# Calendar Feature Encoding

Time series foundation models now accept covariates, yet how calendar features are encoded has been treated as an implementation detail. Across four models and nine datasets shaped by weekends and holidays, seven calendar encodings were compared in a zero-shot rolling evaluation: encoding choice changed accuracy in every model, with within-model MASE gaps up to 9.9% on non-holidays and 83% on holidays, and the best encoding differed by model. SHAP attribution locates the gains around holidays, where signals cannot be inferred from target history.

Time series foundation models now accept covariates, yet how calendar features are encoded has been treated as an implementation detail. Across four models and nine datasets shaped by weekends and holidays, seven calendar encodings were compared in a zero-shot rolling evaluation: encoding choice changed accuracy in every model, with within-model MASE gaps up to 9.9% on non-holidays and 83% on holidays, and the best encoding differed by model. SHAP attribution locates the gains around holidays, where signals cannot be inferred from target history.