The vast majority of time-series forecasting approaches require a substantial training dataset. However, many real-life forecasting applications have very little initial observations, sometimes just 40 or fewer. Thus, the applicability of most forecasting methods is restricted in data-sparse commercial applications. While there is recent work in the setting of very limited initial data (so-called `zero-shot' forecasting), its performance is inconsistent depending on the data used for pretraining. In this work, we take a different approach and devise ForecastPFN, the first zero-shot forecasting model trained purely on a novel synthetic data distribution. ForecastPFN is a prior-data fitted network, trained to approximate Bayesian inference, which can make predictions on a new time series dataset in a single forward pass. Through extensive experiments, we show that zero-shot predictions made by ForecastPFN are more accurate and faster compared to state-of-the-art forecasting methods, even when the other methods are allowed to train on hundreds of additional in-distribution data points.

Cross-frequency transfer learning (CFTL) has emerged as a popular framework for curating large-scale time series datasets to pre-train foundation forecasting models (FFMs). Although CFTL has shown promise, current benchmarking practices fall short of accurately assessing its performance. This shortcoming stems from many factors: an over-reliance on small-scale evaluation datasets; inadequate treatment of sample size when computing summary statistics; reporting of suboptimal statistical models; and failing to account for non-negligible risks of overlap between pre-training and test datasets. To address these limitations, we introduce a unified reimplementation of widely-adopted neural forecasting networks, adapting them for the CFTL setup; we pre-train only on proprietary and synthetic data, being careful to prevent test leakage; and we evaluate on 15 large, diverse public forecast competition datasets. Our empirical analysis reveals that statistical models' accuracy is frequently underreported. Notably, we confirm that statistical models and their ensembles consistently outperform existing FFMs by more than 8.2% in sCRPS, and by more than 20% MASE, across datasets. However, we also find that synthetic dataset pre-training does improve the accuracy of a FFM by 7% percent.

Effective demand forecasting is critical for inventory management, production planning, and decision making across industries. Selecting the appropriate model and suitable features to efficiently capture patterns in the data is one of the main challenges in demand forecasting. In reality, this becomes even more complicated when the recorded sales have zeroes, which can happen naturally or due to some anomalies, such as stockouts and recording errors. Mistreating the zeroes can lead to the application of inappropriate forecasting methods, and thus leading to poor decision making. Furthermore, the demand itself can have different fundamental characteristics, and being able to distinguish one type from another might bring substantial benefits in terms of accuracy and thus decision making. We propose a two-stage model-based classification framework that in the first step, identifies artificially occurring zeroes, and in the second, classifies demand to one of the possible types: regular/intermittent, intermittent smooth/lumpy, fractional/count. The framework relies on statistical modelling and information criteria. We argue that different types of demand need different features, and show empirically that they tend to increase the accuracy of the forecasting methods and reduce inventory costs compared to those applied directly to the dataset without the generated features and the two-stage framework.

Integrated wind-solar-wave marine energy systems hold broad promise for supplying clean electricity in offshore and coastal regions. By leveraging the spatiotemporal complementarity of multiple resources, such systems can effectively mitigate the intermittency and volatility of single-source outputs, thereby substantially improving overall power-generation efficiency and resource utilization. Accurate ultra-short-term forecasting is crucial for ensuring secure operation and optimizing proactive dispatch. However, most existing forecasting methods construct separate models for each energy source, insufficiently account for the complex couplings among multiple energies, struggle to capture the system's nonlinear and nonstationary dynamics, and typically depend on extensive manual parameter tuning-limitations that constrain both predictive performance and practicality. We address this issue using a Bayesian-optimized Multivariate Variational Mode Decomposition-Long Short-Term Memory (MVMD-LSTM) framework. The framework first applies MVMD to jointly decompose wind, solar and wave power series so as to preserve cross-source couplings; it uses Bayesian optimization to automatically search the number of modes and the penalty parameter in the MVMD process to obtain intrinsic mode functions (IMFs); finally, an LSTM models the resulting IMFs to achieve ultra-short-term power forecasting for the integrated system. Experiments based on field measurements from an offshore integrated energy platform in China show that the proposed framework significantly outperforms benchmark models in terms of MAPE, RMSE and MAE. The results demonstrate superior predictive accuracy, robustness, and degree of automation.

Fantasy Premier League engages the football community in selecting the Premier League players who will perform best from gameweek to gameweek. Access to accurate performance forecasts gives participants an edge over competitors by guiding expectations about player outcomes and reducing uncertainty in squad selection. However, high-accuracy forecasts are currently limited to commercial services whose inner workings are undisclosed and that rely on proprietary data. This paper aims to democratize access to highly accurate forecasts of player performance by presenting OpenFPL, an open-source Fantasy Premier League forecasting method developed exclusively from public data. Comprising position-specific ensemble models optimized on Fantasy Premier League and Understat data from four previous seasons (2020-21 to 2023-24), OpenFPL achieves accuracy comparable to a leading commercial service when tested prospectively on data from the 2024-25 season. OpenFPL also surpasses the commercial benchmark for high-return players ($>$ 2 points), which are most influential for rank gains. These findings hold across one-, two-, and three-gameweek forecast horizons, supporting long-term planning of transfers and strategies while also informing final-day decisions.

