Zero-Shot Forecasting

Ubiquitous time series data across diverse domains enables critical applications in areas such as transportation systems and power grids. Recently, training foundation models on massive datasets to achieve accurate zero-shot forecasting has emerged as a major research focus. However, current studies predominantly prioritize architectural innovations while insufficiently addressing data diversity, often relying on simple data sampling strategies that fail to manage complex data distributions effectively, leading to inefficient use of training data and suboptimal performance. To address this, we propose QUALS, a large-scale time series corpus equilibrium framework. QUALS significantly enhances data efficiency, i.e., enabling existing models to achieve superior performance using only a small fraction of the original training data. Specifically, QUALS operates through two core mechanisms. First, a pattern quantization framework systematically decodes heterogeneous patterns from mixed corpora via vector quantization and uniform binning. Second, a learnability synchronization framework calibrates sampling weights for heterogeneous patterns, bridging the optimization gap between simple and complex motifs to maximize overall training efficiency. Extensive benchmarks demonstrate that pre-training on QUALS consistently achieves superior zero-shot performance, even under substantially reduced training budgets.

Tabular foundation models deliver strong zero-training predictive performance via in-context learning, but their high inference latency makes them impractical as hot-path decision backends in interactive agentic loops. We distill a TabPFN teacher into a compact feed-forward student across a business-decision simulation on UCI Adult and five OpenML benchmarks: the classification head compresses 53.2M parameters to 8,546 (6,220x); the deployed two-head loan pipeline compresses 111.4M parameters to 17,059 (6,532x). The student retains 95.4-100.5% accuracy and 96.8-100.0% AUC, with the lowest accuracy retention on credit-g at 95.4%; an alpha = 0 hard-label control shows that the teacher's soft targets provide a 2.1-7.0 AUC point gain.

Time series foundation models (TSFMs) have advanced primarily through architectural innovation, while training regimes for large-scale heterogeneous corpora remain under-explored. As a result, pre-training distributions are often poorly controlled with respect to domain imbalance, context requirements, prediction horizons, and missingness. We introduce ORBIT (Omni-Range Bootstrap Incremental Training), a training paradigm that makes this distribution explicit and controllable. ORBIT combines Bootstrap Multi-Level Sampling, which controls dataset exposure and samples records, target variables, context windows, and prediction horizons, with Omni-Range Incremental Training, which varies context lengths and prediction horizons throughout a single training stage. Under ORBIT, we train Falcon-2.0, a simple univariate encoder-only Transformer with missingness-aware triple-channel patch tokenization and parallel patch prediction. We further introduce Rank-Guided Cross-Depth Alignment, a training objective that uses late-layer representations as stop-gradient teachers for shallow layers without additional inference cost. Evaluations on GIFT-Eval and fev-bench demonstrate strong zero-shot forecasting performance across diverse domains and frequencies.

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. Ranging from tens to hundreds of millions of parameters, these models are pre-trained on vast and diverse collections of time series, learning generalizable representations that support both point and probabilistic forecasting. This approach alleviates the need for dataset-specific model design and manual tuning, offering a unified solution across forecasting problems. In this work, we review the main architectures, pre-training strategies, and optimization methods underpinning these models. We further investigate post-pre-training fine-tuning of selected foundation models to enhance their performance on specific datasets. Our empirical results demonstrate that this step consistently improves forecasting accuracy over the zero-shot baseline.

Short-term Heart Rate Variability (HRV) forecasting could provide clinicians with actionable lead time for detecting autonomic dysfunction and adverse cardiac events. Consumer wearable devices generate fragmented, artifact-rich HRV signals that challenge conventional forecasting approaches. In this study, we evaluated the forecasting ability of three Time Series Foundation Models (TSFMs), TimesFM, Chronos, and MOIRAI, against traditional baselines (Mean, Exponential Smoothing, and Exponentially Weighted Moving Average) on real-world wearable data collected from 49 healthy individuals. To address data fragmentation, we introduce a variability-preserving imputation method that augments linear interpolation with locally adaptive stochastic noise, retaining physiological dynamics essential for accurate forecasting. The results show that TSFMs outperformed all baselines without fine-tuning, achieving average Mean Absolute Scaled Error (MASE) between 0.81 and 0.87 across TSFMs and both context lengths (32 and 64 time steps), with Chronos and TimesFM as the top models, though MOIRAI showed limited gains over baselines. With up to a 2-hour forecast horizon, the results establish a baseline for TSFMs' performance on a real-world dataset, highlighting domain-specific fine-tuning as a promising direction for clinical deployment.

