From Tables to Time: Extending TabPFN-v2 to Time Series Forecasting

Abstract: Recent progress in foundation models has enabled strong zero-shot performance for time series forecasting. In this work, we show that such capabilities can also emerge from tabular foundation models. We introduce TabPFN-TS, a simple method that treats forecasting as a tabular regression problem by combining lightweight temporal featurization with the pretrained TabPFN-v2. This formulation requires no time-series-specific pretraining and naturally supports both univariate and covariate-informed forecasting. Despite its compact size (11M parameters), TabPFN-TS achieves state-of-the-art performance on covariate-informed forecasting and competitive accuracy on univariate forecasting across the GIFT-Eval and fev-bench benchmarks. We further provide controlled analyses examining how the model interprets temporal structure, how featurization choices affect accuracy, and how forecasts change under alternative tabular backbones. Together, our results demonstrate that tabular foundation models--when paired with suitable temporal features--offer an efficient and versatile alternative for forecasting, bridging tabular and time-series learning within a unified framework. Code is available at https://github.com/PriorLabs/tabpfn-time-series.

Shi Bin Hoo
Samuel Müller
David Salinas
Frank Hutter


Sequence Complementor: Complementing Transformers For Time Series Forecasting with Learnable Sequences

Abstract: Since its introduction, the transformer has shifted the development trajectory away from traditional models (e.g., RNN, MLP) in time series forecasting, which is attributed to its ability to capture global dependencies within temporal tokens. Follow-up studies have largely involved altering the tokenization and self-attention modules to better adapt Transformers for addressing special challenges like non-stationarity, channel-wise dependency, and variable correlation in time series. However, we found that the expressive capability of sequence representation is a key factor influencing Transformer performance in time forecasting after investigating several representative methods, where there is an almost linear relationship between sequence representation entropy and mean square error, with more diverse representations performing better. In this paper, we propose a novel attention mechanism with Sequence Complementors and prove feasible from an information theory perspective, where these learnable sequences are able to provide complementary information beyond current input to feed attention. We further enhance the Sequence Complementors via a diversification loss that is theoretically covered. The empirical evaluation of both long-term and short-term forecasting has confirmed its superiority over the recent state-of-the-art methods.

Xiwen Chen
Peijie Qiu
Wenhui Zhu
Huayu Li
Hao Wang
Aristeidis Sotiras
Yalin Wang
Abolfazl Razi

AAAI Conference on Artificial Intelligence


A Unified Hyperparameter Optimization Pipeline for Transformer-Based Time Series Forecasting Models

Abstract: Transformer-based models for time series forecasting (TSF) have attracted significant attention in recent years due to their effectiveness and versatility. However, these models often require extensive hyperparameter optimization (HPO) to achieve the best possible performance, and a unified pipeline for HPO in transformer-based TSF remains lacking. In this paper, we present one such pipeline and conduct extensive experiments on several state-of-the-art (SOTA) transformer-based TSF models. These experiments are conducted on standard benchmark datasets to evaluate and compare the performance of different models, generating practical insights and examples. Our pipeline is generalizable beyond transformer-based architectures and can be applied to other SOTA models, such as Mamba and TimeMixer, as demonstrated in our experiments. The goal of this work is to provide valuable guidance to both industry practitioners and academic researchers in efficiently identifying optimal hyperparameters suited to their specific domain applications. The code and complete experimental results are available on GitHub.

Jingjing Xu
Caesar Wu
Yuan-Fang Li
Grégoire Danoy
Pascal Bouvry


Evaluating Time Series Foundation Models on Noisy Periodic Time Series

Abstract: 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 evaluating the zero-shot, long-horizon forecasting abilities of several leading TSFMs over two synthetic datasets constituting noisy periodic time series. We assess model efficacy across different noise levels, underlying frequencies, and sampling rates. As benchmarks for comparison, we choose two statistical techniques: a Fourier transform (FFT)-based approach and a linear autoregressive (AR) model. Our findings demonstrate that while for time series with bounded periods and higher sampling rates, TSFMs can match or outperform the statistical approaches, their forecasting abilities deteriorate with longer periods, higher noise levels, lower sampling rates and more complex shapes of the time series.


TimeRAF: Retrieval-Augmented Foundation model for Zero-shot Time Series Forecasting

Abstract: Time series forecasting plays a crucial role in data mining, driving rapid advancements across numerous industries. With the emergence of large models, time series foundation models (TSFMs) have exhibited remarkable generalization capabilities, such as zero-shot learning, through large-scale pre-training. Meanwhile, Retrieval-Augmented Generation (RAG) methods have been widely employed to enhance the performance of foundation models on unseen data, allowing models to access to external knowledge. In this paper, we introduce TimeRAF, a Retrieval-Augmented Forecasting model that enhance zero-shot time series forecasting through retrieval-augmented techniques. We develop customized time series knowledge bases that are tailored to the specific forecasting tasks. TimeRAF employs an end-to-end learnable retriever to extract valuable information from the knowledge base. Additionally, we propose Channel Prompting for knowledge integration, which effectively extracts relevant information from the retrieved knowledge along the channel dimension. Extensive experiments demonstrate the effectiveness of our model, showing significant improvement across various domains and datasets.

Huanyu Zhang
Chang Xu
Yi-Fan Zhang
Zhang Zhang
Liang Wang
Jiang Bian
Tieniu Tan


Urban Water Consumption Forecasting Using Deep Learning and Correlated District Metered Areas

Abstract: Accurate water consumption forecasting is a crucial tool for water utilities and policymakers, as it helps ensure a reliable supply, optimize operations, and support infrastructure planning. Urban Water Distribution Networks (WDNs) are divided into District Metered Areas (DMAs), where water flow is monitored to efficiently manage resources. This work focuses on short-term forecasting of DMA consumption using deep learning and aims to address two key challenging issues. First, forecasting based solely on a DMA's historical data may lack broader context and provide limited insights. Second, DMAs may experience sensor malfunctions providing incorrect data, or some DMAs may not be monitored at all due to computational costs, complicating accurate forecasting. We propose a novel method that first identifies DMAs with correlated consumption patterns and then uses these patterns, along with the DMA's local data, as input to a deep learning model for forecasting. In a real-world study with data from five DMAs, we show that: i) the deep learning model outperforms a classical statistical model; ii) accurate forecasting can be carried out using only correlated DMAs' consumption patterns; and iii) even when a DMA's local data is available, including correlated DMAs' data improves accuracy.

Kleanthis Malialis
Nefeli Mavri
Stelios G. Vrachimis
Marios S. Kyriakou
Demetrios G. Eliades
Marios M. Polycarpou

2025 IEEE Symposia on Computational Intelligence for Energy, Transport and Environmental Sustainability


Forecasting Malaria in Indian States: A Time Series Approach with R Shiny Integration

Abstract: Malaria remains a significant public health challenge in many regions, necessitating robust predictive models to aid in its management and prevention. This study focuses on developing and evaluating time series models for forecasting malaria cases across eight Indian states: Jharkhand, Chhattisgarh, Maharashtra, Meghalaya, Mizoram, Odisha, Tripura, and Uttar Pradesh. We employed various modeling approaches, including polynomial regression with seasonal components, log-transformed polynomial regression, lagged difference models, and ARIMA models, to capture the temporal dynamics of malaria incidence. Comprehensive model fitting, residual analysis, and performance evaluation using metrics such as Root Mean Squared Error (RMSE) and Mean Absolute Percentage Error (MAPE) indicated that the log-transformed polynomial regression model consistently outperformed other models in terms of accuracy and robustness across all states. Rolling forecast validation further confirmed the superior predictive capability of the log-transformed model over time. Additionally, an interactive R Shiny tool was developed to facilitate the use of these predictive models by researchers and public health officials. This tool allows users to input data, select modeling approaches, and visualize predictions and performance metrics, providing a practical tool for real-time malaria forecasting and decision-making support. Our findings highlight the critical role of appropriate modeling techniques in malaria prediction and offer valuable resources for enhancing malaria surveillance and response efforts.

Sujit K. Ghosh
Usha Ananthakumar
Praveen D. Chougale
Adithya B. Somaraj


Ister: Linear Transformer for Efficient Multivariate Time Series Forecasting

Abstract: Transformer-based models have achieved remarkable success in multivariate time series forecasting (MTSF) by capturing long-range dependencies. However, their widespread adoption is hindered by the quadratic computational complexity of self-attention, which limits scalability on high-dimensional sequences. To address this challenge, we propose the Inverted Seasonal-Trend Decomposition Transformer (Ister), a novel architecture that enhances both predictive accuracy and computational efficiency. Central to Ister is Dot-attention, a linear-complexity attention mechanism that replaces conventional multi-head self-attention with element-wise dot-product operations to model inter-series dependencies. Furthermore, we introduce an inverted seasonal-trend decomposition strategy that isolates periodic components, enabling the model to focus learning on periodic patterns, thereby improving the performance of channel alignment. Extensive experiments across several real-world benchmarks demonstrate that Ister consistently achieves state-of-the-art performance. Code is available at https://github.com/macovaseas/Ister.

Fanpu Cao
Shu Yang
Zhengjian Chen
Ye Liu
Laizhong Cui

IEEE International Conference on Acoustics, Speech, and Signal Processing


Enabling Time-series Foundation Model for Building Energy Forecasting via Contrastive Curriculum Learning

Abstract: 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 as building energy forecasting (BEF). This paper studies the adaptation of FM to BEF tasks. We demonstrate the shortcomings of fine-tuning FM straightforwardly from both the perspectives of FM and the data. To overcome these limitations, we propose a new \textit{contrastive curriculum learning}-based training method. Our method optimizes the ordering of training data in the context of TSFM adaptation. Experiments show that our method can improve the zero/few-shot performance by 14.6\% compared to the existing FMs. Our code and new TSFM will be available at <Anonymous Github Repo>.

