溯源零样本时间序列预测的证据：基于源头的分类体系与审计框架

# Tracing the Evidence Behind Zero-Shot Time-Series Forecasting: A Source-First Taxonomy and Audit Framework
Source: [https://arxiv.org/html/2609.21425](https://arxiv.org/html/2609.21425)
Conference:ACM AI Leadership Summit 2026; August 30–September 2, 2026; Atlanta, GA, USAProceedings of the ACM AI Leadership Summit 2026 \(ACM AI Summit ’26\), August 30–September 2, 2026, Atlanta, GA, USACCS:Computing methodologies Machine learningCCS:Computing methodologies Artificial intelligenceCCS:Mathematics of computing Time series analysisDelun Kongemail:[delun\.kong@tum\.de](mailto:[email protected])Affiliation:Department of Operations and Technology Technical University of Munich,Heilbronn,GermanyWanyun Lingemail:[wanyun\.ling@tum\.de](mailto:[email protected])Affiliation:Department of Operations and Technology Technical University of Munich,Heilbronn,Germany,Chenxi Liuemail:[chenxi\.liu@cair\-cas\.org\.hk](mailto:[email protected])Affiliation:Hong Kong Institute of Science & Innovation Chinese Academy of Sciences,Hong Kong,ChinaandZiyue Liemail:[ziyue\.li@tum\.de](mailto:[email protected])Affiliation:Department of Operations and Technology, Heilbronn Data Science Center, Munich Data Science Institute Technical University of Munich,Heilbronn,Germany

2026

###### Abstract\.

Zero\-shot time\-series forecasting \(TSF\) is often described as forecasting without target\-specific parameter updates, but that training\-status condition does not specify what evidence the system may use\. A frozen language model prompted with serialized values, a time\-series model pretrained on broad forecasting corpora, and a retrieval\-augmented forecaster may all satisfy the no\-update condition while drawing on different transferable evidence\. This paper argues that zero\-shot TSF should therefore be governed as an evidence\-access claim\. We propose a source\-first taxonomy that separates three primary evidence sources—frozen LLM prior reuse, parametric time\-series pretraining, and retrieval\-augmented external memory—from the architectures that implement them\. After the source is identified, four additional audit questions remain: task interface, forecast object and scoring, prediction\-time context, and resource budget\. The resulting agenda is to make zero\-shot leaderboards auditable by reporting evidence boundaries and interface assumptions alongside scores, so that benchmark progress reflects transferable forecasting capability rather than undisclosed changes in context, memory, or budget\.

###### Keywords:

zero\-shot forecasting, time\-series foundation models, large language models, retrieval augmentation, evaluation protocols

Zero\-ShotTimeSeriesForecastingFrozen LLM Prior Reusefrozen priors; no TS\-specific trainingParametric Pretrainingzero\-shot ability in model parametersRetrieval\-Augmented Memoryadaptation via retrieved patternsNumeric SerializationForecasting\-Aware PromptingNumerical Time\-Series PretrainingInductive\-Bias\-Oriented PretrainingCross\-Modal Alignment PretrainingLearnable RetrievalRetrieved Pattern FusionQuery\-Guided Retrieval FilteringLLMTimeLSTPromptLag\-Llama, TimesFM, Chronos, MOIRAI, Time\-MoETTM, Mamba4Cast, TiRex, ReversoChatTimeTimeRAFTS\-RAGCross\-RAG

Figure 1\.Source\-first audit taxonomy for zero\-shot TSF\. Branches identify primary evidence sources, assess mechanisms, and representative methods; hybrid methods are placed by the primary evidence source active in the reported configuration\.A tree diagram classifying zero\-shot time\-series forecasting by source of generalization, mechanism, and representative methods\.## 1\.Introduction

In time\-series forecasting \(TSF\), the zero\-shot label usually specifies that model parameters are not updated on the target series\. It does not specify the evidence boundary: the information available before evaluation through pretrained parameters or during prediction through prompts, covariates, or retrieval\. This omission matters in a foundation\-model setting\([Bommasani and others, 2021](https://arxiv.org/html/2609.21425#bib.bib17)\)\. LLMTime exposes a frozen language\-model prior through numerical serialization\([Gruver et al\., 2023](https://arxiv.org/html/2609.21425#bib.bib1)\); Chronos stores transferable forecasting structure in parameters learned from broad time\-series corpora\([Ansari et al\., 2024](https://arxiv.org/html/2609.21425#bib.bib5)\); and TimeRAF changes prediction\-time evidence by retrieving from external time\-series memory\([Zhang et al\., 2025a](https://arxiv.org/html/2609.21425#bib.bib13)\)\. These systems can all be reported as zero\-shot, but their scores answer different evidence\-access questions\.

