AIarXiv
Ranked by formulaVerdict: NotableMetaARIMA: Configuration-Level Transfer Learning for ARIMA Models
Time Series Foundation Models have demonstrated that pretraining on diverse datasets enables effective transfer to new forecasting tasks.
VerdictWorth a reader's time today.
Abstract
Time Series Foundation Models have demonstrated that pretraining on diverse datasets enables effective transfer to new forecasting tasks. Classical methods like ARIMA, however, remain configured and trained independently for each series, discarding knowledge from previous experiments. Consequently, selecting and training an ARIMA configuration remains challenging and often relies on heuristic approaches based on in-sample goodnessof-fit measures. We propose MetaARIMA, a pretrained configuration policy based on metalearning that brings transfer learning to classical statistical forecasting at the configuration level rather than the model level. The policy learns from historical experiments which ARIMA configurations achieve top-quantile performance, and recommends promising candidates for new series while preserving interpretability and local estimation. At inference, it selects a diverse set of candidates via maximal marginal relevance and efficiently identifies the final configuration using successive halving. Experiments in a transfer learning setting, training on M4 and evaluating on M1, M3, and Tourism, show that MetaARIMA outperforms AutoARIMA and other classical methods while being more dataefficient. In a comparison with recent zero-shot foundation models, MetaARIMA remains competitive with Chronos2, Moirai2, and TimesFM. The experiments are publicly available at https://github.com/vcerqueira/experiments-metaarima.
The editor's rubric
- Leverage5 / 5
- A new primitive or platform that reorganizes fields (the Transformer, CRISPR-Cas9, the mRNA-LNP platform).
- Magnitude3 / 5
- Large gain: roughly 2x, or a clear new state of the art on a hard, unsaturated problem.
- Evidence3 / 5
- Solid: multiple benchmarks or cohorts, ablations, fair baselines, released code or data.
- Novelty3 / 5
- A genuinely new approach to an open problem.
- Trajectory3 / 5
- A clear path to scale.
- Stakes2 / 5
- Benefits a professional community (practitioners, clinicians, engineers).
Editor’s rationale
Heuristic triage from title and abstract text only, not a reading of the paper. Cues found: method (we propose); breadth (wide range, many tasks, zero/few-shot); gains (outperforms); novelty (alternative to status quo); verification (code released); scale (efficient).
How the score was computed
Desks place stronger verdicts first, then use this score to order work within the same verdict.
- Merit
- 6.8 / 10
- Adjusted merit
- 5.2 / 10
- Attention
- 0%
- Freshness
- 54%