Rui Liang
Yang Deng
Donghua Xie
Fang He
Dan Wang


EasyTime: Time Series Forecasting Made Easy

Abstract: Time series forecasting has important applications across diverse domains. EasyTime, the system we demonstrate, facilitates easy use of time-series forecasting methods by researchers and practitioners alike. First, EasyTime enables one-click evaluation, enabling researchers to evaluate new forecasting methods using the suite of diverse time series datasets collected in the preexisting time series forecasting benchmark (TFB). This is achieved by leveraging TFB's flexible and consistent evaluation pipeline. Second, when practitioners must perform forecasting on a new dataset, a nontrivial first step is often to find an appropriate forecasting method. EasyTime provides an Automated Ensemble module that combines the promising forecasting methods to yield superior forecasting accuracy compared to individual methods. Third, EasyTime offers a natural language Q&A module leveraging large language models. Given a question like "Which method is best for long term forecasting on time series with strong seasonality?", EasyTime converts the question into SQL queries on the database of results obtained by TFB and then returns an answer in natural language and charts. By demonstrating EasyTime, we intend to show how it is possible to simplify the use of time series forecasting and to offer better support for the development of new generations of time series forecasting methods.

Xiangfei Qiu
Xiuwen Li
Ruiyang Pang
Zhicheng Pan
Xingjian Wu
Liu Yang
Jilin Hu
Yang Shu
Xuesong Lu
Chengcheng Yang
Chenjuan Guo
Aoying Zhou
Christian S. Jensen
Bin Yang

IEEE International Conference on Data Engineering


WPMixer: Efficient Multi-Resolution Mixing for Long-Term Time Series Forecasting

Abstract: Time series forecasting is crucial for various applications, such as weather forecasting, power load forecasting, and financial analysis. In recent studies, MLP-mixer models for time series forecasting have been shown as a promising alternative to transformer-based models. However, the performance of these models is still yet to reach its potential. In this paper, we propose Wavelet Patch Mixer (WPMixer), a novel MLP-based model, for long-term time series forecasting, which leverages the benefits of patching, multi-resolution wavelet decomposition, and mixing. Our model is based on three key components: (i) multi-resolution wavelet decomposition, (ii) patching and embedding, and (iii) MLP mixing. Multi-resolution wavelet decomposition efficiently extracts information in both the frequency and time domains. Patching allows the model to capture an extended history with a look-back window and enhances capturing local information while MLP mixing incorporates global information. Our model significantly outperforms state-of-the-art MLP-based and transformer-based models for long-term time series forecasting in a computationally efficient way, demonstrating its efficacy and potential for practical applications.

Md Mahmuddun Nabi Murad
Mehmet Aktukmak
Yasin Yilmaz


Zero Shot Time Series Forecasting Using Kolmogorov Arnold Networks

Abstract: Accurate energy price forecasting is crucial for participants in day-ahead energy markets, as it significantly influences their decision-making processes. While machine learning-based approaches have shown promise in enhancing these forecasts, they often remain confined to the specific markets on which they are trained, thereby limiting their adaptability to new or unseen markets. In this paper, we introduce a cross-domain adaptation model designed to forecast energy prices by learning market-invariant representations across different markets during the training phase. We propose a doubly residual N-BEATS network with Kolmogorov Arnold networks at its core for time series forecasting. These networks, grounded in the Kolmogorov-Arnold representation theorem, offer a powerful way to approximate multivariate continuous functions. The cross domain adaptation model was generated with an adversarial framework. The model's effectiveness was tested in predicting day-ahead electricity prices in a zero shot fashion. In comparison with baseline models, our proposed framework shows promising results. By leveraging the Kolmogorov-Arnold networks, our model can potentially enhance its ability to capture complex patterns in energy price data, thus improving forecast accuracy across diverse market conditions. This addition not only enriches the model's representational capacity but also contributes to a more robust and flexible forecasting tool adaptable to various energy markets.


A Comparative Study of Pruning Methods in Transformer-based Time Series Forecasting

Abstract: The current landscape in time-series forecasting is dominated by Transformer-based models. Their high parameter count and corresponding demand in computational resources pose a challenge to real-world deployment, especially for commercial and scientific applications with low-power embedded devices. Pruning is an established approach to reduce neural network parameter count and save compute. However, the implications and benefits of pruning Transformer-based models for time series forecasting are largely unknown. To close this gap, we provide a comparative benchmark study by evaluating unstructured and structured pruning on various state-of-the-art multivariate time series models. We study the effects of these pruning strategies on model predictive performance and computational aspects like model size, operations, and inference time. Our results show that certain models can be pruned even up to high sparsity levels, outperforming their dense counterpart. However, fine-tuning pruned models is necessary. Furthermore, we demonstrate that even with corresponding hardware and software support, structured pruning is unable to provide significant time savings.

Nicholas Kiefer
Arvid Weyrauch
Muhammed Öz
Achim Streit
Markus Götz
Charlotte Debus


Federated Foundation Models on Heterogeneous Time Series

Abstract: Training a general-purpose time series foundation models with robust generalization capabilities across diverse applications from scratch is still an open challenge. Efforts are primarily focused on fusing cross-domain time series datasets to extract shared subsequences as tokens for training models on Transformer architecture. However, due to significant statistical heterogeneity across domains, this cross-domain fusing approach doesn't work effectively as the same as fusing texts and images. To tackle this challenge, this paper proposes a novel federated learning approach to address the heterogeneity in time series foundation models training, namely FFTS. Specifically, each data-holding organization is treated as an independent client in a collaborative learning framework with federated settings, and then many client-specific local models will be trained to preserve the unique characteristics per dataset. Moreover, a new regularization mechanism will be applied to both client-side and server-side, thus to align the shared knowledge across heterogeneous datasets from different domains. Extensive experiments on benchmark datasets demonstrate the effectiveness of the proposed federated learning approach. The newly learned time series foundation models achieve superior generalization capabilities on cross-domain time series analysis tasks, including forecasting, imputation, and anomaly detection.

Shengchao Chen
Guodong Long
Jing Jiang
Chengqi Zhang


Auto-Regressive Moving Diffusion Models for Time Series Forecasting

Abstract: Time series forecasting (TSF) is essential in various domains, and recent advancements in diffusion-based TSF models have shown considerable promise. However, these models typically adopt traditional diffusion patterns, treating TSF as a noise-based conditional generation task. This approach neglects the inherent continuous sequential nature of time series, leading to a fundamental misalignment between diffusion mechanisms and the TSF objective, thereby severely impairing performance. To bridge this misalignment, and inspired by the classic Auto-Regressive Moving Average (ARMA) theory, which views time series as continuous sequential progressions evolving from previous data points, we propose a novel Auto-Regressive Moving Diffusion (ARMD) model to first achieve the continuous sequential diffusion-based TSF. Unlike previous methods that start from white Gaussian noise, our model employs chain-based diffusion with priors, accurately modeling the evolution of time series and leveraging intermediate state information to improve forecasting accuracy and stability. Specifically, our approach reinterprets the diffusion process by considering future series as the initial state and historical series as the final state, with intermediate series generated using a sliding-based technique during the forward process. This design aligns the diffusion model's sampling procedure with the forecasting objective, resulting in an unconditional, continuous sequential diffusion TSF model. Extensive experiments conducted on seven widely used datasets demonstrate that our model achieves state-of-the-art performance, significantly outperforming existing diffusion-based TSF models. Our code is available on GitHub: https://github.com/daxin007/ARMD.


Measuring Pre-training Data Quality without Labels for Time Series Foundation Models

Abstract: Recently, there has been a growing interest in time series foundation models that generalize across different downstream tasks. A key to strong foundation models is a diverse pre-training dataset, which is particularly challenging to collect for time series classification. In this work, we explore the performance of a contrastive-learning-based foundation model as a function of the data used for pre-training. We introduce contrastive accuracy, a new measure to evaluate the quality of the representation space learned by the foundation model. Our experiments reveal the positive correlation between the proposed measure and the accuracy of the model on a collection of downstream tasks. This suggests that the contrastive accuracy can serve as a criterion to search for time series datasets that can enhance the pre-training and improve thereby the foundation model's generalization.

Songkang Wen
Vasilii Feofanov
Jianfeng Zhang


Enhancing Foundation Models for Time Series Forecasting via Wavelet-based Tokenization

Abstract: How to best develop foundational models for time series forecasting remains an important open question. Tokenization is a crucial consideration in this effort: what is an effective discrete vocabulary for a real-valued sequential input? To address this question, we develop WaveToken, a wavelet-based tokenizer that allows models to learn complex representations directly in the space of time-localized frequencies. Our method first scales and decomposes the input time series, then thresholds and quantizes the wavelet coefficients, and finally pre-trains an autoregressive model to forecast coefficients for the forecast horizon. By decomposing coarse and fine structures in the inputs, wavelets provide an eloquent and compact language for time series forecasting that simplifies learning. Empirical results on a comprehensive benchmark, including 42 datasets for both in-domain and zero-shot settings, show that WaveToken: i) provides better accuracy than recently proposed foundation models for forecasting while using a much smaller vocabulary (1024 tokens), and performs on par or better than modern deep learning models trained specifically on each dataset; and ii) exhibits superior generalization capabilities, achieving the best average rank across all datasets for three complementary metrics. In addition, we show that our method can easily capture complex temporal patterns of practical relevance that are challenging for other recent pre-trained models, including trends, sparse spikes, and non-stationary time series with varying frequencies evolving over time.