Managing massive crowds during infrequent special events requires reliable real-time pedestrian-flow forecasting to ensure public safety and operational efficiency. However, supervised forecasting methods face limitations in these contexts due to scarce historical data, heterogeneous data distributions, and short in-event observation windows. To effectively support operational decision-making, forecasts should provide not only accurate point estimates but also informative predictive uncertainty. Probabilistic uncertainty quantification plays a critical role in this aspect, particularly capturing sudden volatility and tail risks. This paper investigates pretrained time series foundation models as a lightweight approach for zero-shot probabilistic forecasting without extensive local retraining. Using decision-oriented metrics tailored to short events, we conduct a comprehensive assessment of two time series foundation models on crowd forecasting, with the SAIL2025 event as a use case. We then distill practical insights for crowd managers, specifying when zero-shot forecasts remain operationally reliable.

Large \emph{Time Series Foundation Models} (TSFMs) demonstrate strong zero-shot forecasting capabilities across diverse domains. However, their application to regional climate forecasting faces practical challenges: model weights are often proprietary, local training records are limited, and computational budgets are constrained, making traditional fine-tuning approaches infeasible. To address these constraints, we introduce a lightweight, black-box adaptation framework (requiring no access to backbone parameters and no backbone fine-tuning) that enhances frozen TSFMs at inference time through two plug-and-play wrappers: \textbf{SMR\textsuperscript{2}} (Stationarity aware multi-resolution Residual), which decomposes the input into multi-resolution temporal views, learns stride specific residual corrections that capture regional dynamics, then adaptively ensembles them into a single forecast, and \textbf{MBB} (Moving Block Bootstrap), which preserves temporal dependencies through block resampling and ensembles over temporally coherent residual perturbations to stabilize the point forecast. Both wrappers instantiate the same bagging style principle: they build diverse views of the input or its residuals, forecast each with the same frozen backbone, and aggregate, so all adaptation comes from inference time ensembling rather than any weight update. Evaluated on one month ahead Standardized Precipitation Evapotranspiration Index (SPEI) prediction across multiple sites in South Australia, our framework consistently improves forecasting performance across several backbone models, demonstrating up to 26% mean squared error (MSE) reduction over the corresponding frozen backbone while enabling practical deployment in resource constrained regional forecasting systems.

Recent foundation models (FMs) for zero-shot reconstruction of dynamical systems (DS) achieve strong out-of-domain generalization but provide little insight into the mechanisms that underlie their forecasts. Such an understanding could help to strip down overladen FM architectures to their bare essence and expose the minimal requirements for in-context learning in the DS domain. Toward this goal, here we iteratively reduce a recent powerful SOTA model for DS reconstruction, DynaMix (Hemmer & Durstewitz, 2025), to a minimal interpretable two-parameter form, which we call DynaBase. DynaBase produces forecasts through a linear blend of the current latent state and the nearest in-context neighbor and its temporal successor. Surprisingly, despite its extreme simplicity, DynaBase produces highly competitive zero-shot DS reconstructions across chaotic and cyclic systems, with a negligible parameter load, many orders of magnitude below that of other FMs. Even more, this extreme simplicity permits direct model optimization on DS reconstruction measures, as well as closed-form one-step analytical solutions on prediction MSE. Theoretical and empirical analysis of DynaBase further leads to a 1-parameter family of maps, with the context-parroting algorithm of (Zhang & Gilpin, 2026) recovered at one end, and chaotic (divergent but bounded) behavior at the other. We further show how different training strategies lead to models either optimal for short-term prediction or for DS reconstruction. Thus, DynaBase not only exposes the minimal mechanisms required for producing zero-shot DS reconstruction, but also reconciles within an accessible mathematical frame divergent observations in the literature.

