Articles
Can Large Language Models Forecast Time Series?
"Can't today's AI already do time series forecasting?" The push to forecast time series with LLMs began in 2023 and is still unsettled in 2026. Can they, or can't they? A time series researcher separates what the papers actually showed from personal opinion.
→What Is a 1% Gain in Forecast Accuracy Actually Worth?
"We improved MAE by 5%." And how much money is that worth? The link between forecast accuracy and value has been studied since 1951. Minimizing an error metric and optimizing a decision are not the same problem.
→Forecasting JEPX Prices with Time Series Foundation Models: The Baseline to Beat Was Yesterday (Part 1)
"Isn't a classical statistical model enough for electricity price forecasting?" European studies suggest so. A year of zero-shot evaluation across ten JEPX spot price series shows the baseline to beat is simply copying yesterday, and only the time series foundation models beat it. Importing the standard European benchmark design leads to the wrong conclusion.
→The Evolution of Irregular Time Series Models: From GRU-D and Neural ODE to mTAN and Beyond
"Can't you just fill in the gaps before feeding the model?" Some might think so. From GRU-D and Neural ODE to mTAN and ISTS-PLM, research on irregularly sampled time series has shifted from how to impute missing values to how to represent irregular time inside the model. This article traces that shift.
→Study & Survey
Latest research surveys and study session materials.