# Investigating simple target-covariate relationships for Chronos-2 and TabPFN-TS

arXiv: https://arxiv.org/abs/2605.12200 · HTML: https://mlsanity.com/paper/2605.12200/

## Key facts

- Cited by 2 papers in the map (data through 14 Oct 2026).
- Builds on 9 of its 13 references that are in the map.
- First posted on arXiv 12 May 2026.

## Builds on (most cited first, 9 of 9)

- [Modeling Long- and Short-Term Temporal Patterns with Deep Neural Networks](https://mlsanity.com/paper/1703.07015/) (2017)
- [Chronos: Learning the Language of Time Series](https://mlsanity.com/paper/2403.07815/) (2024)
- [A decoder-only foundation model for time-series forecasting](https://mlsanity.com/paper/2310.10688/) (2023)
- [TabPFN: A Transformer That Solves Small Tabular Classification Problems in a Second](https://mlsanity.com/paper/2207.01848/) (2022)
- [Unified Training of Universal Time Series Forecasting Transformers](https://mlsanity.com/paper/2402.02592/) (2024)
- [GIFT-Eval: A Benchmark For General Time Series Forecasting Model Evaluation](https://mlsanity.com/paper/2410.10393/) (2024)
- [Chronos-2: From Univariate to Universal Forecasting](https://mlsanity.com/paper/2510.15821/) (2025)
- [Moirai 2.0: When Less Is More for Time Series Forecasting](https://mlsanity.com/paper/2511.11698/) (2025)
- [fev-bench: A Realistic Benchmark for Time Series Forecasting](https://mlsanity.com/paper/2509.26468/) (2025)

## Built on by (most cited first, 2 of 2)

- [Latent Inference-Time Guidance of Time Series Foundation Models](https://mlsanity.com/paper/2609.38058/) (2026)
- [Attenuated in-context identification in time-series foundation models: diagnosis under counterfactual inputs and repair by synthetic forced-system fine-tuning](https://mlsanity.com/paper/2610.08118/) (2026)

## Abstract (arXiv)

Time Series Foundation Models (TSFMs) have recently achieved state-of-the-art performance, often outperforming supervised models in zero-shot settings. Recent TSFM architectures, such as Chronos-2 and TabPFN-TS, aim to integrate covariates. In this paper, we design controlled experiments based on simple target-covariate relationships to assess this integration capability. Our results show that TabPFN-TS captures these relationships more effectively than Chronos-2, especially for short horizons, suggesting that the strong benchmark performance of Chronos-2 does not automatically translate into optimal modeling of simple covariate-target dependencies.