arXiv:2606. 10466v1 Announce Type: cross Abstract: In time-series generation, existing approaches typically handcraft ortrain a separate model for each dataset, which hinders their scalability and fails to leverage shared temporal structures across domains.
By Du Yin, Hao Xue, Jinliang Deng, Yang Yang, Shuang Ao, Arian Prabowo, Flora Salim
arXiv:2502. 15637v2 Announce Type: replace-cross Abstract: While foundation models have revolutionized various domains, their application to time series classification remains rather under-explored, with existing literature predominantly focused on forecasting.
By Vasilii Feofanov, Songkang Wen, Shifeng Xie, Simon Roschmann, Marius Alonso, Hongbo Guo, Romain Ilbert, Malik Tiomoko, Quentin Bouniot, Zeynep Akata, Lujia Pan, Jianfeng Zhang, Ievgen Redko
arXiv:2602. 16224v2 Announce Type: replace Abstract: Time series data are prone to noise in various domains, and training samples may contain low-predictability patterns that deviate from the normal data distribution, leading to training instability or convergence to poor local minima.
By Xu Zhang, Peng Wang, Yichen Li, Wei Wang
arXiv:2605. 17866v2 Announce Type: replace Abstract: Small-scale data is a critical problem in time-series forecasting tasks.
By Masahiro Suzuki, Bohui Xia, Hiroto Yamamoto, Masanori Miyahara
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
arXiv:2505. 15354v3 Announce Type: replace Abstract: Time-series forecasting is a critical task in various business domains, but it remains inherently challenging.
By Hamza Cherkaoui, Malik Tiomoko, Giuseppe Paolo, Zhang Yili, Yu Meng, Zhang Keli, Hafiz Tiomoko Ali
arXiv:2606. 27438v1 Announce Type: new Abstract: Since its initial release in 2020, Darts has become a widely used open-source Python library for time series analysis.
By Zhihao Dai, Dennis Bader, Alain Gysi
arXiv:2607. 20002v1 Announce Type: cross Abstract: Time series foundation models (TSFMs) have emerged as general-purpose models for time series analysis, but pretraining alone is often insufficient for reliable downstream deployment.
By Shifeng Xie, Ambroise Odonnat, Zehao Xiao, Lei Zan, Malik Tiomoko, Lujia Pan, Themis Palpanas, Boris N. Oreshkin, Chenghao Liu, Keli Zhang
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.
By Zhongzheng Qiao, Sheng Pan, Anni Wang, Viktoriya Zhukova, Yong Liu, Xudong Jiang, Qingsong Wen, Mingsheng Long, Ming Jin, Chenghao Liu
Time series foundation models (TSFMs) have emerged as general-purpose models for time series analysis, but pretraining alone is often insufficient for reliable downstream deployment. Bridging this gap requires further intervention to handle domain shift, task heterogeneity, limited supervision, and computational constraints, which motivates post-training as a broad class of methods to adapt, augment, compose, calibrate, or specialize pretrained TSFMs for downstream tasks.
arXiv:2607. 04919v1 Announce Type: new Abstract: Deploying a time series foundation model requires GPU infrastructure, engineering overhead, and carries no guarantee of improvement over XGBoost.
By Nicholas Tan Jerome, Frank Simon
arXiv:2607. 07500v1 Announce Type: cross Abstract: Time series classification (TSC) is dominated by a two-stage paradigm: train a feature encoder -- either from scratch on the target dataset or via pretraining on large corpora -- and then fit a task-specific classifier on top.
By Jaris K\"uken, Shi Bin Hoo, Martin Mr\'az, Frank Hutter, Lennart Purucker