Paper Citation Record · LEDGER

Evaluating Time Series Foundation Models for Electricity Price Forecasting: Contamination Risk, Distributional Shifts, and Covariate Dependence

As of 8 August 2026, this Paper Citation Record lists 14 of 14 outbound references and 0 inbound Pith citation observations for arXiv:2607.02623.

A citation records a reference. It does not transfer a finding from one paper to another.

pith.paper-citation-record.v1
2607.02623 v1

Coverage vector

measured 14 of 14 reference resolution

Typed states for the displayed outbound observations.

Source: paper_references, paper_reference_links, observed 2026-07-12T08:28:36.712581Z

measured 14 of 14 standing notices

One-hop event checks from named stored sources.

Source: scholarly_work_events, retraction_status_cache, observed 2026-08-08T06:32:00.761636+00:00

measured 0 of 0 inbound itemization

Pith citing papers itemized under the disclosed page cap.

Source: paper_references, paper_reference_links

measured 0 of 1 external citation measurements

A source-named dated measurement, never combined with another source.

Source: cited_works

Reference resolution

14 of 14 outbound references displayed

verified exact6
verified fuzzy0
unresolved7
parse uncertain0
malformed identifier1
metadata mismatch0

External citation measurements

No source-named external measurement is stored.

Outbound references

Observation 2d6bbbc5-3140-48b1-b68c-ff7c67c56972 · outbound

This paper cites Chronos-2: From Univariate to Universal Forecasting.

Evaluating Time Series Foundation Models for Electricity Price Forecasting: Contamination Risk, Distributional Shifts, and Covariate Dependence Chronos-2: From Univariate to Universal Forecasting

Reference 1

Resolution: unresolved; no resolver link, observed 2026-07-12T08:28:36.712581Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 3c944745-6c88-4a27-8881-bacdedba4a5b · outbound

This paper cites an unresolved cited work.

Evaluating Time Series Foundation Models for Electricity Price Forecasting: Contamination Risk, Distributional Shifts, and Covariate Dependence Unresolved cited work

Reference 2

Resolution: verified exact; doi, observed 2026-07-12T08:38:40.675572Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

Observation d40ae508-7f54-4a1b-a268-7b8b929ee466 · outbound

This paper cites Toto: Time Series Optimized Transformer for Observability.

Evaluating Time Series Foundation Models for Electricity Price Forecasting: Contamination Risk, Distributional Shifts, and Covariate Dependence Toto: Time Series Optimized Transformer for Observability

Reference 3

Resolution: unresolved; no resolver link, observed 2026-07-12T08:28:36.712581Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 96acf994-2427-4077-afda-49d6f256f986 · outbound

This paper cites an unresolved cited work.

Evaluating Time Series Foundation Models for Electricity Price Forecasting: Contamination Risk, Distributional Shifts, and Covariate Dependence Unresolved cited work

Reference 4

Resolution: verified exact; doi, observed 2026-07-12T08:38:40.670987Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

Observation bee74e36-45f6-4427-8f05-9dfe21c912a4 · outbound

This paper cites Long-term Forecasting with TiDE: Time-series Dense Encoder.

Evaluating Time Series Foundation Models for Electricity Price Forecasting: Contamination Risk, Distributional Shifts, and Covariate Dependence Long-term Forecasting with TiDE: Time-series Dense Encoder

Reference 5

Resolution: unresolved; no resolver link, observed 2026-07-12T08:28:36.712581Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation b0b6c050-6087-4fc7-aa04-a3b772c46898 · outbound

This paper cites an unresolved cited work.

Evaluating Time Series Foundation Models for Electricity Price Forecasting: Contamination Risk, Distributional Shifts, and Covariate Dependence Unresolved cited work

Reference 6

Resolution: verified exact; doi, observed 2026-07-12T08:38:40.679732Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

Observation 545d5518-474f-4b64-a12c-95f9636fc39c · outbound

This paper cites an unresolved cited work.

Evaluating Time Series Foundation Models for Electricity Price Forecasting: Contamination Risk, Distributional Shifts, and Covariate Dependence Unresolved cited work

Reference 7

Resolution: unresolved; no resolver link, observed 2026-07-12T08:28:36.712581Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 5894addf-8448-49c3-8b05-5cd6b8b7ac84 · outbound

This paper cites an unresolved cited work.

Evaluating Time Series Foundation Models for Electricity Price Forecasting: Contamination Risk, Distributional Shifts, and Covariate Dependence Unresolved cited work

Reference 8

Resolution: verified exact; doi, observed 2026-07-12T08:38:40.675202Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

Observation d1070eea-b521-4e3a-a8c3-4be72f73c076 · outbound

This paper cites It's TIME: Towards the Next Generation of Time Series Forecasting Benchmarks.

Evaluating Time Series Foundation Models for Electricity Price Forecasting: Contamination Risk, Distributional Shifts, and Covariate Dependence It's TIME: Towards the Next Generation of Time Series Forecasting Benchmarks

Reference 9

Resolution: unresolved; no resolver link, observed 2026-07-12T08:28:36.712581Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation dc77708a-a225-4d99-a2f8-6bd752970267 · outbound

This paper cites an unresolved cited work.

Evaluating Time Series Foundation Models for Electricity Price Forecasting: Contamination Risk, Distributional Shifts, and Covariate Dependence Unresolved cited work

Reference 10

Resolution: verified exact; doi, observed 2026-07-12T08:38:40.694219Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

Observation cf3f6b55-698c-4ef4-be85-3673f3f93c61 · outbound

This paper cites fev-bench: A Realistic Benchmark for Time Series Forecasting.

Evaluating Time Series Foundation Models for Electricity Price Forecasting: Contamination Risk, Distributional Shifts, and Covariate Dependence fev-bench: A Realistic Benchmark for Time Series Forecasting

Reference 11

Resolution: unresolved; no resolver link, observed 2026-07-12T08:28:36.712581Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 85d67c04-f254-45bc-adcc-3f5a150321b7 · outbound

This paper cites 6 Benchmarking Time Series Foundation Models for Electricity Price Forecasting Wang, K., Ji, J., Mansouri, M., and Ezzat, A.

Evaluating Time Series Foundation Models for Electricity Price Forecasting: Contamination Risk, Distributional Shifts, and Covariate Dependence 6 Benchmarking Time Series Foundation Models for Electricity Price Forecasting Wang, K., Ji, J., Mansouri, M., and Ezzat, A

Reference 12

Resolution: unresolved; no resolver link, observed 2026-07-12T08:28:36.712581Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation e58d4954-23f7-4d3c-b2aa-220fada70bea · outbound

This paper cites an unresolved cited work.

Evaluating Time Series Foundation Models for Electricity Price Forecasting: Contamination Risk, Distributional Shifts, and Covariate Dependence Unresolved cited work

Reference 13

Resolution: verified exact; doi, observed 2026-07-12T08:38:40.695960Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

Observation e6efe904-7489-4af8-a1e6-38a41260a866 · outbound

This paper cites Rating” column represents the weighted performance over the 12 evaluated tasks. The “Provisional Rank.

Evaluating Time Series Foundation Models for Electricity Price Forecasting: Contamination Risk, Distributional Shifts, and Covariate Dependence Rating” column represents the weighted performance over the 12 evaluated tasks. The “Provisional Rank

Reference 14

Resolution: malformed identifier; no resolver link, observed 2026-07-12T08:28:36.712581Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Pith citing papers

No inbound Pith citation observations are available.