Zero-Shot Time Series Forecasting

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Overview

Zero-shot time series forecasting studies whether models pretrained on diverse real or synthetic sequences can predict new datasets without updating their parameters. Approaches include transformer and recurrent foundation models, synthetic-data training, covariate-aware prediction, and inference-time methods such as retrieval, context selection, and forecast correction. Benchmarks such as GIFT-Eval and fev-bench test performance across domains, while applications include energy, traffic, health, and finance. Results are often competitive when data are scarce or patterns transfer, but performance can lag specialized models when covariates, domain shifts, extreme events, or calibration matter; when and how to adapt a pretrained model remains an open question.

Latest papers

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83 papers11 papers in the last four weeks, down 15% on the four weeks before. 0.1% of all new papers.

May 28, 2026

KairosAgent: Agentic Time Series Forecasting with Fused Semantic Reasoning

Cross-domain multimodal time series forecasting is a challenging task, requiring models to integrate precise numerical comprehension, cross-domain semantic understanding, and effective multimodal fusion. Existing approaches either build Time Series Foundation Models (TSFMs) from scratch or leverage pretrained Large Language Models (LLMs). However, TSFMs often overlook semantic understanding and lack the ability to perform future-oriented semantic reasoning, and LLMs struggle with numerical comprehension and accurate quantitative forecasting. To overcome these limitations, we propose KairosAgent, a novel agentic framework for multimodal time series forecasting, including an LLM-based reasoner and a TSFM-based forecaster. KairosAgent unifies textual reasoning and numerical forecasting by dynamically invoking analytical tools to enhance the numerical understanding and semantic reasoning capabilities of LLMs. The reasoning results are subsequently fused into the TSFM pipeline, enabling more accurate and reliable future predictions. To further improve the reasoning, we curate a large-scale corpus of high-quality trajectories, alongside a reinforcement learning from forecasting paradigm with multi-turn refinement and turn-level credit assignment. Experiments demonstrate that KairosAgent achieves superior zero-shot forecasting performance while maximizing the utility of pretrained LLMs and TSFMs, presenting a promising direction for efficient and interpretable time series agents. The project page is at https://foundation-model-research.github.io/KairosAgent .

Kun Feng, Ziwei Shan, Yuchen Fang +6

ShanghaiTech University · Ant Group

Multivariate Time Series ForecastingZero-Shot Time Series ForecastingTime Series ReasoningTime Series ForecastingLLM-Based Time Series ForecastingAgentic Time Series Forecasting
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May 26, 2026

Falcon-X: A Time Series Foundation Model for Heterogeneous Multivariate Modeling

Time series foundation models (TSFMs) are transforming the forecasting paradigm through large-scale cross-domain pretraining. However, most existing TSFMs remain univariate, and recent efforts to enable cross-variate modeling still operate directly within the raw variate space. This design introduces fundamental limitations in semantic alignment and relational expressivity. Specifically, raw-space group mixing lacks a dedicated mechanism to align heterogeneous physical quantities, while standard non-negative attention fails to capture the complex synergistic and antagonistic interactions ubiquitous in real-world systems. To address these challenges, we propose Falcon-X, decouples variates from the raw space and maps them into a unified latent prototype space. Falcon-X employs a Unified Prototype Diff-Attention mechanism that explicitly evaluates both positive and negative semantic affinities to explicitly align heterogeneous variates. Cross-variate interactions are then efficiently performed within this shared space via Latent Entity Attention, naturally facilitating zero-shot structural transfer. Finally, a Variate Reassembly Router robustly reconstructs variate-specific trajectories via a request-and-dispatch mechanism. Extensive evaluations on the GIFT-Eval and fev-bench benchmarks demonstrate that Falcon-X achieves excellent forecasting performance, offering a principled and scalable paradigm for complex multivariate environments. Falcon-X is publicly released to support future research.

