Time-Series Foundation Models

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Overview

Time-series foundation models learn reusable patterns from large collections of sequences, aiming to support tasks such as forecasting, classification, imputation, and anomaly detection across domains. Common approaches include Transformer models with patch or value tokenization, masked and contrastive pretraining, next-token prediction, and newer recurrent or state-space architectures; training data may mix real series with synthetic ones. Models are used zero-shot or adapted through fine-tuning, in-context examples, covariates, retrieval, and lightweight adapters, with benchmarks such as GIFT-Eval and UCR/UEA testing different capabilities. Transfer can reduce the need for task-specific training, but results vary with data and operating conditions: specialists may still win, and robustness to distribution shifts, long contexts, uncertainty, and fair evaluation remain open challenges.

Latest papers

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304 papers69 papers in the last four weeks, up 86% on the four weeks before. 0.4% of all new papers.

Aug 20, 2026

Scale-Aware Pretraining of Time Series Foundation Models via Multi-Patch Token Alignment and Hybrid Masking

Pretraining time series foundation models across heterogeneous datasets necessitates effective handling of varying sampling frequencies. Current methods either employ dataset-specific patch sizes and separate FFNs, leading to fragmented representations, or enforce a fixed patch size that neglects inherent temporal variations. To address this, we propose SATS, featuring a scale-aware token alignment mechanism that treats patch size as an explicit notion of scale. By incorporating a contrastive-inspired alignment regularizer, SATS aligns representation spaces across scales while preserving distinct modeling capacities. Furthermore, a hybrid masking strategy combining random and contiguous masking is introduced to capture multi-scale temporal structures. Experimental results on LSTF benchmarks demonstrate that SATS achieves a 9.2% improvement in MSE and an 8.3% gain in GIFT-Eval MASE compared to competitive baselines. Notably, SATS consistently delivers SOTA performance while achieving a 65.6% increase in model efficiency over advanced baselines, highlighting its effectiveness and scalability in time series pretraining.

Taihua Chen, Xiang Ma, Yixin Zhang +3

School of Software, Shandong University, Jinan 250101, China · Joint SDU–NTU Centre for Artificial Intelligence Research (C-FAIR), Shandong University, Jinan 250101, China · Nanyang Technological University, Singapore

Time-Series Foundation ModelsSelf-Supervised Pre-TrainingMultiscale Time-Series ModelingMultivariate Time Series Forecasting
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Aug 18, 2026

LiveHouse-TS: An Open-world Living Benchmark for Time Series Foundation Models

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. While these benchmarks provide a valuable baseline snapshot, they evaluate an average performance on a fixed history, failing to capture how models behave in continuously evolving real-world environments characterized by seasonal variations, distribution shifts, and unexpected events. To bridge this gap, we introduce LiveHouse-TS, the first open-world living benchmark infrastructure for TSFMs. By evaluating models prequentially on real future data in open-world environments, LiveHouse-TS shifts time series benchmarking from snapshot accuracy to continuous temporal validity. Rather than acting as a one-off leaderboard, our infrastructure serves as a continuous time series infrastructure designed to explore vital, long-term scientific questions: Can model rankings be maintained over the long term? Which models remain genuinely robust under distribution shifts? Extensive streaming evaluations across 11 domains with 17 datasets demonstrate that static rankings undergo a dramatic reshuffling under a live protocol.

Haomin Wen, Ziyu Zhou, Qingxiang Liu +2

Shanghai Innovation Institute · The Hong Kong University of Science and Technology (Guangzhou)

Forecasting BenchmarksTime-Series Foundation ModelsZero-Shot Time Series ForecastingDistribution Shift Robustness
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Aug 14, 2026

Forecast Collapse in Time-Series Foundation Models

When forecasting hourly returns for 1,000 US equities, we observe an unexpected phenomenon: predictions become nearly flat and show poor stock ranking, as measured by cross-sectional correlation. We call this forecast collapse. Surprisingly, the phenomenon largely disappears when forecasting trading volume under the same setting. We investigate forecast collapse across time-series foundation models (TSFMs), twelve deep-learning forecasting models, and 97 public benchmark configurations, and find that it is closely tied to target predictability. We identify two distinct reasons behind it: low predictability limits the amplitude of calibrated point forecasts, while per-series objectives leave cross-series structure unidentified. These findings reveal a calibration-ranking tradeoff: optimizing squared error leads to flat predictions, whereas directly optimizing cross-sectional correlation improves ranking but can inflate forecast amplitude by more than an order of magnitude. To address this tradeoff, we introduce CalibRank, a simple objective that balances calibration and ranking. On Finance1K, CalibRank nearly triples cross-sectional correlation while keeping amplitude close to the target, and improves correlation on all tested models. Our results reveal a blind spot in conventional time-series evaluation: per-series metrics can hide failures in cross-series structure needed by downstream decisions.

Shu Wan, Miles Ma, Hank Zhu +4

Abel AI Lab · Arizona State University · University of Oxford

Time Series ForecastingTime-Series Foundation ModelsFinancial ForecastingForecasting Benchmarks
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Aug 14, 2026

Model-agnostic Retrieval-Augmented Extended Forecasting for time series

Time series forecasting with pretrained foundation models has demonstrated strong zero-shot capabilities. However, achieving optimal performance on time series with short or negligible historical data in domain-specific applications typically requires adaptation via either fine-tuning or RAG. While fine-tuning is effective, it incurs substantial computational costs. This work explores RAG within univariate time series (Retrieval Augmented Generation) as a more efficient alternative, in particular RAF (Retrieval Augmented Forecasting), and introduces RAEF (Retrieval-Augmented Extended Forecasting), a model-agnostic method built upon RAF. RAEF incorporates key refinements to the retrieval and aggregation mechanisms: (1) direct retrieval in input-space rather than embedding-space, reducing inference overhead, and (2) concatenation-based aggregation that preserves temporal structure instead of averaging. Empirical evaluation across multiple benchmark datasets demonstrates that RAEF outperforms RAF in both accuracy and inference overhead. Furthermore, comprehensive comparisons with zero-shot and fine-tuned foundation models show that RAEF achieves competitive or superior performance to fine-tuning while avoiding its computational burden, establishing it as a practical and scalable approach for domain adaptation in time series forecasting.

