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Industrial time-series, as a structural data responds to production process information, can be utilized to perform data-driven decision-making for effective monitoring of industrial production process. However, there are some challenges…

Time series foundation models (TSFMs) are a class of potentially powerful, general-purpose tools for time series forecasting and related temporal tasks, but their behavior is strongly shaped by subtle inductive biases in their design.…

Foundation models (FMs) have shown prominent success in a wide range of tasks. Their applicability to specific domain-task pairings relies on the availability of, both, high-quality data and significant computational resources. These…

In order to enhance the performance of Transformer models for long-term multivariate forecasting while minimizing computational demands, this paper introduces the Joint Time-Frequency Domain Transformer (JTFT). JTFT combines time and…

Multi-horizon forecasting problems often contain a complex mix of inputs -- including static (i.e. time-invariant) covariates, known future inputs, and other exogenous time series that are only observed historically -- without any prior…

Conventional time-series forecasting methods typically aim to minimize overall prediction error, without accounting for the varying importance of different forecast ranges in downstream applications. We propose a training methodology that…

In medical contexts, the imbalanced data distribution in long-tailed datasets, due to scarce labels for rare diseases, greatly impairs the diagnostic accuracy of deep learning models. Recent multimodal text-image supervised foundation…

Multivariate time series forecasting (MTSF) seeks to model temporal dynamics among variables to predict future trends. Transformer-based models and large language models (LLMs) have shown promise due to their ability to capture long-range…

Recent studies have shown that by introducing prior knowledge, multi-scale analysis of complex and non-stationary time series in real environments can achieve good results in the field of long-term forecasting. However, affected by…

Advances in time-series forecasting are driving a shift from conventional machine learning models to foundation models (FMs) that are trained with generalized knowledge. However, existing FMs still perform poorly in the energy fields, such…

Transformer-based methods have achieved impressive results in time series forecasting. However, existing Transformers still exhibit limitations in sequence modeling as they tend to overemphasize temporal dependencies. This incurs additional…

Irregular multivariate time series forecasting (IMTSF) is challenging due to non-uniform sampling and variable asynchronicity. These irregularities violate the equidistant assumptions of standard models, hindering local temporal modeling…

Multivariate time series forecasting is crucial across various industries, where accurate extraction of complex periodic and trend components can significantly enhance prediction performance. However, existing models often struggle to…

Multi-dimensional time series data, such as matrix and tensor-variate time series, are increasingly prevalent in fields such as economics, finance, and climate science. Traditional Transformer models, though adept with sequential data, do…

Multivariate time-series (MTS) forecasting is fundamental to applications ranging from urban mobility and resource management to climate modeling. While recent generative models based on denoising diffusion have advanced state-of-the-art…

Non-stationarity is a fundamental challenge in multivariate long-term time series forecasting, often manifested as rapid changes in amplitude and phase. These variations lead to severe distribution shifts and consequently degrade predictive…

Time-Series Foundation Models (TSFMs) are rapidly transitioning from research prototypes to core components of critical decision-making systems, driven by their impressive zero-shot forecasting capabilities. However, as their deployment…

Time Series Foundation Models (TSFMs) leverage extensive pretraining to accurately predict unseen time series during inference, without the need for task-specific fine-tuning. Through large-scale evaluations on standard benchmarks, we find…

Time-Series Foundation Models (TSFMs) excel at zero-shot unimodal forecasting using numerical data, but unlike LLMs they cannot consume multimodal, non-numerical context that often shape real-world trajectories. In this work, we bridge this…

Large vision models (LVMs) have recently proven to be surprisingly effective time series forecasters, simply by rendering temporal data as images. This success, how ever, rests on a largely unexamined premise: the rendered time series…