Prior surveys organize time\-series foundation models around methodological components, data category, model families, scope, modality and downstream task\([Liang et al\., 2024](https://arxiv.org/html/2609.21425#bib.bib25);[Jin et al\., 2026](https://arxiv.org/html/2609.21425#bib.bib26)\)\. Unlike architecture\-centred surveys, our taxonomy separates the implementation mechanism from the evidence available to each reported forecasting configuration\. Architecture still matters: mixers\([Ekambaram et al\., 2024](https://arxiv.org/html/2609.21425#bib.bib8)\), state\-space models\([Bhethanabhotla et al\., 2024](https://arxiv.org/html/2609.21425#bib.bib9)\), xLSTM blocks\([Auer et al\., 2025](https://arxiv.org/html/2609.21425#bib.bib10)\), and hybrid convolution–RNN layers\([Fu et al\., 2026](https://arxiv.org/html/2609.21425#bib.bib11)\)all shape transfer behavior\. But architecture alone does not determine whether a score reflects frozen LLM reuse, parametric time\-series pretraining, or retrieval\-augmented memory\. Fig\.[1](https://arxiv.org/html/2609.21425#acmlabel1)therefore starts from the primary evidence source and places mechanisms and representative methods beneath it\.

Even after the primary evidence source is fixed, comparisons remain fragile: point\-error metrics are not interchangeable across settings\([Hyndman and Koehler, 2006](https://arxiv.org/html/2609.21425#bib.bib23)\), probabilistic forecasts require scoring rules matched to the forecast object\([Gneiting and Raftery, 2007](https://arxiv.org/html/2609.21425#bib.bib24)\), and reported zero\-shot scores can answer different questions\.

This paper makes three contributions\. First, it proposes a source\-first taxonomy that classifies zero\-shot TSF systems by the primary source of transferable evidence rather than by architecture alone\. Second, it identifies four cross\-cutting audit conditions—task interface, forecast object and scoring, prediction\-time context, and resource budget—that remain after the evidence source is identified\. Third, it turns these conditions into a minimum disclosure checklist and a benchmark governance agenda for evidence\-boundary reporting\.

## 2\.Sources of Zero\-Shot Generalization

Fig\.[1](https://arxiv.org/html/2609.21425#acmlabel1)organizes methods by the primary evidence source behind a zero\-shot claim rather than by model architecture\. We consider reported zero\-shot forecasting configurations whose training and inference procedures provide sufficient information to identify the primary evidence source\. We use*evidence boundary*to denote the information sources available to a forecasting system, either before evaluation through pretrained parameters or during evaluation through prompting, covariates, or retrieval\. The top level of the taxonomy separates where transferable evidence is stored or accessed: in a frozen language\-model prior, in parameters learned through time\-series pretraining, or in an external memory retrieved at inference time\. The second level asks how that evidence enters the forecast\. Numeric serialization and forecasting\-aware prompts expose a frozen LLM prior; broad real or synthetic time\-series pretraining stores forecasting structure in model weights; and retrieval\-augmented methods add external examples or patterns at prediction time\. Classification is applied to the reported forecasting configuration rather than to the model family\. A configuration is retrieval\-augmented when retrieved external examples materially condition its prediction\. Without retrieval, time\-series forecasting pretraining places it in the parametric branch; an unchanged general\-purpose LLM accessed only through serialization or prompting belongs to frozen\-prior reuse\. Additional active channels are reported as secondary evidence\. Fig\.[2](https://arxiv.org/html/2609.21425#acmlabel2)places representative methods chronologically under this source\-first view\.

## 3\.Frozen LLM Prior Reuse

The frozen\-LLM branch asks whether a model trained primarily on text can reuse its language\-model prior for numerical sequence continuation without target\-specific updating\.

