arXiv AI

Big Models, Small Gains: Frozen Forecasters as Classifiers on MONSTER

arXiv Machine Learning
Oct 23

Random Initialization as a Baseline for Time Series Foundation Models

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 Machine Learning
Jul 2

LeNEPA: No-Augmentation Next-Latent Prediction for Time-Series Representation Learning

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 AI
Aug 10

Seeking SOTA: Time-Series Forecasting Must Adopt Taxonomy-Specific Evaluation to Dispel Illusory Gains

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 Machine Learning
Jul 28

Foundation Models and Fine-Tuning: Toward a New Generation of Models for Time Series Forecasting

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