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Learning the Context of Errors: Black-Box Online Adaptation of Time Series Foundation Models

arXiv:2606.14222v1 Announce Type: new Abstract: The rapid evolution of Time Series Foundation Models (TSFMs) has advanced zero-shot forecasting across diverse domains. Inspired by the current form of Large Language Models, future TSFMs may be offered as commercialized, closed-source API services. However, many existing online adaptation methods still rely on white-box access for parameter fine-tuning or gradient backpropagation. This paradigm mismatch raises a question: In black-box online adaptation for TSFMs, what should we learn? We answer this with an insight: the predictive errors of the base model are conditioned on both the input and output of the base model (i.e., the context of errors). To validate this insight, we propose ORCA (Online Residual Contextual Adaptation). We conduct extensive experiments across 5 state-of-the-art TSFMs and 8 datasets to demonstrate the effectiveness of our approach. Furthermore, through ablation studies, we quantitatively analyze the impact of different adapter learning hypotheses on the final adaptation performance in black-box online adaptation. Code available at https://github.com/Fifthky/ORCA.

Existence Precedes Value: Joint Modeling of Observational Existence and Evolving States in Time Series Forecasting

arXiv:2606.13571v1 Announce Type: cross Abstract: Real-world time series are often highly incomplete and irregular due to sensor dormancy, transmission delays, and event-driven sampling, making reliable forecasting fundamentally challenging. Existing methods have evolved from impute-then-forecast pipelines to continuous-time models such as Neural ODEs and continuous-time graph networks. While these approaches improve the modeling of historical irregularity, they still rely on an implicit oracle assumption at inference time: the timestamps of future valid observations are presumed to be known in advance. This assumption limits practical relevance, since in many real systems the more fundamental question is not only what the future value will be, but also whether a valid observation will occur at all. In this paper, we propose Timeflies, a unified framework that reformulates forecasting as a joint problem of future observability inference and value estimation. To explicitly model the interaction between observation dynamics and state evolution, Timeflies adopts an observation stream and a value stream, coupled through three dedicated modules for reliability-aware embedding, observation-guided dependency modeling, and joint prediction. We further construct Shadow, a benchmark that combines natural missingness from public datasets with real-world industrial data, and introduce the Observation-Value Joint Entropy (OVJE) metric to comprehensively evaluate this coupled predictability. Extensive experiments show that Timeflies consistently outperforms existing methods, highlighting the importance of explicitly modeling future observability in time series forecasting with missing values. Code and dataset are available in https://github.com/ant-intl/Timeflies.