### 3\.1\.Numeric Serialization

Numeric serialization puts numerical histories into textual form and decodes textual continuations back into numerical forecasts\. LLMTime is the clearest example: it encodes values as digit strings, treats forecasting as next\-token continuation, and converts token\-level distributions into numerical samples, point summaries, or likelihoods\([Gruver et al\., 2023](https://arxiv.org/html/2609.21425#bib.bib1)\)\. It belongs in the frozen\-LLM branch because the transferable evidence is the pretrained language\-model prior; serialization is the task interface that makes this prior usable for forecasting\.

### 3\.2\.Forecasting\-Aware Prompting

Forecasting\-aware prompting changes the interface rather than relying on raw numerical continuation alone\. LSTPrompt decomposes forecasting into short\-term and long\-term subtasks and designs prompts for each, aiming to improve zero\-shot adaptation without changing the underlying pretrained model\([Liu et al\., 2024](https://arxiv.org/html/2609.21425#bib.bib2)\)\. Its source remains the frozen language\-model prior because prompting changes the task interface, not the parameter store or the evidence source\.

Evolution Timeline of Zero\-Shot Time\-Series ForecastingReused PriorsPretrained TSFMsRetrieval\-Augmented MemoryFrozen LLM Prior ReuseParametric PretrainingRetrieval\-AugmentedMemoryLLMTimedigital stringsLSTPromptlong\-short prompts□\\squareLag\-Llamalag covariatesTimesFMinput/output patches□\\squareTTMadaptive patching□\\squareChronosquantized tokensMOIRAImasked patchesChatTimemarked value tokens□\\squareTIME\-MOEsparse MoE□\\squareMamba4CastSSM□\\squareTiRexxLSTM \+ CPMReversolong conv \+ DeltaNet□\\squareTimeRAFchannel prompts□\\squareTS\-RAGretrieved pattern fusion∘\\circCross\-RAGquery–retrieval cross\-attn∘\\circ2023202420252026Color:Frozen LLMParametricRetrievalOutput:Prob\.□\\squarePoint∘\\circMixedMicro\-label:interface/mechanism

Figure 2\.Chronology of representative zero\-shot TSF methods by evidence source\. Rows and colors follow the source\-first branches in Fig\.[1](https://arxiv.org/html/2609.21425#acmlabel1)\. The timeline highlights the widening evidence\-access surface from reused LLM priors to pretrained TSFMs and retrieval\-augmented memory\.A chronological timeline of representative zero\-shot time\-series forecasting methods, grouped by taxonomy branch and output type\.

## 4\.Parametric Pretraining

Parametric pretraining treats zero\-shot TSF as the reuse of forecasting\-relevant structure already encoded in model weights through broad time\-series, synthetic, or time\-series–text pretraining\.

### 4\.1\.Numerical Time\-Series Pretraining

Numerical time\-series pretraining learns forecasting behavior from broad real and/or synthetic time\-series distributions\. Lag\-Llama, TimesFM, Chronos, MOIRAI, and Time\-MoE fit this mechanism because their zero\-shot forecasts rely on structure learned before target evaluation from large pretraining corpora\([Rasul et al\., 2023](https://arxiv.org/html/2609.21425#bib.bib3);[Das et al\., 2024](https://arxiv.org/html/2609.21425#bib.bib4);[Ansari et al\., 2024](https://arxiv.org/html/2609.21425#bib.bib5);[Woo et al\., 2024](https://arxiv.org/html/2609.21425#bib.bib6);[Shi et al\., 2025](https://arxiv.org/html/2609.21425#bib.bib7)\)\. Their differences in lag features, patching, quantization, unified training, and sparse\-expert scaling are important model\-specific mechanisms, but they do not change the primary evidence source: transferable forecasting evidence stored in model parameters\. For example, Chronos is classified as parametric pretraining because its transferable forecasting evidence is encoded in parameters learned from broad time\-series corpora; quantization is an interface mechanism rather than the source of transfer\.

