# RocketPFN: Accurate Time Series Classification via In-Context Learning

arXiv: https://arxiv.org/abs/2606.21786 · HTML: https://mlsanity.com/paper/2606.21786/

## Key facts

- Cited by 4 papers in the map (data through 14 Oct 2026).
- Builds on 16 of its 28 references that are in the map.
- First posted on arXiv 19 Jun 2026.

## Builds on (most cited first, 16 of 16)

- [TabPFN: A Transformer That Solves Small Tabular Classification Problems in a Second](https://mlsanity.com/paper/2207.01848/) (2022)
- [MOMENT: A Family of Open Time-series Foundation Models](https://mlsanity.com/paper/2402.03885/) (2024)
- [The UCR Time Series Archive](https://mlsanity.com/paper/1810.07758/) (2018)
- [Transformers Can Do Bayesian Inference](https://mlsanity.com/paper/2112.10510/) (2021)
- [ROCKET: Exceptionally fast and accurate time series classification using random convolutional kernels](https://mlsanity.com/paper/1910.13051/) (2019)
- [The UEA multivariate time series classification archive, 2018](https://mlsanity.com/paper/1811.00075/) (2018)
- [MINIROCKET: A Very Fast (Almost) Deterministic Transform for Time Series Classification](https://mlsanity.com/paper/2012.08791/) (2020)
- [TabPFN-2.5: Advancing the State of the Art in Tabular Foundation Models](https://mlsanity.com/paper/2511.08667/) (2025)
- [HIVE-COTE 2.0: a new meta ensemble for time series classification](https://mlsanity.com/paper/2104.07551/) (2021)
- [Bake off redux: a review and experimental evaluation of recent time series classification algorithms](https://mlsanity.com/paper/2304.13029/) (2023)
- [MultiRocket: Multiple pooling operators and transformations for fast and effective time series classification](https://mlsanity.com/paper/2102.00457/) (2021)
- [TS-CHIEF: A Scalable and Accurate Forest Algorithm for Time Series Classification](https://mlsanity.com/paper/1906.10329/) (2019)
- [From Tables to Time: Extending TabPFN-v2 to Time Series Forecasting](https://mlsanity.com/paper/2501.02945/) (2025)
- [aeon: a Python toolkit for learning from time series](https://mlsanity.com/paper/2406.14231/) (2024)
- [MantisV2: Closing the Zero-Shot Gap in Time Series Classification with Synthetic Data and Test-Time Strategies](https://mlsanity.com/paper/2602.17868/) (2026)
- [Applications of shapelet transform to time series classification of earthquake, wind and wave data](https://mlsanity.com/paper/2004.11243/) (2020)

## Built on by (most cited first, 4 of 4)

- [In-Context Time Series Classification with Random Convolutional Features](https://mlsanity.com/paper/2607.19234/) (2026)
- [Negation Beyond the Verbal Channel: Temporal Multimodal Correlates in Dialogue](https://mlsanity.com/paper/2609.16396/) (2026)
- [ChorusTIC: Training-Free Multivariate Time Series Classification via Chorus In-Context Learning](https://mlsanity.com/paper/2608.24033/) (2026)
- [SwitchPFN: Shared Switching Dynamics for Frozen In-Context Time Series Classification](https://mlsanity.com/paper/2609.29814/) (2026)

## Abstract (arXiv)

We introduce RocketPFN, a training-free pipeline for time series classification that combines random convolutional feature extraction (Rocket) with in-context classification via a pretrained tabular foundation model (TabPFN v2.5). On 92 UCR datasets (30-resample protocol), RocketPFN matches HC2, the strongest published method on the archive, in mean accuracy (both 0.900, Wilcoxon p=0.50), with no training on the target data and a median inference time of 30 seconds per fold. It also significantly outperforms every individual classifier in the HC2 ensemble. On UEA (20 datasets) the difference is likewise not statistically significant. A separate comparison concerns TSC foundation models: when paired with the same downstream classifier, MOMENT, Mantis, and MantisV2 are all significantly outperformed by RocketPFN using fewer extracted features and no learned parameters (p<0.001 in each case). This holds even when the encoders were pretrained on corpora that include the UCR training samples. We propose this two-stage pipeline as a reference point for evaluating zero-shot TSC foundation models.