Yiding Liu, Yifan Hu, Hongjie Xia +5

Multivariate Time Series ForecastingZero-Shot Time Series ForecastingDifferential AttentionTime-Series Foundation Models
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May 24, 2026

ROAR: Retrieval Opportunity-Aware Refinement for Zero-Shot Time Series Forecasting

Retrieval augmentation provides time series forecasters with historical continuations, yet even candidates that outperform the base forecast may fail to improve the final prediction. We propose ROAR, a Retrieval Opportunity-Aware Refinement framework for zero-shot time series forecasting. To better exploit these improvement opportunities, its training objective allocates additional emphasis across queries based on base-forecast difficulty and the relative improvement offered by retrieved candidates. Using this objective, ROAR first learns to aggregate aligned historical candidates and uses a learned gate to control their correction strength against a fixed base forecaster. It then jointly calibrates the forecasting module and gate to coordinate their contributions, while anchoring the combined prediction to the first-stage refined output. We derive exact decompositions of refinement gains and the opportunity-weighted training loss, and characterize additional gains from joint calibration under a local linearization. Experiments on seven benchmarks show that ROAR achieves the lowest average MSE among the compared methods. Further evaluations demonstrate average forecasting improvements across multiple backbone families and retrieval-augmented forecasters.

Jinjin Chi, Lei Feng, Yiming Wang +4

College of Computer Science and Technology, Jilin University, Changchun, China · College of Computing and Data Science, Nanyang Technological University, Singapore

Zero-Shot Time Series ForecastingTime Series ForecastingOOD GeneralizationTime Series DecompositionInvariant Representation LearningRetrieval-Augmented Time Series Forecasting+2
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May 23, 2026

Assessing the Operational Viability of Foundation Models for Time Series Forecasting

Time series forecasting drives operational decisions in areas like finance, transportation, and energy. While supervised learning approaches achieve strong performance, they require domain-specific training, feature engineering, and ongoing maintenance. Large-scale foundation models have recently emerged as a zero-shot alternative, avoiding task-specific training much like LLMs. In this work, we evaluate foundation models against standard supervised approaches. Rather than focusing solely on aggregate accuracy, we analyze performance across four operational regimes: periodic human-centric systems, physically constrained processes, stochastic financial markets, and heterogeneous demand forecasting. Our results characterize optimal deployment areas. Foundation models perform well in domains with transferable periodic structures and are efficient for cold-start or long-tail scenarios. Conversely, supervised specialists maintain higher precision in systems governed by strict physical constraints. In financial domains, newer foundation models are rapidly closing the performance gap with supervised specialists. We further quantify trade-offs in inference latency, data drift adaptability, and deployment constraints. Finally, we propose a Complexity Router that assigns each series to the optimal model class using empirical features. We demonstrate that this selective routing achieves higher accuracy and significantly lower inference costs compared to deploying a universal foundation model, providing a practical framework for balancing generalization and efficiency.

Kavin Soni, Debanshu Das, Vamshi Guduguntla

Google, USA

Zero-Shot Time Series ForecastingTime Series ForecastingCost-Aware InferenceTime-Series Foundation Models
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May 17, 2026

Olivia: Harmonizing Time Series Foundation Models with Power Spectral Density

Time series foundation models rely on large-scale pretraining over diverse datasets across domains, yet their heterogeneity in temporal patterns could hinder the effectiveness of training and learning transferable time series representations. Inspired a fundamental concept, normalized power spectral density (PSD) in signal processing, we assume harmonizing datasets via PSDs in the spectral domain could reduce mismatches and enhance pretraining. We then go beyond the direct intractable minimization optimization and innovatively reformulate it as a principled harmonization approach. Specifically, we propose Harmonizer, a module that reshapes spectral structures and implicitly harmonizing PSDs across datasets, which theoretically corresponds to a shared reparameterization of second-order temporal correlations. Our theoretical analysis further reveals token interactions with Harmonizer can be efficiently mediated by a compact set of resonators, motivating a HarmonicAttention design that performs self-attention in a low-dimensional interaction space. Then, we propose Olivia, a novel time series foundation model built upon these harmonization mechanisms. Extensive experiments on two large-scale benchmarks (TSLib and GIFT-Eval) and extra 6 datasets from GluonTS, demonstrate Olivia consistently achieves state-of-the-art performance under zero-shot, few-shot, and full-shot forecasting scenarios. Our code is available at https://github.com/TSTS13/Olivia.

