Tracing the Evidence Behind Zero-Shot Time-Series Forecasting: A Source-First Taxonomy and Audit Framework

arXiv:2609.21425v1 Announce Type: new Abstract: Zero-shot time-series forecasting (TSF) is often described as forecasting without target-specific parameter updates, but that training-status condition does not specify what evidence the system may use. A frozen language model prompted with serialized values, a time-series model pretrained on broad forecasting corpora, and a retrieval-augmented forecaster may all satisfy the no-update condition while drawing on different transferable evidence. This paper argues that zero-shot TSF should therefore be governed as an evidence-access claim. We propose a source-first taxonomy that separates three primary evidence sources---frozen LLM prior reuse, parametric time-series pretraining, and retrieval-augmented external memory---from the architectures that implement them. After the source is identified, four additional audit questions remain: task interface, forecast object and scoring, prediction-time context, and resource budget. The resulting agenda is to make zero-shot leaderboards auditable by reporting evidence boundaries and interface assumptions alongside scores, so that benchmark progress reflects transferable forecasting capability rather than undisclosed changes in context, memory, or budget.

Abstract:Zero-shot time-series forecasting (TSF) is often described as forecasting without target-specific parameter updates, but that training-status condition does not specify what evidence the system may use. A frozen language model prompted with serialized values, a time-series model pretrained on broad forecasting corpora, and a retrieval-augmented forecaster may all satisfy the no-update condition while drawing on different transferable evidence. This paper argues that zero-shot TSF should therefore be governed as an evidence-access claim. We propose a source-first taxonomy that separates three primary evidence sources---frozen LLM prior reuse, parametric time-series pretraining, and retrieval-augmented external memory---from the architectures that implement them. After the source is identified, four additional audit questions remain: task interface, forecast object and scoring, prediction-time context, and resource budget. The resulting agenda is to make zero-shot leaderboards auditable by reporting evidence boundaries and interface assumptions alongside scores, so that benchmark progress reflects transferable forecasting capability rather than undisclosed changes in context, memory, or budget.

5 pages, 2 figures. Accepted to ACM AI Summit 2026 (Visionary Papers)

Machine Learning (cs.LG)

arXiv:2609.21425 [cs.LG]

(or arXiv:2609.21425v1 [cs.LG] for this version)

https://doi.org/10.48550/arXiv.2609.21425 Focus to learn more arXiv-issued DOI via DataCite (pending registration)

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Tracing the Evidence Behind Zero-Shot Time-Series Forecasting: A Source-First Taxonomy and Audit Framework

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