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arXiv · 2609.38058

Latent Inference-Time Guidance of Time Series Foundation Models

Chloé Hashimoto-Cullen·Amaury Durand·Laurent Bozzi·Benjamin Guedj·Yannig Goude·Sylvain Le Corff
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Abstract

Time Series Foundation Models (TSFMs) currently provide state-of-the-art results in forecasting tasks. They are available out-of-the-box and rely on in-context learning to make their predictions, which makes the quality of their performance highly sensitive to the user-selected lookback, covariates, horizon and training data distributions. In practise, the quality of the forecasts are variable but complementary, which highlights the need for a principled ensembling approach, rather than selecting the best context. This paper introduces Latent Inference-Time Guidance for TSFMs, which adaptively combines a pool of TSFM forecasts through a time-dependent latent space with independent components. The framework comes equipped with identifiability and reconstruction guarantees, whilst maintaining the off-the-shelf aspect of foundation models. We provide experiments on datasets at various frequencies and from multiple domains: these show that the approach is competitive with traditional ensembling approaches.

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Chloé Hashimoto-Cullen, Amaury Durand, Laurent Bozzi, Benjamin Guedj, Yannig Goude, Sylvain Le Corff. 2026-09-29. Latent Inference-Time Guidance of Time Series Foundation Models. https://arxiv.org/abs/2609.38058

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