Sparse and intermittent demand forecasting in supply chains presents a critical challenge, as frequent zero-demand periods hinder traditional model accuracy and impact inventory management. We propose and evaluate a Model-Router framework that dynamically selects the most suitable forecasting model-spanning classical, ML, and DL methods for each product based on its unique demand pattern. By comparing rule-based, LightGBM, and InceptionTime routers, our approach learns to assign appropriate forecasting strategies, effectively differentiating between smooth, lumpy, or intermittent demand regimes to optimize predictions. Experiments on the large-scale Favorita dataset show our deep learning (Inception Time) router improves forecasting accuracy by up to 11.8% (NWRMSLE) over strong, single-model benchmarks with 4.67x faster inference time. Ultimately, these gains in forecasting precision will drive substantial reductions in both stockouts and wasteful excess inventory, underscoring the critical role of intelligent, adaptive Al in optimizing contemporary supply chain operations.

This study explores the potential of zero-shot time series forecasting, an innovative approach leveraging pre-trained foundation models, to forecast mortality rates without task-specific fine-tuning. We evaluate two state-of-the-art foundation models, TimesFM and CHRONOS, alongside traditional and machine learning-based methods across three forecasting horizons (5, 10, and 20 years) using data from 50 countries and 111 age groups. In our investigations, zero-shot models showed varying results: while CHRONOS delivered competitive shorter-term forecasts, outperforming traditional methods like ARIMA and the Lee-Carter model, TimesFM consistently underperformed. Fine-tuning CHRONOS on mortality data significantly improved long-term accuracy. A Random Forest model, trained on mortality data, achieved the best overall performance. These findings underscore the potential of zero-shot forecasting while highlighting the need for careful model selection and domain-specific adaptation.

Accurate evaluation of forecasting models is essential for ensuring reliable predictions. Current practices for evaluating and comparing forecasting models focus on summarising performance into a single score, using metrics such as SMAPE. While convenient, averaging performance over all samples dilutes relevant information about model behavior under varying conditions. This limitation is especially problematic for time series forecasting, where multiple layers of averaging--across time steps, horizons, and multiple time series in a dataset--can mask relevant performance variations. We address this limitation by proposing ModelRadar, a framework for evaluating univariate time series forecasting models across multiple aspects, such as stationarity, presence of anomalies, or forecasting horizons. We demonstrate the advantages of this framework by comparing 24 forecasting methods, including classical approaches and different machine learning algorithms. NHITS, a state-of-the-art neural network architecture, performs best overall but its superiority varies with forecasting conditions. For instance, concerning the forecasting horizon, we found that NHITS (and also other neural networks) only outperforms classical approaches for multi-step ahead forecasting. Another relevant insight is that classical approaches such as ETS or Theta are notably more robust in the presence of anomalies. These and other findings highlight the importance of aspect-based model evaluation for both practitioners and researchers. ModelRadar is available as a Python package.

Semiconductor devices, especially MOSFETs (Metal-oxide-semiconductor field-effect transistor), are crucial in power electronics, but their reliability is affected by aging processes influenced by cycling and temperature. The primary aging mechanism in discrete semiconductors and power modules is the bond wire lift-off, caused by crack growth due to thermal fatigue. The process is empirically characterized by exponential growth and an abrupt end of life, making long-term aging forecasts challenging. This research presents a comprehensive comparative assessment of different forecasting methods for MOSFET failure forecasting applications. Classical tracking, statistical forecasting and Neural Network (NN) based forecasting models are implemented along with novel Temporal Fusion Transformers (TFTs). A comprehensive comparison is performed assessing their MOSFET ageing forecasting ability for different forecasting horizons. For short-term predictions, all algorithms result in acceptable results, with the best results produced by classical NN forecasting models at the expense of higher computations. For long-term forecasting, only the TFT is able to produce valid outcomes owing to the ability to integrate covariates from the expected future conditions. Additionally, TFT attention points identify key ageing turning points, which indicate new failure modes or accelerated ageing phases.

Container terminals, pivotal nodes in the network of empty container movement, hold significant potential for enhancing operational efficiency within terminal depots through effective collaboration between transporters and terminal operators. This collaboration is crucial for achieving optimization, leading to streamlined operations and reduced congestion, thereby benefiting both parties. Consequently, there is a pressing need to develop the most suitable forecasting approaches to address this challenge. This study focuses on developing and evaluating a data-driven approach for forecasting empty container availability at container terminal depots within a Vehicle Booking System (VBS) framework. It addresses the gap in research concerning optimizing empty container dwell time and aims to enhance operational efficiencies in container terminal operations. Four forecasting models-Naive, ARIMA, Prophet, and LSTM-are comprehensively analyzed for their predictive capabilities, with LSTM emerging as the top performer due to its ability to capture complex time series patterns. The research underscores the significance of selecting appropriate forecasting techniques tailored to the specific requirements of container terminal operations, contributing to improved operational planning and management in maritime logistics.