Time series / Model

Lag-Llama

Organisation
Lag-Llama authors (ServiceNow Research, Mila, Morgan Stanley et al.)
Family
Lag-Llama
Released
2023-10-12 (arXiv v1 submission date (https://arxiv.org/abs/2310.08278); open weights released 2024-02-07 per the model card ('7-Feb-2024: We released Lag-Llama, with open-source model checkpoints').)
Checkpoints
time-series-foundation-models/Lag-Llama
Weights
Open · apache-2.0
Links

Training data disclosure: Full list

Level determined for 100% of benchmark cells.

“We collate a diverse corpus of 27 time series datasets from several sources across six different semantically grouped domains”
arxiv.org · paper · Section 5.1 · retrieved 2026-10-15
“Table 3 further presents if a dataset was present in the pretraining or downstream testing corpora in our work.”
arxiv.org · paper · Appendix A · retrieved 2026-10-15

Other declared training data

Declared exclusions

Benchmark cells

GIFT-Eval

Not seen Jena Weather (GIFT-Eval) · absent from the complete list of training data

Evidence (2)
“We collate a diverse corpus of 27 time series datasets from several sources across six different semantically grouped domains”
arxiv.org · paper · Section 5.1 · retrieved 2026-10-15
“Table 3 further presents if a dataset was present in the pretraining or downstream testing corpora in our work.”
arxiv.org · paper · Appendix A · retrieved 2026-10-15

Not seen BizITObs - Application · absent from the complete list of training data

Evidence (2)
“We collate a diverse corpus of 27 time series datasets from several sources across six different semantically grouped domains”
arxiv.org · paper · Section 5.1 · retrieved 2026-10-15
“Table 3 further presents if a dataset was present in the pretraining or downstream testing corpora in our work.”
arxiv.org · paper · Appendix A · retrieved 2026-10-15

Not seen BizITObs - Service · absent from the complete list of training data

Evidence (2)
“We collate a diverse corpus of 27 time series datasets from several sources across six different semantically grouped domains”
arxiv.org · paper · Section 5.1 · retrieved 2026-10-15
“Table 3 further presents if a dataset was present in the pretraining or downstream testing corpora in our work.”
arxiv.org · paper · Appendix A · retrieved 2026-10-15

Not seen BizITObs - L2C · absent from the complete list of training data

Evidence (2)
“We collate a diverse corpus of 27 time series datasets from several sources across six different semantically grouped domains”
arxiv.org · paper · Section 5.1 · retrieved 2026-10-15
“Table 3 further presents if a dataset was present in the pretraining or downstream testing corpora in our work.”
arxiv.org · paper · Appendix A · retrieved 2026-10-15

Not seen Bitbrains - Fast Storage · absent from the complete list of training data

Evidence (2)
“We collate a diverse corpus of 27 time series datasets from several sources across six different semantically grouped domains”
arxiv.org · paper · Section 5.1 · retrieved 2026-10-15
“Table 3 further presents if a dataset was present in the pretraining or downstream testing corpora in our work.”
arxiv.org · paper · Appendix A · retrieved 2026-10-15

Not seen Bitbrains - rnd · absent from the complete list of training data

Evidence (2)
“We collate a diverse corpus of 27 time series datasets from several sources across six different semantically grouped domains”
arxiv.org · paper · Section 5.1 · retrieved 2026-10-15
“Table 3 further presents if a dataset was present in the pretraining or downstream testing corpora in our work.”
arxiv.org · paper · Appendix A · retrieved 2026-10-15

Not seen Restaurant (Recruit Restaurant Visitor Forecasting) · absent from the complete list of training data

Evidence (2)
“We collate a diverse corpus of 27 time series datasets from several sources across six different semantically grouped domains”
arxiv.org · paper · Section 5.1 · retrieved 2026-10-15
“Table 3 further presents if a dataset was present in the pretraining or downstream testing corpora in our work.”
arxiv.org · paper · Appendix A · retrieved 2026-10-15