### 4\.2\.Inductive\-Bias\-Oriented Pretraining

Inductive\-bias\-oriented pretraining covers parametrically pretrained models whose transfer claims emphasize architecture or training design as much as corpus scale\. TTM uses a compact mixer\-based design for efficient zero\-shot forecasting\([Ekambaram et al\., 2024](https://arxiv.org/html/2609.21425#bib.bib8)\); Mamba4Cast trains a state\-space model solely on synthetic data for single\-pass horizon prediction\([Bhethanabhotla et al\., 2024](https://arxiv.org/html/2609.21425#bib.bib9)\); TiRex uses xLSTM state tracking and a masking strategy for in\-context forecasting\([Auer et al\., 2025](https://arxiv.org/html/2609.21425#bib.bib10)\); and Reverso uses small hybrid convolution–linear\-RNN models to improve the performance–efficiency trade\-off\([Fu et al\., 2026](https://arxiv.org/html/2609.21425#bib.bib11)\)\. These mechanisms affect how transferable structure is stored and used, but the evidence still enters through parameters learned before downstream evaluation\.

### 4\.3\.Cross\-Modal Alignment Pretraining

Cross\-modal alignment pretraining builds a shared interface between time\-series tokens and language tokens\. ChatTime models time series as a “foreign language,” expands the tokenizer, and uses continued pretraining together with instruction tuning to place numerical series and text in one model\([Wang et al\., 2025](https://arxiv.org/html/2609.21425#bib.bib12)\)\. It remains a parametric pretraining method because its transferable capability is learned into model weights before target evaluation, even if its language\-interface features could also be disclosed\.

## 5\.Retrieval\-Augmented Memory

Retrieval\-augmented systems form a separate source class because external memory can change the evidence available at prediction time even when target\-specific parameter updates are absent\. This parallels the broader RAG distinction between parametric model memory and non\-parametric retrieved memory\([Lewis et al\., 2020](https://arxiv.org/html/2609.21425#bib.bib16)\), but forecasting requires additional disclosure about the retrieval store, retrieved objects, and fusion mechanism\.

### 5\.1\.Learnable Retrieval

Learnable retrieval selects relevant external time\-series examples for the current query while leaving the forecasting backbone fixed\. TimeRAF combines a TSFM backbone, a learnable retriever, and Channel Prompting to integrate retrieved candidates from a task\-specific time\-series knowledge base\([Zhang et al\., 2025a](https://arxiv.org/html/2609.21425#bib.bib13)\)\. Although it uses a parametrically pretrained TSFM backbone, it belongs in the retrieval\-augmented branch when retrieved candidates materially shape the reported forecast\.

### 5\.2\.Retrieved Pattern Fusion

Retrieved pattern fusion treats retrieved examples as forecasting evidence rather than as passive context\. TS\-RAG retrieves semantically similar context–future pairs from a dedicated knowledge base and uses a learned augmentation module to fuse future\-pattern evidence from retrieved pairs with the query representation\([Ning et al\., 2025](https://arxiv.org/html/2609.21425#bib.bib14)\)\. The retrieval store therefore contributes both additional conditioning information and candidate future\-pattern evidence\.

### 5\.3\.Query\-Guided Retrieval Filtering

Query\-guided retrieval filtering makes relevance selection part of the forecasting computation\. Cross\-RAG uses query–retrieval cross\-attention so that the query sequence can down\-weight irrelevant retrieved examples and remain more stable as the retrieval budget grows\([Lee et al\., 2026](https://arxiv.org/html/2609.21425#bib.bib15)\)\. Table[1](https://arxiv.org/html/2609.21425#S5.T1)summarizes how the three retrieval designs differ in retrieval space, retrieved content, and fusion mechanism\.

Table 1\.Retrieval evidence and fusion mechanisms\.MethodRetrieval spaceRetrieved content usedFusion mechanismTimeRAFLearned embedding retrievalRetrieved TS candidatesChannel PromptingTS\-RAGEmbedding:e⁡\(q\)∼e⁡\(x\)e\(q\)\\sim e\(x\)yyhorizons from context–future pairsAdaptive Retrieval MixerCross\-RAGData:q∼xq\\sim x\(x,y\)\(x,y\)pairsQuery–retrieval cross\-attention

*Note\.*qqdenotes the query history,xxa retrieved historical window,yyits corresponding future horizon, ande⁡\(⋅\)e\(\\cdot\)a retrieval encoder\.

