TS-Arena platform enables live forecasting evaluation with pre-registration protocol

Researchers have developed TS-Arena, a novel platform designed to rigorously evaluate Time Series Foundation Models (TSFMs) by testing them on future, unknown data. This live forecasting system enforces a strict pre-registration protocol, requiring models to submit predictions before the ground-truth data exists, thereby eliminating the possibility of test-set contamination. Operating over a year of energy time series data, TS-Arena has demonstrated its ability to provide a more accurate assessment of generalization capabilities compared to traditional methods. AI

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IMPACT Provides a more robust evaluation framework for time series forecasting models, addressing data contamination issues.

RANK_REASON Academic paper introducing a new platform for evaluating forecasting models.

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• TS-Arena
• Time Series Foundation Models
• arXiv
• Marcel Meyer

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