Luca Masserano
Abdul Fatir Ansari
Boran Han
Xiyuan Zhang
Christos Faloutsos
Michael W. Mahoney
Andrew Gordon Wilson
Youngsuk Park
Syama Rangapuram
Danielle C. Maddix
Yuyang Wang


A Foundation Model for Wearable Movement Data in Mental Health Research

Abstract: Wearable movement data is collected by nearly all commercially available smartwatches and is a valuable resource for mental health research, reflecting fine-grained temporal behavioral trends. Despite its promise, the development of foundation models for health wearable modeling remains limited when compared to clinical image and text analysis. We designed transformers with patch embeddings and used self-supervised masked autoencoder pretraining on minute-level week-long actigraphy (physical activity intensity measurement) sequences to develop and evaluate the Pretrained Actigraphy Transformer (PAT). PAT is an open-source foundation model for wearable movement time series that combines week-long temporal modeling, psychiatric outcome evaluation, and reproducibility on public data. Pretrained on data from 21,538 U.S. participants in a nationally representative cohort from the National Health and Nutrition Examination Survey (NHANES), PAT consistently outperformed non-foundation-model baselines across mental health prediction tasks-including benzodiazepine and SSRI use, depression, and sleep abnormalities. During the benzodiazepine medication usage prediction task, PAT demonstrated the largest improvement over non-foundational deep learning models commonly used for time-series modeling (i.e., 55.6% improvement over the LSTM, 21.4% improvement over the 1-D CNN, 14.8% improvement over the ConvLSTM). Beyond predictive accuracy, PAT provides interpretable attention maps highlighting specific periods of daily activity most important for clinical predictions, offering model transparency and potential clinical insights. The results suggest that PAT offers an easy-to-deploy, adaptable and scalable solution to advance clinical insight from wearable sensor data for researchers and clinicians. GitHub: https://github.com/njacobsonlab/Pretrained-Actigraphy-Transformer/

Franklin Y. Ruan
Aiwei Zhang
Jenny Y. Oh
SouYoung Jin
Nicholas C. Jacobson

IEEE journal of biomedical and health informatics


From RNNs to Foundation Models: An Empirical Study on Commercial Building Energy Consumption

Abstract: Accurate short-term energy consumption forecasting for commercial buildings is crucial for smart grid operations. While smart meters and deep learning models enable forecasting using past data from multiple buildings, data heterogeneity from diverse buildings can reduce model performance. The impact of increasing dataset heterogeneity in time series forecasting, while keeping size and model constant, is understudied. We tackle this issue using the ComStock dataset, which provides synthetic energy consumption data for U.S. commercial buildings. Two curated subsets, identical in size and region but differing in building type diversity, are used to assess the performance of various time series forecasting models, including fine-tuned open-source foundation models (FMs). The results show that dataset heterogeneity and model architecture have a greater impact on post-training forecasting performance than the parameter count. Moreover, despite the higher computational cost, fine-tuned FMs demonstrate competitive performance compared to base models trained from scratch.

Shourya Bose
Yijiang Li
Amy Van Sant
Yu Zhang
Kibaek Kim


Generalized Prompt Tuning: Adapting Frozen Univariate Time Series Foundation Models for Multivariate Healthcare Time Series

Abstract: Time series foundation models are pre-trained on large datasets and are able to achieve state-of-the-art performance in diverse tasks. However, to date, there has been limited work demonstrating how well these models perform in medical applications, where labeled data can be scarce. Further, we observe that currently, the majority of time series foundation models either are univariate in nature, or assume channel independence, meaning that they handle multivariate time series but do not model how the different variables relate. In this paper, we propose a prompt-tuning-inspired fine-tuning technique, Generalized Prompt Tuning (Gen-P-Tuning), that enables us to adapt an existing univariate time series foundation model (treated as frozen) to handle multivariate time series prediction. Our approach provides a way to combine information across channels (variables) of multivariate time series. We demonstrate the effectiveness of our fine-tuning approach against various baselines on two MIMIC classification tasks, and on influenza-like illness forecasting.

Mingzhu Liu
Angela H. Chen
George H. Chen


Approximate Probabilistic Inference for Time-Series Data A Robust Latent Gaussian Model With Temporal Awareness

Abstract: The development of robust generative models for highly varied non-stationary time series data is a complex yet important problem. Traditional models for time series data prediction, such as Long Short-Term Memory (LSTM), are inefficient and generalize poorly as they cannot capture complex temporal relationships. In this paper, we present a probabilistic generative model that can be trained to capture temporal information, and that is robust to data errors. We call it Time Deep Latent Gaussian Model (tDLGM). Its novel architecture is inspired by Deep Latent Gaussian Model (DLGM). Our model is trained to minimize a loss function based on the negative log loss. One contributing factor to Time Deep Latent Gaussian Model (tDLGM) robustness is our regularizer, which accounts for data trends. Experiments conducted show that tDLGM is able to reconstruct and generate complex time series data, and that it is robust against to noise and faulty data.

International Conference on Agents and Artificial Intelligence


Retrieval Augmented Time Series Forecasting

Abstract: Retrieval-augmented generation (RAG) is a central component of modern LLM systems, particularly in scenarios where up-to-date information is crucial for accurately responding to user queries or when queries exceed the scope of the training data. The advent of time-series foundation models (TSFM), such as Chronos, and the need for effective zero-shot forecasting performance across various time-series domains motivates the question: Do benefits of RAG similarly carry over to time series forecasting? In this paper, we advocate that the dynamic and event-driven nature of time-series data makes RAG a crucial component of TSFMs and introduce a principled RAG framework for time-series forecasting, called Retrieval Augmented Forecasting (RAF). Within RAF, we develop efficient strategies for retrieving related time-series examples and incorporating them into forecast. Through experiments and mechanistic studies, we demonstrate that RAF indeed improves the forecasting accuracy across diverse time series domains and the improvement is more significant for larger TSFM sizes.

Kutay Tire
Ege Onur Taga
Muhammed Emrullah Ildiz
Samet Oymak


A Mamba Foundation Model for Time Series Forecasting

Abstract: Time series foundation models have demonstrated strong performance in zero-shot learning, making them well-suited for predicting rapidly evolving patterns in real-world applications where relevant training data are scarce. However, most of these models rely on the Transformer architecture, which incurs quadratic complexity as input length increases. To address this, we introduce TSMamba, a linear-complexity foundation model for time series forecasting built on the Mamba architecture. The model captures temporal dependencies through both forward and backward Mamba encoders, achieving high prediction accuracy. To reduce reliance on large datasets and lower training costs, TSMamba employs a two-stage transfer learning process that leverages pretrained Mamba LLMs, allowing effective time series modeling with a moderate training set. In the first stage, the forward and backward backbones are optimized via patch-wise autoregressive prediction; in the second stage, the model trains a prediction head and refines other components for long-term forecasting. While the backbone assumes channel independence to manage varying channel numbers across datasets, a channel-wise compressed attention module is introduced to capture cross-channel dependencies during fine-tuning on specific multivariate datasets. Experiments show that TSMamba's zero-shot performance is comparable to state-of-the-art time series foundation models, despite using significantly less training data. It also achieves competitive or superior full-shot performance compared to task-specific prediction models. The code will be made publicly available.

Haoyu Ma
Yushu Chen
Wenlai Zhao
Jinzhe Yang
Yingsheng Ji
Xinghua Xu
Xiaozhu Liu
Hao Jing
Shengzhuo Liu
Guangwen Yang


ElasTST: Towards Robust Varied-Horizon Forecasting with Elastic Time-Series Transformer

Abstract: Numerous industrial sectors necessitate models capable of providing robust forecasts across various horizons. Despite the recent strides in crafting specific architectures for time-series forecasting and developing pre-trained universal models, a comprehensive examination of their capability in accommodating varied-horizon forecasting during inference is still lacking. This paper bridges this gap through the design and evaluation of the Elastic Time-Series Transformer (ElasTST). The ElasTST model incorporates a non-autoregressive design with placeholders and structured self-attention masks, warranting future outputs that are invariant to adjustments in inference horizons. A tunable version of rotary position embedding is also integrated into ElasTST to capture time-series-specific periods and enhance adaptability to different horizons. Additionally, ElasTST employs a multi-scale patch design, effectively integrating both fine-grained and coarse-grained information. During the training phase, ElasTST uses a horizon reweighting strategy that approximates the effect of random sampling across multiple horizons with a single fixed horizon setting. Through comprehensive experiments and comparisons with state-of-the-art time-series architectures and contemporary foundation models, we demonstrate the efficacy of ElasTST's unique design elements. Our findings position ElasTST as a robust solution for the practical necessity of varied-horizon forecasting.

Jiawen Zhang
Shun Zheng
Xumeng Wen
Xiaofang Zhou
Jiang Bian
Jia Li


PSformer: Parameter-efficient Transformer with Segment Attention for Time Series Forecasting

Abstract: Time series forecasting remains a critical challenge across various domains, often complicated by high-dimensional data and long-term dependencies. This paper presents a novel transformer architecture for time series forecasting, incorporating two key innovations: parameter sharing (PS) and Spatial-Temporal Segment Attention (SegAtt). We also define the time series segment as the concatenation of sequence patches from the same positions across different variables. The proposed model, PSformer, reduces the number of training parameters through the parameter sharing mechanism, thereby improving model efficiency and scalability. The introduction of SegAtt could enhance the capability of capturing local spatio-temporal dependencies by computing attention over the segments, and improve global representation by integrating information across segments. The combination of parameter sharing and SegAtt significantly improves the forecasting performance. Extensive experiments on benchmark datasets demonstrate that PSformer outperforms popular baselines and other transformer-based approaches in terms of accuracy and scalability, establishing itself as an accurate and scalable tool for time series forecasting.