Jingru Fei, Kun Yi, Alex Xing Wang +3

Beijing Institute of Technology · North China Institute of Computing Technology · State Information Center +4

Zero-Shot Time Series ForecastingFrequency-Domain Feature LearningTime Series TransformersTime-Series Foundation Models
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May 16, 2026

Empirical evaluation of Time Series Foundation Models for Day-ahead and Imbalance Electricity Price Forecasting in Belgium

Recent advances in Time Series Foundation Models (TSFMs) promise zero-shot forecasting capabilities with minimal task-specific training. While these models have shown strong performance across generic benchmarks, their applicability in volatile, complex electricity markets remains underexplored. Addressing this gap, this study provides a systematic empirical evaluation of several TSFMs, specifically Chronos-2 and Chronos-Bolt (developed by Amazon), and TimesFM 2.5 (provided by Google), for forecasting Belgian day-ahead and imbalance electricity prices. For both considered markets, Chronos-2 in ARX mode produces the most accurate forecasts. Compared with the best ensemble prediction from other machine learning methods, Chronos-2's Mean Absolute Error (MAE) is 5% lower for the day-ahead market. In contrast, the model yields 10% higher MAE predicting imbalance prices across all forecast horizons, except for the two-hour-ahead horizon. Moreover, we find that TSFMs exhibit genuine zero-shot forecasting skills but still struggle under extreme market conditions.

Chi Bui, Maria Margarida Mascarenhas, Arnaud Verstraeten +1

ELECTA-ESAT (KU Leuven) Leuven, Belgium · ELECTA-ESAT(KU Leuven) and Gridual Leuven, Belgium

Zero-Shot Time Series ForecastingElectricity Price ForecastingTime Series ForecastingTime-Series Foundation ModelsPower Systems
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May 12, 2026

ISOMORPH: A Supply Chain Digital Twin for Simulation, Dataset Generation, and Forecasting Benchmarks

Open time-series forecasting (TSF) benchmarks cover retail, energy, weather, and traffic, but supply-chain logistics remains underserved. We introduce ISOMORPH, the first public digital twin of a multi-echelon logistics network with interpretable, user-configurable parameters and modular topology, demand, and control rules. The simulator advances a directed routing graph in discrete time: demand is served from inventory or recorded as backlog and triggers replenishment throughout the network. The state tracks inventory, outstanding orders, in-transit shipments, and a smoothed demand estimate, yielding Markovian dynamics on a tractable state space. The released data reproduces the bullwhip effect at empirically consistent magnitudes, while three conservation laws provide verification tools for simulator extensions. We release datasets at two catalogue scales (C=50C=50 and C=200C=200), six scenario sweeps, and 20 Latin-hypercube perturbations. These datasets exhibit dynamics largely absent from fixed TSF benchmarks, including variance amplification, cascading bottlenecks, regime shifts, and cross-channel coupling through shared macro shocks. Zero-shot evaluation of four foundation models (Chronos, Moirai, TimesFM, and Lag-Llama) yields MASE values exceeding public GIFT-Eval references at low-to-moderate horizons, supporting incorporation into existing benchmark suites. The same models provide forecast confidence bands through Latin-hypercube perturbations of demand-side parameters, enabling forward uncertainty quantification (UQ) unavailable on standard TSF datasets and demonstrating that foundation models can serve as fast surrogates for digital-twin-based UQ. Code (MIT): https://github.com/tuhinsahai/ISOMORPH. Interactive demo: https://huggingface.co/spaces/HyeminGu/ISOMORPH-demo.

Zhizhen Zhang, Hyemin Gu, Benjamin J. Zhang +6

University of Massachusetts Amherst · University of North Carolina · SRI International +1

Zero-Shot Time Series ForecastingForecasting BenchmarksSynthetic Benchmark GenerationSupply Chain ManagementDigital TwinsTime-Series Foundation Models
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Apr 19, 2026

Prior-Fitted Functional Flow: In-Context Generative Models for Pharmacokinetics

We introduce Prior-Fitted Functional Flows, a generative foundation model for pharmacokinetics that enables zero-shot population synthesis and individual forecasting without manual parameter tuning. We learn functional vector fields, explicitly conditioned on the sparse, irregular data of an entire study population. This enables the generation of coherent virtual cohorts as well as forecasting of partially observed patient trajectories with calibrated uncertainty. We construct a new open-access literature corpus to inform our priors, and demonstrate state-of-the-art predictive accuracy on extensive real-world datasets.

César Ojeda, Niklas Hartung, Wilhelm Huisinga +6

University of Potsdam, Germany · Technical University Berlin, Germany · Freie Universität Berlin, Germany +2

Probabilistic Time Series ForecastingHealthcareSynthetic Data GenerationZero-Shot Time Series ForecastingContinuous Normalizing FlowsPrior-Data Fitted Networks+2
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Apr 16, 2026

