arXiv:2509. 26468v3 Announce Type: replace Abstract: Benchmark quality is critical for meaningful evaluation and sustained progress in time series forecasting, particularly with the rise of pretrained models.
arXiv:2602. 12147v4 Announce Type: replace Abstract: Time series foundation models (TSFMs) are revolutionizing the forecasting landscape from specific dataset modeling to generalizable task evaluation.
arXiv:2606. 10798v1 Announce Type: new Abstract: Pretrained time series foundation models (TSFMs) have enabled zero-shot forecasting on unseen target series.
arXiv:2609.39741v1 Announce Type: new Abstract: Large forecasting applications often combine statistical, machine-learning, and neural models. These families solve the same problem but differ in fitt...
Large forecasting applications often combine statistical, machine-learning, and neural models. These families solve the same problem but differ in fitted state, training procedures, and how they paral...
The paper critiques the prevalent use of mean squared error (MSE) for evaluating irregular time‑series forecasting, arguing that MSE is biased by timestamp sampling distributions. It introduces the Continuous‑time Squared Error (CSE), an importance‑weighted metric that theoretically offers a tighter asymptotic bound on continuous‑time risk than MSE. A comprehensive benchmark across synthetic, semi‑synthetic, and eight real‑world datasets demonstrates that CSE more accurately recovers continuous‑time risk, revealing limitations of relying solely on MSE.
arXiv:2604. 22328v2 Announce Type: replace-cross Abstract: Driven by the transition towards a climate-neutral energy system, accurate energy time series forecasting is critical for planning and operations.
arXiv:2606. 27438v1 Announce Type: new Abstract: Since its initial release in 2020, Darts has become a widely used open-source Python library for time series analysis.
arXiv:2505. 15354v3 Announce Type: replace Abstract: Time-series forecasting is a critical task in various business domains, but it remains inherently challenging.
LiveHouse-TS introduces an open‑world living benchmark for Time Series Foundation Models, evaluating them prequentially on real future data rather than static test windows. The benchmark captures continuous performance across seasonal changes, distribution shifts, and unexpected events, providing a more realistic assessment of model robustness. Experiments across 11 domains and 17 datasets show that model rankings can dramatically change under this live protocol.
arXiv:2503. 24007v4 Announce Type: replace-cross Abstract: In time series forecasting, covariates represent external factors that influence target variables.
arXiv:2608. 14054v1 Announce Type: new Abstract: Time series forecasting with pretrained foundation models has demonstrated strong zero-shot capabilities.
Time Series Foundation Models (TSFMs) have recently emerged as a highly promising paradigm for cross-domain zero-shot forecasting. However, existing evaluation protocols predominantly rely on static benchmarks with fixed historical test windows.