arXiv:2602. 12147v4 Announce Type: replace Abstract: Time series foundation models (TSFMs) are revolutionizing the forecasting landscape from specific dataset modeling to generalizable task evaluation.
By Zhongzheng Qiao, Sheng Pan, Anni Wang, Viktoriya Zhukova, Yong Liu, Xudong Jiang, Qingsong Wen, Mingsheng Long, Ming Jin, Chenghao Liu
arXiv:2609.39386v1 Announce Type: new
Abstract: Pretrained time-series foundation models (TSFMs) are evaluated as forecasters of future values, yet for sparse series many decisions depend only on whi...
By Daniel Schoess, Florian von Wangenheim
arXiv:2607. 19659v1 Announce Type: new Abstract: Time-series foundation models can forecast across heterogeneous domains without task-specific training, but their forecasts are fixed once produced and cannot directly incorporate task-specific expert feedback.
By Hung Le, Minh Hoang Nguyen, Manh Nguyen, Huu Hiep Nguyen, Dai Do
Timer‑M1 is a pretrained multivariate time‑series foundation model that learns with primitives for zero‑shot forecasting. It uses a primitive‑based data synthesis and pretraining pipeline to generate series with shared temporal and relational patterns, assembling them into multivariate samples with distinct channel roles. The model employs gated two‑dimensional Transformer blocks that dynamically allocate cross‑variate attention, achieving top performance on several large‑scale forecasting benchmarks.
By Haoran Zhang, Haixuan Liu, Xingjian Su, Yong Liu, Zhi Chen, Yuxuan Wang, Jianmin Wang, Mingsheng Long
The paper investigates how different calendar feature encodings influence the performance of covariate-informed time series foundation models (TSFMs). Seven encoding schemes—three target‑agnostic (ordinal, one‑hot, cyclic) and four target‑based—are systematically compared across four state‑of‑the‑art TSFMs on nine datasets that reflect social activity patterns such as weekends and holidays. Results show that encoding choice can change forecast accuracy by up to 9.9 % on non‑holidays and 83 % on holidays, with improvements mainly around holidays and varying effects across models.
By Alexander Kreusel, Maximilian Beichter, Alexandra Nikoltchovska, Benjamin Sch\"afer, Ralf Mikut, Frederik Zahn, Veit Hagenmeyer
arXiv:2503. 24007v4 Announce Type: replace-cross Abstract: In time series forecasting, covariates represent external factors that influence target variables.
By Yosuke Yamaguchi, Issei Suemitsu, Wenpeng Wei