DynaPFN: Zero-Shot Dynamical System Forecasting with Tabular Prior-Fitted Networks

Long-horizon forecasting of dynamical time series remains a fundamental challenge in machine learning, as accurate predictions require learning the underlying dynamics. While recent time-series foundation models leveraging in-context learning (ICL) have shown promise, we show that they fail to genuinely capture the governing dynamics. By rewriting the context of a time series as a collection of lagged input-output pairs, we frame dynamical time-series forecasting as a posterior inference problem over the space of structural causal models (SCMs), arguing that the underlying dynamic structure is a natural inductive bias. We propose DynaPFN, which uses pretrained tabular Prior-Fitted Networks (PFNs) to approximate this posterior through ICL, augmented with a library of dynamical features that permit simpler representations of complex systems. Even though the pretrained models have never seen time series data, DynaPFN outperforms existing zero-shot forecasting baselines on established benchmarks of chaotic time series and real-world datasets, demonstrating that incorporating structural priors over system dynamics is a valid approach for robust long-horizon forecasting.