相关论文: TS-HINT: Enhancing Semiconductor Time Series Regre…

Time series reasoning is crucial to decision-making in diverse domains, including finance, energy usage, traffic, weather, and scientific discovery. While existing time series foundation models (TSFMs) can capture low-level dynamic patterns…

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.…

Accurate analysis of industrial time-series big data is critical for the Prognostics and Health Management (PHM) of industrial equipment. While recent advancements in Large Language Models (LLMs) have shown promise in time-series analysis,…

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…

Attention-based models have been widely used in many areas, such as computer vision and natural language processing. However, relevant applications in time series classification (TSC) have not been explored deeply yet, causing a significant…

We introduce a temporal feature encoding architecture called Time Series Representation Model (TSRM) for multivariate time series forecasting and imputation. The architecture is structured around CNN-based representation layers, each…

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:…

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),…

Time series forecasting plays a critical role in decision-making across many real-world applications. Unlike data in vision and language domains, time series data is inherently tied to the evolution of underlying processes and can only…

Time series classification(TSC) has always been an important and challenging research task. With the wide application of deep learning, more and more researchers use deep learning models to solve TSC problems. Since time series always…

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…

Large language models (LLMs) exhibit strong symbolic and compositional reasoning, yet they struggle with time series question answering as the data is typically transformed into an LLM-compatible modality, e.g., serialized text, plotted…

This research identifies a gap in weakly-labelled multivariate time-series classification (TSC), where state-of-the-art TSC models do not per-form well. Weakly labelled time-series are time-series containing noise and significant…

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…

Test-time scaling (TTS) methods have proven highly effective for LLMs, yet their application to vision-language models (VLMs) remains relatively underexplored. Existing VLM TTS methods largely require open-weight model access or expensive…

Time series data is fundamental to decision-making across many domains including healthcare, finance, power systems, and logistics. However, analyzing this data correctly often requires incorporating unstructured contextual information,…

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,…

Recent work has shown the efficiency of deep learning models such as Fully Convolutional Networks (FCN) or Recurrent Neural Networks (RNN) to deal with Time Series Regression (TSR) problems. These models sometimes need a lot of data to be…

Small language models (SLMs) often struggle with complex mathematical reasoning due to limited capacity to maintain long chains of intermediate steps and to recover from early errors. We address this challenge by introducing a hint-assisted…

Deep learning is playing an increasingly important role in time series analysis. We focused on time series forecasting using attention free mechanism, a more efficient framework, and proposed a new architecture for time series prediction…