## 6\.Cross\-Cutting Comparison

The taxonomy identifies the primary evidence source behind a zero\-shot claim\. It does not by itself fix the evaluation condition\. Four audit questions remain: task interface, forecast object and scoring, prediction\-time context, and resource budget\. GIFT\-Eval reports benchmark\-side dimensions such as domain, frequency, variate structure, and prediction length\([Aksu et al\., 2024](https://arxiv.org/html/2609.21425#bib.bib19)\); model\-side comparisons need analogous disclosure\. Table[2](https://arxiv.org/html/2609.21425#S6.T2)applies the audit questions to the reported configurations of LLMTime, Chronos, and TimeRAF\.

Table 2\.Configuration\-level applications of evidence\-source and audit\-condition disclosure\.MethodEvidence source and audit disclosuresLLMTimeEvidence source: frozen LLM prior; interface: serialized numeric tokens; forecast object: samples or point reduction; context: target history only; resource issue: autoregressive decoding budget\.ChronosEvidence source: parametric TS pretraining; interface: scaled and quantized tokens; forecast object: sampled forecast distribution; context: target history; resource issue: sampling budget\.TimeRAFEvidence source: retrieval memory with a TSFM backbone; interface: TSFM input with retrieved candidates; forecast object: point or probabilistic output, depending on setup; context: target history plus retrieved series; resource issue: retrieval\-store size and candidate count\.Task Interface\.How is the forecasting task represented to the model? A numerical history may be serialized as digit tokens, wrapped in forecasting\-aware prompts, or scaled and quantized into a fixed vocabulary\. In LLMTime, tokenization, scaling, precision, and context length are coupled; LSTPrompt changes the prompt construction; Chronos scales and quantizes values before autoregressive sampling\([Gruver et al\., 2023](https://arxiv.org/html/2609.21425#bib.bib1);[Liu et al\., 2024](https://arxiv.org/html/2609.21425#bib.bib2);[Ansari et al\., 2024](https://arxiv.org/html/2609.21425#bib.bib5)\)\. These choices define the task presented to the model; a score gain attributable to a different serialization scheme can be misread as a stronger transferable prior if the interface is not disclosed\.

Forecast Object and Scoring\.What predictive object is produced and scored? Point predictions and probabilistic forecasts represented by samples or quantiles support different claims\. Common point\-error measures can be scale\-dependent or unstable in some settings\([Hyndman and Koehler, 2006](https://arxiv.org/html/2609.21425#bib.bib23)\), while probabilistic forecasts should be evaluated with scoring rules appropriate to the predictive distribution\([Gneiting and Raftery, 2007](https://arxiv.org/html/2609.21425#bib.bib24)\)\. The scored object, any reduction applied to it, and the scoring rule therefore define the comparison; collapsing probabilistic samples to a median point estimate before scoring changes the predictive claim without changing the model, making metric ranks across forecast objects uninterpretable\.

Prediction\-Time Context\.What information is available at prediction time? This axis records the information supplied for a particular forecast, not where the model acquired its general capability\. MOIRAI supports arbitrary\-variate inputs, ChatTime accepts numerical–text inputs, and TimeRAF supplies retrieved series at prediction time\([Woo et al\., 2024](https://arxiv.org/html/2609.21425#bib.bib6);[Wang et al\., 2025](https://arxiv.org/html/2609.21425#bib.bib12);[Zhang et al\., 2025a](https://arxiv.org/html/2609.21425#bib.bib13)\)\. Methods within the same source class may therefore operate under different prediction\-time information sets; a retrieval\-augmented system and a parametrically pretrained model can share a leaderboard row while the former has access to matched external series the latter does not, inflating the apparent transfer gap\.

