In our #ICML2026 position paper we argue a *dynamical systems perspective* is needed to drive time series (TS) modeling forward (preprint, to be revised in line with great referee suggestions: https://arxiv.org/abs/2602.16864).
Dynamical systems reconstruction (DSR) goes beyond mere forecasting and gives us an *understanding* of the dynamical rules that underlie observed time series. This in turn may enable true out-of-domain generalization and predicting a systemโs *long-term* behavior, something current TS models cannot do. In the paper, we compare a variety of custom-trained and recent foundation models for TS and DSR w.r.t. short- & long-term forecasting.
Specifically, we suggest:
1) Put a focus on DSR-specific training techniques and objectives in TS model training. Proper training is more important than model architecture!
2) Pretrain TS models on *simulations from dynamical systems*, rather than on artificially created time series functions. These will yield much more natural priors for real-world TS.
3) *Move away from transformers, back to modern RNNs*. DS are defined by recursions in time. By ignoring this, transformers lose essential dynamical information.
4) *Address the hard problems in TS modeling: Topological shifts*. Although in itself tricky, the hard problem in TS forecasting is not so much mere out-of-distribution shifts, but changes that drive a system across tipping points or into different dynamical regimes.
5) *DS properties like attractors or bifurcations are universal* โ acknowledging this in TS modeling will give a kind of mechanistic and transferable understanding of TS properties.