# TSFMAudit: Data Contamination Auditing in Forecasting Time Series Foundation Models

arXiv: https://arxiv.org/abs/2605.26161 · HTML: https://mlsanity.com/paper/2605.26161/

## Key facts

- Cited by 3 papers in the map (data through 14 Oct 2026).
- Builds on 39 of its 45 references that are in the map.
- First posted on arXiv 24 May 2026.

## Builds on (most cited first, 30 of 39)

- [Language Models are Few-Shot Learners](https://mlsanity.com/paper/2005.14165/) (2020)
- [GPT-4 Technical Report](https://mlsanity.com/paper/2303.08774/) (2023)
- [Membership Inference Attacks against Machine Learning Models](https://mlsanity.com/paper/1610.05820/) (2016)
- [Extracting Training Data from Large Language Models](https://mlsanity.com/paper/2012.07805/) (2020)
- [Autoformer: Decomposition Transformers with Auto-Correlation for Long-Term Series Forecasting](https://mlsanity.com/paper/2106.13008/) (2021)
- [Understanding deep learning requires rethinking generalization](https://mlsanity.com/paper/1611.03530/) (2016)
- [Membership Inference Attacks From First Principles](https://mlsanity.com/paper/2112.03570/) (2021)
- [Quantifying Memorization Across Neural Language Models](https://mlsanity.com/paper/2202.07646/) (2022)
- [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)
- [Unified Training of Universal Time Series Forecasting Transformers](https://mlsanity.com/paper/2402.02592/) (2024)
- [What Neural Networks Memorize and Why: Discovering the Long Tail via Influence Estimation](https://mlsanity.com/paper/2008.03703/) (2020)
- [MOMENT: A Family of Open Time-series Foundation Models](https://mlsanity.com/paper/2402.03885/) (2024)
- [Dataset Cartography: Mapping and Diagnosing Datasets with Training Dynamics](https://mlsanity.com/paper/2009.10795/) (2020)
- [Detecting Pretraining Data from Large Language Models](https://mlsanity.com/paper/2310.16789/) (2023)
- [NLP Evaluation in trouble: On the Need to Measure LLM Data Contamination for each Benchmark](https://mlsanity.com/paper/2310.18018/) (2023)
- [Monash Time Series Forecasting Archive](https://mlsanity.com/paper/2105.06643/) (2021)
- [TFB: Towards Comprehensive and Fair Benchmarking of Time Series Forecasting Methods](https://mlsanity.com/paper/2403.20150/) (2024)
- [Proving Test Set Contamination in Black Box Language Models](https://mlsanity.com/paper/2310.17623/) (2023)
- [GIFT-Eval: A Benchmark For General Time Series Forecasting Model Evaluation](https://mlsanity.com/paper/2410.10393/) (2024)
- [Rethinking Benchmark and Contamination for Language Models with Rephrased Samples](https://mlsanity.com/paper/2311.04850/) (2023)
- [Benchmark Data Contamination of Large Language Models: A Survey](https://mlsanity.com/paper/2406.04244/) (2024)
- [Generalization or Memorization: Data Contamination and Trustworthy Evaluation for Large Language Models](https://mlsanity.com/paper/2402.15938/) (2024)
- [TiRex: Zero-Shot Forecasting Across Long and Short Horizons with Enhanced In-Context Learning](https://mlsanity.com/paper/2505.23719/) (2025)
- [The Early Phase of Neural Network Training](https://mlsanity.com/paper/2002.10365/) (2020)
- [Membership Inference Attacks by Exploiting Loss Trajectory](https://mlsanity.com/paper/2208.14933/) (2022)
- [Investigating Data Contamination for Pre-training Language Models](https://mlsanity.com/paper/2401.06059/) (2024)
- [VisionTS: Visual Masked Autoencoders Are Free-Lunch Zero-Shot Time Series Forecasters](https://mlsanity.com/paper/2408.17253/) (2024)
- [Moirai 2.0: When Less Is More for Time Series Forecasting](https://mlsanity.com/paper/2511.11698/) (2025)
- [TSFM-Bench: A Comprehensive and Unified Benchmark of Foundation Models for Time Series Forecasting](https://mlsanity.com/paper/2410.11802/) (2024)

## Built on by (most cited first, 3 of 3)

- [LLM-based Agents for Forecasting and Prediction: Methods, Training, Evaluation, and Applications](https://mlsanity.com/paper/2608.23058/) (2026)
- [A Later Test Set Is Not a New Domain: Pretraining Familiarity Survives a Contamination-Free Hold-Out](https://mlsanity.com/paper/2609.10357/) (2026)
- [Evaluation Choices Decide the Forecasting Leaderboard: Evidence from a Production Marketplace Panel](https://mlsanity.com/paper/2609.27867/) (2026)

## Abstract (arXiv)

Time series foundation models (TSFMs) are increasingly pretrained on large corpora, raising concerns that evaluation datasets may have been exposed during pretraining and thus yield overly optimistic performance estimates. Auditing such contamination is challenging in time series because signals are continuous and heterogeneous, and often lack corpus documentation. To the best of our knowledge, this is the first work to study pretraining contamination auditing for TSFMs. We formalize the problem of pretraining contamination auditing for TSFMs and propose TSFMAudit, a method based on probe adaptation dynamics. Our key intuition is that contamination manifests as unusually efficient adaptation: after a fine tuning probe, contaminated datasets tend to exhibit faster loss reduction with smaller backbone movement. We evaluate TSFMAudit on 6 TSFMs and 187 datasets using documented training source evidence as supervision, and compare against 10 competitive baselines adapted from the LLM literature.