arXiv:2602.20307cs.LG2026-02

让时间序列模型学会看例子就懂新任务,无需重新训练。

In-context Pre-trained Time-Series Foundation Models adapt to Unseen Tasks

  • 用上下文学习能力重构预训练数据,让模型能动态适应新任务。
  • 在未见过的任务上性能提升约11.4%,无需微调。
  • 适合需要快速适配新场景的时间序列应用。

时间序列基础模型(TSFMs)已在多种数据集和任务中展现出强大的泛化能力。然而,现有基础模型通常针对特定任务进行预训练,难以在不微调的情况下泛化到未见任务。为此,我们提出为TSFMs引入上下文学习(ICL)能力,使其能在测试时通过输入输出示例动态适应新任务。我们的框架In-Context Time-series Pre-training(ICTP)重构原始预训练数据,使主干TSFM具备ICL能力,从而实现对未见任务的自适应。实验表明,该方法在无需微调的情况下,使当前最先进TSFMs在未见任务上的性能平均提升约11.4%。

原文摘要 · Abstract (English)

Time-series foundation models (TSFMs) have demonstrated strong generalization capabilities across diverse datasets and tasks. However, existing foundation models are typically pre-trained to enhance performance on specific tasks and often struggle to generalize to unseen tasks without fine-tuning. To address this limitation, we propose augmenting TSFMs with In-Context Learning (ICL) capabilities, enabling them to perform test-time inference by dynamically adapting to input-output relationships provided within the context. Our framework, In-Context Time-series Pre-training (ICTP), restructures the original pre-training data to equip the backbone TSFM with ICL capabilities, enabling adaptation to unseen tasks. Experiments demonstrate that ICT improves the performance of state-of-the-art TSFMs by approximately 11.4% on unseen tasks without requiring fine-tuning.

时间序列上下文学习零样本

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