We introduce a new context-enriched, multimodal time series forecasting benchmark, TimesX. TimesX contains a wide selection of high-quality real-world time series with diverse domains and textual contexts obtained from an automated data generation pipeline, which helps address three main issues of existing multimodal forecasting benchmarks: (1) poor generalization due to the small scale and synthetic nature of benchmark data, (2) very limited types of textual contexts in the benchmarks, and (3) an inability to mitigate data leakage in evaluation. We conduct a thorough empirical study of zero-shot multimodal forecasting approaches on TimesX. Our results suggest that many approaches that perform well on existing benchmarks may fail on TimesX. In contrast, simple ensemble methods that leverage rich textual context accompanying time-series can outperform strong baselines on TimesX.

Building sensors are embedded in physical topology, spatial hierarchy, and operational context, yet existing forecasters often treat them as isolated time series or rely on fixed covariate sets. We present TopoBrick, a training-free framework for zero-shot building IoT (Internet-of-Things) forecasting. TopoBrick uses building knowledge graphs to construct a compact structural skeleton and employs an agentic topology sampler to select target-specific exogenous variables. The selected variables are organized by deployment-time availability, separating past-known sensor states from future-known calendar, schedule, and meteorological exogenous variables. Across three real-world buildings, TopoBrick outperforms strong zero-shot foundation-model baselines and remains competitive with fully trained building-specific models. Ablations show that topology-aware sampling is more reliable than random, ontology-only, or fixed-hop selection, especially for physically coupled HVAC and weather-driven sensing variables.

Time series foundation models (TSFMs) have shown strong zero-shot forecasting performance, but their generalization in covariate-driven, non-stationary settings is underexplored. Electricity price forecasting (EPF) presents a challenging testbed due to complex temporal dependencies, distributional shifts, and strong reliance on structural and contextual information. We propose a two-dataset-benchmarking framework for EPF to mitigate contamination risk and enable fair evaluation of TSFMs. We examine key aspects of EPF including point and probabilistic forecasting performance, tail behavior, price spikes, and comparisons against domain-specific methods. We find that TSFMs are highly competitive and often outperform general-purpose baselines. Yet, their performance depends critically on covariate support, and they do not consistently surpass domain-specific methods tailored to EPF. Interestingly, simple ensembles of TSFMs and domain-specific methods appear to have significant potential, suggesting that the two approaches capture complementary predictive information.

We present Zeus, a unified tuning-free Time Series Foundation Model (TSFM) that delivers superior performance across diverse analysis tasks without any task-specific fine-tuning. Unlike prior studies that primarily focus on zero-shot forecasting but require task-specific tuning for other tasks, Zeus bridges this gap by addressing two fundamental challenges in multi-task generalization. First, to reconcile point-level granularity with long-sequence scalability, Zeus incorporates a multi-scale Transformer featuring point-wise tokenization and a U-shaped hierarchy, effectively balancing fine-grained fidelity with computational efficiency. Second, to accommodate varying inductive biases across different tasks, Zeus introduces Multi-Objective Temporal Masking (MOTM), a unified strategy that supports heterogeneous tasks (e.g., extrapolation, interpolation, and global abstraction) within a single framework. Extensive experiments across five representative tasks demonstrate that Zeus consistently achieves competitive results in tuning-free settings, underscoring its potential as a general-purpose TSFM.

Cloud virtual machines are often overprovisioned, creating avoidable cost and operational inefficiency. We present CLOUDADV, an interactive engineer-facing advisory system for cloud instance sizing under workload drift. The system combines zero-shot time-series forecasting with bounded recommendation generation across day-, week-, and month-scale planning horizons. For each query, CLOUDADV constructs a structured decision context from historical utilization, forecast summaries, current VM metadata, candidate instance options, pricing, and explicit sizing heuristics. A higher-capacity LLM is used offline to generate reference recommendations, while a smaller production model is evaluated on the same prompts to assess deployment-time alignment under latency and cost constraints. Evaluation prioritizes downstream recommendation quality using simulated Azure cost savings and ex-post exceedance, with rolling-origin forecast accuracy reported as a secondary diagnostic against classical and supervised baselines. In a case study of seven production VMs, the reference recommendations reduce simulated monthly cost from about $1,503 to $708, yielding $795/month in savings (52.9%) under conservative heuristic constraints, while the highest observed exceedance rate among downgraded cases is 1.5%. Although Chronos-2 does not minimize every forecasting metric, it often induces recommendation patterns similar to those of a supervised per-VM baseline. These results suggest that zero-shot foundation models can support decision-aligned provisioning in non-stationary cloud environments while reducing the operational burden of repeated per-tenant retraining, revalidation, and redeployment.

