mlsanityData to 13 Oct 2026

Decision-Focused Fine-Tuning of Time Series Foundation Models for Dispatchable Feeder Optimization

arXiv 2503.01936 ↗First posted 3 Mar 2025cs.LG cs.AI stat.MLcited by 5

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Abstract (arXiv)

Time series foundation models provide a universal solution for generating forecasts to support optimization problems in energy systems. Those foundation models are typically trained in a prediction-focused manner to maximize forecast quality. In contrast, decision-focused learning directly improves the resulting value of the forecast in downstream optimization rather than merely maximizing forecasting quality. The practical integration of forecast values into forecasting models is challenging, particularly when addressing complex applications with diverse instances, such as buildings. This becomes even more complicated when instances possess specific characteristics that require instance-specific, tailored predictions to increase the forecast value. To tackle this challenge, we use decision-focused fine-tuning within time series foundation models to offer a scalable and efficient solution for decision-focused learning applied to the dispatchable feeder optimization problem. To obtain more robust predictions for scarce building data, we use Moirai as a state-of-the-art foundation model, which offers robust and generalized results with few-shot parameter-efficient fine-tuning. Comparing the decision-focused fine-tuned Moirai with a state-of-the-art classical prediction-focused fine-tuning Morai, we observe an improvement of 9.45% in average total daily costs.

Key facts. Cited by 5 papers in the map (data through 13 Oct 2026). Builds on 24 of its 45 references that are in the map. First posted on arXiv 3 Mar 2025.

Builds on

24 of 45 references.

References · 24

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  11. 2024Foundation Models for Time Series Analysis: A Tutorial and Surveycited by 237
  12. 2023Parameter-Efficient Fine-Tuning Methods for Pretrained Language Models: A Critical Review and Assessmentcited by 230
12 more
  1. 2023Decision-Focused Learning: Foundations, State of the Art, Benchmark and Future Opportunitiescited by 130
  2. 2023Foundational Models Defining a New Era in Vision: A Survey and Outlookcited by 109
  3. 2023Leaving the Nest: Going Beyond Local Loss Functions for Predict-Then-Optimizecited by 18
  4. 2023Landscape Surrogate: Learning Decision Losses for Mathematical Optimization Under Partial Informationcited by 18
  5. 2022Decision-Aware Learning for Optimizing Health Supply Chainscited by 14
  6. 2024Benchmarking Time Series Foundation Models for Short-Term Household Electricity Load Forecastingcited by 12
  7. 2023TaskMet: Task-Driven Metric Learning for Model Learningcited by 11
  8. 2021Cost-Oriented Load Forecastingcited by 8
  9. 2024TimeGPT in Load Forecasting: A Large Time Series Model Perspectivecited by 8
  10. 2022A Note on Task-Aware Loss via Reweighing Prediction Loss by Decision-Regretcited by 6
  11. 2016Achieving the Dispatchability of Distribution Feeders through Prosumers Data Driven Forecasting and Model Predictive Control of Electrochemical Storagecited by 4
  12. 2018Storage Scheduling with Stochastic Uncertainties: Feasibility and Cost of Imbalancescited by 1

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Cited by year (2026 to 13 Oct)

Citing papers per year: 2025: 1; 2026: 4.

5 papers.