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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

Time series foundation models (TSFMs) such as Lag-Llama, TimeGPT, Chronos, MOMENT, UniTS, and TimesFM have shown strong generalization and zero-shot capabilities for time series forecasting, anomaly detection, classification, and…

机器学习 · 计算机科学 2025-08-26 Dhruv D. Modi , Rong Pan

We investigate the effectiveness of time series foundation models (TSFMs) for crowd flow prediction, focusing on Moirai and TimesFM. Evaluated on three real-world mobility datasets-Bike NYC, Taxi Beijing, and Spanish national OD flows-these…

机器学习 · 计算机科学 2025-07-02 Massimiliano Luca , Ciro Beneduce , Bruno Lepri

Time series foundation models (TSFMs) are increasingly being adopted as highly-capable general-purpose time series representation learners. Although their training corpora are vast, they exclude astronomical time series data. Observations…

太阳与恒星天体物理 · 物理学 2026-02-19 Weijian Li , Hong-Yu Chen , Nabeel Rehemtulla , Ved G. Shah , Dennis Wu , Dongho Kim , Qinjie Lin , Adam A. Miller , Han Liu

Time series forecasting drives operational decisions in areas like finance, transportation, and energy. While supervised learning approaches achieve strong performance, they require domain-specific training, feature engineering, and ongoing…

机器学习 · 计算机科学 2026-05-26 Kavin Soni , Debanshu Das , Vamshi Guduguntla

In-context learning, the ability of large language models to perform tasks using only examples provided in the prompt, has recently been adapted for time series forecasting. This paradigm enables zero-shot prediction, where past values…

机器学习 · 计算机科学 2025-11-04 Andreas Auer , Patrick Podest , Daniel Klotz , Sebastian Böck , Günter Klambauer , Sepp Hochreiter

Time-series forecasting models (TSFM) have evolved from classical statistical methods to sophisticated foundation models, yet understanding why and when these models succeed or fail remains challenging. Despite this known limitation, time…

机器学习 · 计算机科学 2025-08-29 Michael Widener , Kausik Lakkaraju , John Aydin , Biplav Srivastava

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

Accurate forecasting of transportation dynamics is essential for urban mobility and infrastructure planning. Although recent work has achieved strong performance with deep learning models, these methods typically require dataset-specific…

机器学习 · 计算机科学 2026-05-19 Javier Yanes-Pulido , Filipe Rodrigues

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

Recent research on time-series foundation models (TSFMs) has underscored the scarcity of real-world data, often supplemented with synthetic sources in existing datasets, whose generalizability remains however debated. As such, in this work,…

人工智能 · 计算机科学 2025-12-01 Lujun Li , Lama Sleem , Yiqun Wang , Yangjie Xu , Niccolò Gentile , Radu State

Existing data-driven approaches in modeling and predicting time series data include ARIMA (Autoregressive Integrated Moving Average), Transformer-based models, LSTM (Long Short-Term Memory) and TCN (Temporal Convolutional Network). These…

机器学习 · 计算机科学 2025-12-09 Saroj Gopali , Bipin Chhetri , Deepika Giri , Sima Siami-Namini , Akbar Siami Namin

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

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

机器学习 · 计算机科学 2025-05-20 William Toner , Thomas L. Lee , Artjom Joosen , Rajkarn Singh , Martin Asenov

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…

机器学习 · 计算机科学 2024-12-24 Rui Liang , Yang Deng , Donghua Xie , Fang He , Dan Wang

Foundation models for time series imputation remain largely unexplored. Recently, two such models, TabPFN-TS and MoTM, have emerged. These models share a common philosophy that places them within the family of time-indexed foundation…

机器学习 · 计算机科学 2026-02-11 Etienne Le Naour , Tahar Nabil , Adrien Petralia , Ghislain Agoua

Time series foundation models have shown impressive performance on a variety of tasks, across a wide range of domains, even in zero-shot settings. However, most of these models are designed to handle short univariate time series as an…

机器学习 · 计算机科学 2024-09-23 Nina Żukowska , Mononito Goswami , Michał Wiliński , Willa Potosnak , Artur Dubrawski

Time Series Foundation Models (TSFMs) have borrowed the long context paradigm from natural language processing under the premise that feeding more history into the model improves forecast quality. But in stochastic domains, distant history…

机器学习 · 计算机科学 2026-05-12 Rishi Ahuja , Kumar Prateek , Simranjit Singh , Vijay Kumar

Foundation models have emerged as a promising approach in time series forecasting (TSF). Existing approaches either repurpose large language models (LLMs) or build large-scale time series datasets to develop TSF foundation models for…

计算机视觉与模式识别 · 计算机科学 2025-06-09 Mouxiang Chen , Lefei Shen , Zhuo Li , Xiaoyun Joy Wang , Jianling Sun , Chenghao Liu

Foundation models for zero-shot time series forecasting face challenges in efficient long-horizon prediction and reproducibility, with existing synthetic-only approaches underperforming on challenging benchmarks. This paper presents…

机器学习 · 计算机科学 2026-02-06 Vladyslav Moroshan , Julien Siems , Arber Zela , Timur Carstensen , Frank Hutter