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Bibliographic Details
Main Authors: Dai, Xilin, Cai, Wanxu, Xu, Zhijian, Xu, Qiang
Format: Preprint
Published: 2026
Subjects:
Online Access:https://arxiv.org/abs/2602.05287
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author Dai, Xilin
Cai, Wanxu
Xu, Zhijian
Xu, Qiang
author_facet Dai, Xilin
Cai, Wanxu
Xu, Zhijian
Xu, Qiang
contents This position paper argues that the pursuit of "Universal Foundation Models for Time Series" rests on a fundamental category error, mistaking a structural Container for a semantic Modality. We contend that because time series hold incompatible generative processes (e.g., finance vs. fluid dynamics), monolithic models degenerate into expensive "Generic Filters" that fail to generalize under distributional drift. To address this, we introduce the "Autoregressive Blindness Bound," a theoretical limit proving that history-only models cannot predict intervention-driven regime shifts. We advocate replacing universality with a Causal Control Agent paradigm, where an agent leverages external context to orchestrate a hierarchy of specialized solvers, from frozen domain experts to lightweight Just-in-Time adaptors. We conclude by calling for a shift in benchmarks from "Zero-Shot Accuracy" to "Drift Adaptation Speed" to prioritize robust, control-theoretic systems.
format Preprint
id arxiv_https___arxiv_org_abs_2602_05287
institution arXiv
publishDate 2026
record_format arxiv
spellingShingle Position: Universal Time Series Foundation Models Rest on a Category Error
Dai, Xilin
Cai, Wanxu
Xu, Zhijian
Xu, Qiang
Artificial Intelligence
This position paper argues that the pursuit of "Universal Foundation Models for Time Series" rests on a fundamental category error, mistaking a structural Container for a semantic Modality. We contend that because time series hold incompatible generative processes (e.g., finance vs. fluid dynamics), monolithic models degenerate into expensive "Generic Filters" that fail to generalize under distributional drift. To address this, we introduce the "Autoregressive Blindness Bound," a theoretical limit proving that history-only models cannot predict intervention-driven regime shifts. We advocate replacing universality with a Causal Control Agent paradigm, where an agent leverages external context to orchestrate a hierarchy of specialized solvers, from frozen domain experts to lightweight Just-in-Time adaptors. We conclude by calling for a shift in benchmarks from "Zero-Shot Accuracy" to "Drift Adaptation Speed" to prioritize robust, control-theoretic systems.
title Position: Universal Time Series Foundation Models Rest on a Category Error
topic Artificial Intelligence
url https://arxiv.org/abs/2602.05287