Chronos-2: From Univariate to Universal Forecasting

• URL: http://arxiv.org/abs/2510.15821v1
• Date: Fri, 17 Oct 2025 17:00:53 GMT
• Title: Chronos-2: From Univariate to Universal Forecasting
• Authors: Abdul Fatir Ansari, Oleksandr Shchur, Jaris Küken, Andreas Auer, Boran Han, Pedro Mercado, Syama Sundar Rangapuram, Huibin Shen, Lorenzo Stella, Xiyuan Zhang, Mononito Goswami, Shubham Kapoor, Danielle C. Maddix, Pablo Guerron, Tony Hu, Junming Yin, Nick Erickson, Prateek Mutalik Desai, Hao Wang, Huzefa Rangwala, George Karypis, Yuyang Wang, Michael Bohlke-Schneider,
• Abstract summary: Chronos-2 is a pretrained model capable of handling univariate, multivariate, and covariate-informed forecasting tasks in a zero-shot manner.<n>It delivers state-of-the-art performance across three comprehensive benchmarks: fev-bench, GIFT-Eval, and Chronos Benchmark II.<n>The in-context learning capabilities of Chronos-2 establish it as a general-purpose forecasting model that can be used "as is" in real-world forecasting pipelines.
• Score: 52.753731922908905
• License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
• Abstract: Pretrained time series models have enabled inference-only forecasting systems that produce accurate predictions without task-specific training. However, existing approaches largely focus on univariate forecasting, limiting their applicability in real-world scenarios where multivariate data and covariates play a crucial role. We present Chronos-2, a pretrained model capable of handling univariate, multivariate, and covariate-informed forecasting tasks in a zero-shot manner. Chronos-2 employs a group attention mechanism that facilitates in-context learning (ICL) through efficient information sharing across multiple time series within a group, which may represent sets of related series, variates of a multivariate series, or targets and covariates in a forecasting task. These general capabilities are achieved through training on synthetic datasets that impose diverse multivariate structures on univariate series. Chronos-2 delivers state-of-the-art performance across three comprehensive benchmarks: fev-bench, GIFT-Eval, and Chronos Benchmark II. On fev-bench, which emphasizes multivariate and covariate-informed forecasting, Chronos-2's universal ICL capabilities lead to substantial improvements over existing models. On tasks involving covariates, it consistently outperforms baselines by a wide margin. Case studies in the energy and retail domains further highlight its practical advantages. The in-context learning capabilities of Chronos-2 establish it as a general-purpose forecasting model that can be used "as is" in real-world forecasting pipelines.

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