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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Publication details
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Cite this article
APA 7
Hashimoto-Cullen, C., Durand, A., Bozzi, L., Guedj, B., Goude, Y., & Corff, S. L. (2026). Latent Inference-Time Guidance of Time Series Foundation Models. https://omanscience.com/en/articles/latent-inference-time-guidance-of-time-series-foundation-models
MLA 9
Hashimoto-Cullen, Chloé, et al. "Latent Inference-Time Guidance of Time Series Foundation Models." https://omanscience.com/en/articles/latent-inference-time-guidance-of-time-series-foundation-models.
Chicago (author–date)
Hashimoto-Cullen, Chloé, Amaury Durand, Laurent Bozzi, Benjamin Guedj, Yannig Goude, and Sylvain Le Corff. 2026. "Latent Inference-Time Guidance of Time Series Foundation Models." https://omanscience.com/en/articles/latent-inference-time-guidance-of-time-series-foundation-models.
Harvard
Hashimoto-Cullen, C., Durand, A., Bozzi, L., Guedj, B., Goude, Y. and Corff, S. L. (2026) 'Latent Inference-Time Guidance of Time Series Foundation Models', Available at: https://omanscience.com/en/articles/latent-inference-time-guidance-of-time-series-foundation-models.
Vancouver
Hashimoto-Cullen C, Durand A, Bozzi L, Guedj B, Goude Y, Corff SL. Latent Inference-Time Guidance of Time Series Foundation Models. https://omanscience.com/en/articles/latent-inference-time-guidance-of-time-series-foundation-models
IEEE
C. Hashimoto-Cullen, A. Durand, L. Bozzi, B. Guedj, Y. Goude, and S. L. Corff, "Latent Inference-Time Guidance of Time Series Foundation Models," https://omanscience.com/en/articles/latent-inference-time-guidance-of-time-series-foundation-models.