Investigating simple target-covariate relationships for Chronos-2 and TabPFN-TS
Time Series Foundation Models (TSFMs) have recently achieved state-of-the-art performance, often outperforming supervised models in zero-shot settings. Recent TSFM architectures, such as Chronos-2 and TabPFN-TS, aim to integrate covariates. In this paper, we design controlled experiments based on simple target-covariate relationships to assess this integration capability. Our results show that TabPFN-TS captures these relationships more effectively than Chronos-2, especially for short horizons, suggesting that the strong benchmark performance of Chronos-2 does not automatically translate into optimal modeling of simple covariate-target dependencies.
| Authors | Gaspard Berthelier, Mariia Baranova, Andrei-Tiberiu Pantea et al. |
|---|---|
| Primary category | cs.LG |
| Published | 12 May 2026 |
| Last updated at source | 12 May 2026 |
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