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
The study evaluates how much self‑supervised pretraining contributes to time series foundation models (TSFMs) by comparing seven publicly released TSFMs with architecture‑matched randomly initialized versions on the UEA multivariate time series classification archive. Across 183 dataset‑level comparisons, pretraining yields modest accuracy gains (1.43–5.19 percentage points, average 2.58 points), with only one model (NuTime) remaining significant after Holm correction. The results highlight that strong non‑pretrained baselines such as ROCKET, Hydra, and Quant can compete without large‑scale pretraining, underscoring the need to separate architectural effects from pretrained weights in MTSC evaluations.
By Pinar Sungu Isiacik, Georgiana Ifrim
arXiv:2607. 04919v1 Announce Type: new Abstract: Deploying a time series foundation model requires GPU infrastructure, engineering overhead, and carries no guarantee of improvement over XGBoost.
By Nicholas Tan Jerome, Frank Simon
arXiv:2610.07834v1 Announce Type: new
Abstract: Retrieval-augmented time-series forecasting uses the continuations of historical segments similar to the current context as references for a forecaster...
By Chao He, Jianyu Xu, Xinyi Guo, Ruiqi Liu, Haobin Ding, Ruiqi He, Dongqing Song
arXiv:2602. 16224v2 Announce Type: replace Abstract: Time series data are prone to noise in various domains, and training samples may contain low-predictability patterns that deviate from the normal data distribution, leading to training instability or convergence to poor local minima.
By Xu Zhang, Peng Wang, Yichen Li, Wei Wang
arXiv:2607. 00958v1 Announce Type: new Abstract: Time series are central to modern data mining applications, from industrial telemetry and server metrics to finance and physiology, yet time-series self-supervised learning often depends on view and augmentation choices that encode domain-specific invariances.
By Alexander Chemeris, Ming Jin, Randall Balestriero
arXiv:2608.20406v1 Announce Type: new
Abstract: Public health forecasts must respond to abrupt changes in surveillance data without over-extrapolating noise, reporting artifacts, or temporary trends....
By Yushu Zou, Ye Li, Johra Moosa, Martin Grunnill, Samir N. Patel, Venkata R. Duvvuri
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.
By Marco Obermeier, Marco Pruckner, Florian Haselbeck, Andreas Zeiselmair
arXiv:2603. 15506v2 Announce Type: replace-cross Abstract: We argue that the current practice of evaluating AI/ML time-series forecasting models, predominantly on benchmarks characterized by strong, persistent periodicities and seasonalities, obscures real progress by overlooking the performance of efficient classical methods.
By Raeid Saqur, Christoph Bergmeir, Blanka Horvath, Daniel Schmidt, Frank Rudzicz, Terry Lyons
arXiv:2607. 23146v1 Announce Type: new Abstract: 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.
By Morad Laglil, Bertrand Pracca, Emilie Devijver, Eric Gaussier
arXiv:2602. 02288v3 Announce Type: replace Abstract: Current time-series forecasting models are primarily based on transformer-style neural networks.
By Zheng Li, Jerry Cheng, Huanying Gu
arXiv:2511. 09789v2 Announce Type: replace Abstract: Recent advances in deep forecasting models have achieved remarkable performance, yet most approaches still struggle to provide both accurate predictions and interpretable insights into temporal dynamics.
By Fulong Yao, Wanqing Zhao, Chao Zheng, Xiaofei Han