Juan Pablo Villa Serna, Rohan Asthana, Vasileios Belagiannis

Friedrich-Alexander-Universität Erlangen–Nürnberg

Time Series ForecastingRetrieval-Augmented Time Series ForecastingTime-Series Foundation Models
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Aug 14, 2026

Comparative Analysis of State-of-the-Art Foundation Models for Sleep Analysis Under Channel Reduction

Automatic sleep staging from polysomnography (PSG) is a well-studied task, but PSG itself is expensive, clinic-based, and burdensome to manually score, which limits its use for long-term or at-home monitoring. Most existing sleep-staging foundation models are evaluated using the full PSG montage. We instead ask how much of that montage is actually necessary. We evaluate six sleep staging models on the Multi-Ethnic Study of Atherosclerosis (MESA) PSG dataset across three signal conditions: electroencephalography (EEG), electrocardiography (ECG), and their combination (EEG+ECG). This is motivated by edge-cloud deployment, where EEG requires a clinic-grade scalp electrode, whereas ECG is already captured by consumer wearables. We test state-of-the-art foundation models such as SleepFM with an encoder trained from scratch on MESA, alongside BIOT, MOMENT, LaBraM, a base-scale Vision Transformer (ViT-B) reimplementation of SensorLM trained from scratch, and YASA, spanning EEG-pretrained, general-time-series, from-scratch, and classical non-learned approaches. No model architecture is modified from its original form; SensorLM's encoder is reimplemented only in PyTorch. For EEG-only staging, BIOT achieves the best result with a macroF1 of 0.7237, followed by LaBraM (0.6835) and SleepFM from scratch (0.6582). Across the five models capable of ECG-only staging, switching from EEG to ECG costs between 0.2798 (MOMENT) and 0.4151 (BIOT) macroF1, averaging 0.3531, while cutting the raw channel data rate to a third. Adding ECG to EEG provides no gain for most models. These results show that EEG carries most of the sleep-staging signal, quantify the consistent accuracy cost of the wearable-compatible alternative, and demonstrate that sleep-relevant pretraining transfers well to MESA.

Hassan Mehdi, Riku Klen, Ayse Kosal Bulbul +5

Institute of Biomedicine, University of Turku, Finland · Turku PET Centre, University of Turku and Turku University Hospital, Finland · University College Cork, Ireland +3

Sleep Stage ClassificationEEG Foundation ModelsTime-Series Foundation Models
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Aug 13, 2026

GALA: Generation-Aware Cross-Modal Alignment for Text-to-Time-Series Synthesis

Synthesizing time series from natural language is emerging as the most expressive form of controllable time series generation. However, existing text-conditioned generators either take caption embeddings frozen from off-the-shelf text encoders, or adapt the encoder end-to-end, letting the denoising loss shape the embeddings only as a by-product. In either case, the conditioning representation is never deliberately matched to the signal modality, leaving it ill-suited to guide generation. We address this by introducing GALA: Generation-Aware cross-modaL Alignment for text conditional time series generation. GALA is a two-stage approach that first contrastively couples a pretrained text encoder with a time-series foundation model into a shared embedding space with both encoders adapted to generation by an auxiliary generative loss, and then freezes the resulting caption embedding to drive a flow-matching generator. On TSFragment-600K, spanning four domains and three fragment lengths, GALA sets a new state of the art, ranking first in 30 of 36 metric columns and reaching an average rank of 1.08/1.08/1.42 at lengths 24/48/96 against 1.92/2.00/1.75 for the strongest baseline. We further find that generator-internal text encoders force a trade-off between fidelity and caption adherence, whereas conditioning on the aligned embedding breaks it: FID, CTTP, and JFTSD all improve at once. Ablating the auxiliary loss degrades FID, CTTP and JFTSD together, it indicates the generative term is a necessary component of the alignment rather than an add-on.

Haochen Zhang, Gengwei Zhang, Laura Yao +2

UNITES Lab, University of North Carolina at Chapel Hill

Time Series GenerationConditional Generative ModelingCross-Modal AlignmentTime-Series Foundation Models
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Aug 13, 2026

Foundation models for movement data: Are they ready for prime-time?

Foundation models (FMs) trained on large-scale accelerometer data have been proposed as general-purpose feature extractors for health monitoring, but systematic evidence of their advantages is lacking. We present the first comprehensive evaluation of four open-source accelerometer FMs against supervised baselines covering 19 tasks across the domains of activity recognition including activities of daily living, clinical monitoring, and physiological inference. We find task-dependent performance results: supervised models remain competitive with FMs on human action recognition (HAR), with no consistent advantage for either, while selected FMs lead on fall and stress detection and are the most robust to sensor-placement variation. As frozen feature extractors, FMs are strongest for demographic inference, whereas sleep staging performance remains near chance level for all models. The internal FM representations show strong similarity across layers, highlighting potential for future FM improvements. Linear and frozen probing reveals that UniMTS provides the strongest representations and is the only FM that surpasses the supervised baselines without finetuning. Concept discovery analysis shows all models capture high-intensity activities clearly but struggle with sedentary, complex or ambiguous activities. We provide scenario-based deployment recommendations. Furthermore, we identify FM-derived activity profile inference-moving beyond fixed category classification-as a promising research direction.

