中文
相关论文

相关论文: Are Time Series Foundation Models Susceptible to C…

200 篇论文

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),…

计算金融 · 定量金融 2025-11-25 Eghbal Rahimikia , Hao Ni , Weiguan Wang

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…

机器学习 · 计算机科学 2025-01-09 Syamantak Datta Gupta

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…

机器学习 · 计算机科学 2025-12-09 Jiawen Zhang , Zhenwei Zhang , Shun Zheng , Xumeng Wen , Jia Li , Jiang Bian

The zero-shot capabilities of foundation models (FMs) for time series forecasting offer promising potentials in conformal prediction, as most of the available data can be allocated to calibration. This study compares the performance of Time…

机器学习 · 计算机科学 2025-07-15 Sami Achour , Yassine Bouher , Duong Nguyen , Nicolas Chesneau

Time series foundational models (TSFM) have gained prominence in time series forecasting, promising state-of-the-art performance across various applications. However, their application in anomaly detection and prediction remains…

机器学习 · 计算机科学 2024-12-30 Chathurangi Shyalika , Harleen Kaur Bagga , Ahan Bhatt , Renjith Prasad , Alaa Al Ghazo , Amit Sheth

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

Time Series Foundation Models (TSFMs) advance generalization and data efficiency in time series forecasting by unified large-scale pretraining. But TSFMs remain lacking when adapting to specific downstream forecasting tasks for two reasons.…

信号处理 · 电气工程与系统科学 2026-05-04 Siyang Li , Yize Chen , Zijie Zhu , Yuxin Pan , Yan Guo , Ming Huang , Hui Xiong

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

Time Series Foundation Models (TSFMs) achieve strong zero-shot forecasting through large-scale pre-training, but adapting them to downstream domains under distribution shift remains challenging. Existing solutions face a trade-off:…

Time series foundation models (FMs) have emerged as a popular paradigm for zero-shot multi-domain forecasting. These models are trained on numerous diverse datasets and claim to be effective forecasters across multiple different time series…

风险管理 · 定量金融 2025-05-19 Anubha Goel , Puneet Pasricha , Martin Magris , Juho Kanniainen

Supervised Fine-Tuning (SFT) is a critical step for enhancing the instruction-following capabilities of Large Language Models (LLMs) and adapting them to specialized domains. However, SFT often leads to a degradation of the model's general…

计算与语言 · 计算机科学 2025-07-01 Fei Ding , Baiqiao Wang

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

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),…

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,…

机器学习 · 计算机科学 2025-09-30 Qingren Yao , Ming Jin , Chengqi Zhang , Chao-Han Huck Yang , Jun Qi , Shirui Pan

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…

机器学习 · 计算机科学 2025-12-23 Lifan Zhao , Yanyan Shen , Zhaoyang Liu , Xue Wang , Jiaji Deng

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…

机器学习 · 计算机科学 2026-01-05 Miseon Park , Kijung Yoon

Foundation Models are designed to serve as versatile embedding machines, with strong zero shot capabilities and superior generalization performance when fine-tuned on diverse downstream tasks. While this is largely true for language and…

机器学习 · 计算机科学 2025-10-08 Nouha Karaouli , Denis Coquenet , Elisa Fromont , Martial Mermillod , Marina Reyboz

Time series foundation models excel at diverse time series forecasting tasks, but their capacity for continuous improvement through incremental learning remains unexplored. We present the first comprehensive study investigating these…

机器学习 · 计算机科学 2025-04-22 Jia Liu , Cheng Jinguo , Xia Fang , Zhenyuan Ma , Yuankai Wu

Catastrophic Forgetting (CF) means models forgetting previously acquired knowledge when learning new data. It compromises the effectiveness of large language models (LLMs) during fine-tuning, yet the underlying causes have not been…

计算与语言 · 计算机科学 2024-06-10 Hongyu Li , Liang Ding , Meng Fang , Dacheng Tao

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…

‹ 上一页 1 2 3 10 下一页 ›