arXiv Machine Learning

Zeus: Towards Tuning-Free Foundation Model for Time Series Analysis

arXiv:2607. 01918v1 Announce Type: new Abstract: We present Zeus, a unified tuning-free Time Series Foundation Model (TSFM) that delivers superior performance across diverse analysis tasks without any task-specific fine-tuning.

arXiv Machine Learning
Sep 10

PatchFormer: A Patch-Based Time Series Foundation Model with Hierarchical Masked Reconstruction and Cross-Domain Transfer Learning for Zero-Shot Multi-Horizon Forecasting

arXiv:2601.20845v2 Announce Type: replace Abstract: Time series forecasting is a fundamental problem with applications in climate, energy, healthcare, and finance. Many existing approaches require do...

By Olaf Yunus Laitinen Imanov, Derya Umut Kulali, Taner Yilmaz
arXiv AI
Sep 25

TimeBraid: Unifying Time Series and Language for Understanding and Forecasting

TimeBraid is a family of unified models that combine pretrained language models with pretrained time‑series foundation models using interleaved global residual attention layers. The models inherit instruction following, reasoning, and continuous‑signal perception, fusing both modalities into a shared representation space for understanding and generation. The design focuses on aligning representation spaces, grounding language in temporal structure, balancing understanding with generation, and maintaining stable joint optimization, supported by 2.2 M curated series‑text pairs and 4.9 M instruction‑tuning samples. Across diverse benchmarks, TimeBraid competes with larger general‑purpose and task‑specific models.

By Xinyue Wang, Jiacheng Pang, Kun Zhou, Kexin Zhang, Defu Cao, Fan Feng, Faisal, Songyao Jin, Yan Liu, Biwei Huang
arXiv Machine Learning
Sep 22

A Hybrid Attention Model Learning Unified Time-aware Patch Representation for Irregular Multivariate Time Series Forecasting

The paper introduces a hybrid attention model that learns a unified time‑aware patch representation for irregular multivariate time series (IMTS) forecasting. It employs a time‑aware patch encoding to embed variable‑length intra‑patch timestamps, a time bias attention mechanism to adjust for temporal misalignment and asynchronous cross‑channel dependencies, and a hybrid causal mask on a decoder‑only Transformer to balance historical context with autoregressive forecasting. The authors also curate VersaTSA, a 30 B‑observation dataset preserving native sampling sparsity, and demonstrate state‑of‑the‑art zero‑shot performance on three IMTS benchmarks while remaining competitive on regular MTS tasks.

By Zhihao Lin, Li Lin, Qi Zhang, Kaiwen Xia, Shuai Wang, Jialin Qiao
arXiv AI
Aug 25

NeST: Neighborhood-aware semantic alignment and temporal modulation for LLM based time series forecasting

NeST is a framework that adapts large language models (LLMs) for continuous time‑series forecasting by creating neighborhood‑aware text prototypes and aligning them with temporal representations through a nearest‑neighbor contrastive objective. It retrieves the most relevant prototypes and uses them to conditionally modulate time‑series features, enabling more effective integration of textual and temporal information. Experiments show that NeST outperforms state‑of‑the‑art methods on eight benchmarks, reduces MSE by 1.2% for long‑term forecasting, improves zero‑shot forecasting by 4.9%, and boosts R² by 3.3% on a real‑world photovoltaic power forecasting task.

By Jayanie Bogahawatte, Sachith Seneviratne, Maneesha Perera, Saman Halgamuge
arXiv AI
Jun 16

FlowState: Sampling-Rate-Equivariant Time-Series Forecasting

arXiv:2508. 05287v3 Announce Type: replace-cross Abstract: Existing time series foundation models (TSFMs), often based on transformer variants, lack adaptability to different sampling rates, struggle with generalization across varying context and target lengths, and are computationally inefficient.

By Lars Graf, Thomas Ortner, Stanis{\l}aw Wo\'zniak, Angeliki Pantazi