Resource Budget\.What resource budget is used to produce the forecast? Resource budgets also define comparisons: autoregressive sampling or decoding, sparse expert routing, compact inference, long\-context state tracking, and retrieval or fusion costs place computation in different pipeline stages\([Gruver et al\., 2023](https://arxiv.org/html/2609.21425#bib.bib1);[Shi et al\., 2025](https://arxiv.org/html/2609.21425#bib.bib7);[Ekambaram et al\., 2024](https://arxiv.org/html/2609.21425#bib.bib8);[Auer et al\., 2025](https://arxiv.org/html/2609.21425#bib.bib10);[Zhang et al\., 2025a](https://arxiv.org/html/2609.21425#bib.bib13)\)\. Accuracy\-only rankings do not establish resource parity; a compact architecture reporting lower latency and a large autoregressive model reporting higher accuracy are not comparable without a shared resource account\.

Table 3\.Minimum disclosures for interpreting zero\-shot TSF scores\.Audit conditionMinimum disclosureEvidence accessPrimary evidence source; material secondary sources; pretraining or retrieval provenanceTask interfaceEncoding or prompt; normalization; usable history and horizon; generation modeForecast object & scoringScored object; any point or distributional reduction; metric or scoring rulePrediction\-time contextTarget history; available variates, covariates, text, or retrieved seriesResource budgetModel size; active parameters or experts; sampling or decoding budget; retrieval\-store size and candidate count
## 7\.Evaluation Fragility and Research Agenda

Evaluation becomes fragile when a zero\-shot score omits either its evidence source or its evaluation conditions\. LLMTime, Chronos, and TimeRAF illustrate why the same no\-update label can encode frozen\-prior reuse, parametric time\-series pretraining, and retrieval\-augmented memory\([Gruver et al\., 2023](https://arxiv.org/html/2609.21425#bib.bib1);[Ansari et al\., 2024](https://arxiv.org/html/2609.21425#bib.bib5);[Zhang et al\., 2025a](https://arxiv.org/html/2609.21425#bib.bib13)\)\. Recent critiques of LLM\-based forecasting, TSFM readiness, leakage, and cross\-domain foundation behavior further motivate this conditional reading\([Tan et al\., 2024](https://arxiv.org/html/2609.21425#bib.bib18);[Zhang et al\., 2025b](https://arxiv.org/html/2609.21425#bib.bib21);[Meyer et al\., 2025](https://arxiv.org/html/2609.21425#bib.bib20);[Karaouli et al\., 2025](https://arxiv.org/html/2609.21425#bib.bib22)\)\. Accordingly, a leaderboard row should be interpreted as a conditional statement: under a specified evidence boundary and evaluation condition, modelMMobtains scoreSS\. Accuracy alone cannot establish whether a difference reflects transferable capability or a different interface, context, scoring target, or resource budget\.

The visionary agenda is to make those conditions visible, comparable, and testable\. Benchmark reports should pair accuracy with evidence\-aware disclosure, including pretraining and retrieval provenance, prediction\-time context, scored forecast object, scoring rule, and resource budget\. More importantly, benchmark governance should separate comparison tracks by evidence access: closed\-evidence runs that allow only target history and a declared pretrained model; retrieval\-declared runs that publish the retrieval corpus, indexing time, candidate count, and fusion mechanism; and open\-evidence runs that permit richer covariates, text, or external context while reporting those advantages explicitly\. Within each track, diagnostic ablations should remove or freeze evidence channels—pretrained weights, serialization or prompt interface, retrieved examples, and additional covariates—to identify which source actually explains a gain\.

A forward\-looking zero\-shot TSF benchmark would therefore treat each leaderboard row as a compact evidence contract rather than as a single score\. This follows a broader lesson from empirical NLP: held\-out scores alone are insufficient when development choices and computation budgets differ\([Dodge et al\., 2019](https://arxiv.org/html/2609.21425#bib.bib27)\)\. Such a benchmark also adapts the logic of data statements, where explicit provenance documentation supports more precise generalization claims\([Bender and Friedman, 2018](https://arxiv.org/html/2609.21425#bib.bib28)\)\. For TSF, the same logic should cover pretraining corpora, synthetic generators, benchmark splits, retrieval indexes, and covariate or text channels\.

## 8\.Conclusion

Zero\-shot TSF should be interpreted through both evidence access and evaluation conditions\. The source\-first taxonomy distinguishes frozen LLM reuse, parametric time\-series pretraining, and retrieval\-augmented memory\. The four audit dimensions record how each score is produced\. Reporting both turns leaderboard entries into auditable evidence claims rather than standalone ranks\.

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