TabPFN-TSP

A succinct but effective TabPFN-based Time Series forecasting method leveraging the intrinsic Periodicity of data. The paper can be found here.

Overview of the method

The method demonstrates the effectiveness of TabPFN in time series prediction tasks by integrating the intrinsic periodic patterns within time series data and refining the construction of input feature matrices.

Prediction results visualization

Time series datasets monash_tourish_monthly and m4_hourly were used. We also compared the method with TabPFN-TS.

Citation

If you find this repo helpful, please cite our paper.

@misc{cai2025tabpfn-tsp,
      title={Explore the Time Series Forecasting Potential of TabPFN Leveraging the Intrinsic Periodicity of Data}, 
      author={Sibo Cai and Xi Sun and Hui Zhong},
      year={2025}
}