Taihua Chen | Searcharxiv

arXiv2026

Scale-Aware Pretraining of Time Series Foundation Models via Multi-Patch Token Alignment and Hybrid Masking

Pretraining time series foundation models across heterogeneous datasets necessitates effective handling of varying sampling frequencies. Current methods either employ dataset-specific patch sizes and separate FFNs, leading to fragmented representations, or enforce a fixed patch size that neglects inherent temporal variations. To address this, we propose SATS, featuring a scale-aware token alignment mechanism that treats patch size as an explicit notion of scale. By incorporating a contrastive-inspired alignment regularizer, SATS aligns representation spaces across scales while preserving distinct modeling capacities. Furthermore, a hybrid masking strategy combining random and contiguous masking is introduced to capture multi-scale temporal structures. Experimental results on LSTF benchmarks demonstrate that SATS achieves a 9.2% improvement in MSE and an 8.3% gain in GIFT-Eval MASE compared to competitive baselines. Notably, SATS consistently delivers SOTA performance while achieving a 65.6% increase in model efficiency over advanced baselines, highlighting its effectiveness and scalability in time series pretraining.

cs.LG↗

arXiv2025

ReCast: Reliability-aware Codebook Assisted Lightweight Time Series Forecasting

Time series forecasting is crucial for applications in various domains. Conventional methods often rely on global decomposition into trend, seasonal, and residual components, which become ineffective for real-world series dominated by local, complex, and highly dynamic patterns. Moreover, the high model complexity of such approaches limits their applicability in real-time or resource-constrained environments. In this work, we propose a novel \textbf{RE}liability-aware \textbf{C}odebook-\textbf{AS}sisted \textbf{T}ime series forecasting framework (\textbf{ReCast}) that enables lightweight and robust prediction by exploiting recurring local shapes. ReCast encodes local patterns into discrete embeddings through patch-wise quantization using a learnable codebook, thereby compactly capturing stable regular structures. To compensate for residual variations not preserved by quantization, ReCast employs a dual-path architecture comprising a quantization path for efficient modeling of regular structures and a residual path for reconstructing irregular fluctuations. A central contribution of ReCast is a reliability-aware codebook update strategy, which incrementally refines the codebook via weighted corrections. These correction weights are derived by fusing multiple reliability factors from complementary perspectives by a distributionally robust optimization (DRO) scheme, ensuring adaptability to non-stationarity and robustness to distribution shifts. Extensive experiments demonstrate that ReCast outperforms state-of-the-art (SOTA) models in accuracy, efficiency, and adaptability to distribution shifts.

cs.LG↗