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: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: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:2411. 11350v2 Announce Type: replace Abstract: Deep learning models have shown strong performance in load forecasting, but they generally require large amounts of data for model training before being applied to new scenarios, which limits their effectiveness in data-scarce scenarios.
By Wenlong Liao, Chengrui Zhang, Zhe Yang, Mengshuo Jia, Christian Rehtanz, Jiannong Fang, Fernando Port\'e-Agel
The paper introduces QUAL, a label‑free framework that improves zero‑shot time‑series foundation models by aligning their quantile forecasts using a pool of models as a probability reference. QUAL first aligns member forecasts, then aggregates them with Huber aggregation and rearrangement to produce a robust combined forecast without any training or model modification. Experiments on GIFT‑Eval show that this quantile alignment reduces average member MASE by 7.4% and CRPS by 9.8%, and the method remains robust even when weak forecasters are included in the candidate pool.
By Junhyeok Kang, Sangjun Han, Jun Seo, Seunghan Lee, Jaehoon Lee, Dongwan Kang, Minjae Kim, Sungdong Yoo, Tae Yoon Lim, Hwanil Choi, Soonyoung Lee, Wonbin Ahn
arXiv:2609.25788v1 Announce Type: new
Abstract: Time Series Foundation Models (TSFMs) promise a paradigm shift toward zero-shot forecasting by eliminating task-specific training. However, existing wo...
By Panagiotis Michael, Moysis Symeonides, Demetris Trihinas
arXiv:2602. 00620v2 Announce Type: replace-cross Abstract: The zero-shot evaluation of time series foundation models (TSFMs) for classification typically uses a frozen encoder followed by a task-specific classifier.
By Juntao Fang, Shifeng Xie, Shengbin Nie, Yuhui Ling, Yuming Liu, Zijian Li, Keli Zhang, Lujia Pan, Themis Palpanas, Ruichu Cai
Introducing Timestral offers state‑of‑the‑art probabilistic forecasting across four model sizes ranging from 5 million to 209 million parameters. The models are designed to be CPU‑efficient and ready for zero‑shot use, enabling rapid deployment without extensive fine‑tuning.
The paper argues that zero‑shot time‑series forecasting should be treated as an evidence‑access claim rather than merely a no‑parameter‑update condition. It introduces a source‑first taxonomy that distinguishes three evidence sources—frozen LLM prior reuse, parametric time‑series pretraining, and retrieval‑augmented external memory—from the architectures that implement them. The authors further outline four audit questions—task interface, forecast object and scoring, prediction‑time context, and resource budget—to make zero‑shot leaderboards transparent and comparable.
By Delun Kong, Wanyun Ling, Chenxi Liu, Ziyue Li
arXiv:2602. 11550v2 Announce Type: replace-cross Abstract: Time Series Foundation Models (TSFMs) achieve strong zero-shot forecasting through large-scale pre-training, but adapting them to downstream domains under distribution shift remains challenging.
By Sisuo Lyu, Siru Zhong, Tiegang Chen, Weilin Ruan, Qingxiang Liu, Taiqiang Lv, Qingsong Wen, Raymond Chi-Wing Wong, Yuxuan Liang
arXiv:2609.13956v1 Announce Type: new
Abstract: In this report, we release Tabby, a long context probabilistic time series foundation model, together with a complete and open recipe of how it was bui...
By Shifeng Xie, Bahaeddine Abdessalem, Zehao Xiao, Youssef Attia El Hili, Ambroise Odonnat, Zhiwei Dong, Lei Zan, Themis Palpanas, Jianfeng Zhang, Lujia Pan, Keli Zhang, Malik Tiomoko
arXiv:2609.39386v1 Announce Type: new
Abstract: Pretrained time-series foundation models (TSFMs) are evaluated as forecasters of future values, yet for sparse series many decisions depend only on whi...
By Daniel Schoess, Florian von Wangenheim