Predicting Power-System Dynamic Trajectories with Foundation Models

As power systems transition toward renewable-rich and inverter-dominated operations, accurate time-domain dynamic analysis becomes increasingly critical. Such analysis supports key operational tasks, including transient stability assessment, dynamic security analysis, contingency screening, and post-fault trajectory evaluation. In practice, these tasks may operate under several challenges, including unknown and time-varying system parameters, privacy constraints on data sharing, and the need for fast online inference. Existing learning-based approaches are typically trained for individual systems and therefore lack generalization across operating conditions and physical parameters. Hence, this paper proposes LArge Scale Small ODE (LASS)-ODE-Power, a learning framework for general-purpose time-domain prediction. The proposed approach leverages large-scale pretraining on more than 40 GB of DAE or ordinary differential-equation (ODE) trajectories to learn transferable representations. The resulting model supports trajectory prediction from short measurement prefixes across diverse dynamic regimes, including electromechanical and inverter-driven systems. Hence, the model can be directly used without data sharing in a zero-shot setting. In addition, the proposed architecture incorporates parallel and linearized computation to achieve fast inference. Moreover, to enhance task-specific performance in power systems, a specialized fine-tuning strategy is developed based on approximately 1 GB of heterogeneous power-system dynamic data. Extensive experiments over diverse power-system simulation scenarios demonstrate that LASS-ODE-Power consistently outperforms existing learning-based models in trajectory prediction accuracy with efficient inference.

Haoran Li, Lihao Mai, Chenhan Xiao +2

School of Electrical, Computer and Energy Engineering at Arizona State University, Tempe, AZ 85281 USA · MOVEJ Analytics, Dayton, OH 45324 USA

Neural Surrogate ModelingZero-Shot Time Series ForecastingTime-Series Foundation ModelsPower Systems
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Apr 9, 2026

Zero-shot Multivariate Time Series Forecasting Using Tabular Prior Fitted Networks

Tabular foundation models, particularly Prior-data Fitted Networks like TabPFN have emerged as the leading contender in a myriad of tasks ranging from data imputation to label prediction on the tabular data format surpassing the historical successes of tree-based models. This has led to investigations on their applicability to forecasting time series data which can be formulated as a tabular problem. While recent work to this end has displayed positive results, most works have limited their treatment of multivariate time series problems to several independent univariate time series forecasting subproblems, thus ignoring any inter-channel interactions. Overcoming this limitation, we introduce a generally applicable framework for multivariate time series forecasting using tabular foundation models. We achieve this by recasting the multivariate time series forecasting problem as a series of scalar regression problems which can then be solved zero-shot by any tabular foundation model with regression capabilities. We present results of our method using the TabPFN-TS backbone and compare performance with the current state of the art tabular methods.

Mayuka Jayawardhana, Nihal Sharma, Kazem Meidani +3

University of Maryland · Capital One

Multivariate Time Series ForecastingTime Series ForecastingZero-Shot Time Series ForecastingTabular Foundation ModelsPrior-Data Fitted Networks
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Apr 6, 2026

Dynamic Linear Coregionalization for Realistic Synthetic Multivariate Time Series

Synthetic data is essential for training foundation models for time series (FMTS), but most generators assume static correlations, and are typically missing realistic inter-channel dependencies. We introduce DynLMC, a Dynamic Linear Model of Coregionalization, that incorporates time-varying, regime-switching correlations and cross-channel lag structures. Our approach produces synthetic multivariate time series with correlation dynamics that closely resemble real data. Fine-tuning three foundational models on DynLMC-generated data yields consistent zero-shot forecasting improvements across nine benchmarks. Our results demonstrate that modeling dynamic inter-channel correlations enhances FMTS transferability, highlighting the importance of data-centric pretraining.

Annita Vapsi, Penghang Liu, Saheed Obitayo +8

JPMorganChase

Synthetic Data GenerationTime Series GenerationSynthetic Data PretrainingStochastic Linear Dynamical SystemsZero-Shot Time Series Forecasting
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Mar 31, 2026

Meteorology-Driven GPT4AP: A Multi-Task Forecasting LLM for Atmospheric Air Pollution in Data-Scarce Settings

