Investigating Hallucinations of Time Series Foundation Models through Signal Subspace Analysis

Times series foundation models (TSFMs) have emerged as a promising paradigm for time series analysis and forecasting, showing remarkable generalization performance across different domains. While efforts have been made on hallucinations of foundation models, the hallucinations of TSFMs have been underexplored. In this paper, we formally define TSFM hallucinations in the zero-shot forecasting setting by examining whether a generated forecast exhibits different dynamics from those of the context. Our study reveals that TSFM hallucinations primarily stem from the loss of context information in hidden states during forward propagation. As such, we propose methodologies to identify signal subspaces in TSFMs and magnify their information through intervention. Extensive experiments demonstrate that our proposed intervention approach effectively mitigates hallucinations and improves forecasting performance. Furthermore, the signal strength measure we compute from signal subspaces has strong predictive power of hallucinations and forecasting performance of the model. Our work contributes to deeper understanding of TSFM trustworthiness that could foster future research in this direction.