arXiv Machine Learning

It's TIME: Towards the Next Generation of Time Series Forecasting Benchmarks

arXiv:2602. 12147v4 Announce Type: replace Abstract: Time series foundation models (TSFMs) are revolutionizing the forecasting landscape from specific dataset modeling to generalizable task evaluation.

arXiv AI
1d ago

Adapting LLMs to Time Series Forecasting via Temporal Heterogeneity Modeling and Representation Alignment

arXiv:2508. 07195v2 Announce Type: replace-cross Abstract: Recent advances have demonstrated that Large Language Models (LLMs) can be effectively adapted for time series forecasting, revealing strong potential beyond natural language tasks.

By Yanru Sun, Emadeldeen Eldele, Zongxia Xie, Yucheng Wang, Wenzhe Niu, Qinghua Hu, Chee Keong Kwoh, Min Wu
arXiv Machine Learning
Jun 30

fev-bench: A Realistic Benchmark for Time Series Forecasting

arXiv:2509. 26468v3 Announce Type: replace Abstract: Benchmark quality is critical for meaningful evaluation and sustained progress in time series forecasting, particularly with the rise of pretrained models.

By Oleksandr Shchur, Abdul Fatir Ansari, Caner Turkmen, Lorenzo Stella, Nick Erickson, Pablo Guerron, Michael Bohlke-Schneider, Yuyang Wang
arXiv Machine Learning
Jul 28

Foundation Models and Fine-Tuning: Toward a New Generation of Models for Time Series Forecasting

arXiv:2607. 23146v1 Announce Type: new Abstract: Inspired by recent breakthroughs in large language models for natural language processing, foundation models have emerged as a promising paradigm for zero-shot time series forecasting, enabling accurate predictions on datasets never seen during pre-training.

By Morad Laglil, Bertrand Pracca, Emilie Devijver, Eric Gaussier
arXiv AI
Aug 10

Seeking SOTA: Time-Series Forecasting Must Adopt Taxonomy-Specific Evaluation to Dispel Illusory Gains

arXiv:2603. 15506v2 Announce Type: replace-cross Abstract: We argue that the current practice of evaluating AI/ML time-series forecasting models, predominantly on benchmarks characterized by strong, persistent periodicities and seasonalities, obscures real progress by overlooking the performance of efficient classical methods.

By Raeid Saqur, Christoph Bergmeir, Blanka Horvath, Daniel Schmidt, Frank Rudzicz, Terry Lyons