 · 定量金融 2025-06-04 Felix Divo , Eric Endress , Kevin Endler , Kristian Kersting , Devendra Singh Dhami

The explosion of Time Series (TS) data, driven by advancements in technology, necessitates sophisticated analytical methods. Modern management systems increasingly rely on analyzing this data, highlighting the importance of effcient…

机器学习 · 计算机科学 2025-03-27 Seyedeh Azadeh Fallah Mortezanejad , Ruochen Wang

Time series analysis stands as a focal point within the data mining community, serving as a cornerstone for extracting valuable insights crucial to a myriad of real-world applications. Recent advances in Foundation Models (FMs) have…

机器学习 · 计算机科学 2024-06-19 Yuxuan Liang , Haomin Wen , Yuqi Nie , Yushan Jiang , Ming Jin , Dongjin Song , Shirui Pan , Qingsong Wen

Unlike natural language processing and computer vision, the development of Foundation Models (FMs) for time series forecasting is blocked due to data scarcity. While recent efforts are focused on building such FMs by unlocking the potential…

机器学习 · 计算机科学 2024-10-10 Qingxiang Liu , Xu Liu , Chenghao Liu , Qingsong Wen , Yuxuan Liang

Spatio-temporal forecasting plays a crucial role in various sectors such as transportation systems, logistics, and supply chain management. However, existing methods are limited by their ability to handle large, complex datasets. To…

机器学习 · 计算机科学 2024-08-27 Sakhinana Sagar Srinivas , Chidaksh Ravuru , Geethan Sannidhi , Venkataramana Runkana

Time series analysis is crucial for understanding dynamics of complex systems. Recent advances in foundation models have led to task-agnostic Time Series Foundation Models (TSFMs) and Large Language Model-based Time Series Models (TSLLMs),…

Forecasting agricultural markets remains challenging due to nonlinear dynamics, structural breaks, and sparse data. A long-standing belief holds that simple time-series methods outperform more advanced alternatives. This paper provides the…

计量经济学 · 经济学 2026-01-21 Le Wang , Boyuan Zhang

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…

应用统计 · 统计学 2022-07-11 Thiyanga S. Talagala , Feng Li , Yanfei Kang