Since its initial release in 2020, Darts has become a widely used open-source Python library for time series analysis. A series of foundation models have recently claimed accuracy improvements in zero-shot forecasting, promising a paradigm shift from training custom models to harnessing pre-trained general-purpose forecasters. Foundation models, however, are often released as isolated packages with fragmented interfaces and limited interoperability with common tooling, making joint evaluation and integration within complete pipelines difficult. In Darts, we developed a unified $\texttt{FoundationModel}$ class collection (Chronos-2, TimesFM 2.5, TiRex, PatchTST-FM) that provides standardized, full-cycle forecasting interfaces with minimal external dependencies for integrating foundation models into the ecosystem. Existing Darts pipelines can now use foundation models with only a name change; new pipelines can use them for zero-shot or fine-tuned forecasting, uncertainty estimation, and backtesting, combined with data processing and evaluation tooling, all within a unified framework.

The rapid evolution of Time Series Foundation Models (TSFMs) has advanced zero-shot forecasting across diverse domains. Inspired by the current form of Large Language Models, future TSFMs may be offered as commercialized, closed-source API services. However, many existing online adaptation methods still rely on white-box access for parameter fine-tuning or gradient backpropagation. This paradigm mismatch raises a question: In black-box online adaptation for TSFMs, what should we learn? We answer this with an insight: the predictive errors of the base model are conditioned on both the input and output of the base model (i.e., the context of errors). To validate this insight, we propose ORCA (Online Residual Contextual Adaptation). We conduct extensive experiments across 5 state-of-the-art TSFMs and 8 datasets to demonstrate the effectiveness of our approach. Furthermore, through ablation studies, we quantitatively analyze the impact of different adapter learning hypotheses on the final adaptation performance in black-box online adaptation. Code available at https://github.com/Fifthky/ORCA.

Can financial news reliably predict short-term stock movements? Despite advances in large language models, this question remains unresolved. We revisit this problem using a zero-shot natural language processing framework, investigating whether models can extract actionable signals from financial news without domain-specific training. We design a structured pipeline that combines zero-shot natural language inference with temporal aggregation, explicitly modelling recency and event-dependent impact horizons when integrating information across articles. To address the need for transparency in high-stakes settings, we introduce a multi-layered explainability framework that links predictions to token-level, article-level, and aggregate evidence, and produces grounded natural language rationales. Across multiple models and prediction horizons, we find that zero-shot approaches consistently fail to outperform simple baselines, with particularly weak performance on negative movements, suggesting deeper structural limitations in mapping news sentiment to short-term price dynamics. However, explainability signals reliably distinguish between trustworthy and unreliable predictions, offering practical value even when accuracy is limited. These findings highlight the limits of zero-shot financial NLP and motivate a shift toward decision-support systems that prioritise transparency and uncertainty awareness. Code: https://github.com/alimert05/zero-shot-stock-xai

Pretrained time series foundation models (TSFMs) have enabled zero-shot forecasting on unseen target series. However, existing TSFMs often incur high computational cost and provide limited support for diverse variable types, often failing to account for covariates that exogenously influence target variability. To address these challenges, we propose CITRAS-FM, a tiny 7M-parameter TSFM that supports univariate, multivariate, and covariate-informed zero-shot forecasting with real-time CPU inference. Built on a patch-based, decoder-only Transformer, CITRAS-FM introduces Shifted Attention into the cross-variate module to effectively exploit known covariates accessible throughout the forecast horizon. Moreover, to enable covariate-aware pretraining despite the scarcity of covariate-rich corpora, we propose CovSynth, which synthesizes realistic covariates from decomposed components of target series. Experiments on fev-bench, spanning 100 tasks across various settings, demonstrate that CITRAS-FM achieves state-of-the-art zero-shot accuracy among sub-10M TSFMs while delivering sub-0.1-second CPU inference, offering a strong balance between forecasting accuracy and real-time deployability.

