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Evaluating Accuracy and Probabilistic Reliability of Zero-Shot Time Series Foundation Models

Michael, Panagiotis et al.
arXiv (All) · Papers
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Time Series Foundation Models (TSFMs) promise a paradigm shift toward zero-shot forecasting by eliminating task-specific training. However, existing works often overlook trade-offs between predictive accuracy and probabilistic calibration. This paper presents a benchmark study of six TSFMs evaluated
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