TimeSynth: A Framework for Uncovering Systematic Biases in Time Series Forecasting

Time series forecasting is a fundamental tool with wide ranging applications, yet recent debates question whether complex nonlinear architectures truly outperform simple linear models. Prior claims of dominance of the linear model often stem from benchmarks that lack diverse temporal dynamics and employ biased evaluation protocols. We revisit this debate through TimeSynth, a structured framework that emulates key properties of real world time series,including non-stationarity, periodicity, trends, and phase modulation by creating synthesized signals whose parameters are derived from real-world time series. Evaluating four model families Linear, Multi Layer Perceptrons (MLP), Convolutional Neural Networks (CNNs), and Transformers, we find a systematic bias in linear models: they collapse to simple oscillation regardless of signal complexity. Nonlinear models avoid this collapse and gain clear advantages as signal complexity increases. Notably, Transformers and CNN based models exhibit slightly greater adaptability to complex modulated signals compared to MLPs. Beyond clean forecasting, the framework highlights robustness differences under distribution and noise shifts and removes biases of prior benchmarks by using independent instances for train, test, and validation for each signal family. Collectively, TimeSynth provides a principled foundation for understanding when different forecasting approaches succeed or fail, moving beyond oversimplified claims of model equivalence.

Assessing Foundation Models' Transferability to Physiological Signals in Precision Medicine

The success of precision medicine requires computational models that can effectively process and interpret diverse physiological signals across heterogeneous patient populations. While foundation models have demonstrated remarkable transfer capabilities across various domains, their effectiveness in handling individual-specific physiological signals - crucial for precision medicine - remains largely unexplored. This work introduces a systematic pipeline for rapidly and efficiently evaluating foundation models' transfer capabilities in medical contexts. Our pipeline employs a three-stage approach. First, it leverages physiological simulation software to generate diverse, clinically relevant scenarios, particularly focusing on data-scarce medical conditions. This simulation-based approach enables both targeted capability assessment and subsequent model fine-tuning. Second, the pipeline projects these simulated signals through the foundation model to obtain embeddings, which are then evaluated using linear methods. This evaluation quantifies the model's ability to capture three critical aspects: physiological feature independence, temporal dynamics preservation, and medical scenario differentiation. Finally, the pipeline validates these representations through specific downstream medical tasks. Initial testing of our pipeline on the Moirai time series foundation model revealed significant limitations in physiological signal processing, including feature entanglement, temporal dynamics distortion, and reduced scenario discrimination. These findings suggest that current foundation models may require substantial architectural modifications or targeted fine-tuning before deployment in clinical settings.