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arXiv · 2609.28506

TW3Cast: A Frozen Router of Lightly Fine-Tuned Foundation Models for Time-Series Forecasting on GIFT-Eval, Selected Entirely on the Training Split

Nathan Thierry·Andre-Louis Rochet
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Abstract

TW3Cast is a time-series forecasting system that reaches position 3 of 130 entries on the GIFT-Eval benchmark by mean MASE rank, as of 2026-09-14. The two entries above it belong to the leaderboard's agentic category, multi-step systems that use agents or language models to reason about, generate or select forecasts. TW3Cast runs no agent and no language model. Its selection is a table computed once on the training split and then frozen, and its experts are public foundation models lightly fine-tuned on those training splits. For each of the 97 dataset, frequency and horizon configurations, the table serves one of four modes: a specialist, which is a LoRA or full fine-tune of Chronos-2, TiRex or Toto whose training data was cleaned and enriched by explicit rules; a quantile blend that contains a specialist; a blend of base models; or a selection tournament played on a backtest carved from the training split. Every decision in the table was taken on that backtest. A specialist is admitted the moment it beats the tournament there, so a candidate costs a few megabytes and minutes of GPU time, and a failed candidate changes nothing. Three guarded mechanisms protect the selection from its own biases: a dual accuracy and calibration criterion, an asymmetric margin against candidates that saw the series during training, and conservative per-window gates. The selection rules themselves were chosen inside a temporal meta-backtest. The best base model served alone reaches a mean MASE rank of 33.8, the tournament served on every configuration reaches 38.0, and the full router reaches 19.4. The routing table, the expert index, the pinned base-model revisions, the submitted score file and the dated snapshot of the public scores are released, and every leaderboard number in this paper regenerates from them by one script.

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Nathan Thierry, Andre-Louis Rochet. 2026-09-16. TW3Cast: A Frozen Router of Lightly Fine-Tuned Foundation Models for Time-Series Forecasting on GIFT-Eval, Selected Entirely on the Training Split. https://arxiv.org/abs/2609.28506

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