How Foundational are Foundation Models for Time Series Forecasting?

Fuente: arXiv
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Autori principali: Karaouli, Nouha, Coquenet, Denis, Fromont, Elisa, Mermillod, Martial, Reyboz, Marina
Natura: Preprint
Pubblicazione: 2025
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author Karaouli, Nouha
Coquenet, Denis
Fromont, Elisa
Mermillod, Martial
Reyboz, Marina
author_facet Karaouli, Nouha
Coquenet, Denis
Fromont, Elisa
Mermillod, Martial
Reyboz, Marina
contents Foundation Models are designed to serve as versatile embedding machines, with strong zero shot capabilities and superior generalization performance when fine-tuned on diverse downstream tasks. While this is largely true for language and vision foundation models, we argue that the inherent diversity of time series data makes them less suited for building effective foundation models. We demonstrate this using forecasting as our downstream task. We show that the zero-shot capabilities of a time series foundation model are significantly influenced and tied to the specific domains it has been pretrained on. Furthermore, when applied to unseen real-world time series data, fine-tuned foundation models do not consistently yield substantially better results, relative to their increased parameter count and memory footprint, than smaller, dedicated models tailored to the specific forecasting task at hand.
format Preprint
id arxiv_https___arxiv_org_abs_2510_00742
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle How Foundational are Foundation Models for Time Series Forecasting?
Karaouli, Nouha
Coquenet, Denis
Fromont, Elisa
Mermillod, Martial
Reyboz, Marina
Machine Learning
Foundation Models are designed to serve as versatile embedding machines, with strong zero shot capabilities and superior generalization performance when fine-tuned on diverse downstream tasks. While this is largely true for language and vision foundation models, we argue that the inherent diversity of time series data makes them less suited for building effective foundation models. We demonstrate this using forecasting as our downstream task. We show that the zero-shot capabilities of a time series foundation model are significantly influenced and tied to the specific domains it has been pretrained on. Furthermore, when applied to unseen real-world time series data, fine-tuned foundation models do not consistently yield substantially better results, relative to their increased parameter count and memory footprint, than smaller, dedicated models tailored to the specific forecasting task at hand.
title How Foundational are Foundation Models for Time Series Forecasting?
topic Machine Learning
url https://arxiv.org/abs/2510.00742