mlsanityData to 14 Oct 2026

Time-Series Foundation Models That Understand Data Revisions

arXiv 2609.28576 ↗First posted 23 Sep 2026cs.LG cs.SEcited by 0

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Abstract (arXiv)

Historical observations are not always fixed: statistical agencies revise previously published values as new evidence arrives. Forecasting from a contemporary download can therefore expose a model to information unavailable at the date it purportedly made a prediction. We propose VINTAGE-TS, a revision-aware adaptation of a time-series foundation model that distinguishes observation time from information-availability time. Its targets are the next period's first-published value and the value available a fixed number of days after that publication; neither is declared final truth. A joint predictive distribution preserves dependence between these targets and exposes uncertainty about their difference. We specify an ALFRED-based rolling evaluation, a matched Chronos-2 comparison, conventional and revision-aware baselines, and a separate audit of pretraining overlap. The accompanying software implements validity-interval reconstruction, delayed-label filtering, a frozen-backbone adapter interface, and reproducible diagnostics. An executed synthetic demonstration and a 25-configuration sensitivity suite verify the workflow, expose variation across seeds and revision regimes, and illustrate how hindsight contamination changes measured performance. Thirty one automated tests check temporal and integration contracts. Real ALFRED and Chronos-2 experiments have not been executed; no empirical foundation-model advantage is claimed.

Key facts. No citing papers in the map yet (data through 14 Oct 2026). Builds on 6 of its 38 references that are in the map. First posted on arXiv 23 Sep 2026.

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References · 6

  1. 2022A Time Series is Worth 64 Words: Long-term Forecasting with Transformerscited by 2,039
  2. 2017DeepAR: Probabilistic Forecasting with Autoregressive Recurrent Networkscited by 1,013
  3. 2019Temporal Fusion Transformers for Interpretable Multi-horizon Time Series Forecastingcited by 761
  4. 2024Chronos: Learning the Language of Time Seriescited by 759
  5. 2023A decoder-only foundation model for time-series forecastingcited by 692
  6. 2024Unified Training of Universal Time Series Forecasting Transformerscited by 614

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