mlsanityData to 7 Oct 2026

Only the Curve Shape Matters: Training Foundation Models for Zero-Shot Multivariate Time Series Forecasting through Next Curve Shape Prediction

arXiv 2402.07570 ↗First posted 12 Feb 2024cs.LG cs.AIcited by 11

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Abstract (arXiv)

We present General Time Transformer (GTT), an encoder-only style foundation model for zero-shot multivariate time series forecasting. GTT is pretrained on a large dataset of 200M high-quality time series samples spanning diverse domains. In our proposed framework, the task of multivariate time series forecasting is formulated as a channel-wise next curve shape prediction problem, where each time series sample is represented as a sequence of non-overlapping curve shapes with a unified numerical magnitude. GTT is trained to predict the next curve shape based on a window of past curve shapes in a channel-wise manner. Experimental results demonstrate that GTT exhibits superior zero-shot multivariate forecasting capabilities on unseen time series datasets, even surpassing state-of-the-art supervised baselines. Additionally, we investigate the impact of varying GTT model parameters and training dataset scales, observing that the scaling law also holds in the context of zero-shot multivariate time series forecasting.

Key facts. Cited by 11 papers in the map (data through 7 Oct 2026). Builds on 23 of its 38 references that are in the map. First posted on arXiv 12 Feb 2024.

Builds on

23 of 38 references.

References · 23

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11 more
  1. 2023Time-LLM: Time Series Forecasting by Reprogramming Large Language Modelscited by 680
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  4. 2019Enhancing the Locality and Breaking the Memory Bottleneck of Transformer on Time Series Forecastingcited by 606
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Cited by year (2026 to 7 Oct)

Citing papers per year: 2024: 3; 2025: 3; 2026: 5.

11 papers.