Beyond Accuracy: Are Time Series Foundation Models Well-Calibrated?
超越准确率:时间序列基础模型是否校准良好?
The recent development of foundation models for time series data has generated considerable interest in using such models across a variety of applications. Although foundation models achieve state-of-the-art predictive performance, their calibration properties remain relatively underexplored, despite the fact that calibration can be critical for many practical applications. In this paper, we investigate the calibration-related properties of five recent time series foundation…