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Flexible Time-Indexed Foundation Model

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TS-ICL: A Flexible Time-Indexed Foundation Model for Time Series via In-Context Learning

arXiv:2606.05878v1 Announce Type: new Abstract: Foundation models mark a profound paradigm shift in time series modeling, with task-specific models being superseded by general-purpose zero-shot models. Yet, current approaches primarily focus on forecasting, while real-world time series are often irregularly and partially observed, requiring models that can jointly forecast, impute missing values, and handle degraded sampling conditions. To address these challenges, we introduce TS-ICL, a...

arXiv CS 5d ago