# Latent Inference-Time Guidance of Time Series Foundation Models

arXiv: https://arxiv.org/abs/2609.38058 · HTML: https://mlsanity.com/paper/2609.38058/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Builds on 46 of its 56 references that are in the map.
- First posted on arXiv 29 Sep 2026.

## Builds on (most cited first, 30 of 46)

- [Attention Is All You Need](https://mlsanity.com/paper/1706.03762/) (2017)
- [Layer Normalization](https://mlsanity.com/paper/1607.06450/) (2016)
- [Switch Transformers: Scaling to Trillion Parameter Models with Simple and Efficient Sparsity](https://mlsanity.com/paper/2101.03961/) (2021)
- [A Time Series is Worth 64 Words: Long-term Forecasting with Transformers](https://mlsanity.com/paper/2211.14730/) (2022)
- [An Introduction to Variational Autoencoders](https://mlsanity.com/paper/1906.02691/) (2019)
- [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)
- [Cyclical Learning Rates for Training Neural Networks](https://mlsanity.com/paper/1506.01186/) (2015)
- [Unified Training of Universal Time Series Forecasting Transformers](https://mlsanity.com/paper/2402.02592/) (2024)
- [Tabular Data: Deep Learning is Not All You Need](https://mlsanity.com/paper/2106.03253/) (2021)
- [Variational Autoencoders and Nonlinear ICA: A Unifying Framework](https://mlsanity.com/paper/1907.04809/) (2019)
- [TabICL: A Tabular Foundation Model for In-Context Learning on Large Data](https://mlsanity.com/paper/2502.05564/) (2025)
- [Time-MoE: Billion-Scale Time Series Foundation Models with Mixture of Experts](https://mlsanity.com/paper/2409.16040/) (2024)
- [VAE with a VampPrior](https://mlsanity.com/paper/1705.07120/) (2017)
- [When Do Neural Nets Outperform Boosted Trees on Tabular Data?](https://mlsanity.com/paper/2305.02997/) (2023)
- [GIFT-Eval: A Benchmark For General Time Series Forecasting Model Evaluation](https://mlsanity.com/paper/2410.10393/) (2024)
- [Timer: Generative Pre-trained Transformers Are Large Time Series Models](https://mlsanity.com/paper/2402.02368/) (2024)
- [Chronos-2: From Univariate to Universal Forecasting](https://mlsanity.com/paper/2510.15821/) (2025)
- [TabICLv2: A better, faster, scalable, and open tabular foundation model](https://mlsanity.com/paper/2602.11139/) (2026)
- [Weakly supervised causal representation learning](https://mlsanity.com/paper/2203.16437/) (2022)
- [TabPFN-2.5: Advancing the State of the Art in Tabular Foundation Models](https://mlsanity.com/paper/2511.08667/) (2025)
- [TiRex: Zero-Shot Forecasting Across Long and Short Horizons with Enhanced In-Context Learning](https://mlsanity.com/paper/2505.23719/) (2025)
- [A Second-order Bound with Excess Losses](https://mlsanity.com/paper/1402.2044/) (2014)
- [Moirai-MoE: Empowering Time Series Foundation Models with Sparse Mixture of Experts](https://mlsanity.com/paper/2410.10469/) (2024)
- [Timer-XL: Long-Context Transformers for Unified Time Series Forecasting](https://mlsanity.com/paper/2410.04803/) (2024)
- [Moirai 2.0: When Less Is More for Time Series Forecasting](https://mlsanity.com/paper/2511.11698/) (2025)
- [Disentangling Identifiable Features from Noisy Data with Structured Nonlinear ICA](https://mlsanity.com/paper/2106.09620/) (2021)
- [fev-bench: A Realistic Benchmark for Time Series Forecasting](https://mlsanity.com/paper/2509.26468/) (2025)
- [No Other Representation Component Is Needed: Diffusion Transformers Can Provide Representation Guidance by Themselves](https://mlsanity.com/paper/2505.02831/) (2025)

## Abstract (arXiv)

Time Series Foundation Models (TSFMs) currently provide state-of-the-art results in forecasting tasks. They are available out-of-the-box and rely on in-context learning to make their predictions, which makes the quality of their performance highly sensitive to the user-selected lookback, covariates, horizon and training data distributions. In practise, the quality of the forecasts are variable but complementary, which highlights the need for a principled ensembling approach, rather than selecting the best context. This paper introduces Latent Inference-Time Guidance for TSFMs, which adaptively combines a pool of TSFM forecasts through a time-dependent latent space with independent components. The framework comes equipped with identifiability and reconstruction guarantees, whilst maintaining the off-the-shelf aspect of foundation models. We provide experiments on datasets at various frequencies and from multiple domains: these show that the approach is competitive with traditional ensembling approaches.