Alexander Bräuer, Benjamin Cauchi, Nils Strodthoff

Carl von Ossietzky Universität Oldenburg, Oldenburg, Lower Saxony, 26129, Germany

Human Activity RecognitionHealthcareTime-Series Foundation Models
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Aug 13, 2026

Into the ORBIT for Time Series: Training Regimes for Foundation Models

Time series foundation models (TSFMs) have advanced primarily through architectural innovation, while training regimes for large-scale heterogeneous corpora remain under-explored. As a result, pre-training distributions are often poorly controlled with respect to domain imbalance, context requirements, prediction horizons, and missingness. We introduce ORBIT (Omni-Range Bootstrap Incremental Training), a training paradigm that makes this distribution explicit and controllable. ORBIT combines Bootstrap Multi-Level Sampling, which controls dataset exposure and samples records, target variables, context windows, and prediction horizons, with Omni-Range Incremental Training, which varies context lengths and prediction horizons throughout a single training stage. Under ORBIT, we train Falcon-2.0, a simple univariate encoder-only Transformer with missingness-aware triple-channel patch tokenization and parallel patch prediction. We further introduce Rank-Guided Cross-Depth Alignment, a training objective that uses late-layer representations as stop-gradient teachers for shallow layers without additional inference cost. Evaluations on GIFT-Eval and fev-bench demonstrate strong zero-shot forecasting performance across diverse domains and frequencies.

Hongjie Xia, Yiding Liu, Yifan Hu +2

Zero-Shot Time Series ForecastingSelf-Supervised Pre-TrainingCurriculum LearningTime-Series Foundation Models
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Aug 11, 2026

Market-Information-Aware Gated-LoRA of Foundation Models for Transferable Day-Ahead Electricity Price Forecasting

Electricity price forecasting is crucial for market participants but remains difficult because prices are volatile, market-specific, and closely tied to anticipated system conditions. Existing supervised methods depend largely on market-specific historical data, limiting their use in newly established or data-scarce markets. This paper proposes a market-information-aware adaptation framework that transfers the Chronos-2 time-series foundation model to day-ahead electricity price forecasting. It first constructs a multi-source market information (MSMI) interface aligning 7-day price context with pre-clearing supply--demand, reserve, maintenance, generator-capacity, and intertie variables, and then trains a source-domain gated low-rank adapter (LoRA), updating about 1%1\% of model parameters without target-market labels. The gate scales the frozen source adapter according to reserve-tightness and operating-state signals. A leave-one-market-out protocol is adopted for evaluating cross-market transferability. Experiments on four Chinese provincial day-ahead spot markets show that the proposed framework reduces the average MAE/RMSE by 6.24%/7.99%6.24\%/7.99\% relative to market-information-aware zero-shot Chronos-2 and by 3.05%/3.52%3.05\%/3.52\% relative to vanilla Source-LoRA. Experiments show that the gain is not reproduced by a learned global scalar or by random gate initialization, while the additional improvement over Source-LoRA is limited. These results suggest that market-structured inputs and state-dependent gated LoRA can provide a practical transfer path for data-scarce electricity markets.

Hang Fan, Wei Wei, Shengwei Mei

Electricity Price ForecastingTime Series ForecastingLow-Rank AdaptationTransfer LearningTime-Series Foundation Models
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Aug 9, 2026

Hybrid Neural-Classical Correction for Frozen Time Series Foundation Models: A Comprehensive Ablation Study on High-Frequency Stock Prediction

Foundation models for time series forecasting demonstrate impressive zero-shot generalization but often underperform on specialized domains such as high-frequency finance. We present a comprehensive study of hybrid neural-classical correction for adapting frozen TimesFM (200M parameters) to stock return prediction during the volatile opening trading hour. We compare two neural correction architectures - AttnCorrect (multi-head self-attention, approximately 471K parameters) and GatedLinear (low-rank bilinear projection with gating, approximately 49K parameters) - each augmented with Random Forest residual learning. Through systematic ablation across 10 major technology stocks (NVDA, MSFT, AAPL, GOOG, GOOGL, AMZN, META, AVGO, TSLA, NFLX) spanning 2 million data points, we reveal critical insights: (1) The hybrid neural-classical approach achieves 0.597 pooled correlation and 6.4x mean per-day correlation improvement over frozen TimesFM; (2) Classical residual learning (Random Forest) provides the largest single-component contribution, matching or exceeding the neural correction component; (3) Simpler neural architectures surprisingly outperform complex ones when classical residual learning is removed; (4) Self-attention provides the largest neural-only contribution. GatedLinear+RF achieves best overall performance with 9x fewer neural parameters than AttnCorrect+RF. We report three complementary correlation metrics - mean per-day, cross-day cumulative, and pooled - to provide a complete picture of predictive quality. Our results provide practical guidance: effective foundation model adaptation requires careful integration of neural and classical components, with classical methods playing a crucial complementary role.

Kasun Dewage, Suranadi De Silva, Shankhadeep Mondal

Dept. of Mathematics University of Central Florida Orlando, FL, USA · Dept. of Computer Science University of Central Florida Orlando, FL, USA

Residual LearningTime Series ForecastingFinancial Time SeriesTime-Series Foundation Models
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Aug 8, 2026

Ground-Truth Neighborhood Regularization for Reinforcement Learning Post-Training of Time Series Foundation Models

Time series forecasting (TSF) plays an important role in a wide range of real-world applications. Recently, time series foundation models (TSFMs), pretrained on large-scale datasets, have demonstrated strong generalization capabilities and emerged as an important paradigm for TSF. Reinforcement learning (RL) post-training has consequently attracted growing attention as a means of further improving their performance on downstream tasks. However, we find that, in certain forecast regions, RL post-training may gradually shift the output distributions of TSFMs away from the ground truth, thereby limiting their performance. We refer to this phenomenon as suboptimal collapse. Our analysis suggests that difficulty in initially sampling high-quality trajectories near the ground truth is an important contributing factor to suboptimal collapse. To address this issue, we propose Ground-Truth Neighborhood Regularization (GTN-R) for RL post-training of TSFMs. GTN-R uses the ground truth as a reference for locating high-quality regions and guides the model's probability mass toward the ground-truth neighborhood. This increases the probability of sampling high-quality trajectories, mitigates suboptimal collapse, and improves performance. Moreover, GTN-R can be flexibly integrated into various RL methods for TSFMs. Extensive experiments show its effectiveness.

