Time-Series Foundation Models That Understand Data Revisions

Taimoor Ahmad

Historical observations are not always fixed: statistical agencies revise previously published values as new evidence arrives. Forecasting from a contemporary download can therefore expose a model to information unavailable at the date it purportedly made a prediction. We propose VINTAGE-TS, a revision-aware adaptation of a time-series foundation model that distinguishes observation time from information-availability time. Its targets are the next period's first-published value and the value available a fixed number of days after that publication; neither is declared final truth. A joint predictive distribution preserves dependence between these targets and exposes uncertainty about their difference. We specify an ALFRED-based rolling evaluation, a matched Chronos-2 comparison, conventional and revision-aware baselines, and a separate audit of pretraining overlap. The accompanying software implements validity-interval reconstruction, delayed-label filtering, a frozen-backbone adapter interface, and reproducible diagnostics. An executed synthetic demonstration and a 25-configuration sensitivity suite verify the workflow, expose variation across seeds and revision regimes, and…