Yanlong Wang
Jian Xu
Fei Ma
Shao-Lun Huang
Danny Dongning Sun
Xiao-Ping Zhang


LATST: Are Transformers Necessarily Complex for Time-Series Forecasting

Abstract: Transformer-based architectures have achieved remarkable success in natural language processing and computer vision. However, their performance in multivariate long-term forecasting often falls short compared to simpler linear baselines. Previous research has identified the traditional attention mechanism as a key factor limiting their effectiveness in this domain. To bridge this gap, we introduce LATST, a novel approach designed to mitigate entropy collapse and training instability common challenges in Transformer-based time series forecasting. We rigorously evaluate LATST across multiple real-world multivariate time series datasets, demonstrating its ability to outperform existing state-of-the-art Transformer models. Notably, LATST manages to achieve competitive performance with fewer parameters than some linear models on certain datasets, highlighting its efficiency and effectiveness.


In-Context Fine-Tuning for Time-Series Foundation Models

Abstract: Motivated by the recent success of time-series foundation models for zero-shot forecasting, we present a methodology for $\textit{in-context fine-tuning}$ of a time-series foundation model. In particular, we design a pretrained foundation model that can be prompted (at inference time) with multiple time-series examples, in order to forecast a target time-series into the future. Our foundation model is specifically trained to utilize examples from multiple related time-series in its context window (in addition to the history of the target time-series) to help it adapt to the specific distribution of the target domain at inference time. We show that such a foundation model that uses in-context examples at inference time can obtain much better performance on popular forecasting benchmarks compared to supervised deep learning methods, statistical models, as well as other time-series foundation models. Interestingly, our in-context fine-tuning approach even rivals the performance of a foundation model that is explicitly fine-tuned on the target domain.

Abhimanyu Das
Matthew Faw
Rajat Sen
Yichen Zhou

International Conference on Machine Learning


Ada-MSHyper: Adaptive Multi-Scale Hypergraph Transformer for Time Series Forecasting

Abstract: Although transformer-based methods have achieved great success in multi-scale temporal pattern interaction modeling, two key challenges limit their further development: (1) Individual time points contain less semantic information, and leveraging attention to model pair-wise interactions may cause the information utilization bottleneck. (2) Multiple inherent temporal variations (e.g., rising, falling, and fluctuating) entangled in temporal patterns. To this end, we propose Adaptive Multi-Scale Hypergraph Transformer (Ada-MSHyper) for time series forecasting. Specifically, an adaptive hypergraph learning module is designed to provide foundations for modeling group-wise interactions, then a multi-scale interaction module is introduced to promote more comprehensive pattern interactions at different scales. In addition, a node and hyperedge constraint mechanism is introduced to cluster nodes with similar semantic information and differentiate the temporal variations within each scales. Extensive experiments on 11 real-world datasets demonstrate that Ada-MSHyper achieves state-of-the-art performance, reducing prediction errors by an average of 4.56%, 10.38%, and 4.97% in MSE for long-range, short-range, and ultra-long-range time series forecasting, respectively. Code is available at https://github.com/shangzongjiang/Ada-MSHyper.

Zongjiang Shang
Ling Chen
Binqing wu
Dongliang Cui


Sequential Order-Robust Mamba for Time Series Forecasting

Abstract: Mamba has recently emerged as a promising alternative to Transformers, offering near-linear complexity in processing sequential data. However, while channels in time series (TS) data have no specific order in general, recent studies have adopted Mamba to capture channel dependencies (CD) in TS, introducing a sequential order bias. To address this issue, we propose SOR-Mamba, a TS forecasting method that 1) incorporates a regularization strategy to minimize the discrepancy between two embedding vectors generated from data with reversed channel orders, thereby enhancing robustness to channel order, and 2) eliminates the 1D-convolution originally designed to capture local information in sequential data. Furthermore, we introduce channel correlation modeling (CCM), a pretraining task aimed at preserving correlations between channels from the data space to the latent space in order to enhance the ability to capture CD. Extensive experiments demonstrate the efficacy of the proposed method across standard and transfer learning scenarios. Code is available at https://github.com/seunghan96/SOR-Mamba.

Seunghan Lee
Juri Hong
Kibok Lee
Taeyoung Park


Dataset-Driven Channel Masks in Transformers for Multivariate Time Series

Abstract: Recent advancements in foundation models have been successfully extended to the time series (TS) domain, facilitated by the emergence of large-scale TS datasets. However, previous efforts have primarily Capturing channel dependency (CD) is essential for modeling multivariate time series (TS), and attention-based methods have been widely employed for this purpose. Nonetheless, these methods primarily focus on modifying the architecture, often neglecting the importance of dataset-specific characteristics. In this work, we introduce the concept of partial channel dependence (PCD) to enhance CD modeling in Transformer-based models by leveraging dataset-specific information to refine the CD captured by the model. To achieve PCD, we propose channel masks (CMs), which are integrated into the attention matrices of Transformers via element-wise multiplication. CMs consist of two components: 1) a similarity matrix that captures relationships between the channels, and 2) dataset-specific and learnable domain parameters that refine the similarity matrix. We validate the effectiveness of PCD across diverse tasks and datasets with various backbones. Code is available at this repository: https://github.com/YonseiML/pcd.


FlexTSF: A Flexible Forecasting Model for Time Series with Variable Regularities

Abstract: Forecasting time series with irregular temporal structures remains challenging for universal pre-trained models. Existing approaches often assume regular sampling or depend heavily on imputation, limiting their applicability in real-world scenarios where irregularities are prevalent due to diverse sensing devices and recording practices. We introduce FlexTSF, a flexible forecasting model specifically designed for time series data with variable temporal regularities. At its foundation lies the IVP Patcher, a continuous-time patching module leveraging Initial Value Problems (IVPs) to inherently support uneven time intervals, variable sequence lengths, and missing values. FlexTSF employs a decoder-only architecture that integrates normalized timestamp inputs and domain-specific statistics through a specialized causal self-attention mechanism, enabling adaptability across domains. Extensive experiments on 16 datasets demonstrate FlexTSF's effectiveness, significantly outperforming existing models in classic forecasting scenarios, zero-shot generalization, and low-resource fine-tuning conditions. Ablation studies confirm the contributions of each design component and the advantage of not relying on predefined fixed patch lengths.

Jingge Xiao
Yile Chen
Gao Cong
Wolfgang Nejdl
Simon Gottschalk


WaveRoRA: Wavelet Rotary Route Attention for Multivariate Time Series Forecasting

Abstract: In recent years, Transformer-based models (Transformers) have achieved significant success in multivariate time series forecasting (MTSF). However, previous works focus on extracting features either from the time domain or the frequency domain, which inadequately captures the trends and periodic characteristics. To address this issue, we propose a wavelet learning framework to model complex temporal dependencies of the time series data. The wavelet domain integrates both time and frequency information, allowing for the analysis of local characteristics of signals at different scales. Additionally, the Softmax self-attention mechanism used by Transformers has quadratic complexity, which leads to excessive computational costs when capturing long-term dependencies. Therefore, we propose a novel attention mechanism: Rotary Route Attention (RoRA). Unlike Softmax attention, RoRA utilizes rotary position embeddings to inject relative positional information to sequence tokens and introduces a small number of routing tokens $r$ to aggregate information from the $KV$ matrices and redistribute it to the $Q$ matrix, offering linear complexity. We further propose WaveRoRA, which leverages RoRA to capture inter-series dependencies in the wavelet domain. We conduct extensive experiments on eight real-world datasets. The results indicate that WaveRoRA outperforms existing state-of-the-art models while maintaining lower computational costs. Our code is available at https://github.com/Leopold2333/WaveRoRA.


TEAFormers: TEnsor-Augmented Transformers for Multi-Dimensional Time Series Forecasting

Abstract: 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 not effectively preserve these multi-dimensional structures, as their internal operations in effect flatten multi-dimensional observations into vectors, thereby losing critical multi-dimensional relationships and patterns. To address this, we introduce the Tensor-Augmented Transformer (TEAFormer), a novel method that incorporates tensor expansion and compression within the Transformer framework to maintain and leverage the inherent multi-dimensional structures, thus reducing computational costs and improving prediction accuracy. The core feature of the TEAFormer, the Tensor-Augmentation (TEA) module, utilizes tensor expansion to enhance multi-view feature learning and tensor compression for efficient information aggregation and reduced computational load. The TEA module is not just a specific model architecture but a versatile component that is highly compatible with the attention mechanism and the encoder-decoder structure of Transformers, making it adaptable to existing Transformer architectures. Our comprehensive experiments, which integrate the TEA module into three popular time series Transformer models across three real-world benchmarks, show significant performance enhancements, highlighting the potential of TEAFormers for cutting-edge time series forecasting.

Linghang Kong
Elynn Chen
Yuzhou Chen
Yuefeng Han


Large Language Models for Financial Aid in Financial Time-series Forecasting

Abstract: Considering the difficulty of financial time series forecasting in financial aid, much of the current research focuses on leveraging big data analytics in financial services. One modern approach is to utilize "predictive analysis", analogous to forecasting financial trends. However, many of these time series data in Financial Aid (FA) pose unique challenges due to limited historical datasets and high dimensional financial information, which hinder the development of effective predictive models that balance accuracy with efficient runtime and memory usage. Pre-trained foundation models are employed to address these challenging tasks. We use state-of-the-art time series models including pre-trained LLMs (GPT-2 as the backbone), transformers, and linear models to demonstrate their ability to outperform traditional approaches, even with minimal ("few-shot") or no fine-tuning ("zero-shot"). Our benchmark study, which includes financial aid with seven other time series tasks, shows the potential of using LLMs for scarce financial datasets.