Jianqi Zhang, Xingyu Zhang, Zeen Song +3

Institute of Software, Chinese Academy of Sciences, Beijing, China

Time Series ForecastingRL Post-TrainingTime-Series Foundation Models
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Aug 6, 2026

Align-RAG: Alignment Is All You Need for TSFM In-Context Learning

Retrieval-augmented forecasting promises to adapt frozen Time Series Foundation Models (TSFMs) to new domains without fine-tuning, but recent methods typically rely on learned fusion modules, i.e., trained adapters that merge retrieved examples into the backbone's forecast, based on the assumption that frozen backbones cannot dynamically incorporate retrieved context on their own. We show this assumption is unnecessary. We introduce Align-RAG, a training-free method that applies a closed-form per-pair amplitude rescaling and integer-lag phase shift to retrieved past-future windows before they enter a frozen backbone's context. With no learned parameters, Align-RAG outperforms the state-of-the-art trained retrieval adapter on a frozen Chronos-Bolt on all seven datasets of the standard benchmark (avg -3.75% MSE), showing that the gains previously attributed to learned fusion are recoverable without any training. Align-RAG further improves zero-shot MSE on four additional frozen TSFMs with various architectures by 2.5% to 13.7% per backbone with no per-backbone tuning. To probe why alignment helps, we compare the frozen backbone's prediction shift under aligned demonstrations to the closed-form ridge prediction shift on the same pairs. We find that aligned demonstrations induce prediction shifts that track a closed-form ridge predictor on the same pairs, with a future-shuffle control ruling out a futures-averaging account. Together, these results indicate that frozen TSFMs already support dynamic in-context use of retrievals, and that closed-form alignment should be the default baseline for retrieval-augmented forecasting before any fusion module is trained. Code available at: https://github.com/masadi-99/align-rag

Mohammad Asadi, Soheil Hor, Bardiya Akhbari +6

1Stanford University 2Amazon

Zero-Shot Time Series ForecastingRetrieval-Augmented ICLRetrieval-Augmented Time Series ForecastingTime-Series Foundation Models
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Aug 5, 2026

MarsCast: Transfer Learning of AI Weather Foundation Models to Planetary Atmospheres

We investigate the transferability of Earth weather foundation models to planetary atmospheres by adapting the GraphCast graph neural weather forecasting model to Mars. While GraphCast achieves state-of-the-art performance for terrestrial forecasting, its applicability to non-Earth environments remains unexplored. Using the Mars Climate Database (MCD), which provides global atmospheric fields across vertical altitude levels (similar to Earth pressure levels), we evaluate zero-shot and fine-tuned GraphCast predictions of Martian temperature and wind fields. Zero-shot forecasts produce a surprisingly accurate depiction of current conditions but fail to reproduce diurnal variability and rapidly decay toward climatological mean states. To address this limitation, we fine-tune GraphCast using MCD variables and top-of-atmosphere solar radiation forcing while holding humidity constant. Fine-tuning enables rapid learning of Martian thermal variability. Within as few as 10 training epochs, the model begins to capture the diurnal cycle and forecasts up to 10 days reproduce seasonal and vertical temperature structure. Prediction quality improves with training sample size and exhibits sensitivity to seasonal initialization. These results demonstrate that Earth-trained AI weather models can be adapted to simulate Martian atmospheric dynamics, providing a pathway toward rapid planetary weather prediction to support mission operations, dust storm risk mitigation, and future human exploration.

M. L. Carroll, J. Li, S. D. Guzewich +3

1) NASA Goddard Space Flight Center · 2) ADNet Systems, Inc.

Transfer LearningTime-Series Foundation ModelsWeather Forecasting
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Aug 5, 2026

Personalized Federated Sparse Adaptation of Time-Series Foundation Models

Federated adaptation of time-series foundation models (TSFMs) is attractive for building energy forecasting because meter data are private, distributed, and highly non-IID. However, a single parameter-sharing strategy is unlikely to serve all pretrained TSFMs or building clients: fully shared adapters can suppress building-specific temporal behavior, while fully local adaptation discards cross-building transfer. We propose a personalized federated sparse adaptation framework with a heterogeneous temporal mixture-of-experts (MoE) adapter placed after the pretrained TSFM representation. A sequence-level router maps each 168-hour context window to a top-kk subset of experts specialized for periodicity, long-range interactions, local variation, trend-residual structure, and multi-resolution behavior. We compare global FL, local training, and personalized FL variants with globally shared or client-private expert banks. Across 50 buildings and three TSFM backbones, personalization consistently outperforms Global FL-MoE and Local MoE, while the best sparse-adaptation strategy varies by backbone and metric. Routing behavior further reveals client-level expert specialization, expert concentration, and near-uniform routing across backbones, showing that federated TSFM adaptation should be both client-aware and backbone-aware.

Priyanka Nihalchandani, Naman Srivastava, Varun Ojha +1

Robert Bosch Centre for Cyber-Physical Systems, Indian Institute of Science, Bengaluru, India · School of Computing, Newcastle University, Newcastle upon Tyne, United Kingdom

Mixture of ExpertsTime Series ForecastingSparse Fine-TuningFederated Fine-TuningTime-Series Foundation ModelsFederated Learning+1
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Aug 4, 2026

FinVerse: Toward More Realistic Evaluation for Financial Time-Series Forecasting

Time-series foundation models (TSFMs) are increasingly evaluated on broad benchmarks that apply uniform conventional forecast evaluation metrics across heterogeneous time-series. However, in the financial domain, decision-relevant evaluation requires going beyond conventional metrics to assess forecasts in terms of directional accuracy, cross-sectional ranking, and portfolio outcomes. To this end, we introduce FinVerse, a financial time-series benchmark, collecting a broad collection of 116,897 series with 171.1M observations. FinVerse organizes financial data according to their economic semantics and evaluates target series across point-wise forecasting, cross-sectional ranking, and portfolio backtesting. Across 43 public TSFMs, model rankings on FinVerse show only moderate agreement with those on the existing benchmark, GIFT-Eval (r=0.43), suggesting that generic forecasting benchmarks do not fully capture the aspects of forecast quality that matter for financial decision-making. Furthermore, substantial variation in model performance across financial time-series categories and evaluation metrics provides a more informative basis for model selection, enabling practitioners to identify suitable models according to their target series and downstream objectives.