Accurate forecasting of air pollution is important for environmental monitoring and policy support, yet data-driven models often suffer from limited generalization in regions with sparse observations. This paper presents Meteorology-Driven GPT for Air Pollution (GPT4AP), a parameter-efficient multi-task forecasting framework based on a pre-trained GPT-2 backbone and Gaussian rank-stabilized low-rank adaptation (rsLoRA). The model freezes the self-attention and feed-forward layers and adapts lightweight positional and output modules, substantially reducing the number of trainable parameters. GPT4AP is evaluated on six real-world air quality monitoring datasets under few-shot, zero-shot, and long-term forecasting settings. In the few-shot regime using 10% of the training data, GPT4AP achieves an average MSE/MAE of 0.686/0.442, outperforming DLinear (0.728/0.530) and ETSformer (0.734/0.505). In zero-shot cross-station transfer, the proposed model attains an average MSE/MAE of 0.529/0.403, demonstrating improved generalization compared with existing baselines. In long-term forecasting with full training data, GPT4AP remains competitive, achieving an average MAE of 0.429, while specialized time-series models show slightly lower errors. These results indicate that GPT4AP provides a data-efficient forecasting approach that performs robustly under limited supervision and domain shift, while maintaining competitive accuracy in data-rich settings.

Prasanjit Dey, Soumyabrata Dev, Bianca Schoen-Phelan

ADAPT SFI Research Centre, School of Computer Science, Technological University Dublin, Ireland · ADAPT SFI Research Centre, School of Computer Science, University College Dublin · School of Computer Science, Technological University Dublin, Ireland

Air Quality PredictionLLM-Based Time Series ForecastingMultivariate Time Series ForecastingLong-Term Time Series ForecastingZero-Shot Time Series ForecastingParameter-Efficient Fine-Tuning
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Mar 23, 2026

A Foundation Model for Instruction-Conditioned In-Context Time Series Tasks

In-context learning (ICL) enables task adaptation at inference time by conditioning on demonstrations rather than updating model parameters. Although recent time-series foundation models incorporate contextual conditioning, retrieval, or example-based prompting, they typically rely on implicit positional structure or task-specific objectives rather than explicit instruction-conditioned input-output demonstrations. We introduce iAmTime, a time-series foundation model trained with instruction-conditioned amortized meta-learning to infer tasks directly from example demonstrations. iAmTime represents each episode as a structured prompt over historical context and future-known variables using specialized semantic tokens that attend to designated time-series regions, exchange information across demonstrations, and inject task information into the query representation. The model combines a Hierarchical Multi-Scope Transformer Encoder, which captures temporal and covariate dynamics while inferring latent task structure from demonstrated input-output mappings, with a Task-Conditioned Patch Decoder, which adapts decoding through expert-based routing. We train iAmTime on large-scale real and synthetic corpora using supervised and self-supervised instruction-conditioned tasks, including forecasting, imputation, reconstruction, classification, anomaly detection, and source de-mixing. Across diverse domains, frequencies, and horizons, iAmTime improves zero-shot adaptation over strong time-series foundation baselines on probabilistic and point forecasting benchmarks, while achieving competitive or superior performance on four non-forecasting tasks.

Anish Saha, Konstantin Shmakov

Walmart Sunnyvale, USA

Zero-Shot Time Series ForecastingMeta-LearningIn-Context LearningTime-Series Foundation Models
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Mar 16, 2026

Time-Aware Prior Fitted Networks for Zero-Shot Forecasting with Exogenous Variables

In many time series forecasting settings, the target time series is accompanied by exogenous covariates, such as promotions and prices in retail demand; temperature in energy load; calendar and holiday indicators for traffic or sales; and grid load or fuel costs in electricity pricing. Ignoring these exogenous signals can substantially degrade forecasting accuracy, particularly when they drive spikes, discontinuities, or regime and phase changes in the target series. Most current time series foundation models (e.g., Chronos, Sundial, TimesFM, TimeMoE, TimeLLM, and LagLlama) ignore exogenous covariates and make forecasts solely from the numerical time series history, thereby limiting their performance. In this paper, we develop ApolloPFN, a prior-data fitted network (PFN) that is time-aware (unlike prior PFNs) and that natively incorporates exogenous covariates (unlike prior univariate forecasters). Our design introduces two major advances: (i) a synthetic data generation framework that injects realistic temporal patterns, structural changes, and exogenous dependencies into the PFN prior; and (ii) time-aware architectural modifications that embed inductive biases needed to exploit temporal context. We demonstrate that ApolloPFN outperforms existing baselines across several forecasting benchmarks with exogenous information, including M5, electric price forecasting, UCI Air Quality, and Solar Energy datasets.

