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TSFMAudit: Data Contamination Auditing in Forecasting Time Series Foundation Models

First work to study pretraining contamination auditing for time series foundation models (TSFMs). Proposes TSFMAudit, a method based on probe adaptation dynamics, detecting contamination via faster loss reduction and smaller backbone movement after fine-tuning probes. Evaluated on 6 TSFMs and 187 datasets, outperforming 10 baselines adapted from LLM literature.

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Key points

  • First formulation of pretraining contamination auditing for TSFMs.
  • TSFMAudit leverages probe adaptation dynamics to detect anomalous adaptation efficiency.
  • Validated on 6 models and 187 datasets, surpassing LLM-adapted baselines.

Why it matters

This matters because first formulation of pretraining contamination auditing for TSFMs.

Technical impact

May affect model selection, inference cost, product capability, and evaluation benchmarks.

[2605.26161] TSFMAudit: Data Contamination Auditing in Forecasting Time Series Foundation Models

[Submitted on 24 May 2026]

Title:TSFMAudit: Data Contamination Auditing in Forecasting Time Series Foundation Models

View a PDF of the paper titled TSFMAudit: Data Contamination Auditing in Forecasting Time Series Foundation Models, by Hongkai Li and 9 other authors

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Abstract:Time series foundation models (TSFMs) are increasingly pretrained on large corpora, raising concerns that evaluation datasets may have been exposed during pretraining and thus yield overly optimistic performance estimates. Auditing such contamination is challenging in time series because signals are continuous and heterogeneous, and often lack corpus documentation. To the best of our knowledge, this is the first work to study pretraining contamination auditing for TSFMs. We formalize the problem of pretraining contamination auditing for TSFMs and propose TSFMAudit, a method based on probe adaptation dynamics. Our key intuition is that contamination manifests as unusually efficient adaptation: after a fine tuning probe, contaminated datasets tend to exhibit faster loss reduction with smaller backbone movement. We evaluate TSFMAudit on 6 TSFMs and 187 datasets using documented training source evidence as supervision, and compare against 10 competitive baselines adapted from the LLM literature.

Comments: 22 pages, 7 figures, 9 tables

Subjects:

Machine Learning (cs.LG); Artificial Intelligence (cs.AI)

Cite as: arXiv:2605.26161 [cs.LG]

(or arXiv:2605.26161v1 [cs.LG] for this version)

https://doi.org/10.48550/arXiv.2605.26161

arXiv-issued DOI via DataCite

Submission history

From: Hongkai Li [view email] [v1] Sun, 24 May 2026 14:59:12 UTC (220 KB)

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