Recent advances in Large Language Models (LLMs) have opened new possibilities for time series forecasting by enabling alignment between temporal patterns and pretrained word embeddings. However, most LLM-based methods overlook the heterogeneous nature of time series, where dynamic fluctuations and invariant semantics are entangled. This entanglement introduces spurious correlations during the alignment, as dynamic components act as confounders by simultaneously influencing invariant components and the resulting aligned embeddings. To address this issue, a variable-level alignment framework CVAformer is proposed. CVAformer explicitly disentangles each variable into invariant and dynamic components just before alignment, and applies causal intervention to mitigate the confounding effect of the dynamics. To better support variable-level alignment, CVAformer replaces the standard causal attention in LLMs with a non-causal attention mechanism that captures interactions among variables at each time step. Extensive experiments across long-term, short-term, few-shot, and zero-shot forecasting settings indicate that CVAformer matches or exceeds state-of-the-art performance on most datasets, and in some cases achieves notably better accuracy. Experimental results validate the effectiveness of variable-level alignment and dynamic disentanglement in CVAformer, offering a new perspective for LLM-based time series tasks.

Patch-based Time Series Foundation Models (TSFMs) suffer from context poisoning: structurally anomalous patches capture disproportionate attention and silently degrade zero-shot forecast quality. We propose improving TSFM accuracy at inference time by optimizing the input context rather than modifying model weights. We present GITCO (Gated Inference-Time Context Optimization), a lightweight three-component framework: Gate, Router, and Critic that selectively identifies and suppresses harmful patches without any parameter updates. Evaluated on TimesFM 2.5 across 53 GIFT-Eval datasets under K-fold cross-validation, GITCO achieves an average +1.95% MASE reduction on TimesFM 2.5 while capturing 89.9% of the improvement upper bound. We introduce context sensitivity profiles as a new characterizable property of TSFMs: the mapping from time series meta-features to expected accuracy improvement under inference-time context intervention, shaped jointly by model architecture and the statistical structure of the data.

Zero-shot time series forecasting aims to predict future values for previously unseen series, requiring models to generalize temporal dynamics beyond the training distribution. While recent foundation models achieve strong in-domain performance through large-scale pretraining, their effectiveness often relies on broad data coverage and implicit pattern memorization, which can limit generalization when data are scarce or source and target domains are disjoint. In this work, we propose FSA, a feature-to-strategy framework for controlled zero-shot univariate forecasting. Instead of directly modeling raw sequences in the observation space, FSA learns a structured mapping from an interpretable feature space to an autoregressive strategy space. This design introduces explicit inductive biases that disentangle global trends, periodic components, and local temporal dynamics, enabling the model to capture transferable time-series structure with fewer data assumptions. Empirical results show that, under identical pretraining data, training protocol, and comparable parameter budgets, FSA outperforms Transformer-based architectures in our controlled zero-shot setting.

Time-Series Foundation Models (TSFMs) excel at zero-shot unimodal forecasting using numerical data, but unlike LLMs they cannot consume multimodal, non-numerical context that often shape real-world trajectories. In this work, we bridge this gap and argue for a multimodal time-series forecasting approach that post-trains LLMs to act as context-guided revisors over strong numerical TSFM priors. We introduce PostTime, a post-training recipe combining Supervised Fine-Tuning (SFT) and Reinforcement Learning with Verifiable Rewards (RLVR), along with a methodology to generate automated reasoning traces for forecast revisions. PostTime teaches an LLM to generate context-conditioned forecast interventions -- decisions to revise, preserve, or ignore the TSFM prior based on the multimodal context. We evaluate this approach on the TimesX multimodal forecasting benchmark using a Gemma-3-4B LLM and TimesFM-2.5 TSFM, and show that it significantly outperforms standalone TSFMs, LLM-only baselines, and existing multimodal forecasting approaches.