Jaehoon Lee, Jun Seo, Seunghan Lee +17

LG AI Research

Benchmark DesignFinancial ForecastingTime Series ForecastingForecasting BenchmarksFinancial Time SeriesTime-Series Foundation Models+1
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Aug 3, 2026

CENTILE: A Telemetry Foundation Model Evaluated by the Decisions It Drives

Modern computing and networking infrastructure emits telemetry continuously, yet operators convert it into decisions with a separate predictor per task, entity, and horizon. One generative model, pretrained once over an operator's own event streams, could replace this fleet, an approach that already scales to high-cardinality streams in recommendation systems. However, point-forecast error on operational telemetry saturates near simple last-value baselines, so lower error alone need not improve the decisions it feeds. To close this gap, we present \sys, a generative foundation model for network and systems telemetry, evaluated by replaying the decisions its calibrated conditional quantiles drive. \sys treats heterogeneous telemetry as event-driven, irregularly timed entity streams and serves flexible forecast horizons in a single pass, requiring no future timestamps. To our knowledge, \sys is the first pretrained telemetry model to improve both HPC scheduling and network provisioning decisions under replay, its runtime estimator transferring zero-shot across months and its pretrained weights across domains from hours of target data. Extensive experiments on HPC job logs and network traffic confirm that \sys lowers the mean bounded slowdown of backfilling by up to approximately 77%77\% over deployed user estimates and roughly halves the deployed rule's violation rate. Our code is available at https://github.com/ZzZTripleZzZ/all-in-one.

Zifan Zhang, Zhichao Hou, Tingxiang Ji +1

Department of Computer Science, North Carolina State University, Raleigh, NC 27695, USA

High-Performance ComputingTime Series ForecastingTime-Series Foundation ModelsProbabilistic Time Series Forecasting
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Aug 2, 2026

FedChronos: Federated Fine-Tuning of Time-Series Foundation Models for Privacy-Preserving Commodity Price Forecasting

Time-series foundation models (TSFMs) such as Chronos have demonstrated strong forecasting capabilities across domains, yet adapting them to institutionally fragmented settings, where data cannot be centralized due to regulatory, competitive, or sovereignty constraints, remains unexplored. We introduce FedChronos, a framework for federated parameter-efficient fine-tuning of an already pre-trained TSFM, a setting that existing federated time-series work has not addressed, since prior methods either pre-train from scratch or align prototypes rather than adapt a fixed backbone. Our approach applies Low-Rank Adaptation (LoRA) to the Chronos-T5 backbone and trains across distributed clients using FedAvg and FedProx, transmitting only lightweight adapter weights (384~KB per round, an 86×\times reduction over full-model exchange). We evaluate FedChronos on daily commodity prices from 15 Indian agricultural markets across 9 states, a naturally non-IID federated setting, and find that naïve LoRA fine-tuning overfits substantially on small per-client datasets, dropping below zero-shot performance. We further observe that differential privacy (DP) noise can act as implicit regularization and counteract this overfitting: in our experiments the strongest configuration (ε=5\varepsilon = 5) reduces mean absolute percentage error (MAPE) by 31% over zero-shot and 26% over the best traditional baseline, while bounding each round's information leakage via per-round (ε,δ)(\varepsilon, δ)-differential privacy. Because the model is compact and the updates are small, the approach also suits edge AI deployments where both the network link and the client device are constrained. Overall, our findings suggest that privacy and accuracy can be complementary rather than competing objectives in federated TSFM fine-tuning.

Amit Sharma, Nitin Auluck, Akramul Azim

Indian Institute of Technology Ropar, Punjab, India · Ontario Tech University, Oshawa, Canada

Time Series ForecastingFederated Fine-TuningTime-Series Foundation ModelsParameter-Efficient Fine-Tuning
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Jul 31, 2026

TFGformer: Multivariate Time Series Forecasting via Time-Frequency Graph Learning and Covariate Fusion

Large-scale multivariate time series from heterogeneous IoT sensors demand accurate long-term forecasting for resource scheduling and predictive maintenance. While recent time series foundation models exhibit strong generalization, they rely on static parametric knowledge and lack dynamic access to external historical patterns during inference. Retrieval-Augmented Generation (RAG) offers a potential remedy, yet its application to time series forecasting is challenged by magnitude variations across heterogeneous sources and the mismatch between historical similarity and future consistency. We propose CrossRAG, a retrieval-augmented forecasting framework that integrates Shape-Aware Memory (SAM) with RevIN normalization for magnitude-robust shape-level retrieval, Future-Consistent Contrastive (FCC) learning to distinguish informative references from hard negatives with similar history but divergent futures, and Cross-Attention Temporal Fusion (CATF) to fuse retrieved historical--future reference pairs into the backbone's representations at the representation level. Experiments on seven public benchmarks show that CrossRAG consistently outperforms both parametric-only baselines and existing retrieval-augmented forecasting methods.

