arXiv subjects

Sascha Kaltenpoth

Publications and source records attributed to Sascha Kaltenpoth.

4 recordsLinked to original sources

arXiv2026

Rethinking Evaluation in the Era of Time Series Foundation Models: (Un)known Information Leakage Challenges

Time Series Foundation Models (TSFMs) represent a new paradigm for time-series forecasting, promising zero-shot predictions without the need for task-specific training or fine-tuning. However, similar to Large Language Models (LLMs), the evaluation of TSFMs is challenging: as training corpora grow increasingly large, it becomes difficult to ensure the integrity of the test sets used for benchmarking. An investigation of existing TSFM evaluation studies identifies two kinds of information leakage: (1) train-test sample overlaps arising from the multi-purpose reuse of datasets and (2) temporal overlap of correlated train and test series. Ignoring these forms of information leakage when benchmarking TSFMs risks producing overly optimistic performance estimates that fail to generalize to real-world settings. We therefore argue for the development of novel evaluation methodologies that avoid pitfalls already observed in both LLM and classical time-series benchmarking, and we call on the research community to adopt principled approaches to safeguard the integrity of TSFM evaluation.

cs.LG↗

arXiv2026

Benchmarking Time Series Foundation Models for Short-Term Household Electricity Load Forecasting

Accurate household electricity short-term load forecasting (STLF) is key to future and sustainable energy systems. While various studies have analyzed statistical, machine learning, or deep learning approaches for household electricity STLF, recently proposed time series foundation models such as Chronos, TimesFM or Time-MoE promise a new approach for household electricity STLF. These models are trained on a vast amount of time series data and are able to forecast time series without explicit task-specific training (zero-shot learning). In this study, we benchmark the forecasting capabilities of time series foundation models compared to Trained-from-Scratch (TFS) Transformer-based approaches. Our results suggest that foundation models perform comparably to TFS Transformer models, while certain time series foundation models outperform all TFS models when the input size increases. At the same time, they require less effort, as they need no domain-specific training and only limited contextual data for inference.

cs.CE↗

arXiv2025

TS-Arena -- A Live Forecast Pre-Registration Platform

Time Series Foundation Models (TSFMs) are transforming the field of forecasting. However, evaluating them on historical data is increasingly difficult due to the risks of train-test sample overlaps and temporal overlaps between correlated train and test time series. To address this, we introduce TS-Arena, a live forecasting platform that shifts evaluation from the known past to the unknown future. Building on the concept of continuous benchmarking, TS-Arena evaluates models on future data. Crucially, we introduce a strict forecasting pre-registration protocol: models must submit predictions before the ground-truth data physically exists. This makes test-set contamination impossible by design. The platform relies on a modular microservice architecture that harmonizes and structures data from different sources and orchestrates containerized model submissions. By enforcing a strict pre-registration protocol on live data streams, TS-Arena prevents information leakage offers a faster alternative to traditional static, infrequently repeated competitions (e.g. the M-Competitions). First empirical results derived from operating TS-Arena over one year of energy time series demonstrate that established TSFMs accumulate robust longitudinal scores over time, while the continuous nature of the benchmark simultaneously allows newcomers to demonstrate immediate competitiveness. TS-Arena provides the necessary infrastructure to assess the true generalization capabilities of modern forecasting models. The platform and corresponding code are available at https://ts-arena.live/.

cs.LG↗

arXiv2025

Getting In Contract with Large Language Models -- An Agency Theory Perspective On Large Language Model Alignment

Adopting Large language models (LLMs) in organizations potentially revolutionizes our lives and work. However, they can generate off-topic, discriminating, or harmful content. This AI alignment problem often stems from misspecifications during the LLM adoption, unnoticed by the principal due to the LLM's black-box nature. While various research disciplines investigated AI alignment, they neither address the information asymmetries between organizational adopters and black-box LLM agents nor consider organizational AI adoption processes. Therefore, we propose LLM ATLAS (LLM Agency Theory-Led Alignment Strategy) a conceptual framework grounded in agency (contract) theory, to mitigate alignment problems during organizational LLM adoption. We conduct a conceptual literature analysis using the organizational LLM adoption phases and the agency theory as concepts. Our approach results in (1) providing an extended literature analysis process specific to AI alignment methods during organizational LLM adoption and (2) providing a first LLM alignment problem-solution space.

cs.AI↗