Andres Potapczynski, Ravi Kiran Selvam, Tatiana Konstantinova +7

Amazon Science, New York University · Amazon Science

Exogenous Time Series ForecastingTime Series ForecastingTime Series Forecasting with CovariatesZero-Shot Time Series ForecastingPrior-Data Fitted NetworksTime-Series Foundation Models
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Mar 16, 2026

Not All Retrievals are Useful: Cross-Attention for Input-Aware RAG in Time Series Forecasting

Retrieval-augmented generation (RAG) enhances zero-shot time series (TS) forecasting by leveraging external knowledge bases, yet existing approaches overlook input-level relevance when fusing retrieved samples with the query. We argue that not all retrievals are equally useful, and irrelevant ones can degrade performance. To this end, we propose Cross-RAG, a zero-shot RAG-based forecasting framework that selectively attends to query-relevant retrieved samples via query--retrieval cross-attention. By modeling input-level relevance between the query and retrieved samples, Cross-RAG jointly incorporates three sources of information: 1) the query itself, 2) the retrieved samples, and 3) their relational interactions. In particular, this input-aware design enables Cross-RAG to remain stable as the number of retrieved samples kk grows, whereas prior methods without cross-attention require careful kk tuning to avoid degradation from irrelevant retrievals. Extensive experiments demonstrate that Cross-RAG consistently improves zero-shot forecasting performance across multiple TSFM backbones and various RAG methods, with additional analyses confirming its effectiveness across various retrieval scenarios. Code is available at https://github.com/seunghan96/cross-rag/.

Seunghan Lee, Jaehoon Lee, Jun Seo +7

LG AI Research Seoul, South Korea

Zero-Shot Time Series ForecastingCross-AttentionTime Series ForecastingAttention MechanismsRetrieval-Augmented Time Series Forecasting
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Mar 14, 2026

JointFM-0.1: A Foundation Model for Multi-Target Joint Distributional Prediction

Despite the rapid advancements in Artificial Intelligence (AI), Stochastic Differential Equations (SDEs) remain the gold-standard formalism for modeling systems under uncertainty. However, applying SDEs in practice is fraught with challenges: modeling risk is high, calibration is often brittle, and high-fidelity simulations are computationally expensive. This technical report introduces JointFM, a foundation model that inverts this paradigm. Instead of fitting SDEs to data, we sample an infinite stream of synthetic SDEs to train a generic model to predict future joint probability distributions directly. This approach establishes JointFM as the first foundation model for distributional predictions of coupled time series - requiring no task-specific calibration or finetuning. Despite operating in a purely zero-shot setting, JointFM reduces the energy loss by 21.1% relative to the strongest baseline when recovering oracle joint distributions generated by unseen synthetic SDEs.

Stefan Hackmann

DataRobot Research

Time-Series Foundation ModelsProbabilistic Time Series ForecastingZero-Shot Time Series Forecasting
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Mar 3, 2026

Adapting Time Series Foundation Models through Data Mixtures

Time series foundation models (TSFMs) have become increasingly popular for zero-shot forecasting. However, for a new time series domain not fully covered by the pretraining set, performance can suffer. Therefore, when a practitioner cares about a new domain and has access to a set of related datasets, the question arises: how best to fine-tune a TSFM to improve zero-shot forecasting? A typical approach to this type of problem is to fine-tune a LoRA module on all datasets or separately on each dataset. Tuning a separate module on each dataset allows for the specialisation of the TSFM to different types of data distribution, by selecting differing combinations of per-dataset modules for different time series contexts. However, we find that, using per-dataset modules might not be optimal, since a time series dataset can contain data from several types of distributions, i.e. sub-domains. This can be due to the distribution shifting or having differing distributions for different dimensions of the time series. Hence, we propose MixFT which re-divides the data using Bayesian mixtures into sets that best represent the sub-domains present in the data, and fine-tunes separately on each of these sets. This re-division of the data ensures that each set is more homogeneous, leading to fine-tuned modules focused on specific sub-domains. Our experiments show that MixFT performs better than per-dataset methods and when fine-tuning a single module on all the data. This suggests that by re-partitioning the data to represent sub-domains we can better specialise TSFMs to improve zero-shot forecasting.

Thomas L. Lee, Edoardo M. Ponti, Amos Storkey

School of Informatics, University of Edinburgh.

