The proposed framework decomposes retrieval-augmented representations into invariant and dynamic components to improve robustness in zero-shot time series forecasting under distribution shifts.
Timer-S1: A Billion-Scale Time Series Foundation Model with Serial Scaling
3 Pith papers cite this work. Polarity classification is still indexing.
abstract
We introduce Timer-S1, a strong Mixture-of-Experts (MoE) time series foundation model with 8.3B total parameters, 0.75B activated parameters for each token, and a context length of 11.5K. To overcome the scalability bottleneck in existing pre-trained time series foundation models, we perform Serial Scaling in three dimensions: model architecture, dataset, and training pipeline. Timer-S1 integrates sparse TimeMoE blocks and generic TimeSTP blocks for Serial-Token Prediction (STP), a generic training objective that adheres to the serial nature of forecasting. The proposed paradigm introduces serial computations to improve long-term predictions while avoiding costly rolling-style inference and pronounced error accumulation in the standard next-token prediction. Pursuing a high-quality and unbiased training dataset, we curate TimeBench, a corpus with one trillion time points, and apply meticulous data augmentation to mitigate predictive bias. We further pioneer a post-training stage, including continued pre-training and long-context extension, to enhance short-term and long-context performance. Evaluated on the large-scale GIFT-Eval leaderboard, Timer-S1 achieves state-of-the-art forecasting performance, attaining the best MASE and CRPS scores as a pre-trained model. Timer-S1 is released to facilitate further research.
fields
cs.LG 3years
2026 3verdicts
UNVERDICTED 3representative citing papers
Falcon-X introduces a latent prototype space with Unified Prototype Diff-Attention and Latent Entity Attention for heterogeneous multivariate time series forecasting.
A frozen average of the last two cycles matches or exceeds eight shape-learning alternatives on 97 GIFT-Eval configurations for periodic time series forecasting.
citing papers explorer
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Factorize to Generalize: Retrieval-Guided Invariant-Dynamic Decomposition for Time Series Forecasting
The proposed framework decomposes retrieval-augmented representations into invariant and dynamic components to improve robustness in zero-shot time series forecasting under distribution shifts.
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Falcon-X: A Time Series Foundation Model for Heterogeneous Multivariate Modeling
Falcon-X introduces a latent prototype space with Unified Prototype Diff-Attention and Latent Entity Attention for heterogeneous multivariate time series forecasting.
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Don't Learn the Shape: Forecasting Periodic Time Series by Rank-1 Decomposition
A frozen average of the last two cycles matches or exceeds eight shape-learning alternatives on 97 GIFT-Eval configurations for periodic time series forecasting.