cs.LGOct 22, 2026

Random Initialization as a Baseline for Time Series Foundation Models

Authors: Pinar Sungu Isiacik, Georgiana Ifrim

Organizations: University College Dublin, Dublin, Ireland

Abstract

Time series foundation models (TSFMs) use self-supervised pretraining to learn reusable representations for downstream tasks such as multivariate time series classification (MTSC). We examine how much pretrained weights contribute beyond the architecture itself by comparing seven publicly released instances from four TSFM families with architecture-matched randomly initialized counterparts on the UEA MTSC archive. For each instance, five random initializations are evaluated using four classifiers on frozen representations: ridge classification, logistic regression, RBF SVM, and random forest. After model-specific exclusions due to computational constraints, the study comprises 183 paired dataset-level comparisons. Pretraining improves mean accuracy for all seven instances, but the gains are modest, ranging from 1.43 to 5.19 percentage points, with an overall average improvement of 2.58 points. Three of seven per-instance Wilcoxon signed-rank tests have raw pp-values below 0.05, but only NuTime remains significant after Holm correction. A secondary pooled test across all 183 pairs gives p<0.001p < 0.001, while the corrected per-instance tests remain the primary evidence. We also compare with ROCKET, Hydra, and Quant, which remain competitive without requiring large-scale pretraining. These findings suggest that MTSC evaluations should distinguish the effect of pretrained weights from that of the underlying architecture and should include both architecture-matched random initialization and strong non-pretrained baselines.

Figures & tables

Appendix figures & tables15 assets

Supplementary material from the paper’s appendix.

Appendix

Explore similar work

Sep 29, 2026

Loss-Guided Pretraining Data Selection for Time-Series Foundation Models

Time series foundation models (TSFMs) are pretrained on heterogeneous collections containing billions of observations, yet their training windows are typically sampled without estimating whether they provide useful learning signal. We introduce a static data-selection framework that scores each window with a reference forecaster and retains an intermediate interval within every source dataset. Specifically, we connect forecasting loss to optimization difficulty by showing that normalized squared loss controls the per-sample gradient norm under a local Jacobian condition. We then define a reference loss score and apply dataset-stratified selection to preserve the diversity of samples. Across various TSFM architectures, our method outperforms random selection by an absolute margin and even improves both relative MASE and CRPS over full-data pretraining by retaining fewer candidate pretraining windows. Further analyses show strong cross-scale and cross-architecture score correlations, indicating that a small reference model can often select data for larger targets, provided that the reference and target share compatible difficulty orderings.
Mar 2, 2026

UTICA: Multi-Objective Self-Distllation Foundation Model Pretraining for Time Series Classification

Self-supervised foundation models have achieved remarkable success across domains, including time series. However, the potential of non-contrastive methods, a paradigm that has driven significant advances in computer vision, remains underexplored for time series. In this work, we adapt DINOv2-style self-distillation to pretrain a time series foundation model, building on the Mantis tokenizer and transformer encoder architecture as our backbone. Through a student-teacher framework, our method Utica learns representations that capture both temporal invariance via augmented crops and fine-grained local structure via patch masking. Our approach achieves state-of-the-art classification performance on both UCR and UEA benchmarks. These results suggest that non-contrastive methods are a promising and complementary pretraining strategy for time series foundation models.
Jul 22, 2026

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. In this work, we analyze TSFM post-training methods based on their locus of intervention in the prediction pipeline, yielding five categories: parameter adaptation, context augmentation, model composition, output processing and uncertainty control, and compression and specialization. Within each category, we study main representative methods and discuss their current limitations. We further identify future directions toward controlled adaptation, reliable context construction, uncertainty-aware model composition, calibrated output processing, and deployment-aware specialization. Overall, by providing a unifying framework for the emerging TSFM post-training landscape, this work aims to support future research to navigate the design space between a pretrained TSFM and its reliable downstream deployment.