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Aligning time-series foundation models to each other through their own quantiles improves every member forecast, with no labels

AspireAI community · arXiv (cs.AI)
Zero-shot time-series foundation models forecast unseen series but their accuracy varies across datasets, and combining several models reduces that variability, except that zero-shot deployment provides no target labels for selecting or weighting them. This paper finds a model pool is useful not just as a final ensemble but as a probability reference for transforming each member's forecast, and that aligning quantiles through this pool-relative reference improves every member forecast in aggregate. QUAL is the resulting label-free framework: it produces aligned member forecasts, then applies Huber aggregation and rearrangement to get a robust combined forecast with no training and no model modification. On GIFT-Eval, quantile alignment reduces average member MASE and CRPS by 7.4 and 9.8 percent, and the framework stays robust when weak forecasters enter a candidate pool whose quality cannot be verified in advance. Code is available. The gains are measured on forecasting metrics; the method does not change the underlying models.
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