# Lightweight Time Series Data Valuation on Time Series Foundation Models via In-Context Finetuning

arXiv: https://arxiv.org/abs/2511.11648 · HTML: https://mlsanity.com/paper/2511.11648/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Builds on 36 of its 49 references that are in the map.
- First posted on arXiv 10 Nov 2025.

## Builds on (most cited first, 30 of 36)

- [Informer: Beyond Efficient Transformer for Long Sequence Time-Series Forecasting](https://mlsanity.com/paper/2012.07436/) (2020)
- [A Time Series is Worth 64 Words: Long-term Forecasting with Transformers](https://mlsanity.com/paper/2211.14730/) (2022)
- [Understanding Black-box Predictions via Influence Functions](https://mlsanity.com/paper/1703.04730/) (2017)
- [Are Transformers Effective for Time Series Forecasting?](https://mlsanity.com/paper/2205.13504/) (2022)
- [The FineWeb Datasets: Decanting the Web for the Finest Text Data at Scale](https://mlsanity.com/paper/2406.17557/) (2024)
- [GLaM: Efficient Scaling of Language Models with Mixture-of-Experts](https://mlsanity.com/paper/2112.06905/) (2021)
- [Modeling Long- and Short-Term Temporal Patterns with Deep Neural Networks](https://mlsanity.com/paper/1703.07015/) (2017)
- [A decoder-only foundation model for time-series forecasting](https://mlsanity.com/paper/2310.10688/) (2023)
- [Unified Training of Universal Time Series Forecasting Transformers](https://mlsanity.com/paper/2402.02592/) (2024)
- [Estimating Training Data Influence by Tracing Gradient Descent](https://mlsanity.com/paper/2002.08484/) (2020)
- [MOMENT: A Family of Open Time-series Foundation Models](https://mlsanity.com/paper/2402.03885/) (2024)
- [Data Selection for Language Models via Importance Resampling](https://mlsanity.com/paper/2302.03169/) (2023)
- [Time-MoE: Billion-Scale Time Series Foundation Models with Mixture of Experts](https://mlsanity.com/paper/2409.16040/) (2024)
- [Influence Functions in Deep Learning Are Fragile](https://mlsanity.com/paper/2006.14651/) (2020)
- [Timer: Generative Pre-trained Transformers Are Large Time Series Models](https://mlsanity.com/paper/2402.02368/) (2024)
- [Sundial: A Family of Highly Capable Time Series Foundation Models](https://mlsanity.com/paper/2502.00816/) (2025)
- [Are Language Models Actually Useful for Time Series Forecasting?](https://mlsanity.com/paper/2406.16964/) (2024)
- [TimeGPT-1](https://mlsanity.com/paper/2310.03589/) (2023)
- [QuRating: Selecting High-Quality Data for Training Language Models](https://mlsanity.com/paper/2402.09739/) (2024)
- [D4: Improving LLM Pretraining via Document De-Duplication and Diversification](https://mlsanity.com/paper/2308.12284/) (2023)
- [MATES: Model-Aware Data Selection for Efficient Pretraining with Data Influence Models](https://mlsanity.com/paper/2406.06046/) (2024)
- [Moirai-MoE: Empowering Time Series Foundation Models with Sparse Mixture of Experts](https://mlsanity.com/paper/2410.10469/) (2024)
- [How to Train Data-Efficient LLMs](https://mlsanity.com/paper/2402.09668/) (2024)
- [Timer-XL: Long-Context Transformers for Unified Time Series Forecasting](https://mlsanity.com/paper/2410.04803/) (2024)
- [TimeSHAP: Explaining Recurrent Models through Sequence Perturbations](https://mlsanity.com/paper/2012.00073/) (2020)
- [In-context Example Selection with Influences](https://mlsanity.com/paper/2302.11042/) (2023)
- [Data-OOB: Out-of-bag Estimate as a Simple and Efficient Data Value](https://mlsanity.com/paper/2304.07718/) (2023)
- [Time-Series Forecasting for Out-of-Distribution Generalization Using Invariant Learning](https://mlsanity.com/paper/2406.09130/) (2024)
- [WindowSHAP: An Efficient Framework for Explaining Time-series Classifiers based on Shapley Values](https://mlsanity.com/paper/2211.06507/) (2022)
- [ChronosX: Adapting Pretrained Time Series Models with Exogenous Variables](https://mlsanity.com/paper/2503.12107/) (2025)

## Abstract (arXiv)

Time series foundation models (TSFMs) have demonstrated increasing capabilities due to their extensive pretraining on large volumes of diverse time series data. Consequently, the quality of time series data is crucial to TSFM performance, rendering an accurate and efficient data valuation of time series for TSFMs indispensable. However, traditional data valuation methods, such as influence functions, face severe computational bottlenecks due to their poor scalability with growing TSFM model sizes and often fail to preserve temporal dependencies. In this paper, we propose LTSV, a Lightweight Time Series Valuation on TSFMS via in-context finetuning. Grounded in the theoretical evidence that in-context finetuning approximates the influence function, LTSV estimates a sample's contribution by measuring the change in context loss after in-context finetuning, leveraging the strong generalization capabilities of TSFMs to produce robust and transferable data valuations. To capture temporal dependencies, we introduce temporal block aggregation, which integrates per-block influence scores across overlapping time windows. Experiments across multiple time series datasets and models demonstrate that LTSV consistently provides reliable and strong valuation performance, while maintaining manageable computational requirements. Our results suggest that in-context finetuning on time series foundation models provides a practical and effective bridge between data attribution and model generalization in time series learning.