Practical insights
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- Treat public-benchmark scores of forecasting foundation models as possibly contaminated
A time-series foundation model is proposed because it tops a public leaderboard.
mediumdocumented fact - Check that a zero-shot foundation forecaster can use your future-known drivers before expecting promotion peaks
A team evaluates an off-the-shelf pretrained forecaster on weekly sales with a known promotion calendar and finds that it misses every promotion peak.
mediumdocumented fact - Match a foundation model's context window to your longest seasonal cycle
Hourly electricity demand has weekly and annual cycles, and a pretrained forecaster gets the last 512 hours as context.
mediumempirical finding