TSFMAudit: Data Contamination Auditing in Forecasting Time Series Foundation Models

Fuente: arXiv
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Main Authors: Li, Hongkai, Xie, Shifeng, Shen, Lefei, Li, Zhuo, Chen, Mouxiang, Zhang, Xiaobin, Fu, Han, Sun, Jianling, Ren, Xiaoxue, Liu, Chenghao
Format: Preprint
Published: 2026
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author Li, Hongkai
Xie, Shifeng
Shen, Lefei
Li, Zhuo
Chen, Mouxiang
Zhang, Xiaobin
Fu, Han
Sun, Jianling
Ren, Xiaoxue
Liu, Chenghao
author_facet Li, Hongkai
Xie, Shifeng
Shen, Lefei
Li, Zhuo
Chen, Mouxiang
Zhang, Xiaobin
Fu, Han
Sun, Jianling
Ren, Xiaoxue
Liu, Chenghao
contents Time series foundation models (TSFMs) are increasingly pretrained on large corpora, raising concerns that evaluation datasets may have been exposed during pretraining and thus yield overly optimistic performance estimates. Auditing such contamination is challenging in time series because signals are continuous and heterogeneous, and often lack corpus documentation. To the best of our knowledge, this is the first work to study pretraining contamination auditing for TSFMs. We formalize the problem of pretraining contamination auditing for TSFMs and propose TSFMAudit, a method based on probe adaptation dynamics. Our key intuition is that contamination manifests as unusually efficient adaptation: after a fine tuning probe, contaminated datasets tend to exhibit faster loss reduction with smaller backbone movement. We evaluate TSFMAudit on 6 TSFMs and 187 datasets using documented training source evidence as supervision, and compare against 10 competitive baselines adapted from the LLM literature.
format Preprint
id arxiv_https___arxiv_org_abs_2605_26161
institution arXiv
publishDate 2026
record_format arxiv
spellingShingle TSFMAudit: Data Contamination Auditing in Forecasting Time Series Foundation Models
Li, Hongkai
Xie, Shifeng
Shen, Lefei
Li, Zhuo
Chen, Mouxiang
Zhang, Xiaobin
Fu, Han
Sun, Jianling
Ren, Xiaoxue
Liu, Chenghao
Machine Learning
Artificial Intelligence
Time series foundation models (TSFMs) are increasingly pretrained on large corpora, raising concerns that evaluation datasets may have been exposed during pretraining and thus yield overly optimistic performance estimates. Auditing such contamination is challenging in time series because signals are continuous and heterogeneous, and often lack corpus documentation. To the best of our knowledge, this is the first work to study pretraining contamination auditing for TSFMs. We formalize the problem of pretraining contamination auditing for TSFMs and propose TSFMAudit, a method based on probe adaptation dynamics. Our key intuition is that contamination manifests as unusually efficient adaptation: after a fine tuning probe, contaminated datasets tend to exhibit faster loss reduction with smaller backbone movement. We evaluate TSFMAudit on 6 TSFMs and 187 datasets using documented training source evidence as supervision, and compare against 10 competitive baselines adapted from the LLM literature.
title TSFMAudit: Data Contamination Auditing in Forecasting Time Series Foundation Models
topic Machine Learning
Artificial Intelligence
url https://arxiv.org/abs/2605.26161