Related data seen ETT1 (GIFT-Eval) · related dataset ETTh1 was used

Evidence (4)
“ETT H1 ETT H2”
arxiv.org · paper · Appendix A, Table 3 (Pretraining row) · retrieved 2026-10-15
“When pretraining, we train on a combined dataset formed out of the train split of each dataset”
arxiv.org · paper · Appendix B · retrieved 2026-10-15
“From Informer (Zhou et al., 2021) we utilize ETT1 and ETT2 datasets, which denote electricity transformer temperature”
arxiv.org · paper · Appendix D · retrieved 2026-10-15
“ETTh1&ETTh2 7 17,420”
arxiv.org · paper · Table 1 · retrieved 2026-10-15

Related data seen ETT2 (GIFT-Eval) · related dataset ETTh2 was used

Evidence (4)
“ETT H2 ETT M1”
arxiv.org · paper · Appendix A, Table 3 (Pretraining row) · retrieved 2026-10-15
“When pretraining, we train on a combined dataset formed out of the train split of each dataset”
arxiv.org · paper · Appendix B · retrieved 2026-10-15
“From Informer (Zhou et al., 2021) we utilize ETT1 and ETT2 datasets, which denote electricity transformer temperature”
arxiv.org · paper · Appendix D · retrieved 2026-10-15
“ETTh1&ETTh2 7 17,420”
arxiv.org · paper · Table 1 · retrieved 2026-10-15

Not seen Loop Seattle (LibCity) · absent from the complete list of training data

Evidence (2)
“We collate a diverse corpus of 27 time series datasets from several sources across six different semantically grouped domains”
arxiv.org · paper · Section 5.1 · retrieved 2026-10-15
“Table 3 further presents if a dataset was present in the pretraining or downstream testing corpora in our work.”
arxiv.org · paper · Appendix A · retrieved 2026-10-15

Not seen SZ-Taxi (LibCity) · absent from the complete list of training data

Evidence (2)
“We collate a diverse corpus of 27 time series datasets from several sources across six different semantically grouped domains”
arxiv.org · paper · Section 5.1 · retrieved 2026-10-15
“Table 3 further presents if a dataset was present in the pretraining or downstream testing corpora in our work.”
arxiv.org · paper · Appendix A · retrieved 2026-10-15

Not seen M_DENSE (LibCity) · absent from the complete list of training data

Evidence (2)
“We collate a diverse corpus of 27 time series datasets from several sources across six different semantically grouped domains”
arxiv.org · paper · Section 5.1 · retrieved 2026-10-15
“Table 3 further presents if a dataset was present in the pretraining or downstream testing corpora in our work.”
arxiv.org · paper · Appendix A · retrieved 2026-10-15

Seen, split unclear Solar (LSTNet, 137 Alabama PV plants) · a training split was used; its overlap with this benchmark's test data is not established

Evidence (2)
“Solar Wind Farms”
arxiv.org · paper · Appendix A, Table 3 (Pretraining row) · retrieved 2026-10-15
“When pretraining, we train on a combined dataset formed out of the train split of each dataset”
arxiv.org · paper · Appendix B · retrieved 2026-10-15

Not seen Hierarchical Sales (Mancuso et al., 2020) · absent from the complete list of training data

Evidence (2)
“We collate a diverse corpus of 27 time series datasets from several sources across six different semantically grouped domains”
arxiv.org · paper · Section 5.1 · retrieved 2026-10-15
“Table 3 further presents if a dataset was present in the pretraining or downstream testing corpora in our work.”
arxiv.org · paper · Appendix A · retrieved 2026-10-15

Not seen M4 Yearly · absent from the complete list of training data

Evidence (2)
“We collate a diverse corpus of 27 time series datasets from several sources across six different semantically grouped domains”
arxiv.org · paper · Section 5.1 · retrieved 2026-10-15
“Table 3 further presents if a dataset was present in the pretraining or downstream testing corpora in our work.”
arxiv.org · paper · Appendix A · retrieved 2026-10-15

Not seen M4 Quarterly · absent from the complete list of training data

Evidence (2)
“We collate a diverse corpus of 27 time series datasets from several sources across six different semantically grouped domains”
arxiv.org · paper · Section 5.1 · retrieved 2026-10-15
“Table 3 further presents if a dataset was present in the pretraining or downstream testing corpora in our work.”
arxiv.org · paper · Appendix A · retrieved 2026-10-15

