A Later Test Set Is Not a New Domain: Pretraining Familiarity Survives a Contamination-Free Hold-Out
Time-series foundation models are evaluated almost exclusively on public archives that predate them, so a strong score cannot be separated from having seen the test set during pretraining. The obvious remedy is a hold-out that postdates the models. We build one: thirteen forecasters -- four classical, three trained per dataset, six pretrained -- on seven groups drawn from five domains, every observation published after the last model was released, and every dataset rebuildable without an API key. Under this protocol pretrained models win 5 of 7 groups, lose one to a Theta baseline, and on daily exchange rates are indistinguishable from a seasonal naive forecast, along with every other met...
| Authors | Mahdi Naser Moghadasi, Faezeh Ghaderi |
|---|---|
| Primary category | cs.LG |
| Published | 9 September 2026 |
| Last updated at source | 9 September 2026 |
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