# Towards Long-Context Time Series Foundation Models

arXiv: https://arxiv.org/abs/2409.13530 · HTML: https://mlsanity.com/paper/2409.13530/

## Key facts

- Cited by 5 papers in the map (data through 14 Oct 2026).
- Builds on 17 of its 22 references that are in the map.
- First posted on arXiv 20 Sep 2024.

## Builds on (most cited first, 17 of 17)

- [BERT: Pre-training of Deep Bidirectional Transformers for Language Understanding](https://mlsanity.com/paper/1810.04805/) (2018)
- [Language Models are Few-Shot Learners](https://mlsanity.com/paper/2005.14165/) (2020)
- [Exploring the Limits of Transfer Learning with a Unified Text-to-Text Transformer](https://mlsanity.com/paper/1910.10683/) (2019)
- [RoBERTa: A Robustly Optimized BERT Pretraining Approach](https://mlsanity.com/paper/1907.11692/) (2019)
- [A Time Series is Worth 64 Words: Long-term Forecasting with Transformers](https://mlsanity.com/paper/2211.14730/) (2022)
- [Transformers are RNNs: Fast Autoregressive Transformers with Linear Attention](https://mlsanity.com/paper/2006.16236/) (2020)
- [iTransformer: Inverted Transformers Are Effective for Time Series Forecasting](https://mlsanity.com/paper/2310.06625/) (2023)
- [Chronos: Learning the Language of Time Series](https://mlsanity.com/paper/2403.07815/) (2024)
- [N-BEATS: Neural basis expansion analysis for interpretable time series forecasting](https://mlsanity.com/paper/1905.10437/) (2019)
- [Time-LLM: Time Series Forecasting by Reprogramming Large Language Models](https://mlsanity.com/paper/2310.01728/) (2023)
- [A decoder-only foundation model for time-series forecasting](https://mlsanity.com/paper/2310.10688/) (2023)
- [Unified Training of Universal Time Series Forecasting Transformers](https://mlsanity.com/paper/2402.02592/) (2024)
- [MOMENT: A Family of Open Time-series Foundation Models](https://mlsanity.com/paper/2402.03885/) (2024)
- [Timer: Generative Pre-trained Transformers Are Large Time Series Models](https://mlsanity.com/paper/2402.02368/) (2024)
- [Leave No Context Behind: Efficient Infinite Context Transformers with Infini-attention](https://mlsanity.com/paper/2404.07143/) (2024)
- [Lag-Llama: Towards Foundation Models for Probabilistic Time Series Forecasting](https://mlsanity.com/paper/2310.08278/) (2023)
- [Scale Efficiently: Insights from Pre-training and Fine-tuning Transformers](https://mlsanity.com/paper/2109.10686/) (2021)

## Built on by (most cited first, 5 of 5)

- [Chronos-2: From Univariate to Universal Forecasting](https://mlsanity.com/paper/2510.15821/) (2025)
- [Empowering Time Series Analysis with Synthetic Data: A Survey and Outlook in the Era of Foundation Models](https://mlsanity.com/paper/2503.11411/) (2025)
- [TimeSeriesExamAgent: Creating Time Series Reasoning Benchmarks at Scale](https://mlsanity.com/paper/2604.10291/) (2026)
- [Investigating Compositional Reasoning in Time Series Foundation Models](https://mlsanity.com/paper/2502.06037/) (2025)
- [MICA: Multivariate Infini Compressive Attention for Time Series Forecasting](https://mlsanity.com/paper/2604.06473/) (2026)

## Abstract (arXiv)

Time series foundation models have shown impressive performance on a variety of tasks, across a wide range of domains, even in zero-shot settings. However, most of these models are designed to handle short univariate time series as an input. This limits their practical use, especially in domains such as healthcare with copious amounts of long and multivariate data with strong temporal and intra-variate dependencies. Our study bridges this gap by cataloging and systematically comparing various context expansion techniques from both language and time series domains, and introducing a novel compressive memory mechanism to allow encoder-only TSFMs to effectively model intra-variate dependencies. We demonstrate the benefits of our approach by imbuing MOMENT, a recent family of multi-task time series foundation models, with the multivariate context.