Machine learningFebruary–March 2026

Machine Learning & Model Research

Time-series forecasting & retrieval

Time-series foundation models meet nearest-neighbor retrieval, causal evaluation, and ablations that expose prediction-to-decision failures.

PyTorchQdrantTime seriesWalk-forward evaluationChronosKronosGranite TTMLoRA
Why it sits here. The deepest experimental thread: model adaptation, retrieval, ablations, and useful negative results.
03 / Somewhere between data and understanding.STUDY IN SPACE

THE QUESTION

Does improving the prediction objective improve the behavior of the decision rule that consumes it?

Investigate whether historical pattern retrieval and adapted foundation models help with decisions on stock time series.

PREDICTION → DECISION
OBSERVEDTHE PART WE DON’T KNOW
smooth forecastexit never fires
Concept diagram · not performance data

01 / IMPLEMENTATION & CONTRIBUTION

What the work involves

Donald built raw-feature retrieval baselines, model-adaptation experiments, causal PCA, and persistence-head training around upstream time-series models. The related Kronos RAG workspace is a separate local study.

Technical depth

Feature fitting must respect time. Input and target units must match. A ranking metric can improve while the position behavior becomes worse.

Data and assumptions

Twenty-day stock windows, normalized raw-feature retrieval, and separate historical adaptation/ablation studies. Models including Chronos and Granite TTM are upstream.

Historical windows and labels need appropriate time boundaries. Architecture-level causal filters alone do not certify every evaluation as leakage-free.

The project family

chronos_knnA_Share/kronos_rag

02 / THE EXPERIMENTAL RECORD

What the experiment taught

A trend-clarity objective made nearly every forecast positive. The simulator required negative trend clarity to exit, so its exit mechanism stopped firing.

What changed

The work moved from neural embeddings to a raw-feature baseline, and later explored adaptation and persistence classification. The later head is not claimed to fix the earlier failure.

03 / RESULTS

What came out of it

The research framework connects retrieval, forecasting, and decision-rule evaluation. Ablations exposed an objective that disabled simulated exits, while regime-selected retraining did not outperform its rolling baseline in the documented study.

The lesson in the work

Test the entire prediction-to-decision chain. A smooth output is not an economic objective.

04 / SUPPORTING EVIDENCE

Follow the source

Implementation notes, project records, and supporting artifacts.

Source context & project scope

Upstream foundation models are not Donald inventions. No live-performance claim. Architecture time filters alone do not certify full label-availability correctness; simulator leverage and calibration caveats preclude promoting headline returns. Later persistence heads are not proven to fix the earlier failure.

Donald-attributed implementation and experiment history. Foundation models and their research are credited as upstream work.

Twenty-day windows are represented by normalized raw features and retrieved through Qdrant, with versioned preprocessing and evaluation boundaries.

SOURCE · 2026-09-17

The exit mechanism (tc < 0) never fires

REPORT · 2026-03-06

The study did not establish an improvement from weekly regime-selected retraining over the rolling baseline.

REPORT · 2026-03

Normalized raw-feature retrieval, Qdrant and schema/version boundaries.

SOURCE · 2026-09-17

March 2026 negative ablation: the exit mechanism stopped firing.

SOURCE · 2026-09-17

Classifier on TTM decoder hidden states; March 10 Donald-attributed training/inference commits.

SOURCE · 2026-09-17

Canonical snapback factor is mean reversion against stale Kronos envelopes, not fresh forecast following.

SOURCE · 2026-09-17
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