Attenuated in-context identification in time-series foundation models: diagnosis under counterfactual inputs and repair by synthetic forced-system fine-tuning

תקציר מקורי באנגליתarXiv:2610.08118v1 Announce Type: new Abstract: Covariate-aware time-series foundation models (TSFMs) promise training-free what-if answers for instrumented plants: the change in output that a different future input would cause. We test this on forced engineering systems with exact counterfactuals, comparing Chronos-2, TimesFM-2.5 and TabPFN-TS with classical system identification fitted to the same context. Through their default covariate interfaces, TimesFM-2.5 and TabPFN-TS are memoryless: the predicted effect of an input change is a same-time function of that change ($R^2 = 1.000$ for TimesFM-2.5). Chronos-2 identifies dynamics in context but attenuates them. Its predicted effect is 0.33-0.80 of the true effect, its recovered impulse response has the wrong shape, and its error on a one