When, Not How Much: Evaluating Time-Series Foundation Models on Sparse Events

תקציר מקורי באנגליתarXiv:2609.39386v1 Announce Type: new Abstract: Pretrained time-series foundation models (TSFMs) are evaluated as forecasters of future values, yet for sparse series many decisions depend only on which future periods contain activity. Standard benchmarks do not assess this. On five sparse datasets, we rank positions within forecast windows that contain both events and zeros. The released point forecasts of 12 TSFMs improve chance-corrected average precision over training-free references by at most 0.031, and in chance-corrected AUC the median TSFM falls below them on every dataset. With event supervision, linear probes of six frozen backbones improve on their backbone's point forecast in 29 of 30 backbone--dataset pairs. Averaging the predicted quantiles instead of taking their median impr