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Zero-shot forecasting of chaotic systems (arxiv.org)
2 points by wil3 on May 12, 2025 | hide | past | pdf | discuss on HN

In plain words: They tested pre-trained forecasting models on 135 chaotic systems, forecasting from a short history without any retraining. These held their own against models trained for each system, especially when data was scarce, and kept the system's long-term patterns even after exact predictions broke down.

Abstract

Time-series forecasting is a challenging problem that traditionally requires specialized models custom-trained for the specific task at hand. Recently, inspired by the success of large language models, foundation models pre-trained on vast amounts of time-series data from diverse domains have emerged as a promising candidate for general-purpose time-series forecasting. The defining characteristic of these foundation models is their ability to perform zero-shot learning, that is, forecasting a new system from limited context data without explicit re-training or fine-tuning. Here, we evaluate whether the zero-shot learning paradigm extends to the challenging task of forecasting chaotic systems. Across 135 distinct chaotic dynamical systems and $10^8$ timepoints, we find that foundation models produce competitive forecasts compared to custom-trained models (including NBEATS, TiDE, etc.), particularly when training data is limited. Interestingly, even after point forecasts fail, large foundation models are able to preserve the geometric and statistical properties of the chaotic attractors. We attribute this success to foundation models' ability to perform in-context learning and identify context parroting as a simple mechanism used by these models to capture the long-term behavior of chaotic dynamical systems. Our results highlight the potential of foundation models as a tool for probing nonlinear and complex systems.

Yuanzhao Zhang, William Gilpin
arXiv:2409.15771 · cs.LG, nlin.CD, physics.comp-ph · submitted Sep 24, 2024 · updated Mar 18, 2025
abstract · pdf · html · 13th International Conference on Learning Representations (ICLR 2025)

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