3 papers
cs.LG2026
Forecast Collapse in Time-Series Foundation Models
Shu Wan, Miles Ma, Hank Zhu +4
When forecasting hourly returns for 1,000 US equities, we observe an unexpected phenomenon: predictions become nearly flat and show poor stock ranking, as measured by cross-section…
cs.LG2024
TSFM-Bench: A Comprehensive and Unified Benchmark of Foundation Models for Time Series Forecasting
Zhe Li, Xiangfei Qiu, Peng Chen +8
Time Series Forecasting (TSF) is key functionality in numerous fields, such as financial investment, weather services, and energy management. Although increasingly capable TSF meth…
cs.LG2024
Time-MoE: Billion-Scale Time Series Foundation Models with Mixture of Experts
Xiaoming Shi, Shiyu Wang, Yuqi Nie +4
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 d…