Rethinking Zero-Shot Time Series Classification: From Task-specific Classifiers to In-Context Inference
Juntao Fang, Shifeng Xie, Shengbin Nie, Yuhui Ling, Yuming Liu, Zijian Li, Keli Zhang, Lujia Pan, Themis Palpanas, Ruichu Cai
TL;DR
This work challenges the standard zero-shot evaluation of time-series foundation models that relies on a frozen encoder plus a task-specific classifier. It introduces TIC-FM, a training-free in-context learning framework that conditions on the labeled support set and predicts all test labels in a single forward pass, using a ViT-based encoder, a projection adapter, and a split-masked latent-memory in-context classifier. The authors provide theoretical justification showing that in-context inference can subsume training-based classifiers and can emulate gradient-based updates within forward computation. Empirically, TIC-FM achieves state-of-the-art performance across 128 UCR datasets, with pronounced advantages under extreme label scarcity and robust transfer without training data from the target tasks.
Abstract
The zero-shot evaluation of time series foundation models (TSFMs) for classification typically uses a frozen encoder followed by a task-specific classifier. However, this practice violates the training-free premise of zero-shot deployment and introduces evaluation bias due to classifier-dependent training choices. To address this issue, we propose TIC-FM, an in-context learning framework that treats the labeled training set as context and predicts labels for all test instances in a single forward pass, without parameter updates. TIC-FM pairs a time series encoder and a lightweight projection adapter with a split-masked latent memory Transformer. We further provide theoretical justification that in-context inference can subsume trained classifiers and can emulate gradient-based classifier training within a single forward pass. Experiments on 128 UCR datasets show strong accuracy, with consistent gains in the extreme low-label situation, highlighting training-free transfer
