arXiv AI By Siyang Li, Yize Chen, Zijie Zhu, Yuxin Pan, Yan Guo, Ming Huang, Hui Xiong

TimeRFT: Stimulating Generalizable Time Series Forecasting for TSFMs via Reinforcement Finetuning

Read the original on arXiv AI →

arXiv:2605. 00015v2 Announce Type: replace-cross Abstract: Time Series Foundation Models (TSFMs) have demonstrated strong generalization capability and data efficiency in time series forecasting through large-scale pretraining.

Summary generated by The Flow from the publisher's feed. The full article lives at arXiv AI.

arXiv AI
Jul 23

Post-Training in Time Series Foundation Models: A Unifying Framework

arXiv:2607. 20002v1 Announce Type: cross Abstract: Time series foundation models (TSFMs) have emerged as general-purpose models for time series analysis, but pretraining alone is often insufficient for reliable downstream deployment.

By Shifeng Xie, Ambroise Odonnat, Zehao Xiao, Lei Zan, Malik Tiomoko, Lujia Pan, Themis Palpanas, Boris N. Oreshkin, Chenghao Liu, Keli Zhang
Hugging Face Trending Papers
Jul 22

Post-Training in Time Series Foundation Models: A Unifying Framework

Time series foundation models (TSFMs) have emerged as general-purpose models for time series analysis, but pretraining alone is often insufficient for reliable downstream deployment. Bridging this gap requires further intervention to handle domain shift, task heterogeneity, limited supervision, and computational constraints, which motivates post-training as a broad class of methods to adapt, augment, compose, calibrate, or specialize pretrained TSFMs for downstream tasks.