Does Normalization Choice Matter for Causal Large Time-Series Models?
Large models for time-series forecasting have been emerged as a promising paradigm for training models on heterogeneous collections of signals. These models typically rely on causal autoregressive architectures, where each observation is sequentially predicted from past. In practice, real-world time-series exhibit non-stationarities, which significantly influence predictive performance. To mitigate this, normalization is commonly employed. However, in efficient causal settings it might induce information leakage from future observations during training. Recent alternatives, including causal normalization and statistics computed from initial observations, have been proposed to address this...
| Authors | Samy-Melwan Vilhes, Gilles Gasso, Mokhtar Z Alaya |
|---|---|
| Primary category | cs.LG |
| Published | 8 June 2026 |
| Last updated at source | 8 June 2026 |
Silytics shows public metadata from arXiv and links to the original. Information may be incomplete or out of date. Last refreshed 17 October 2026. Licenses and terms of the original apply to the work itself. Not financial, legal or professional advice.