Not seen M4 Monthly · absent from the complete list of training data

Evidence (2)
“We collate a diverse corpus of 27 time series datasets from several sources across six different semantically grouped domains”
arxiv.org · paper · Section 5.1 · retrieved 2026-10-15
“Table 3 further presents if a dataset was present in the pretraining or downstream testing corpora in our work.”
arxiv.org · paper · Appendix A · retrieved 2026-10-15

Not seen M4 Weekly · absent from the complete list of training data

Evidence (2)
“We collate a diverse corpus of 27 time series datasets from several sources across six different semantically grouped domains”
arxiv.org · paper · Section 5.1 · retrieved 2026-10-15
“Table 3 further presents if a dataset was present in the pretraining or downstream testing corpora in our work.”
arxiv.org · paper · Appendix A · retrieved 2026-10-15

Not seen M4 Daily · absent from the complete list of training data

Evidence (2)
“We collate a diverse corpus of 27 time series datasets from several sources across six different semantically grouped domains”
arxiv.org · paper · Section 5.1 · retrieved 2026-10-15
“Table 3 further presents if a dataset was present in the pretraining or downstream testing corpora in our work.”
arxiv.org · paper · Appendix A · retrieved 2026-10-15

Not seen M4 Hourly · absent from the complete list of training data

Evidence (2)
“We collate a diverse corpus of 27 time series datasets from several sources across six different semantically grouped domains”
arxiv.org · paper · Section 5.1 · retrieved 2026-10-15
“Table 3 further presents if a dataset was present in the pretraining or downstream testing corpora in our work.”
arxiv.org · paper · Appendix A · retrieved 2026-10-15

Not seen Hospital · absent from the complete list of training data

Evidence (2)
“We collate a diverse corpus of 27 time series datasets from several sources across six different semantically grouped domains”
arxiv.org · paper · Section 5.1 · retrieved 2026-10-15
“Table 3 further presents if a dataset was present in the pretraining or downstream testing corpora in our work.”
arxiv.org · paper · Appendix A · retrieved 2026-10-15

Not seen COVID Deaths · absent from the complete list of training data

Evidence (2)
“We collate a diverse corpus of 27 time series datasets from several sources across six different semantically grouped domains”
arxiv.org · paper · Section 5.1 · retrieved 2026-10-15
“Table 3 further presents if a dataset was present in the pretraining or downstream testing corpora in our work.”
arxiv.org · paper · Appendix A · retrieved 2026-10-15

Not seen US Births · absent from the complete list of training data

Evidence (2)
“We collate a diverse corpus of 27 time series datasets from several sources across six different semantically grouped domains”
arxiv.org · paper · Section 5.1 · retrieved 2026-10-15
“Table 3 further presents if a dataset was present in the pretraining or downstream testing corpora in our work.”
arxiv.org · paper · Appendix A · retrieved 2026-10-15

Not seen Saugeen River Flow · absent from the complete list of training data

Evidence (2)
“We collate a diverse corpus of 27 time series datasets from several sources across six different semantically grouped domains”
arxiv.org · paper · Section 5.1 · retrieved 2026-10-15
“Table 3 further presents if a dataset was present in the pretraining or downstream testing corpora in our work.”
arxiv.org · paper · Appendix A · retrieved 2026-10-15

Not seen Temperature Rain · absent from the complete list of training data

Evidence (2)
“We collate a diverse corpus of 27 time series datasets from several sources across six different semantically grouped domains”
arxiv.org · paper · Section 5.1 · retrieved 2026-10-15
“Table 3 further presents if a dataset was present in the pretraining or downstream testing corpora in our work.”
arxiv.org · paper · Appendix A · retrieved 2026-10-15

Seen, split unclear KDD Cup 2018 · a training split was used; its overlap with this benchmark's test data is not established

