相关论文: Re(Visiting) Time Series Foundation Models in Fina…

Recent studies have indicated that vision models pre-trained on images can serve as time series foundation models (TSFMs) by reformulating time series forecasting (TSF) as image reconstruction. However, effective cross-modal transfer from…

New fast estimation methods stemming from control theory lead to a fresh look at time series, which bears some resemblance to "technical analysis". The results are applied to a typical object of financial engineering, namely the forecast of…

Financial time series forecasting is, without a doubt, the top choice of computational intelligence for finance researchers from both academia and financial industry due to its broad implementation areas and substantial impact. Machine…

Time series foundation models (TSFMs) have shown strong results on public benchmarks, prompting comparisons to a "BERT moment" for time series. Their effectiveness in industrial settings, however, remains uncertain. We examine why TSFMs…

Following its success for vision and text, the "foundation model" (FM) paradigm -- pretraining large models on massive data, then fine-tuning on target tasks -- has rapidly expanded to domains in the sciences, engineering, healthcare, and…

The advancement of Time Series Foundation Models (TSFMs) has been driven primarily by large-scale pre-training, but inference-time compute potential remains largely untapped. This work systematically investigates two questions: how do TSFMs…

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…

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…

Multi-task and few-shot time series forecasting tasks are commonly encountered in scenarios such as the launch of new products in different cities. However, traditional time series forecasting methods suffer from insufficient historical…

Learning time series foundation models has been shown to be a promising approach for zero-shot time series forecasting across diverse time series domains. Insofar as scaling has been a critical driver of performance of foundation models in…

The proliferation of Time Series Foundation Models (TSFMs) has significantly advanced zero-shot forecasting, enabling predictions for unseen time series without task-specific fine-tuning. Extensive research has confirmed that no single TSFM…

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…

Data analysis focuses on harnessing advanced statistics, programming, and machine learning techniques to extract valuable insights from vast datasets. An increasing volume and variety of research emerged, addressing datasets of diverse…

Time series foundation models (TSFMs) promise to be powerful tools for a wide range of applications. However, their internal representations and learned concepts are still not well understood. In this study, we investigate the structure and…

With increasing competition and pace in the financial markets, robust forecasting methods are becoming more and more valuable to investors. While machine learning algorithms offer a proven way of modeling non-linearities in time series,…

Time series analysis remains a major challenge due to its sparse characteristics, high dimensionality, and inconsistent data quality. Recent advancements in transformer-based techniques have enhanced capabilities in forecasting and…

Recently, deep learning has driven significant advancements in multivariate time series forecasting (MTSF) tasks. However, much of the current research in MTSF tends to evaluate models from a holistic perspective, which obscures the…

Large language models (LLMs) have been introduced to time series forecasting (TSF) to incorporate contextual knowledge beyond numerical signals. However, existing studies question whether LLMs provide genuine benefits, often reporting…

We investigate input normalization methods for Time-Series Foundation Models (TSFMs). While normalization is well-studied in dataset-specific time-series models, it remains overlooked in TSFMs where generalization is critical. Time-series…

Time series forecasting plays a critical role in decision-making processes across diverse fields including meteorology, traffic, electricity, economics, finance, and so on. Especially, predicting returns on financial instruments is a…