Mishkat al-Masabih #1896

Hafsa reported God’s messenger as saying, “He who does not before dawn express his intention of fasting is not credited with it.” Tirmidhi, Abu Dawud, Nasa’i and Darimi transmitted it. Abu Dawud said that Ma'mar, az-Zubaidi, Ibn ‘Uyaina and Yunus al-Aili, all of whom got it on Zuhri’s authority, traced it no farther back than Hafsa.