Time-Series Foundation ModelsZero-Shot Time Series ForecastingSupervised Fine-TuningMulti-Source Domain Adaptation
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Feb 27, 2026

Time Series Foundation Models as Strong Baselines in Transportation Forecasting: A Large-Scale Benchmark Analysis

Accurate forecasting of transportation dynamics is essential for urban mobility and infrastructure planning. Although recent work has achieved strong performance with deep learning models, these methods typically require dataset-specific training, architecture design and hyper-parameter tuning. This paper evaluates whether general-purpose time-series foundation models can serve as forecasters for transportation tasks by benchmarking the zero-shot performance of the state-of-the-art model, Chronos-2, across ten real-world datasets covering highway traffic volume and flow, urban traffic speed, bike-sharing demand, and electric vehicle charging station data. Under a consistent evaluation protocol, we find that, even without any task-specific fine-tuning, Chronos-2 delivers state-of-the-art or competitive accuracy across most datasets, frequently outperforming classical statistical baselines and specialized deep learning architectures, particularly at longer horizons. Beyond point forecasting, we evaluate its native probabilistic outputs using prediction-interval coverage and sharpness, demonstrating that Chronos-2 also provides useful uncertainty quantification without dataset-specific training. In general, this study supports the adoption of time-series foundation models as a key baseline for transportation forecasting research.

Javier Yanes-Pulido, Filipe Rodrigues

Technical University of Denmark, Kgs. Lyngby, Denmark

Time-Series Foundation ModelsZero-Shot Time Series ForecastingTraffic ForecastingForecasting BenchmarksProbabilistic Time Series Forecasting
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Feb 21, 2026

Transformers for dynamical systems learn transfer operators in-context

Large-scale foundation models for scientific machine learning adapt to physical settings unseen during training, such as zero-shot transfer between turbulent scales. This phenomenon, in-context learning, challenges conventional understanding of learning and adaptation in physical systems. Here, we study in-context learning of dynamical systems in a minimal setting: we train a small two-layer, single-head transformer to forecast one dynamical system, and then evaluate its ability to forecast a different dynamical system without retraining. We discover an early tradeoff in training between in-distribution and out-of-distribution performance, which manifests as a secondary double descent phenomenon. We discover that attention-based models apply a transfer-operator forecasting strategy in-context. They (1) lift low-dimensional time series using delay embedding, to detect the system's higher-dimensional dynamical manifold, and (2) identify and forecast long-lived invariant sets that characterize the global flow on this manifold. Our results clarify the mechanism enabling large pretrained models to forecast unseen physical systems at test time without retraining, and they illustrate the unique ability of attention-based models to leverage global attractor information in service of short-term forecasts.

Anthony Bao, Jeffrey Lai, William Gilpin

Department of Electrical & Computer Engineering, The University of Texas at Austin, Austin, Texas 78712, USA · The Oden Institute, The University of Texas at Austin, Austin, Texas 78712, USA · Department of Physics, The University of Texas at Austin, Austin, Texas 78712, USA

In-Context LearningDynamical SystemsZero-Shot Time Series ForecastingTime Series TransformersOperator Learning
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Feb 19, 2026

Reverso: Efficient Time Series Foundation Models for Zero-shot Forecasting

Learning time series foundation models has been shown to be a promising approach for zero-shot time series forecasting across diverse time series domains. Insofar as scaling has been a critical driver of performance of foundation models in other modalities such as language and vision, much recent work on time series foundation modeling has focused on scaling. This has resulted in time series foundation models with hundreds of millions of parameters that are, while performant, inefficient and expensive to use in practice. This paper describes a simple recipe for learning efficient foundation models for zero-shot time series forecasting that are orders of magnitude smaller. We show that large-scale transformers are not necessary: small hybrid models that interleave long convolution and linear RNN layers (in particular DeltaNet layers) can match the performance of larger transformer-based models while being more than a hundred times smaller. We also describe several data augmentation and inference strategies that further improve performance. This recipe results in Reverso, a family of efficient time series foundation models for zero-shot forecasting that significantly push the performance-efficiency Pareto frontier.

Xinghong Fu, Yanhong Li, Georgios Papaioannou +1

Massachusetts Institute of Technology · Allen Institute for AI · Qube Research & Technologies

Time-Series Foundation ModelsZero-Shot Time Series Forecasting
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Dec 8, 2025

Time Series Foundation Models for Process Model Forecasting

Process Model Forecasting (PMF) aims to predict how the control-flow structure of a process evolves over time by modeling the temporal dynamics of directly-follows (DF) relations, complementing predictive process monitoring that focuses on single-case prefixes. Prior benchmarks show that machine learning and deep learning models provide only modest gains over statistical baselines, mainly due to the sparsity and heterogeneity of the DF time series. We investigate Time Series Foundation Models (TSFMs), large pre-trained models for generic time series, as an alternative for PMF. Using DF time series derived from real-life event logs, we compare zero-shot use of TSFMs, without additional training, with fine-tuned variants adapted on PMF-specific data. TSFMs generally achieve lower forecasting errors (MAE and RMSE) than traditional and specialized models trained from scratch on the same logs, indicating effective transfer of temporal structure from non-process domains. While fine-tuning can further improve accuracy, the gains are often small and may disappear on smaller or more complex datasets, so zero-shot use remains a strong default. Our study highlights the generalization capability and data efficiency of TSFMs for process-related time series and, to the best of our knowledge, provides the first systematic evaluation of temporal foundation models for PMF.