Yu Sun, Yuan Chang, Xiaohou Shi +1

Beijing University of Posts and Telecommunications Beijing, China · China Telecom Research Institute Beijing, China

Multivariate Time Series ForecastingLong-Term Time Series ForecastingRetrieval-Augmented Time Series ForecastingTime-Series Foundation Models
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Jul 27, 2026

LLM as Forecasting Planner: Training-Free Text Conditioning for Time-Series Foundation Models

Text-conditioned time-series forecasting predicts a series from both its numerical history and natural-language context, allowing forecasts to account for events and constraints that the past alone cannot reveal. This requires both reliable numerical forecasting and the ability to interpret contextual information. Time-series foundation models (TSFMs) provide strong numerical forecasts, while large language models (LLMs) can reason over text, but combining their strengths remains challenging because asking an LLM to generate or revise forecast values directly can distort the temporal structure captured by the TSFM. We instead formulate forecasting as a planning problem over TSFM-generated trajectories. The frozen TSFM acts as a simulator that proposes numerical continuations, while the LLM acts as a policy and value function that guides candidate selection and evaluates completed trajectories against the context. We instantiate this as \rc{} (LLM As Forecasting Planner), a training-free framework that bridges the modality gap without retraining either model, using Monte Carlo tree search (MCTS) over the forecast horizon with a Ranker LLM as policy and a Judge LLM as value function. Experiments on Context-is-Key and Time-MMD across two TSFM backbones (Chronos and TimesFM) and four LLMs show that \rc{} delivers consistent improvements across model choices, supporting sequential search as an effective training-free approach to text-conditioned forecasting.

Huu Hiep Nguyen, Dung Nguyen, Minh Hoang Nguyen +2

Applied Artificial Intelligence Initiative Deakin University Geelong, Australia

Time Series ForecastingLLM-Based Time Series ForecastingTime-Series Foundation Models
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Jul 25, 2026

CAPT: A Multi-task Continuous Autoregressive Transformer enabling Cross-dataset and Cross-species Transfer for Calcium Population Dynamics

Calcium imaging has enabled large-scale recordings of neural population activity across diverse animals, laboratories, and experimental paradigms. However, these datasets remain highly fragmented: Existing approaches are often designed for individual datasets or tasks, making it unclear whether their learned representations are reusable for new calcium imaging trace datasets. To tackle this gap, we present CAPT, a Continuous Autoregressive Population Transformer for calcium population dynamics. CAPT models continuous calcium traces directly through a continuous patch tokenization strategy and is trained autoregressively with a mean squared error objective, enabling end-to-end training and adaptation to diverse downstream tasks. We first pretrain CAPT on a large-scale mouse calcium imaging dataset and evaluate its transferability across independent mouse, larval zebrafish, and C. elegans datasets collected by different laboratories. In these transfer settings, the pretrained backbone is frozen and only adaptation modules, i.e., neuron and session embeddings or task-specific heads, are updated. Across neural population forecasting and behavior decoding tasks, CAPT consistently outperforms specialized and general-purpose baselines, demonstrating that a single continuous autoregressive backbone can learn representations that transfer beyond the original pretraining distribution. Beyond predictive performance, multimodal analyses using NeuroPAL annotations in C. elegans datasets show that CAPT embeddings form a shared functional space across datasets and capture cell-identity-related structure. Together, these results suggest that continuous autoregressive modeling provides an effective framework for learning reusable calcium population representations that transfer across datasets, experimental paradigms, and species.

Xinhong Xu, Yimeng Zhang, Yuanlong Zhang

Department of Automation, Tsinghua University, Beijing, China · School of Life Sciences, Tsinghua University, Beijing, China

TransformerNeural DecodingAutoregressive TransformerTransfer LearningTime-Series Foundation Models
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Jul 25, 2026

Foundation Models and Fine-Tuning: Toward a New Generation of Models for Time Series Forecasting

Inspired by recent breakthroughs in large language models for natural language processing, foundation models have emerged as a promising paradigm for zero-shot time series forecasting, enabling accurate predictions on datasets never seen during pre-training. Ranging from tens to hundreds of millions of parameters, these models are pre-trained on vast and diverse collections of time series, learning generalizable representations that support both point and probabilistic forecasting. This approach alleviates the need for dataset-specific model design and manual tuning, offering a unified solution across forecasting problems. In this work, we review the main architectures, pre-training strategies, and optimization methods underpinning these models. We further investigate post-pre-training fine-tuning of selected foundation models to enhance their performance on specific datasets. Our empirical results demonstrate that this step consistently improves forecasting accuracy over the zero-shot baseline.

Morad Laglil, Bertrand Pracca, Emilie Devijver +1

Savoye, 18 bd des Gorgets, 21000, Dijon, France · Univ. Grenoble Alpes, CNRS, Grenoble INP, LIG, Grenoble, 38000, France

Zero-Shot Time Series ForecastingTime-Series Foundation ModelsProbabilistic Time Series Forecasting
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Jul 22, 2026

Zero-Shot Heart Rate Variability Forecasting from Consumer Wearables Using Time Series Foundation Models

Short-term Heart Rate Variability (HRV) forecasting could provide clinicians with actionable lead time for detecting autonomic dysfunction and adverse cardiac events. Consumer wearable devices generate fragmented, artifact-rich HRV signals that challenge conventional forecasting approaches. In this study, we evaluated the forecasting ability of three Time Series Foundation Models (TSFMs), TimesFM, Chronos, and MOIRAI, against traditional baselines (Mean, Exponential Smoothing, and Exponentially Weighted Moving Average) on real-world wearable data collected from 49 healthy individuals. To address data fragmentation, we introduce a variability-preserving imputation method that augments linear interpolation with locally adaptive stochastic noise, retaining physiological dynamics essential for accurate forecasting. The results show that TSFMs outperformed all baselines without fine-tuning, achieving average Mean Absolute Scaled Error (MASE) between 0.81 and 0.87 across TSFMs and both context lengths (32 and 64 time steps), with Chronos and TimesFM as the top models, though MOIRAI showed limited gains over baselines. With up to a 2-hour forecast horizon, the results establish a baseline for TSFMs' performance on a real-world dataset, highlighting domain-specific fine-tuning as a promising direction for clinical deployment.

Luukas Peräkylä, Fahad Sohrab, Ville Hautamäki +3

Tampere University, Tampere, Finland · University of Eastern Finland, Finland

Zero-Shot Time Series ForecastingTime Series ForecastingWearable SensingTime-Series Foundation Models
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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.