Md Khairul Islam
Ayush Karmacharya
Timothy Sue
Judy Fox


A Comprehensive Survey of Deep Learning for Time Series Forecasting: Architectural Diversity and Open Challenges

Abstract: Time series forecasting is a critical task that provides key information for decision-making. After traditional statistical and machine learning approaches, various fundamental deep learning architectures such as MLPs, CNNs, RNNs, and GNNs have been developed. However, the structural limitations caused by the inductive biases of each deep learning architecture constrained their performance. Transformer models, which excel at handling long-term dependencies, have become significant architectural components for time series forecasting. However, recent research has shown that alternatives such as simple linear layers can outperform Transformers. These findings have opened up new possibilities for using diverse architectures, ranging from fundamental deep learning models to emerging architectures and hybrid approaches. In this context, architectural modeling of time series forecasting has now entered a renaissance. This survey not only provides a historical context for time series forecasting but also offers comprehensive and timely analysis of the movement toward architectural diversification. By comparing and re-examining deep learning models, we uncover new perspectives and present recent trends, including hybrid, diffusion, Mamba, and foundation models. By focusing on the inherent characteristics of time series data, we also address open challenges that have gained attention in time series forecasting, such as channel dependency, distribution shift, causality, and feature extraction. These contributions help lower entry barriers for newcomers by providing a systematic understanding of the diverse research areas in time series forecasting (TSF), while offering seasoned researchers broader perspectives and new opportunities through in-depth exploration of TSF challenges. (Shortened due to arXiv's 1,920-character limit. Full version in the paper.)

Jongseon Kim
Hyungjoon Kim
HyunGi Kim
Dongjun Lee
Sungroh Yoon


On the Regularization of Learnable Embeddings for Time Series Forecasting

Abstract: In forecasting multiple time series, accounting for the individual features of each sequence can be challenging. To address this, modern deep learning methods for time series analysis combine a shared (global) model with local layers, specific to each time series, often implemented as learnable embeddings. Ideally, these local embeddings should encode meaningful representations of the unique dynamics of each sequence. However, when these are learned end-to-end as parameters of a forecasting model, they may end up acting as mere sequence identifiers. Shared processing blocks may then become reliant on such identifiers, limiting their transferability to new contexts. In this paper, we address this issue by investigating methods to regularize the learning of local learnable embeddings for time series processing. Specifically, we perform the first extensive empirical study on the subject and show how such regularizations consistently improve performance in widely adopted architectures. Furthermore, we show that methods attempting to prevent the co-adaptation of local and global parameters by means of embeddings perturbation are particularly effective in this context. In this regard, we include in the comparison several perturbation-based regularization methods, going as far as periodically resetting the embeddings during training. The obtained results provide an important contribution to understanding the interplay between learnable local parameters and shared processing layers: a key challenge in modern time series processing models and a step toward developing effective foundation models for time series.

Luca Butera
Giovanni De Felice
Andrea Cini
Cesare Alippi

L. Butera, G. D. Felice, A. Cini, and C. Alippi. On the regularization of learnable embeddings for time series forecasting. Transactions on Machine Learning Research, 2025. ISSN 2835-8856. URL https://openreview.net/forum?id=F5ALCh3GWG


TimeSeriesExam: A time series understanding exam

Abstract: Large Language Models (LLMs) have recently demonstrated a remarkable ability to model time series data. These capabilities can be partly explained if LLMs understand basic time series concepts. However, our knowledge of what these models understand about time series data remains relatively limited. To address this gap, we introduce TimeSeriesExam, a configurable and scalable multiple-choice question exam designed to assess LLMs across five core time series understanding categories: pattern recognition, noise understanding, similarity analysis, anomaly detection, and causality analysis. TimeSeriesExam comprises of over 700 questions, procedurally generated using 104 carefully curated templates and iteratively refined to balance difficulty and their ability to discriminate good from bad models. We test 7 state-of-the-art LLMs on the TimeSeriesExam and provide the first comprehensive evaluation of their time series understanding abilities. Our results suggest that closed-source models such as GPT-4 and Gemini understand simple time series concepts significantly better than their open-source counterparts, while all models struggle with complex concepts such as causality analysis. We believe that the ability to programatically generate questions is fundamental to assessing and improving LLM's ability to understand and reason about time series data.

Yifu Cai
Arjun Choudhry
Mononito Goswami
Artur Dubrawski


Analyzing Deep Transformer Models for Time Series Forecasting via Manifold Learning

Abstract: Transformer models have consistently achieved remarkable results in various domains such as natural language processing and computer vision. However, despite ongoing research efforts to better understand these models, the field still lacks a comprehensive understanding. This is particularly true for deep time series forecasting methods, where analysis and understanding work is relatively limited. Time series data, unlike image and text information, can be more challenging to interpret and analyze. To address this, we approach the problem from a manifold learning perspective, assuming that the latent representations of time series forecasting models lie next to a low-dimensional manifold. In our study, we focus on analyzing the geometric features of these latent data manifolds, including intrinsic dimension and principal curvatures. Our findings reveal that deep transformer models exhibit similar geometric behavior across layers, and these geometric features are correlated with model performance. Additionally, we observe that untrained models initially have different structures, but they rapidly converge during training. By leveraging our geometric analysis and differentiable tools, we can potentially design new and improved deep forecasting neural networks. This approach complements existing analysis studies and contributes to a better understanding of transformer models in the context of time series forecasting. Code is released at https://github.com/azencot-group/GATLM.


LLM-Mixer: Multiscale Mixing in LLMs for Time Series Forecasting

Abstract: Time series forecasting remains a challenging task, particularly in the context of complex multiscale temporal patterns. This study presents LLM-Mixer, a framework that improves forecasting accuracy through the combination of multiscale time-series decomposition with pre-trained LLMs (Large Language Models). LLM-Mixer captures both short-term fluctuations and long-term trends by decomposing the data into multiple temporal resolutions and processing them with a frozen LLM, guided by a textual prompt specifically designed for time-series data. Extensive experiments conducted on multivariate and univariate datasets demonstrate that LLM-Mixer achieves competitive performance, outperforming recent state-of-the-art models across various forecasting horizons. This work highlights the potential of combining multiscale analysis and LLMs for effective and scalable time-series forecasting.

Md Kowsher
Md. Shohanur Islam Sobuj
Nusrat Jahan Prottasha
E. Alejandro Alanis
Ozlem Ozmen Garibay
Niloofar Yousefi


TSFM-Bench: A Comprehensive and Unified Benchmark of Foundation Models for Time Series Forecasting

Abstract: Time Series Forecasting (TSF) is key functionality in numerous fields, such as financial investment, weather services, and energy management. Although increasingly capable TSF methods occur, many of them require domain-specific data collection and model training and do not generalize well when applied in other domains. Time Series Foundation Models (TSFMs) that are pre-trained on massive heterogeneous time series data aim to overcome these limitations. The prospects for generalizability have spurred the development of a new generation of TSFMs. This study proposes a benchmark, TSFM-Bench, to facilitate comprehensive and unified evaluation of TSFMs. TSFM-Bench covers a wide range of TSFMs, including those based on large language models and those pre-trained on time series data. TSFM-Bench supports multiple forecasting scenarios, including zero-shot, few-shot, and full-shot, enabling assessment across the full range of adaptation strategies. TSFM-Bench also provides a standardized experimental protocols for critical evaluation processes such as dataset splitting, loading, normalization, and few-shot sampling, facilitating consistency and fairness. We report on an extensive evaluation of TSFMs across a diverse range of datasets spanning multiple domains and exhibiting varied statistical characteristics. Specifically, we identify pros and cons and inherent limitations of existing TSFMs, and we propose potential directions for new model designs.

Zhe Li
Xiangfei Qiu
Peng Chen
Yihang Wang
Hanyin Cheng
Yang Shu
Jilin Hu
Chenjuan Guo
Aoying Zhou
Christian S. Jensen
Bin Yang


Time-Series Foundation AI Model for Value-at-Risk Forecasting

Abstract: This study is the first to analyze the performance of a time-series foundation AI model for Value-at-Risk (VaR), which essentially forecasts the left-tail quantiles of returns. Foundation models, pre-trained on diverse datasets, can be applied in a zero-shot setting with minimal data or further improved through finetuning. We compare Google's TimesFM model to conventional parametric and non-parametric models, including GARCH and Generalized Autoregressive Score (GAS), using 19 years of daily returns from the SP 100 index and its constituents. Backtesting with over 8.5 years of out-of-sample data shows that the fine-tuned foundation model consistently outperforms traditional methods in actual-over-expected ratios. For the quantile score loss function, it performs comparably to the best econometric model, GAS. Overall, the foundation model ranks as the best or among the top performers across the 0.01, 0.025, 0.05, and 0.1 quantile forecasting. Fine-tuning significantly improves accuracy, showing that zero-shot use is not optimal for VaR.

Anubha Goel
Puneet Pasricha
Juho Kanniainen


Transfer Learning with Foundational Models for Time Series Forecasting using Low-Rank Adaptations

Abstract: Foundational Models are an emerging widely used technique of GenAI. These models are distinguished by their scalability and the ease with which they can be adapted through the exploitation of Transfer Learning. The availability of high computational power and large datasets have supported their development, achieving a high generalization capacity due to the enormous and heterogeneous amounts of data used in their initial training. These characteristics contribute to a solid base that can be adapted or adjusted to a wide range of tasks, increasing their applicability. This study proposes the methodology LLIAM, a straightforward adaptation of a kind of FM, Large Language Models, for the Time Series Forecasting task. An adequate time-series prompting schema and Low-Rank Adaptations are used to enhance the knowledge of the model with diverse time series datasets, known as the fine-tuning phase. A study divided in two stages has been performed for evaluating the effectiveness of the proposed methodology. Initially, a comparison was made between the performance of LLIAM and different state-of-the-art DL algorithms, including Recurrent Neural Networks and Temporal Convolutional Networks, as well as a LLM-based method, TimeLLM. Following this, a zero-shot study is presented in order to evaluate the generalization capacity of the proposed methodology with time series datasets from unknown domains not considered in the model training. The outcomes of this investigation demonstrate the efficacy of LLIAM, highlighting that this straightforward and general approach can attain competent results without the necessity for applying complex modifications. This work also encourages the use of available resources (such as these pre-trained models) and efficient fine-tuning techniques to avoid unnecessary and costly training, narrowing the gap between the goals of traditional AI and Green AI.