Evidence (2)
“KDD Cup 2018”
arxiv.org · paper · Appendix A, Table 3 (Pretraining row) · retrieved 2026-10-15
“When pretraining, we train on a combined dataset formed out of the train split of each dataset”
arxiv.org · paper · Appendix B · retrieved 2026-10-15

Not seen Car Parts · absent from the complete list of training data

Evidence (2)
“We collate a diverse corpus of 27 time series datasets from several sources across six different semantically grouped domains”
arxiv.org · paper · Section 5.1 · retrieved 2026-10-15
“Table 3 further presents if a dataset was present in the pretraining or downstream testing corpora in our work.”
arxiv.org · paper · Appendix A · retrieved 2026-10-15

Related data seen ElectricityLoadDiagrams20112014 (UCI) · related dataset Electricity (ECL, 321 clients) was used

Evidence (5)
“Electricity Hourly”
arxiv.org · paper · Appendix A, Table 3 (Pretraining row) · retrieved 2026-10-15
“When pretraining, we train on a combined dataset formed out of the train split of each dataset”
arxiv.org · paper · Appendix B · retrieved 2026-10-15
“The raw dataset is in https://archive.ics.uci.edu/ml/datasets/ElectricityLoadDiagrams20112014.”
raw.githubusercontent.com · readme · Electricity consumption · retrieved 2026-10-15
“Because the some dimensions are equal to 0. So we eliminate the records in 2011. Final we get data contains electircity consumption of 321 clients from 2012 to 2014.”
raw.githubusercontent.com · readme · Electricity consumption · retrieved 2026-10-15
“https://archive.ics.uci.edu/ml/datasets/ElectricityLoadDiagrams20112014”
arxiv.org · paper · Section 4, footnote 1 · retrieved 2026-10-15

Long-horizon forecasting (ETT, Electricity, Traffic, Weather, Exchange, ILI)

Seen, split unclear ETTh1 · a training split was used; its overlap with this benchmark's test data is not established

Evidence (2)
“ETT H1 ETT H2”
arxiv.org · paper · Appendix A, Table 3 (Pretraining row) · retrieved 2026-10-15
“When pretraining, we train on a combined dataset formed out of the train split of each dataset”
arxiv.org · paper · Appendix B · retrieved 2026-10-15

Seen, split unclear ETTh2 · a training split was used; its overlap with this benchmark's test data is not established

Evidence (2)
“ETT H2 ETT M1”
arxiv.org · paper · Appendix A, Table 3 (Pretraining row) · retrieved 2026-10-15
“When pretraining, we train on a combined dataset formed out of the train split of each dataset”
arxiv.org · paper · Appendix B · retrieved 2026-10-15

Seen, split unclear ETTm1 · a training split was used; its overlap with this benchmark's test data is not established

Evidence (2)
“ETT M1 ETT M2”
arxiv.org · paper · Appendix A, Table 3 (Pretraining row) · retrieved 2026-10-15
“When pretraining, we train on a combined dataset formed out of the train split of each dataset”
arxiv.org · paper · Appendix B · retrieved 2026-10-15

Related data seen ETTm2 · related dataset ETTh2 was used; the authors state this dataset was excluded

Evidence (5)
“ETT H2 ETT M1”
arxiv.org · paper · Appendix A, Table 3 (Pretraining row) · retrieved 2026-10-15
“When pretraining, we train on a combined dataset formed out of the train split of each dataset”
arxiv.org · paper · Appendix B · retrieved 2026-10-15
“we also provide the hourly-level variants for fast development (marked by *h*), i.e. ETT-small-h1 and ETT-small-h2.”
raw.githubusercontent.com · readme · ETT-small · retrieved 2026-10-15
“ETT M2 Banking & Econ”
arxiv.org · paper · Appendix A, Table 3 (Unseen row) · retrieved 2026-10-15
“Table 3: Datasets used in the pretraining corpus and the unseen datasets on which we evaluate”
arxiv.org · paper · Appendix A, Table 3 caption · retrieved 2026-10-15

Seen, split unclear Electricity (ECL, 321 clients) · a training split was used; its overlap with this benchmark's test data is not established

