AI RESEARCH
Multivariate Financial Forecasting using the Chronos Time Series Foundation Models
arXiv CS.AI
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ArXi:2605.21504v1 Announce Type: cross Using Chronos-2, an open-source time-series foundation model, we evaluate pretrained time-series models for economic and financial forecasting with an emphasis on whether multivariate (MV) inputs improve accuracy relative to univariate (UV) baselines. The study covers two panels -- the Magnificent-7 equities and U. S. Treasury interest rates -- as well as a combined panel, using rolling monthly evaluations from 2000--2025. We vary input window lengths and forecast horizons and report RMSE and.