M. Germán-Morales
A. J. Rivera-Rivas
M. J. del Jesus Díaz
C. J. Carmona


GIFT-Eval: A Benchmark For General Time Series Forecasting Model Evaluation

Abstract: Time series foundation models excel in zero-shot forecasting, handling diverse tasks without explicit training. However, the advancement of these models has been hindered by the lack of comprehensive benchmarks. To address this gap, we introduce the General Time Series Forecasting Model Evaluation, GIFT-Eval, a pioneering benchmark aimed at promoting evaluation across diverse datasets. GIFT-Eval encompasses 23 datasets over 144,000 time series and 177 million data points, spanning seven domains, 10 frequencies, multivariate inputs, and prediction lengths ranging from short to long-term forecasts. To facilitate the effective pretraining and evaluation of foundation models, we also provide a non-leaking pretraining dataset containing approximately 230 billion data points. Additionally, we provide a comprehensive analysis of 17 baselines, which includes statistical models, deep learning models, and foundation models. We discuss each model in the context of various benchmark characteristics and offer a qualitative analysis that spans both deep learning and foundation models. We believe the insights from this analysis, along with access to this new standard zero-shot time series forecasting benchmark, will guide future developments in time series foundation models. Code, data, and the leaderboard can be found at https://github.com/SalesforceAIResearch/gift-eval .

Taha Aksu
Gerald Woo
Juncheng Liu
Xu Liu
Chenghao Liu
Silvio Savarese
Caiming Xiong
Doyen Sahoo


Moirai-MoE: Empowering Time Series Foundation Models with Sparse Mixture of Experts

Abstract: Time series foundation models have demonstrated impressive performance as zero-shot forecasters. However, achieving effectively unified training on time series remains an open challenge. Existing approaches introduce some level of model specialization to account for the highly heterogeneous nature of time series data. For instance, Moirai pursues unified training by employing multiple input/output projection layers, each tailored to handle time series at a specific frequency. Similarly, TimesFM maintains a frequency embedding dictionary for this purpose. We identify two major drawbacks to this human-imposed frequency-level model specialization: (1) Frequency is not a reliable indicator of the underlying patterns in time series. For example, time series with different frequencies can display similar patterns, while those with the same frequency may exhibit varied patterns. (2) Non-stationarity is an inherent property of real-world time series, leading to varied distributions even within a short context window of a single time series. Frequency-level specialization is too coarse-grained to capture this level of diversity. To address these limitations, this paper introduces Moirai-MoE, using a single input/output projection layer while delegating the modeling of diverse time series patterns to the sparse mixture of experts (MoE) within Transformers. With these designs, Moirai-MoE reduces reliance on human-defined heuristics and enables automatic token-level specialization. Extensive experiments on 39 datasets demonstrate the superiority of Moirai-MoE over existing foundation models in both in-distribution and zero-shot scenarios. Furthermore, this study conducts comprehensive model analyses to explore the inner workings of time series MoE foundation models and provides valuable insights for future research.

Xu Liu
Juncheng Liu
Gerald Woo
Taha Aksu
Yuxuan Liang
Roger Zimmermann
Chenghao Liu
Silvio Savarese
Caiming Xiong
Doyen Sahoo


Benchmarking Time Series Foundation Models for Short-Term Household Electricity Load Forecasting

Abstract: Accurate household electricity short-term load forecasting (STLF) is key to future and sustainable energy systems. While various studies have analyzed statistical, machine learning, or deep learning approaches for household electricity STLF, recently proposed time series foundation models such as Chronos, TimesFM or Time-MoE promise a new approach for household electricity STLF. These models are trained on a vast amount of time series data and are able to forecast time series without explicit task-specific training (zero-shot learning). In this study, we benchmark the forecasting capabilities of time series foundation models compared to Trained-from-Scratch (TFS) Transformer-based approaches. Our results suggest that foundation models perform comparably to TFS Transformer models, while certain time series foundation models outperform all TFS models when the input size increases. At the same time, they require less effort, as they need no domain-specific training and only limited contextual data for inference.

Marcel Meyer
David Zapata
Sascha Kaltenpoth
Oliver Müller


Mamba4Cast: Efficient Zero-Shot Time Series Forecasting with State Space Models

Abstract: This paper introduces Mamba4Cast, a zero-shot foundation model for time series forecasting. Based on the Mamba architecture and inspired by Prior-data Fitted Networks (PFNs), Mamba4Cast generalizes robustly across diverse time series tasks without the need for dataset specific fine-tuning. Mamba4Cast's key innovation lies in its ability to achieve strong zero-shot performance on real-world datasets while having much lower inference times than time series foundation models based on the transformer architecture. Trained solely on synthetic data, the model generates forecasts for entire horizons in a single pass, outpacing traditional auto-regressive approaches. Our experiments show that Mamba4Cast performs competitively against other state-of-the-art foundation models in various data sets while scaling significantly better with the prediction length. The source code can be accessed at https://github.com/automl/Mamba4Cast.

Sathya Kamesh Bhethanabhotla
Omar Swelam
Julien Siems
David Salinas
Frank Hutter


Timer-XL: Long-Context Transformers for Unified Time Series Forecasting

Abstract: We present Timer-XL, a causal Transformer for unified time series forecasting. To uniformly predict multidimensional time series, we generalize next token prediction, predominantly adopted for 1D token sequences, to multivariate next token prediction. The paradigm formulates various forecasting tasks as a long-context prediction problem. We opt for decoder-only Transformers that capture causal dependencies from varying-length contexts for unified forecasting, making predictions on non-stationary univariate time series, multivariate series with complicated dynamics and correlations, as well as covariate-informed contexts that include exogenous variables. Technically, we propose a universal TimeAttention to capture fine-grained intra- and inter-series dependencies of flattened time series tokens (patches), which is further enhanced by deft position embedding for temporal causality and variable equivalence. Timer-XL achieves state-of-the-art performance across task-specific forecasting benchmarks through a unified approach. Based on large-scale pre-training, Timer-XL achieves state-of-the-art zero-shot performance, making it a promising architecture for pre-trained time series models. Code is available at this repository: https://github.com/thuml/Timer-XL.

Yong Liu
Guo Qin
Xiangdong Huang
Jianmin Wang
Mingsheng Long

International Conference on Learning Representations


Continuous Ensemble Weather Forecasting with Diffusion models

Abstract: Weather forecasting has seen a shift in methods from numerical simulations to data-driven systems. While initial research in the area focused on deterministic forecasting, recent works have used diffusion models to produce skillful ensemble forecasts. These models are trained on a single forecasting step and rolled out autoregressively. However, they are computationally expensive and accumulate errors for high temporal resolution due to the many rollout steps. We address these limitations with Continuous Ensemble Forecasting, a novel and flexible method for sampling ensemble forecasts in diffusion models. The method can generate temporally consistent ensemble trajectories completely in parallel, with no autoregressive steps. Continuous Ensemble Forecasting can also be combined with autoregressive rollouts to yield forecasts at an arbitrary fine temporal resolution without sacrificing accuracy. We demonstrate that the method achieves competitive results for global weather forecasting with good probabilistic properties.

Martin Andrae
Tomas Landelius
Joel Oskarsson
Fredrik Lindsten


Metadata Matters for Time Series: Informative Forecasting with Transformers

Abstract: Time series forecasting is prevalent in extensive real-world applications, such as financial analysis and energy planning. Previous studies primarily focus on time series modality, endeavoring to capture the intricate variations and dependencies inherent in time series. Beyond numerical time series data, we notice that metadata (e.g.~dataset and variate descriptions) also carries valuable information essential for forecasting, which can be used to identify the application scenario and provide more interpretable knowledge than digit sequences. Inspired by this observation, we propose a Metadata-informed Time Series Transformer (MetaTST), which incorporates multiple levels of context-specific metadata into Transformer forecasting models to enable informative time series forecasting. To tackle the unstructured nature of metadata, MetaTST formalizes them into natural languages by pre-designed templates and leverages large language models (LLMs) to encode these texts into metadata tokens as a supplement to classic series tokens, resulting in an informative embedding. Further, a Transformer encoder is employed to communicate series and metadata tokens, which can extend series representations by metadata information for more accurate forecasting. This design also allows the model to adaptively learn context-specific patterns across various scenarios, which is particularly effective in handling large-scale, diverse-scenario forecasting tasks. Experimentally, MetaTST achieves state-of-the-art compared to advanced time series models and LLM-based methods on widely acknowledged short- and long-term forecasting benchmarks, covering both single-dataset individual and multi-dataset joint training settings.

Jiaxiang Dong
Haixu Wu
Yuxuan Wang
Li Zhang
Jianmin Wang
Mingsheng Long


Local Attention Mechanism: Boosting the Transformer Architecture for Long-Sequence Time Series Forecasting

Abstract: Transformers have become the leading choice in natural language processing over other deep learning architectures. This trend has also permeated the field of time series analysis, especially for long-horizon forecasting, showcasing promising results both in performance and running time. In this paper, we introduce Local Attention Mechanism (LAM), an efficient attention mechanism tailored for time series analysis. This mechanism exploits the continuity properties of time series to reduce the number of attention scores computed. We present an algorithm for implementing LAM in tensor algebra that runs in time and memory O(nlogn), significantly improving upon the O(n^2) time and memory complexity of traditional attention mechanisms. We also note the lack of proper datasets to evaluate long-horizon forecast models. Thus, we propose a novel set of datasets to improve the evaluation of models addressing long-horizon forecasting challenges. Our experimental analysis demonstrates that the vanilla transformer architecture magnified with LAM surpasses state-of-the-art models, including the vanilla attention mechanism. These results confirm the effectiveness of our approach and highlight a range of future challenges in long-sequence time series forecasting.

