Research Reveals Forecast Collapse in Time-Series Foundation Models

A Singapore Management University study identifies "Forecast Collapse" in time-series foundation models when predicting hourly returns of 1000 US stocks, with flat predictions and poor ranking caused by low target predictability and single-series objectives. The paper proposes calibration methods to balance calibration with ranking ability.

2026-08-17 ~ 2026-08-17 · 2 related posts