Shifeng Xie, Ambroise Odonnat, Zehao Xiao +7

Noah’s Ark Lab · Université Paris Cité · Inria +2

Model CompressionTime-Series Foundation Models
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Jul 22, 2026

Expert-Guided Forecast Editing for Time-Series Foundation Models

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. We study expert-guided forecast editing: a frozen foundation model generates candidate future trajectories, and an expensive expert evaluator scores them to guide forecast revision. Under a tight query budget, two natural strategies sit at opposite ends: best-of-NN purely exploits the foundation model's predictive distribution, while optimization approaches mostly explore the forecast horizon as an unstructured high-dimensional vector. Each extreme is individually sub-optimal. We introduce DEFT, an expert-guided forecast editing framework that balances the two by first exploiting the foundation model's predictive samples in a decomposed trend--seasonal space, then exploring around them via component-wise refinement. DEFT queries the expert only on complete trajectories, then reuses scores for the trend and seasonal components that appeared in the queried recombinations. This lets each expert query provide structured component-level feedback while keeping the foundation model frozen. We compare DEFT against direct search approaches, including best-of-NN, cross-entropy methods, and Bayesian optimization, under matched expert-query budgets. Across two forecasting benchmarks consisting of 78 datasets, three time-series foundation models, four feedback types, and seven query budgets, DEFT consistently improves the effectiveness of expert guidance. A molecular-dynamics case study further suggests that the same principle extends to more physically grounded feedback, supporting the hypothesis that sparse test-time guidance should be spent balancing prior exploitation with structured exploration.

Hung Le, Minh Hoang Nguyen, Manh Nguyen +2

Deakin Applied Artifical Intelligence Initiative Deakin University, Australia

Black-Box OptimizationTime Series ForecastingTime-Series Foundation ModelsInference-Time Guidance
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Jul 20, 2026

Towards Reliable Zero-Shot Crowd Forecasting: Evaluating Time Series Foundation Models for Special Event Pedestrian Forecasting

Managing massive crowds during infrequent special events requires reliable real-time pedestrian-flow forecasting to ensure public safety and operational efficiency. However, supervised forecasting methods face limitations in these contexts due to scarce historical data, heterogeneous data distributions, and short in-event observation windows. To effectively support operational decision-making, forecasts should provide not only accurate point estimates but also informative predictive uncertainty. Probabilistic uncertainty quantification plays a critical role in this aspect, particularly capturing sudden volatility and tail risks. This paper investigates pretrained time series foundation models as a lightweight approach for zero-shot probabilistic forecasting without extensive local retraining. Using decision-oriented metrics tailored to short events, we conduct a comprehensive assessment of two time series foundation models on crowd forecasting, with the SAIL2025 event as a use case. We then distill practical insights for crowd managers, specifying when zero-shot forecasts remain operationally reliable.

Ziteng Li, Yanan Xin, Tina Comes +1

Delft University of Technology (TU Delft), Department of Transport & Planning, Delft, The Netherlands. · Delft University of Technology (TU Delft), Technology, Policy and Management, Delft, The Netherlands. · German Aerospace Center (DLR), Institute for the Protection of Terrestrial Infrastructures, Sankt Augustin, Germany.

Zero-Shot Time Series ForecastingSpatiotemporal ForecastingTime-Series Foundation ModelsProbabilistic Time Series Forecasting
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Jul 20, 2026

Lightweight Wrappers for Adapting Time Series Foundation Models to Regional Drought Forecasting

Large Time Series Foundation Models (TSFMs) demonstrate strong zero-shot forecasting capabilities across diverse domains. However, their application to regional climate forecasting faces practical challenges: model weights are often proprietary, local training records are limited, and computational budgets are constrained, making traditional fine-tuning approaches infeasible. To address these constraints, we introduce a lightweight, black-box adaptation framework (requiring no access to backbone parameters and no backbone fine-tuning) that enhances frozen TSFMs at inference time through two plug-and-play wrappers: SMR\textsuperscript{2} (Stationarity aware multi-resolution Residual), which decomposes the input into multi-resolution temporal views, learns stride specific residual corrections that capture regional dynamics, then adaptively ensembles them into a single forecast, and MBB (Moving Block Bootstrap), which preserves temporal dependencies through block resampling and ensembles over temporally coherent residual perturbations to stabilize the point forecast. Both wrappers instantiate the same bagging style principle: they build diverse views of the input or its residuals, forecast each with the same frozen backbone, and aggregate, so all adaptation comes from inference time ensembling rather than any weight update. Evaluated on one month ahead Standardized Precipitation Evapotranspiration Index (SPEI) prediction across multiple sites in South Australia, our framework consistently improves forecasting performance across several backbone models, demonstrating up to 26% mean squared error (MSE) reduction over the corresponding frozen backbone while enabling practical deployment in resource constrained regional forecasting systems.

Wentao Gao, Jiuyong Li, Lin Liu +4

Adelaide University · Adelaide, Australia · CSIRO Technology +1

Test-Time AdaptationTime Series ForecastingTime-Series Foundation ModelsMultiscale Time-Series Modeling
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Jul 20, 2026

Residual-Guided Multi-Resolution Refinement of Foundation Models: A Case Study in Drought Forecasting

Regional climate prediction presents unique challenges for time series foundation models, which typically process temporal patterns through single-pass inference. Expert climatologists, in contrast, employ multi-scale temporal analysis and iterative refinement based on systematic error diagnosis. We present RGMR (Residual-Guided Multi-Resolution Refinement), an inference-time framework that adapts pre-trained foundation models to perform structured coarse-to-fine refinement for climate forecasting without updating backbone parameters. Applied to drought forecasting using the Standardized Precipitation Evapotranspiration Index (SPEI), RGMR is architecture-agnostic across the three TSFM backbones evaluated per site (TimesFM, TimeGPT, TabPFN) and consistently lowers test-set MSE on three South Australian sites and three additional regions outside South Australia. Applied to TimesFM, the wrapper reduces one-month-ahead SPEI MSE by up to 18.9% across the three South Australian sites (mean reduction ≈\approx18.7%). Overall, RGMR provides a practical route for deploying frozen TSFMs in regional climate forecasting workflows.