Evidence (2)
“Electricity Hourly”
arxiv.org · paper · Appendix A, Table 3 (Pretraining row) · retrieved 2026-10-15
“When pretraining, we train on a combined dataset formed out of the train split of each dataset”
arxiv.org · paper · Appendix B · retrieved 2026-10-15

Seen, split unclear Traffic (PeMS San Francisco Bay, 862 sensors) · a training split was used; its overlap with this benchmark's test data is not established

Evidence (2)
“San Francisco Traffic”
arxiv.org · paper · Appendix A, Table 3 (Pretraining row) · retrieved 2026-10-15
“When pretraining, we train on a combined dataset formed out of the train split of each dataset”
arxiv.org · paper · Appendix B · retrieved 2026-10-15

Not seen Weather (Jena, 2020; Autoformer) · absent from the complete list of training data

Evidence (2)
“We collate a diverse corpus of 27 time series datasets from several sources across six different semantically grouped domains”
arxiv.org · paper · Section 5.1 · retrieved 2026-10-15
“Table 3 further presents if a dataset was present in the pretraining or downstream testing corpora in our work.”
arxiv.org · paper · Appendix A · retrieved 2026-10-15

Not seen Exchange-Rate · the authors state the dataset was excluded from training

Evidence (2)
“Exchange Rate”
arxiv.org · paper · Appendix A, Table 3 (Unseen row) · retrieved 2026-10-15
“Table 3: Datasets used in the pretraining corpus and the unseen datasets on which we evaluate”
arxiv.org · paper · Appendix A, Table 3 caption · retrieved 2026-10-15

Not seen ILI (CDC influenza-like illness, national) · absent from the complete list of training data

Evidence (2)
“We collate a diverse corpus of 27 time series datasets from several sources across six different semantically grouped domains”
arxiv.org · paper · Section 5.1 · retrieved 2026-10-15
“Table 3 further presents if a dataset was present in the pretraining or downstream testing corpora in our work.”
arxiv.org · paper · Appendix A · retrieved 2026-10-15

Time-series anomaly detection

Not seen TSB-AD-U (TSB-AD univariate) · absent from the complete list of training data

Evidence (2)
“We collate a diverse corpus of 27 time series datasets from several sources across six different semantically grouped domains”
arxiv.org · paper · Section 5.1 · retrieved 2026-10-15
“Table 3 further presents if a dataset was present in the pretraining or downstream testing corpora in our work.”
arxiv.org · paper · Appendix A · retrieved 2026-10-15

Not seen TSB-AD-M (TSB-AD multivariate) · absent from the complete list of training data

Evidence (2)
“We collate a diverse corpus of 27 time series datasets from several sources across six different semantically grouped domains”
arxiv.org · paper · Section 5.1 · retrieved 2026-10-15
“Table 3 further presents if a dataset was present in the pretraining or downstream testing corpora in our work.”
arxiv.org · paper · Appendix A · retrieved 2026-10-15

Not seen UCR Time Series Anomaly Archive (Hexagon ML/UCR, KDD Cup 2021) · absent from the complete list of training data

Evidence (2)
“We collate a diverse corpus of 27 time series datasets from several sources across six different semantically grouped domains”
arxiv.org · paper · Section 5.1 · retrieved 2026-10-15
“Table 3 further presents if a dataset was present in the pretraining or downstream testing corpora in our work.”
arxiv.org · paper · Appendix A · retrieved 2026-10-15

Not seen Server Machine Dataset (SMD) · absent from the complete list of training data

Evidence (2)
“We collate a diverse corpus of 27 time series datasets from several sources across six different semantically grouped domains”
arxiv.org · paper · Section 5.1 · retrieved 2026-10-15
“Table 3 further presents if a dataset was present in the pretraining or downstream testing corpora in our work.”
arxiv.org · paper · Appendix A · retrieved 2026-10-15

Not seen Mars Science Laboratory (MSL) telemetry anomaly dataset · absent from the complete list of training data

