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Tracing the Evidence Behind Zero-Shot Time-Series Forecasting: A Source-First Taxonomy and Audit Framework

arXiv · AI, language, vision and robotics · article · Sep 18, 2026 · UTC

Zero-shot time-series forecasting (TSF) is often described as forecasting without target-specific parameter updates, but that training-status condition does not specify what evidence the system may use. A frozen language model prompted with serialized values, a time-series model pretrained on broad forecasting corpora, and a retrieval-augmented forecaster may all satisfy the no-update condition while drawing on different transferable evidence. This paper argues that zero-shot TSF should therefore be governed as an evidence-access claim. We propose a source-first taxonomy that separates three p

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