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arXiv:2610.08118v1 Announce Type: new Abstract: Covariate-aware time-series foundation models (TSFMs) promise training-free what-if answers for instrumented plants: the change in output that a differ...
arXiv:2607. 27263v1 Announce Type: new Abstract: Most benchmarks for causal inference over time series are observational, small, or domain-specific, leaving interventional and counterfactual estimation under-served exactly where it matters most, such as in healthcare, policy evaluation, and climate science.
arXiv:2607. 29484v1 Announce Type: cross Abstract: Interventional data is widely regarded as the gold standard for teaching models causal reasoning.
arXiv:2610. 12232v1 Announce Type: new Abstract: Test-time adaptation (TTA) methods for time-series forecasting update a deployed model, or a small adapter around it, from incoming ground truth.
The paper introduces a Causal Market Simulator using a continuous‑time causal prior‑data fitted network (PFN) to estimate market impact, addressing bias from informational flow that traditional models overlook. On a synthetic market prior with adjustable confounding, the PFN matches an unbiased oracle while a naive estimator overestimates by up to 68%. In zero‑shot tests on real limit‑order books and equity data, the model’s intervention responses align with ground‑truth scales and improve correlation with measured impact when a recurrent state‑space variant is used.
The paper introduces the concept of intervention fidelity in latent world models, measuring whether a model’s open‑loop transitions align with actual environment interventions. Experiments on TD‑MPC2, Cheetah, and DreamerV3 show that high reward fit does not guarantee fidelity, and that self‑supervised models can outperform task‑anchored ones in preserving intervention effects. The authors propose a capture‑gated audit to localize failures and argue that fidelity must be directly audited on the model’s native interface.