Zero-Shot Forecasting: Our Search for a Time-Series Foundation Model
Introduction In the last few years, the field of time-series forecasting has seen a fundamental shift. Where we once depended solely on classic statistical methods, think ARIMA, SARIMA, and Prophet, new “foundation” models have emerged, promising to bring the power and flexibility of large language models (LLMs) into the world of time-series data. The allure is obvious: can we build a single, reusable forecasting model that works across a variety of datasets and domains, instead of painstakingl