Evidence (2)
“We collate a diverse corpus of 27 time series datasets from several sources across six different semantically grouped domains”
arxiv.org · paper · Section 5.1 · retrieved 2026-10-15
“Table 3 further presents if a dataset was present in the pretraining or downstream testing corpora in our work.”
arxiv.org · paper · Appendix A · retrieved 2026-10-15

Not seen Soil Moisture Active Passive (SMAP) telemetry anomaly dataset · absent from the complete list of training data

Evidence (2)
“We collate a diverse corpus of 27 time series datasets from several sources across six different semantically grouped domains”
arxiv.org · paper · Section 5.1 · retrieved 2026-10-15
“Table 3 further presents if a dataset was present in the pretraining or downstream testing corpora in our work.”
arxiv.org · paper · Appendix A · retrieved 2026-10-15

Not seen Pooled Server Metrics (PSM) · absent from the complete list of training data

Evidence (2)
“We collate a diverse corpus of 27 time series datasets from several sources across six different semantically grouped domains”
arxiv.org · paper · Section 5.1 · retrieved 2026-10-15
“Table 3 further presents if a dataset was present in the pretraining or downstream testing corpora in our work.”
arxiv.org · paper · Appendix A · retrieved 2026-10-15

Not seen Secure Water Treatment (SWaT) · absent from the complete list of training data

Evidence (2)
“We collate a diverse corpus of 27 time series datasets from several sources across six different semantically grouped domains”
arxiv.org · paper · Section 5.1 · retrieved 2026-10-15
“Table 3 further presents if a dataset was present in the pretraining or downstream testing corpora in our work.”
arxiv.org · paper · Appendix A · retrieved 2026-10-15

Not seen Yahoo S5 Labeled Anomaly Detection Dataset (Yahoo Webscope S5) · absent from the complete list of training data

Evidence (2)
“We collate a diverse corpus of 27 time series datasets from several sources across six different semantically grouped domains”
arxiv.org · paper · Section 5.1 · retrieved 2026-10-15
“Table 3 further presents if a dataset was present in the pretraining or downstream testing corpora in our work.”
arxiv.org · paper · Appendix A · retrieved 2026-10-15

Not seen Numenta Anomaly Benchmark (NAB) · absent from the complete list of training data

Evidence (2)
“We collate a diverse corpus of 27 time series datasets from several sources across six different semantically grouped domains”
arxiv.org · paper · Section 5.1 · retrieved 2026-10-15
“Table 3 further presents if a dataset was present in the pretraining or downstream testing corpora in our work.”
arxiv.org · paper · Appendix A · retrieved 2026-10-15

Time-series classification

Not seen UCR Time Series Classification Archive (2018) · absent from the complete list of training data

Evidence (2)
“We collate a diverse corpus of 27 time series datasets from several sources across six different semantically grouped domains”
arxiv.org · paper · Section 5.1 · retrieved 2026-10-15
“Table 3 further presents if a dataset was present in the pretraining or downstream testing corpora in our work.”
arxiv.org · paper · Appendix A · retrieved 2026-10-15

Not seen UEA Multivariate Time Series Classification Archive (2018) · absent from the complete list of training data

Evidence (2)
“We collate a diverse corpus of 27 time series datasets from several sources across six different semantically grouped domains”
arxiv.org · paper · Section 5.1 · retrieved 2026-10-15
“Table 3 further presents if a dataset was present in the pretraining or downstream testing corpora in our work.”
arxiv.org · paper · Appendix A · retrieved 2026-10-15

Notes

Pretraining used only the train split of each of the 20 pretraining datasets (Appendix B); the split is 'as defined in the dataset' (GluonTS/Monash-style), not stated to be the Informer long-horizon split. ETTh1/ETTh2/ETTm1 and the Monash versions of Electricity (321 clients) and Traffic (862 series) were in pretraining; ETTm2, Weather (Monash, Australian), Exchange Rate, Pedestrian Counts, Beijing PM2.5 and two Huawei cloud series were held out as unseen. No synthetic data. No newer Lag-Llama release found as of 2026-10-15. Other stated exclusions, not tracked here: Pedestrian Counts (all); Weather (all); Beijing PM2.5 (all); Requests Minute (all); Platform Delay Minute (all).

Sources