arXiv:2602. 17634v2 Announce Type: replace-cross Abstract: Learning time series foundation models has been shown to be a promising approach for zero-shot time series forecasting across diverse time series domains.
By Xinghong Fu, Yanhong Li, Georgios Papaioannou, Yoon Kim
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
Time Series Foundation Models (TSFMs) have recently emerged as a highly promising paradigm for cross-domain zero-shot forecasting. However, existing evaluation protocols predominantly rely on static benchmarks with fixed historical test windows.
arXiv:2512.07624v2 Announce Type: replace
Abstract: Process Model Forecasting (PMF) aims to predict how the control-flow structure of a process evolves over time by modeling the temporal dynamics of...
By Yongbo Yu, Jari Peeperkorn, Johannes De Smedt, Jochen De Weerdt
LiveHouse-TS introduces an open‑world living benchmark for Time Series Foundation Models, evaluating them prequentially on real future data rather than static test windows. The benchmark captures continuous performance across seasonal changes, distribution shifts, and unexpected events, providing a more realistic assessment of model robustness. Experiments across 11 domains and 17 datasets show that model rankings can dramatically change under this live protocol.
By Haomin Wen, Ziyu Zhou, Qingxiang Liu, Siru Zhong, Yuxuan Liang
arXiv:2609.39741v1 Announce Type: new
Abstract: Large forecasting applications often combine statistical, machine-learning, and neural models. These families solve the same problem but differ in fitt...
By Olivier Sprangers, Max Mergenthaler Canseco, Marco Peixeiro, Saul Caballero Ramirez, Mariana Menchero Garc\'ia, Jing-Qiang Goh, Han Wang, Nikhil Gupta, Rogelio Melo, Senbong Gee, Cristian Challu
Large forecasting applications often combine statistical, machine-learning, and neural models. These families solve the same problem but differ in fitted state, training procedures, and how they paral...
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:2606. 01289v1 Announce Type: new Abstract: Zero-shot time series forecasting aims to predict future values for previously unseen series, requiring models to generalize temporal dynamics beyond the training distribution.
By Yifan Wu, Junjie Wu, Kai Wu, Xiaoyu Zhang, Jian Lou
arXiv:2604. 22328v2 Announce Type: replace-cross Abstract: Driven by the transition towards a climate-neutral energy system, accurate energy time series forecasting is critical for planning and operations.
By Marco Obermeier, Marco Pruckner, Florian Haselbeck, Andreas Zeiselmair
arXiv:2606. 10798v1 Announce Type: new Abstract: Pretrained time series foundation models (TSFMs) have enabled zero-shot forecasting on unseen target series.
By Yosuke Yamaguchi, Issei Suemitsu, Yuki Kajihara, Wenpeng Wei
arXiv:2406. 14399v4 Announce Type: replace Abstract: The development of Time-Series Forecasting (TSF) models is often constrained by the lack of comprehensive datasets, especially in Global Station Weather Forecasting (GSWF), where existing datasets are small, temporally short, and spatially sparse.
By Tao Han, Zhibin Wen, Zhenghao Chen, Dazhao Du, Song Guo, Lei Bai