Wentao Gao, Jiuyong Li, Lin Liu +4

Adelaide University, Adelaide, SA, Australia · CSIRO Technology, Canberra, Australia · CSIRO Environment, Canberra, Australia

Time Series ForecastingClimate ModelingTime-Series Foundation ModelsMultiscale Time-Series Modeling
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Jul 17, 2026

A Benchmark for Electrical Load Forecasting Across Grid Levels: Time-Series Transformers Outperform Established Methods

Accurate load forecasting at multiple grid levels is essential for future smart grids, ranging from aggregated control area forecasts for balancing supply and demand to forecasts of individual end-consumer loads for demand-side management and energy management systems. We present a comprehensive benchmark for load forecasting across grid levels, comprising three datasets that represent a transmission system operator control area, low-voltage grid feeders, and individual end consumers. We evaluate ten methods for short-term load forecasting and find that Transformer-based approaches consistently outperform established methods, reducing forecast error by 6.6-10.7 %. To analyze the impact of architectural design, we introduce YAformer, a flexible Transformer architecture that integrates modifications from prior work and is optimized via hyperparameter optimization. However, the standard Transformer achieves superior performance, suggesting that these architectural modifications are not required for accurate load forecasting. We further evaluate the Transformer-based time-series foundation model Chronos-2, which demonstrates competitive zero-shot performance on two datasets but fails to accurately capture special events in the TSO data. Detailed analyses reveal model-specific strengths and weaknesses, and ablation studies highlight the importance of long input contexts, covariates and continuous retraining - aspects that are often overlooked in the time-series forecasting literature.

Matthias Hertel, Sebastian Pütz, Jonathan Kolar +3

Karlsruhe Institute of Technology, Germany · Helmholtz AI, Germany

Time Series ForecastingForecasting BenchmarksElectricity Load ForecastingTime Series TransformersTime-Series Foundation ModelsPower Systems
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Jul 16, 2026

A Minimal Interpretable Architecture for Zero-Shot Reconstruction of Dynamical Systems

Recent foundation models (FMs) for zero-shot reconstruction of dynamical systems (DS) achieve strong out-of-domain generalization but provide little insight into the mechanisms that underlie their forecasts. Such an understanding could help to strip down overladen FM architectures to their bare essence and expose the minimal requirements for in-context learning in the DS domain. Toward this goal, here we iteratively reduce a recent powerful SOTA model for DS reconstruction, DynaMix (Hemmer & Durstewitz, 2025), to a minimal interpretable two-parameter form, which we call DynaBase. DynaBase produces forecasts through a linear blend of the current latent state and the nearest in-context neighbor and its temporal successor. Surprisingly, despite its extreme simplicity, DynaBase produces highly competitive zero-shot DS reconstructions across chaotic and cyclic systems, with a negligible parameter load, many orders of magnitude below that of other FMs. Even more, this extreme simplicity permits direct model optimization on DS reconstruction measures, as well as closed-form one-step analytical solutions on prediction MSE. Theoretical and empirical analysis of DynaBase further leads to a 1-parameter family of maps, with the context-parroting algorithm of (Zhang & Gilpin, 2026) recovered at one end, and chaotic (divergent but bounded) behavior at the other. We further show how different training strategies lead to models either optimal for short-term prediction or for DS reconstruction. Thus, DynaBase not only exposes the minimal mechanisms required for producing zero-shot DS reconstruction, but also reconciles within an accessible mathematical frame divergent observations in the literature.

Christoph Jürgen Hemmer, Florian Plaswig, Daniel Durstewitz

Dept. of Theoretical Neuroscience, Central Institute of Mental Health, Mannheim, Germany · Interdisciplinary Center for Scientific Computing (IWR), Heidelberg, Germany · Faculty of Physics and Astronomy, Heidelberg University, Heidelberg, Germany

Dynamical SystemsZero-Shot Time Series ForecastingLatent Dynamics ModelingInterpretable MLTime-Series Foundation Models
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Jul 16, 2026

VLT: A Vision-Language-Time Series Multimodal Foundation Model for Industrial Intelligence

Industrial time series serve as the foundation for Prognostics and Health Management (PHM) to ensure the reliability and safety of industrial equipment such as aero-engines. However, existing approaches are typically limited to single-modality modeling, which restricts their generalization in complex scenarios. Although recent advances in large language models (LLMs) provide new opportunities for multimodal learning, bridging continuous time-series signals and discrete textual semantics remains an open challenge. To this end, we propose VLT, a multimodal foundation model that jointly models time-series, frequency-spectrum visual representations, and textual knowledge. A key insight is to utilize the frequency spectrum as a visual bridge to connect continuous temporal signals with discrete semantics. Specifically, a Time-aware Mixture-of-Experts (Time-MoE) is designed to capture heterogeneous temporal dynamics, while a Frequency-Text Augmented Learner enables joint modeling of spectral and semantic features within a shared representation space. Furthermore, a time-centric gradient alignment mechanism is introduced to mitigate cross-modal optimization conflicts via gradient normalization and reliability-aware dynamic reweighting. Extensive experiments on multiple industrial datasets demonstrate that VLT outperforms state-of-the-art methods, achieving superior robustness and generalization under few-shot, noisy, and incomplete-modality settings.

Haiteng Wang, Jingheng Yan, Xiaokang Wang +1

School of Automation Science and Electrical Engineering, Beihang University, Beijing 100191, China · School of Computer Science and Artificial Intelligence, Zhengzhou University, Zhengzhou 450001, China · School of Automation Science and Electrical Engineering, Beihang University, Beijing 100191, China, also with the Hangzhou International Innovation Institute, Beihang University, Hangzhou 311115, China, and also with the State Key Laboratory of Intelligent Manufacturing System Technology, Beijing 100854, China

Representation LearningPredictive MaintenanceMultimodal FusionTime-Series Foundation Models
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