# TMAML: Temporal Model-Agnostic Meta-Learning for Cold-Start Time Series Forecasting

arXiv: https://arxiv.org/abs/2610.04547 · HTML: https://mlsanity.com/paper/2610.04547/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Builds on 13 of its 24 references that are in the map.
- First posted on arXiv 3 Oct 2026.

## Builds on (most cited first, 13 of 13)

- [Model-Agnostic Meta-Learning for Fast Adaptation of Deep Networks](https://mlsanity.com/paper/1703.03400/) (2017)
- [A Time Series is Worth 64 Words: Long-term Forecasting with Transformers](https://mlsanity.com/paper/2211.14730/) (2022)
- [DeepAR: Probabilistic Forecasting with Autoregressive Recurrent Networks](https://mlsanity.com/paper/1704.04110/) (2017)
- [Temporal Fusion Transformers for Interpretable Multi-horizon Time Series Forecasting](https://mlsanity.com/paper/1912.09363/) (2019)
- [Chronos: Learning the Language of Time Series](https://mlsanity.com/paper/2403.07815/) (2024)
- [N-BEATS: Neural basis expansion analysis for interpretable time series forecasting](https://mlsanity.com/paper/1905.10437/) (2019)
- [A decoder-only foundation model for time-series forecasting](https://mlsanity.com/paper/2310.10688/) (2023)
- [Autoregressive Denoising Diffusion Models for Multivariate Probabilistic Time Series Forecasting](https://mlsanity.com/paper/2101.12072/) (2021)
- [TimeXer: Empowering Transformers for Time Series Forecasting with Exogenous Variables](https://mlsanity.com/paper/2402.19072/) (2024)
- [Sundial: A Family of Highly Capable Time Series Foundation Models](https://mlsanity.com/paper/2502.00816/) (2025)
- [MeLU: Meta-Learned User Preference Estimator for Cold-Start Recommendation](https://mlsanity.com/paper/1908.00413/) (2019)
- [TiRex: Zero-Shot Forecasting Across Long and Short Horizons with Enhanced In-Context Learning](https://mlsanity.com/paper/2505.23719/) (2025)
- [Multimodal Meta-Learning for Time Series Regression](https://mlsanity.com/paper/2108.02842/) (2021)

## Abstract (arXiv)

Cold-start forecasting, the task of forecasting a time series with little to no historical data, is a common challenge. Addressing it requires approaches that learn quickly from few datapoints and leverage information from related series, typically through static covariates, to generalize well to unseen series. While some global forecasting models can generate cold-start predictions by leveraging information shared across multiple series, they are not optimized for out-of-train-set generalization or adaptation from short histories. In this work, we formulate cold-start forecasting as a few-window learning problem and introduce Temporal Model-Agnostic Meta-Learning (TMAML), which tailors the model-agnostic meta-learning algorithm, originally developed for few-shot adaptation of neural networks, to deep time series forecasting. TMAML constructs meta-tasks as temporally consistent support-query windows and pairs them with a temporal meta-training and meta-testing procedure, yielding forecasting models that are explicitly optimized for cold-start forecasting. We instantiate TMAML on the Temporal Fusion Transformer (TFT) and present an initial empirical analysis of forecast accuracy and calibration across three cold-start scenarios: TMAML consistently outperforms or matches a standard ERM-trained TFT, yields better-calibrated forecasts than naive on two of the three scenarios, but does not consistently outperform naive on probabilistic forecast accuracy.