Research map / Time series / Foundation models for time series
ForecastPFN: Synthetically-Trained Zero-Shot Forecasting
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Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| remove noise from training-loss targets (synthetic ground truth) (ablation) | ForecastPFN · Synthetic validation | validation MSE: 33.089 -> 22.692 | Helped |
| use robust scaler instead of min-max scaling (ablation) | ForecastPFN · Synthetic validation | validation MSE loss | Helped |
| scale synthetic noise from 1/6 to full (m_noise=1) (ablation) | ForecastPFN · Synthetic train | train loss: 0.591 -> 0.032 | Helped |
| scale synthetic noise from 2/3 to full (m_noise=1) (ablation) | ForecastPFN · Synthetic train | train loss: 0.384 -> 0.032 | Helped |
| zero-shot ForecastPFN vs models trained on 50 points | ForecastPFN vs best baselines · ETTh1, ETTh2, Weather | MSE: 0.127 vs 0.176 (ETTh1) | Helped |
| zero-shot ForecastPFN vs models trained on 500 points | ForecastPFN vs trained baselines · Traffic, ECL, Illness | MSE: 1.971 vs 0.523 (Traffic) | Hurt |
| ForecastPFN vs Meta-N-BEATS zero-shot | ForecastPFN vs Meta-N-BEATS · ETTh1 | MSE: 0.177 -> 0.127 | Helped |
Closest papers by meaning
- TempoPFN: Synthetic Pre-training of Linear RNNs for Zero-shot Time Series Forecasting (NeurIPS 2026 · similarity 0.92)
- TimePFN: Effective Multivariate Time Series Forecasting with Synthetic Data (AAAI 2025 · similarity 0.91)
- Zero-shot forecasting of chaotic systems (ICLR 2025 · similarity 0.89)
- TiRex: Zero-Shot Forecasting Across Long and Short Horizons with Enhanced In-Context Learning (NeurIPS 2025 · similarity 0.88)
- Rethinking Post-Training Recipes for Multimodal Time-Series Forecasting (NeurIPS 2026 · similarity 0.86)
- FilterNet: Harnessing Frequency Filters for Time Series Forecasting (NeurIPS 2024 · similarity 0.86)
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