Time series foundation models (TSFMs) have recently achieved strong zero-shot forecasting performance through large-scale pretraining and retrieval-augmented prediction. However, our empirical analysis reveals a non-trivial limitation of retrieval-based forecasting: retrieval tends to induce more oscillatory predictions, improving performance on highly fluctuating series while degrading accuracy on smoother, trend-dominated ones. This suggests that retrieved information may be fused into prediction without explicitly distinguishing stable temporal structure from instance-specific variations, which can reduce robustness under distribution shifts. We propose a Retrieval-guided Invariant-Dynamic DEcomposition framework for time series forecasting. Rather than using retrieval as auxiliary predictive context, we leverage retrieved sequences as implicit samples from related environments to guide representation decomposition. Specifically, we first construct a retrieval-aware representation via attention-based aggregation, and then introduce a retrieval-guided routing mechanism to decompose it into an invariant component capturing stable shared structure and a dynamic component modeling context-dependent variations. These two components are forecast separately and fused for final prediction, enabling the model to preserve transferable patterns while remaining adaptive to evolving dynamics. We further design training objectives that encourage invariant learning and disentanglement, and provide theoretical insight showing that retrieval aggregation reduces variance and approximates invariant representation learning without explicit environment supervision. Extensive experiments demonstrate that our method consistently improves robustness under distribution shifts and outperforms existing TSFMs and retrieval-based baselines in zero-shot forecasting settings.

Recent advances in Time Series Foundation Models (TSFMs) promise zero-shot forecasting capabilities with minimal task-specific training. While these models have shown strong performance across generic benchmarks, their applicability in volatile, complex electricity markets remains underexplored. Addressing this gap, this study provides a systematic empirical evaluation of several TSFMs, specifically Chronos-2 and Chronos-Bolt (developed by Amazon), and TimesFM 2.5 (provided by Google), for forecasting Belgian day-ahead and imbalance electricity prices. For both considered markets, Chronos-2 in ARX mode produces the most accurate forecasts. Compared with the best ensemble prediction from other machine learning methods, Chronos-2's Mean Absolute Error (MAE) is 5% lower for the day-ahead market. In contrast, the model yields 10% higher MAE predicting imbalance prices across all forecast horizons, except for the two-hour-ahead horizon. Moreover, we find that TSFMs exhibit genuine zero-shot forecasting skills but still struggle under extreme market conditions.

Retrieval-augmented generation (RAG) enhances zero-shot time series (TS) forecasting by leveraging external knowledge bases, yet existing approaches overlook input-level relevance when fusing retrieved samples with the query. We argue that not all retrievals are equally useful, and irrelevant ones can degrade performance. To this end, we propose Cross-RAG, a zero-shot RAG-based forecasting framework that selectively attends to query-relevant retrieved samples via query--retrieval cross-attention. By modeling input-level relevance between the query and retrieved samples, Cross-RAG jointly incorporates three sources of information: 1) the query itself, 2) the retrieved samples, and 3) their relational interactions. In particular, this input-aware design enables Cross-RAG to remain stable as the number of retrieved samples $k$ grows, whereas prior methods without cross-attention require careful $k$ tuning to avoid degradation from irrelevant retrievals. Extensive experiments demonstrate that Cross-RAG consistently improves zero-shot forecasting performance across multiple TSFM backbones and various RAG methods, with additional analyses confirming its effectiveness across various retrieval scenarios. Code is available at https://github.com/seunghan96/cross-rag/.

Conventional forecasting methods are trained end-to-end on unimodal time series, which limits their ability to exploit textual information and undermines their generalization in data-scarce scenarios. Recently, large language models (LLMs) and time series foundation models (TSFMs) have demonstrated powerful capabilities in complex textual reasoning and zero-shot temporal modeling, respectively. Integrating these strengths to construct a multimodal time series foundation model that jointly leverages temporal and textual information for zero-shot future inference has emerged as a promising research direction. However, the scarcity of large-scale, high-quality multimodal datasets remains a fundamental obstacle. To address this challenge, we propose ChronoSteer, a decoupled agentic framework that learns cross-modal alignment from synthetic paired supervision. Specifically, a pretrained LLM first converts textual events into revision instructions that steer the initial unimodal prediction produced by a frozen TSFM. These revision instructions form an intermediate instruction space that bridges the semantic gap between text and time series while fully leveraging pretrained knowledge. Technically, the instructions are discretized into a compact codebook of instruction anchors, effectively mitigating semantic divergence while reducing the cost of dataset construction. Finally, we adopt a two-stage training strategy to recover the fine-grained magnitude information lost during discretization. Furthermore, we release a leakage-controlled multimodal benchmark constructed with temporal separation and textual context available before the prediction window. When paired with an LLM and trained on synthetic cross-modal alignment data, ChronoSteer achieves a 25.8% improvement in zero-shot prediction accuracy over its unimodal backbone, and outperforms prior state-of-the-art unimodal and multimodal ...