LiveHouse-TS introduces an open‑world living benchmark for Time Series Foundation Models, evaluating them prequentially on real future data rather than static test windows. The benchmark captures continuous performance across seasonal changes, distribution shifts, and unexpected events, providing a more realistic assessment of model robustness. Experiments across 11 domains and 17 datasets show that model rankings can dramatically change under this live protocol.
By Haomin Wen, Ziyu Zhou, Qingxiang Liu, Siru Zhong, Yuxuan Liang
Time Series Foundation Models (TSFMs) have recently emerged as a highly promising paradigm for cross-domain zero-shot forecasting. However, existing evaluation protocols predominantly rely on static benchmarks with fixed historical test windows.
arXiv:2609.13956v1 Announce Type: new
Abstract: In this report, we release Tabby, a long context probabilistic time series foundation model, together with a complete and open recipe of how it was bui...
By Shifeng Xie, Bahaeddine Abdessalem, Zehao Xiao, Youssef Attia El Hili, Ambroise Odonnat, Zhiwei Dong, Lei Zan, Themis Palpanas, Jianfeng Zhang, Lujia Pan, Keli Zhang, Malik Tiomoko
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:2606. 27438v1 Announce Type: new Abstract: Since its initial release in 2020, Darts has become a widely used open-source Python library for time series analysis.
By Zhihao Dai, Dennis Bader, Alain Gysi
arXiv:2610.00405v1 Announce Type: cross
Abstract: Time-series foundation models (TSFMs) perform strongly across forecasting tasks, but their per-series inference is ill-suited to neighbor-rich foreca...
By Hao-Nan Shi, Tong Wu, Chen-Cong Sun, Yuan Jiang, Han-Jia Ye, De-Chuan Zhan