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Task specific time series models, not time series “foundation models” - we are discussing different things.
by whimsicalism 3y ago
Task specific time series models, not time series “foundation models” - we are discussing different things.
- zeroxfe 3y agoI don't think we are. The premise of this is that the foundation model can learn some kind of baseline ability to reason about forecasting, that is generalizable across different domains (each which needs fine tuning.) I don't know if it will find anything, but LLMs totally surprised us, and this kind of thing seems totally worthy of investigation.
- cscurmudgeon 3y agoFoundational time series models have been around since 2019 and show competitive levels of performance with task specific models. https://arxiv.org/abs/1905.10437 https://arxiv.org/abs/1905.10437