# Generalizable autoregressive modeling of time series through functional narratives

arXiv: https://arxiv.org/abs/2410.08421 · HTML: https://mlsanity.com/paper/2410.08421/

## Key facts

- Cited by 1 papers in the map (data through 14 Oct 2026).
- Builds on 46 of its 63 references that are in the map.
- First posted on arXiv 10 Oct 2024.

## Builds on (most cited first, 30 of 46)

- [Attention Is All You Need](https://mlsanity.com/paper/1706.03762/) (2017)
- [Language Models are Few-Shot Learners](https://mlsanity.com/paper/2005.14165/) (2020)
- [Denoising Diffusion Probabilistic Models](https://mlsanity.com/paper/2006.11239/) (2020)
- [GPT-4 Technical Report](https://mlsanity.com/paper/2303.08774/) (2023)
- [Scaling Laws for Neural Language Models](https://mlsanity.com/paper/2001.08361/) (2020)
- [Neural Discrete Representation Learning](https://mlsanity.com/paper/1711.00937/) (2017)
- [RoFormer: Enhanced Transformer with Rotary Position Embedding](https://mlsanity.com/paper/2104.09864/) (2021)
- [Informer: Beyond Efficient Transformer for Long Sequence Time-Series Forecasting](https://mlsanity.com/paper/2012.07436/) (2020)
- [A Time Series is Worth 64 Words: Long-term Forecasting with Transformers](https://mlsanity.com/paper/2211.14730/) (2022)
- [Visual Prompt Tuning](https://mlsanity.com/paper/2203.12119/) (2022)
- [FEDformer: Frequency Enhanced Decomposed Transformer for Long-term Series Forecasting](https://mlsanity.com/paper/2201.12740/) (2022)
- [TimesNet: Temporal 2D-Variation Modeling for General Time Series Analysis](https://mlsanity.com/paper/2210.02186/) (2022)
- [Visual Autoregressive Modeling: Scalable Image Generation via Next-Scale Prediction](https://mlsanity.com/paper/2404.02905/) (2024)
- [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)
- [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)
- [One Fits All:Power General Time Series Analysis by Pretrained LM](https://mlsanity.com/paper/2302.11939/) (2023)
- [Unified Training of Universal Time Series Forecasting Transformers](https://mlsanity.com/paper/2402.02592/) (2024)
- [Neural Controlled Differential Equations for Irregular Time Series](https://mlsanity.com/paper/2005.08926/) (2020)
- [A Transformer-based Framework for Multivariate Time Series Representation Learning](https://mlsanity.com/paper/2010.02803/) (2020)
- [The UCR Time Series Archive](https://mlsanity.com/paper/1810.07758/) (2018)
- [Detecting Spacecraft Anomalies Using LSTMs and Nonparametric Dynamic Thresholding](https://mlsanity.com/paper/1802.04431/) (2018)
- [Are Transformers universal approximators of sequence-to-sequence functions?](https://mlsanity.com/paper/1912.10077/) (2019)
- [The UEA multivariate time series classification archive, 2018](https://mlsanity.com/paper/1811.00075/) (2018)
- [Cold Diffusion: Inverting Arbitrary Image Transforms Without Noise](https://mlsanity.com/paper/2208.09392/) (2022)
- [Self-Supervised Contrastive Pre-Training For Time Series via Time-Frequency Consistency](https://mlsanity.com/paper/2206.08496/) (2022)
- [Universal Approximation with Deep Narrow Networks](https://mlsanity.com/paper/1905.08539/) (2019)
- [TEMPO: Prompt-based Generative Pre-trained Transformer for Time Series Forecasting](https://mlsanity.com/paper/2310.04948/) (2023)
- [PromptCast: A New Prompt-based Learning Paradigm for Time Series Forecasting](https://mlsanity.com/paper/2210.08964/) (2022)

## Built on by (most cited first, 1 of 1)

- [Privacy-Aware Time Series Synthesis via Public Knowledge Distillation](https://mlsanity.com/paper/2511.00700/) (2025)

## Abstract (arXiv)

Time series data are inherently functions of time, yet current transformers often learn time series by modeling them as mere concatenations of time periods, overlooking their functional properties. In this work, we propose a novel objective for transformers that learn time series by re-interpreting them as temporal functions. We build an alternative sequence of time series by constructing degradation operators of different intensity in the functional space, creating augmented variants of the original sample that are abstracted or simplified to different degrees. Based on the new set of generated sequence, we train an autoregressive transformer that progressively recovers the original sample from the most simplified variant. Analogous to the next word prediction task in languages that learns narratives by connecting different words, our autoregressive transformer aims to learn the Narratives of Time Series (NoTS) by connecting different functions in time. Theoretically, we justify the construction of the alternative sequence through its advantages in approximating functions. When learning time series data with transformers, constructing sequences of temporal functions allows for a broader class of approximable functions (e.g., differentiation) compared to sequences of time periods, leading to a 26% performance improvement in synthetic feature regression experiments. Experimentally, we validate NoTS in 3 different tasks across 22 real-world datasets, where we show that NoTS significantly outperforms other pre-training methods by up to 6%. Additionally, combining NoTS on top of existing transformer architectures can consistently boost the performance. Our results demonstrate the potential of NoTS as a general-purpose dynamic learner, offering a viable alternative for developing foundation models for time series analysis.