Do Time Series Foundation Model Benchmarks Hide Regime-Dependent Failures? Evidence from Traffic Speed Forecasting
Standard benchmarks evaluate time series foundation models (TSFMs) using aggregate metrics, but these can mask severe failures in critical operating regimes. We introduce regime-stratified evaluation and apply it to three TSFMs on two standard traffic speed benchmarks. Traffic exhibits abrupt regime switching between free-flow and congested states, producing bimodal speed distributions during transitions. When we stratify by traffic regime, both accuracy and prediction-interval coverage degrade sharply during transitions: transition-regime MAE reaches 11 mph (versus 3 mph overall), and empirical coverage of 90% prediction intervals drops as low as 55%. These failures are invisible in aggr...
| Authors | Yingshuo Wang, Xian Sun, Lingdong Kong et al. |
|---|---|
| Primary category | cs.LG |
| Published | 16 June 2026 |
| Last updated at source | 1 July 2026 |
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