Yongbo Yu, Jari Peeperkorn, Johannes De Smedt +1

Research Center for Information Systems Engineering (LIRIS), KU Leuven, Belgium

Zero-Shot Time Series ForecastingProcess MiningTime Series ForecastingTime-Series Foundation Models
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Sep 30, 2025

Kairos: Toward Adaptive and Parameter-Efficient Time Series Foundation Models

Inherent temporal heterogeneity, such as varying sampling densities and periodic structures, has posed substantial challenges in zero-shot generalization for Time Series Foundation Models (TSFMs). Existing TSFMs predominantly rely on massive parameterization to absorb such heterogeneity, as their static tokenization and positional encoding schemes entangle diverse temporal patterns into a fixed representation space, encouraging memorization rather than adaptation. To address this limitation, we propose Kairos, a flexible and parameter-efficient TSFM dedicated to forecasting tasks, which decouples temporal heterogeneity from model capacity through a novel tokenization perspective. Kairos introduces a dynamic patching tokenizer and a mixture-of-size encoding that adapt observational granularity to local information density, enabling fine-grained temporal abstraction without increasing model width or depth. In addition, we design a multi-granularity positional embedding based on dynamic rotary encodings, which conditions on instance-level spectral features and temporal structure induced by dynamic patching tokenization, allowing robust modeling of diverse temporal dependencies. Trained on a novel Predictability-Stratified Time-Series (PreSTS) corpus, Kairos achieves superior zero-shot performance with substantially fewer parameters on two mainstream benchmarks, GIFT-Eval and Time-Series-Library. The project page is at https://foundation-model-research.github.io/Kairos .

Kun Feng, Shaocheng Lan, Yuchen Fang +6

School of Information Science and Technology, ShanghaiTech University, Shanghai, China · Ant Group, Shanghai, China

Rotary Positional EmbeddingsZero-Shot Time Series ForecastingTime Series ForecastingTime-Series Foundation ModelsMultiscale Time-Series Modeling
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May 15, 2025

ChronoSteer: Bridging Large Language Model and Time Series Foundation Model via Synthetic Cross-Modal Alignment Dataset

Conventional forecasting methods are trained end-to-end on unimodal time series, which limits their ability to exploit textual information and undermines their generalization in data-scarce scenarios. Recently, large language models (LLMs) and time series foundation models (TSFMs) have demonstrated powerful capabilities in complex textual reasoning and zero-shot temporal modeling, respectively. Integrating these strengths to construct a multimodal time series foundation model that jointly leverages temporal and textual information for zero-shot future inference has emerged as a promising research direction. However, the scarcity of large-scale, high-quality multimodal datasets remains a fundamental obstacle. To address this challenge, we propose ChronoSteer, a decoupled agentic framework that learns cross-modal alignment from synthetic paired supervision. Specifically, a pretrained LLM first converts textual events into revision instructions that steer the initial unimodal prediction produced by a frozen TSFM. These revision instructions form an intermediate instruction space that bridges the semantic gap between text and time series while fully leveraging pretrained knowledge. Technically, the instructions are discretized into a compact codebook of instruction anchors, effectively mitigating semantic divergence while reducing the cost of dataset construction. Finally, we adopt a two-stage training strategy to recover the fine-grained magnitude information lost during discretization. Furthermore, we release a leakage-controlled multimodal benchmark constructed with temporal separation and textual context available before the prediction window. When paired with an LLM and trained on synthetic cross-modal alignment data, ChronoSteer achieves a 25.8% improvement in zero-shot prediction accuracy over its unimodal backbone, and outperforms prior state-of-the-art unimodal and multimodal ...

Chengsen Wang, Qi Qi, Zhongwen Rao +2

Beijing University of Posts and Telecommunications · Huawei Noah’s Ark Lab

Cross-Modal LearningMultivariate Time Series ForecastingZero-Shot Time Series ForecastingCross-Modal AlignmentMultimodal Foundation ModelsTime-Series Foundation Models
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