# SeqFusion: Sequential Fusion of Pre-Trained Models for Zero-Shot Time-Series Forecasting

arXiv: https://arxiv.org/abs/2503.02836 · HTML: https://mlsanity.com/paper/2503.02836/

## Key facts

- Cited by 3 papers in the map (data through 14 Oct 2026).
- Builds on 36 of its 53 references that are in the map.
- First posted on arXiv 4 Mar 2025.

## Builds on (most cited first, 30 of 36)

- [Attention Is All You Need](https://mlsanity.com/paper/1706.03762/) (2017)
- [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)
- [Autoformer: Decomposition Transformers with Auto-Correlation for Long-Term Series Forecasting](https://mlsanity.com/paper/2106.13008/) (2021)
- [Are Transformers Effective for Time Series Forecasting?](https://mlsanity.com/paper/2205.13504/) (2022)
- [FEDformer: Frequency Enhanced Decomposed Transformer for Long-term Series Forecasting](https://mlsanity.com/paper/2201.12740/) (2022)
- [iTransformer: Inverted Transformers Are Effective for Time Series Forecasting](https://mlsanity.com/paper/2310.06625/) (2023)
- [Modeling Long- and Short-Term Temporal Patterns with Deep Neural Networks](https://mlsanity.com/paper/1703.07015/) (2017)
- [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)
- [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)
- [Large Language Models Are Zero-Shot Time Series Forecasters](https://mlsanity.com/paper/2310.07820/) (2023)
- [MOMENT: A Family of Open Time-series Foundation Models](https://mlsanity.com/paper/2402.03885/) (2024)
- [TS2Vec: Towards Universal Representation of Time Series](https://mlsanity.com/paper/2106.10466/) (2021)
- [Financial Time Series Forecasting with Deep Learning : A Systematic Literature Review: 2005-2019](https://mlsanity.com/paper/1911.13288/) (2019)
- [Unsupervised Representation Learning for Time Series with Temporal Neighborhood Coding](https://mlsanity.com/paper/2106.00750/) (2021)
- [TimeGPT-1](https://mlsanity.com/paper/2310.03589/) (2023)
- [A Survey on Graph Neural Networks for Time Series: Forecasting, Classification, Imputation, and Anomaly Detection](https://mlsanity.com/paper/2307.03759/) (2023)
- [Tiny Time Mixers (TTMs): Fast Pre-trained Models for Enhanced Zero/Few-Shot Forecasting of Multivariate Time Series](https://mlsanity.com/paper/2401.03955/) (2024)
- [SimMTM: A Simple Pre-Training Framework for Masked Time-Series Modeling](https://mlsanity.com/paper/2302.00861/) (2023)
- [ForecastPFN: Synthetically-Trained Zero-Shot Forecasting](https://mlsanity.com/paper/2311.01933/) (2023)
- [The Capacity and Robustness Trade-off: Revisiting the Channel Independent Strategy for Multivariate Time Series Forecasting](https://mlsanity.com/paper/2304.05206/) (2023)
- [Online Deep Clustering for Unsupervised Representation Learning](https://mlsanity.com/paper/2006.10645/) (2020)
- [SOFTS: Efficient Multivariate Time Series Forecasting with Series-Core Fusion](https://mlsanity.com/paper/2404.14197/) (2024)
- [Meta-learning framework with applications to zero-shot time-series forecasting](https://mlsanity.com/paper/2002.02887/) (2020)
- [TimeNet: Pre-trained deep recurrent neural network for time series classification](https://mlsanity.com/paper/1706.08838/) (2017)
- [Model Spider: Learning to Rank Pre-Trained Models Efficiently](https://mlsanity.com/paper/2306.03900/) (2023)
- [Pay Attention to Evolution: Time Series Forecasting with Deep Graph-Evolution Learning](https://mlsanity.com/paper/2008.12833/) (2020)

## Built on by (most cited first, 3 of 3)

- [Representation Learning for Tabular Data: A Comprehensive Survey](https://mlsanity.com/paper/2504.16109/) (2025)
- [Post-Training in Time Series Foundation Models: A Unifying Framework](https://mlsanity.com/paper/2607.20002/) (2026)
- [Estimating Time Series Foundation Model Transferability via In-Context Learning](https://mlsanity.com/paper/2509.23695/) (2025)

## Abstract (arXiv)

Unlike traditional time-series forecasting methods that require extensive in-task data for training, zero-shot forecasting can directly predict future values given a target time series without additional training data. Current zero-shot approaches primarily rely on pre-trained generalized models, with their performance often depending on the variety and relevance of the pre-training data, which can raise privacy concerns. Instead of collecting diverse pre-training data, we introduce SeqFusion in this work, a novel framework that collects and fuses diverse pre-trained models (PTMs) sequentially for zero-shot forecasting. Based on the specific temporal characteristics of the target time series, SeqFusion selects the most suitable PTMs from a batch of pre-collected PTMs, performs sequential predictions, and fuses all the predictions while using minimal data to protect privacy. Each of these PTMs specializes in different temporal patterns and forecasting tasks, allowing SeqFusion to select by measuring distances in a shared representation space of the target time series with each PTM. Experiments demonstrate that SeqFusion achieves competitive accuracy in zero-shot forecasting compared to state-of-the-art methods.