Understanding the Bitter Lesson in Time Series Foundation Models
Date:
I will be giving an invited talk at the Computational Math in Industry and Beyond Seminar Series (CME 500) at the Institute for Computational and Mathematical Engineering (ICME) at Stanford University on our work on the development of time series foundation models, including Chronos and Chronos-Bolt. In particular, I will discuss how subtle differences in their design choices can lead to inductive biases and performance differences on various time series datasets including chaotic systems.