Foundations without Fundamentals: Zero-Shot Blind Spots in Time Series FMs

The paper introduces SimpleTimeBench, a diagnostic suite testing basic temporal primitives like monotonic trends, periodic signals, and leading indicator covariates. It finds that prominent multivariate Time Series Foundation Models (Chronos‑2, Moirai, and Toto) often produce suboptimal zero‑shot forecasts for these simple patterns, and that fine‑tuning can improve specific tasks while harming performance on other fundamentals. These failures persist in real‑world sensor forecasting, indicating that current TSFMs may lack the inductive biases needed to capture straightforward relationships, thereby limiting their practical reliability.

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• fine-tuning
• benchmarks