2026
Adaptive Conformal Anomaly Detection with Time Series Foundation Models for Signal Monitoring.
Natalia Martinez, Fearghal O'Donncha, Wesley M. Gifford, Nianjun Zhou, Dhaval C Patel, Roman Vaculin
ICLR 2026poster
We propose a post-hoc adaptive conformal anomaly detection method for monitoring time series that leverages predictions from pre-trained foundation models without requiring additional fine-tuning. Our method yields an interpretable anomaly score directly interpretable as a false alarm rate (p-value)…