Ignacio Aguilera-Martos
Andrés Herrera-Poyatos
Julián Luengo
Francisco Herrera


Continuous-Time Linear Positional Embedding for Irregular Time Series Forecasting

Abstract: Irregularly sampled time series forecasting, characterized by non-uniform intervals, is prevalent in practical applications. However, previous research have been focused on regular time series forecasting, typically relying on transformer architectures. To extend transformers to handle irregular time series, we tackle the positional embedding which represents the temporal information of the data. We propose CTLPE, a method learning a continuous linear function for encoding temporal information. The two challenges of irregular time series, inconsistent observation patterns and irregular time gaps, are solved by learning a continuous-time function and concise representation of position. Additionally, the linear continuous function is empirically shown superior to other continuous functions by learning a neural controlled differential equation-based positional embedding, and theoretically supported with properties of ideal positional embedding. CTLPE outperforms existing techniques across various irregularly-sampled time series datasets, showcasing its enhanced efficacy.


CycleNet: Enhancing Time Series Forecasting through Modeling Periodic Patterns

Abstract: The stable periodic patterns present in time series data serve as the foundation for conducting long-horizon forecasts. In this paper, we pioneer the exploration of explicitly modeling this periodicity to enhance the performance of models in long-term time series forecasting (LTSF) tasks. Specifically, we introduce the Residual Cycle Forecasting (RCF) technique, which utilizes learnable recurrent cycles to model the inherent periodic patterns within sequences, and then performs predictions on the residual components of the modeled cycles. Combining RCF with a Linear layer or a shallow MLP forms the simple yet powerful method proposed in this paper, called CycleNet. CycleNet achieves state-of-the-art prediction accuracy in multiple domains including electricity, weather, and energy, while offering significant efficiency advantages by reducing over 90% of the required parameter quantity. Furthermore, as a novel plug-and-play technique, the RCF can also significantly improve the prediction accuracy of existing models, including PatchTST and iTransformer. The source code is available at: https://github.com/ACAT-SCUT/CycleNet.

Shengsheng Lin
Weiwei Lin
Xinyi Hu
Wentai Wu
Ruichao Mo
Haocheng Zhong


Optimal starting point for time series forecasting

Abstract: Recent advances on time series forecasting mainly focus on improving the forecasting models themselves. However, when the time series data suffer from potential structural breaks or concept drifts, the forecasting performance might be significantly reduced. In this paper, we introduce a novel approach called Optimal Starting Point Time Series Forecast (OSP-TSP) for optimal forecasting, which can be combined with existing time series forecasting models. By adjusting the sequence length via leveraging the XGBoost and LightGBM models, the proposed approach can determine the optimal starting point (OSP) of the time series and then enhance the prediction performances of the base forecasting models. To illustrate the effectiveness of the proposed approach, comprehensive empirical analysis have been conducted on the M4 dataset and other real world datasets. Empirical results indicate that predictions based on the OSP-TSP approach consistently outperform those using the complete time series dataset. Moreover, comparison results reveals that combining our approach with existing forecasting models can achieve better prediction accuracy, which also reflect the advantages of the proposed approach.

Yiming Zhong
Yinuo Ren
Guangyao Cao
Feng Li
Haobo Qi


Time-MoE: Billion-Scale Time Series Foundation Models with Mixture of Experts

Abstract: Deep learning for time series forecasting has seen significant advancements over the past decades. However, despite the success of large-scale pre-training in language and vision domains, pre-trained time series models remain limited in scale and operate at a high cost, hindering the development of larger capable forecasting models in real-world applications. In response, we introduce Time-MoE, a scalable and unified architecture designed to pre-train larger, more capable forecasting foundation models while reducing inference costs. By leveraging a sparse mixture-of-experts (MoE) design, Time-MoE enhances computational efficiency by activating only a subset of networks for each prediction, reducing computational load while maintaining high model capacity. This allows Time-MoE to scale effectively without a corresponding increase in inference costs. Time-MoE comprises a family of decoder-only transformer models that operate in an auto-regressive manner and support flexible forecasting horizons with varying input context lengths. We pre-trained these models on our newly introduced large-scale data Time-300B, which spans over 9 domains and encompassing over 300 billion time points. For the first time, we scaled a time series foundation model up to 2.4 billion parameters, achieving significantly improved forecasting precision. Our results validate the applicability of scaling laws for training tokens and model size in the context of time series forecasting. Compared to dense models with the same number of activated parameters or equivalent computation budgets, our models consistently outperform them by large margin. These advancements position Time-MoE as a state-of-the-art solution for tackling real-world time series forecasting challenges with superior capability, efficiency, and flexibility.

Xiaoming Shi
Shiyu Wang
Yuqi Nie
Dianqi Li
Zhou Ye
Qingsong Wen
Ming Jin


Towards Long-Context Time Series Foundation Models

Abstract: 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 input. This limits their practical use, especially in domains such as healthcare with copious amounts of long and multivariate data with strong temporal and intra-variate dependencies. Our study bridges this gap by cataloging and systematically comparing various context expansion techniques from both language and time series domains, and introducing a novel compressive memory mechanism to allow encoder-only TSFMs to effectively model intra-variate dependencies. We demonstrate the benefits of our approach by imbuing MOMENT, a recent family of multi-task time series foundation models, with the multivariate context.

Nina Żukowska
Mononito Goswami
Michał Wiliński
Willa Potosnak
Artur Dubrawski


Fine-Tuning a Time Series Foundation Model with Wasserstein Loss

Abstract: Inspired by recent advancements in large language models (LLMs) for Natural Language Processing (NLP), there has been a surge in research focused on developing foundational models for time series forecasting. One approach involves training LLM architectures on tokenized time series data using cross-entropy loss. Although this method has demonstrated promising results, cross-entropy loss is primarily designed for classification tasks and does not account for the distance between classes. To address this limitation, we propose using the Wasserstein loss for such architectures. To validate our approach, we fine-tuned a foundational time series model on $22$ zero-shot datasets, comparing the performance of cross-entropy loss with that of Wasserstein loss. Our results demonstrate that replacing cross-entropy loss with Wasserstein loss significantly improves point estimation.


Towards Time Series Reasoning with LLMs

Abstract: Multi-modal large language models (MLLMs) have enabled numerous advances in understanding and reasoning in domains like vision, but we have not yet seen this broad success for time-series. Although prior works on time-series MLLMs have shown promising performance in time-series forecasting, very few works show how an LLM could be used for time-series reasoning in natural language. We propose a novel multi-modal time-series LLM approach that learns generalizable information across various domains with powerful zero-shot performance. First, we train a lightweight time-series encoder on top of an LLM to directly extract time-series information. Then, we fine-tune our model with chain-of-thought augmented time-series tasks to encourage the model to generate reasoning paths. We show that our model learns a latent representation that reflects specific time-series features (e.g. slope, frequency), as well as outperforming GPT-4o on a set of zero-shot reasoning tasks on a variety of domains.

Winnie Chow
Lauren Gardiner
Haraldur T. Hallgrímsson
Maxwell A. Xu
Shirley You Ren


Implicit Reasoning in Deep Time Series Forecasting

Abstract: Recently, time series foundation models have shown promising zero-shot forecasting performance on time series from a wide range of domains. However, it remains unclear whether their success stems from a true understanding of temporal dynamics or simply from memorizing the training data. While implicit reasoning in language models has been studied, similar evaluations for time series models have been largely unexplored. This work takes an initial step toward assessing the reasoning abilities of deep time series forecasting models. We find that certain linear, MLP-based, and patch-based Transformer models generalize effectively in systematically orchestrated out-of-distribution scenarios, suggesting underexplored reasoning capabilities beyond simple pattern memorization.

Willa Potosnak
Cristian Challu
Mononito Goswami
Michał Wiliński
Nina Żukowska
Artur Dubrawski


Integration of Mamba and Transformer -- MAT for Long-Short Range Time Series Forecasting with Application to Weather Dynamics

Abstract: Long-short range time series forecasting is essential for predicting future trends and patterns over extended periods. While deep learning models such as Transformers have made significant strides in advancing time series forecasting, they often encounter difficulties in capturing long-term dependencies and effectively managing sparse semantic features. The state-space model, Mamba, addresses these issues through its adept handling of selective input and parallel computing, striking a balance between computational efficiency and prediction accuracy. This article examines the advantages and disadvantages of both Mamba and Transformer models, and introduces a combined approach, MAT, which leverages the strengths of each model to capture unique long-short range dependencies and inherent evolutionary patterns in multivariate time series. Specifically, MAT harnesses the long-range dependency capabilities of Mamba and the short-range characteristics of Transformers. Experimental results on benchmark weather datasets demonstrate that MAT outperforms existing comparable methods in terms of prediction accuracy, scalability, and memory efficiency.

Wenqing Zhang
Junming Huang
Ruotong Wang
Changsong Wei
Wenqian Huang
Yuxin Qiao


ReAugment: Model Zoo-Guided RL for Few-Shot Time Series Augmentation and Forecasting

Abstract: Time series forecasting, particularly in few-shot learning scenarios, is challenging due to the limited availability of high-quality training data. To address this, we present a pilot study on using reinforcement learning (RL) for time series data augmentation. Our method, ReAugment, tackles three critical questions: which parts of the training set should be augmented, how the augmentation should be performed, and what advantages RL brings to the process. Specifically, our approach maintains a forecasting model zoo, and by measuring prediction diversity across the models, we identify samples with higher probabilities for overfitting and use them as the anchor points for augmentation. Leveraging RL, our method adaptively transforms the overfit-prone samples into new data that not only enhances training set diversity but also directs the augmented data to target regions where the forecasting models are prone to overfitting. We validate the effectiveness of ReAugment across a wide range of base models, showing its advantages in both standard time series forecasting and few-shot learning tasks.

Haochen Yuan
Yutong Wang
Yihong Chen
Yunbo Wang
Xiaokang Yang


TimeDiT: General-purpose Diffusion Transformers for Time Series Foundation Model

Abstract: Foundation models, particularly Large Language Models (LLMs), have revolutionized text and video processing, yet time series data presents distinct challenges for such approaches due to domain-specific features such as missing values, multi-resolution characteristics, etc. Furthermore, the de-facto autoregressive transformers tend to learn deterministic temporal dependencies within pre-trained data while overlooking inherent uncertainties and lacking integration of physical constraints. In this paper, we introduce TimeDiT, a diffusion transformer model that synergistically combines transformer-based temporal dependency learning with diffusion-based probabilistic sampling. TimeDiT employs a unified masking mechanism to harmonize the training and inference process across diverse tasks while introducing a theoretically grounded, finetuning-free model editing strategy that enables flexible integration of external knowledge during sampling. Acknowledging the challenges of unifying multiple downstream tasks under a single model, our systematic evaluation demonstrates TimeDiT's effectiveness both in fundamental tasks, i.e., forecasting and imputation, through zero-shot/fine-tuning; and in domain tasks, i.e., multi-resolution forecasting, anomaly detection, and data generation, establishing it as a \textit{proto-foundation model} that bridges the gap between general-purpose and domain-specific models.


VisionTS: Visual Masked Autoencoders Are Free-Lunch Zero-Shot Time Series Forecasters

Abstract: 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 universal forecasting. However, these methods face challenges due to the severe cross-domain gap or in-domain heterogeneity. This paper explores a new road to building a TSF foundation model from rich, high-quality natural images. Our key insight is that a visual masked autoencoder, pre-trained on the ImageNet dataset, can naturally be a numeric series forecaster. By reformulating TSF as an image reconstruction task, we bridge the gap between image pre-training and TSF downstream tasks. Surprisingly, without further adaptation in the time series domain, the proposed VisionTS could achieve better zero-shot forecast performance than existing TSF foundation models. With fine-tuning for one epoch, VisionTS could further improve the forecasting and achieve state-of-the-art performance in most cases. Extensive experiments reveal intrinsic similarities between images and real-world time series, suggesting that visual models may offer a "free lunch" for TSF and highlight the potential for future cross-modality research. Our code is publicly available at https://github.com/Keytoyze/VisionTS.

Mouxiang Chen
Lefei Shen
Zhuo Li
Xiaoyun Joy Wang
Jianling Sun
Chenghao Liu


Distributed Lag Transformer based on Time-Variable-Aware Learning for Explainable Multivariate Time Series Forecasting

Abstract: Time series data is a key element of big data analytics, commonly found in domains such as finance, healthcare, climate forecasting, and transportation. In large scale real world settings, such data is often high dimensional and multivariate, requiring advanced forecasting methods that are both accurate and interpretable. Although Transformer based models perform well in multivariate time series forecasting (MTSF), their lack of explainability limits their use in critical applications. To overcome this, we propose Distributed Lag Transformer (DLFormer), a novel Transformer architecture for explainable and scalable MTSF. DLFormer integrates a distributed lag embedding and a time variable aware learning (TVAL) mechanism to structurally model both local and global temporal dependencies and explicitly capture the influence of past variables on future outcomes. Experiments on ten benchmark and real world datasets show that DLFormer achieves state of the art predictive accuracy while offering robust, interpretable insights into variable wise and temporal dynamics. These results highlight ability of DLFormer to bridge the gap between performance and explainability, making it highly suitable for practical big data forecasting tasks.

Younghwi Kim
Dohee Kim
Joongrock Kim
Sunghyun Sim


Mamba or Transformer for Time Series Forecasting? Mixture of Universals (MoU) Is All You Need

Abstract: Time series forecasting requires balancing short-term and long-term dependencies for accurate predictions. Existing methods mainly focus on long-term dependency modeling, neglecting the complexities of short-term dynamics, which may hinder performance. Transformers are superior in modeling long-term dependencies but are criticized for their quadratic computational cost. Mamba provides a near-linear alternative but is reported less effective in time series longterm forecasting due to potential information loss. Current architectures fall short in offering both high efficiency and strong performance for long-term dependency modeling. To address these challenges, we introduce Mixture of Universals (MoU), a versatile model to capture both short-term and long-term dependencies for enhancing performance in time series forecasting. MoU is composed of two novel designs: Mixture of Feature Extractors (MoF), an adaptive method designed to improve time series patch representations for short-term dependency, and Mixture of Architectures (MoA), which hierarchically integrates Mamba, FeedForward, Convolution, and Self-Attention architectures in a specialized order to model long-term dependency from a hybrid perspective. The proposed approach achieves state-of-the-art performance while maintaining relatively low computational costs. Extensive experiments on seven real-world datasets demonstrate the superiority of MoU. Code is available at https://github.com/lunaaa95/mou/.

Sijia Peng
Yun Xiong
Yangyong Zhu
Zhiqiang Shen


Time Series Analysis for Education: Methods, Applications, and Future Directions

Abstract: Recent advancements in the collection and analysis of sequential educational data have brought time series analysis to a pivotal position in educational research, highlighting its essential role in facilitating data-driven decision-making. However, there is a lack of comprehensive summaries that consolidate these advancements. To the best of our knowledge, this paper is the first to provide a comprehensive review of time series analysis techniques specifically within the educational context. We begin by exploring the landscape of educational data analytics, categorizing various data sources and types relevant to education. We then review four prominent time series methods-forecasting, classification, clustering, and anomaly detection-illustrating their specific application points in educational settings. Subsequently, we present a range of educational scenarios and applications, focusing on how these methods are employed to address diverse educational tasks, which highlights the practical integration of multiple time series methods to solve complex educational problems. Finally, we conclude with a discussion on future directions, including personalized learning analytics, multimodal data fusion, and the role of large language models (LLMs) in educational time series. The contributions of this paper include a detailed taxonomy of educational data, a synthesis of time series techniques with specific educational applications, and a forward-looking perspective on emerging trends and future research opportunities in educational analysis. The related papers and resources are available and regularly updated at the project page.

Shengzhong Mao
Chaoli Zhang
Yichi Song
Jindong Wang
Xiao-Jun Zeng
Zenglin Xu
Qingsong Wen


Image Segmentation in Foundation Model Era: A Survey

Abstract: Image segmentation is a long-standing challenge in computer vision, studied continuously over several decades, as evidenced by seminal algorithms such as N-Cut, FCN, and MaskFormer. With the advent of foundation models (FMs), contemporary segmentation methodologies have embarked on a new epoch by either adapting FMs (e.g., CLIP, Stable Diffusion, DINO) for image segmentation or developing dedicated segmentation foundation models (e.g., SAM). These approaches not only deliver superior segmentation performance, but also herald newfound segmentation capabilities previously unseen in deep learning context. However, current research in image segmentation lacks a detailed analysis of distinct characteristics, challenges, and solutions associated with these advancements. This survey seeks to fill this gap by providing a thorough review of cutting-edge research centered around FM-driven image segmentation. We investigate two basic lines of research -- generic image segmentation (i.e., semantic segmentation, instance segmentation, panoptic segmentation), and promptable image segmentation (i.e., interactive segmentation, referring segmentation, few-shot segmentation) -- by delineating their respective task settings, background concepts, and key challenges. Furthermore, we provide insights into the emergence of segmentation knowledge from FMs like CLIP, Stable Diffusion, and DINO. An exhaustive overview of over 300 segmentation approaches is provided to encapsulate the breadth of current research efforts. Subsequently, we engage in a discussion of open issues and potential avenues for future research. We envisage that this fresh, comprehensive, and systematic survey catalyzes the evolution of advanced image segmentation systems. A public website is created to continuously track developments in this fast advancing field: \url{https://github.com/stanley-313/ImageSegFM-Survey}.

Tianfei Zhou
Wang Xia
Fei Zhang
Boyu Chang
Wenguan Wang
Ye Yuan
Ender Konukoglu
Daniel Cremers


SDE: A Simplified and Disentangled Dependency Encoding Framework for State Space Models in Time Series Forecasting

Abstract: In recent years, advancements in deep learning have spurred the development of numerous models for Long-term Time Series Forecasting (LTSF). However, most existing approaches struggle to fully capture the complex and structured dependencies inherent in time series data. In this work, we identify and formally define three critical dependencies that are fundamental to forecasting accuracy: order dependency and semantic dependency along the temporal dimension, as well as cross-variate dependency across the feature dimension. These dependencies are often treated in isolation, and improper handling can introduce noise and degrade forecasting performance. To bridge this gap, we investigate the potential of State Space Models (SSMs) for LTSF and emphasize their inherent advantages in capturing these essential dependencies. Additionally, we empirically observe that excessive nonlinearity in conventional SSMs introduce redundancy when applied to semantically sparse time series data. Motivated by this insight, we propose SDE (Simplified and Disentangled Dependency Encoding), a novel framework designed to enhance the capability of SSMs for LTSF. Specifically, we first eliminate unnecessary nonlinearities in vanilla SSMs, thereby improving the suitability for time series forecasting. Building on this foundation, we introduce a disentangled encoding strategy, which empowers SSMs to efficiently model cross-variate dependencies while mitigating interference between the temporal and feature dimensions. Furthermore, we provide rigorous theoretical justifications to substantiate our design choices. Extensive experiments on nine real-world benchmark datasets demonstrate that SDE-enhanced SSMs consistently outperform state-of-the-art time series forecasting models.Our code is available at https://github.com/YukinoAsuna/SAMBA.

Zixuan Weng
Jindong Han
Wenzhao Jiang
Hao Liu