FlowState: Sampling-Rate-Equivariant Time-Series Forecasting
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Abstract (arXiv)
Existing time series foundation models (TSFMs), often based on transformer variants, lack adaptability to different sampling rates, struggle with generalization across varying context and target lengths, and are computationally inefficient. We introduce FlowState, a novel TSFM architecture that achieves sampling-rate-equivariant forecasting through a unified design that pairs a state space model (SSM) encoder with a functional basis decoder (FBD). This design enables continuous-time modeling and dynamic time-scale adjustment, allowing FlowState to inherently generalize across all possible temporal resolutions, and dynamically adjust the forecasting horizons without retraining. We further propose an efficient pretraining strategy that improves robustness and accelerates training. Despite being one of the smallest TSFMs, FlowState achieves state-of-the-art results on the widely used GIFT-Eval benchmark, while demonstrating superior adaptability to unseen sampling rates. Our detailed analyses confirm the effectiveness of its components, and we demonstrate its unique ability to adapt to varying input sampling rates.
Key facts. Cited by 8 papers in the map (data through 14 Oct 2026). Builds on 25 of its 33 references that are in the map. First posted on arXiv 7 Aug 2025.
Builds on
25 of 33 references.
References · 25
- 2023Mamba: Linear-Time Sequence Modeling with Selective State Spacescited by 4,718
- 2021Efficiently Modeling Long Sequences with Structured State Spacescited by 2,465
- 2022A Time Series is Worth 64 Words: Long-term Forecasting with Transformerscited by 2,039
- 2024Transformers are SSMs: Generalized Models and Efficient Algorithms Through Structured State Space Dualitycited by 1,336
- 2023iTransformer: Inverted Transformers Are Effective for Time Series Forecastingcited by 931
- 2022Simplified State Space Layers for Sequence Modelingcited by 788
- 2024Chronos: Learning the Language of Time Seriescited by 759
- 2023A decoder-only foundation model for time-series forecastingcited by 692
- 2024Unified Training of Universal Time Series Forecasting Transformerscited by 614
- 2021Combining Recurrent, Convolutional, and Continuous-time Models with Linear State-Space Layerscited by 608
- 2020HiPPO: Recurrent Memory with Optimal Polynomial Projectionscited by 605
- 2016Recurrent Neural Networks for Multivariate Time Series with Missing Valuescited by 554
13 more
- 2022On the Parameterization and Initialization of Diagonal State Space Modelscited by 424
- 2024xLSTM: Extended Long Short-Term Memorycited by 327
- 2023TSMixer: An All-MLP Architecture for Time Series Forecastingcited by 240
- 2024Foundation Models for Time Series Analysis: A Tutorial and Surveycited by 239
- 2025Sundial: A Family of Highly Capable Time Series Foundation Modelscited by 180
- 2024Tiny Time Mixers (TTMs): Fast Pre-trained Models for Enhanced Zero/Few-Shot Forecasting of Multivariate Time Seriescited by 127
- 2022How to Train Your HiPPO: State Space Models with Generalized Orthogonal Basis Projectionscited by 122
- 2025TiRex: Zero-Shot Forecasting Across Long and Short Horizons with Enhanced In-Context Learningcited by 120
- 2024Is Mamba Effective for Time Series Forecasting?cited by 114
- 2024Vision Mamba: A Comprehensive Survey and Taxonomycited by 54
- 2024Toto: Time Series Optimized Transformer for Observabilitycited by 48
- 2025LightGTS: A Lightweight General Time Series Forecasting Modelcited by 29
- 2024Mamba in Vision: A Comprehensive Survey of Techniques and Applicationscited by 18
Built on by
Citing papers per year: 2026: 8.
8 papers.
- 2026EXAONE Finance 1.0: An Attention-free Time Series Foundation Model for Financial Time Seriescited by 3
- 2026Forecast Collapse in Time-Series Foundation Modelscited by 1
- 2026TinyCast: Probabilistic Zero-Shot Forecasting with Computed Periodicitycited by 1
- 2026EXAONE Demand 1.0: A Time Series Foundation Model for Demand Forecastingcited by 0
- 2026Fracast-0: Fractal Weight Sharing for a Time Series Foundation Model with Only 85K Parameterscited by 0
- 2026Self-Evolving Time-Series Forecasting Agents with Episodic Memory and Online Policy Learningcited by 0
- 2026OpenTSLM TeeMoE: A Unified Time-Series Language Model for Forecasting, Contextual Prediction, and Reasoningcited by 0
- 2026A Unified Scaling Law for Time Series Foundation Modelscited by 0
- 2026A Unified Scaling Law for Time Series Foundation Models4 Oct 2026
- 2026OpenTSLM TeeMoE: A Unified Time-Series Language Model for Forecasting, Contextual Prediction, and Reasoning30 Sep 2026
- 2026Self-Evolving Time-Series Forecasting Agents with Episodic Memory and Online Policy Learning26 Sep 2026
- 2026Fracast-0: Fractal Weight Sharing for a Time Series Foundation Model with Only 85K Parameters26 Sep 2026
- 2026EXAONE Demand 1.0: A Time Series Foundation Model for Demand Forecasting25 Sep 2026
- 2026TinyCast: Probabilistic Zero-Shot Forecasting with Computed Periodicity16 Aug 2026
- 2026Forecast Collapse in Time-Series Foundation Models14 Aug 2026
- 2026EXAONE Finance 1.0: An Attention-free Time Series Foundation Model for Financial Time Series4 Aug 2026
Similar, not cited
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- 2025Probabilistic Forecasting via Autoregressive Flow Matching
- 2024FlowTS: Time Series Generation via Rectified Flow
- 2026A Decomposition-based State Space Model for Multivariate Time-Series Forecasting
- 2026Unconditional flow-based time series generation with equivariance-regularised latent spaces
- 2026Factorize to Generalize: Retrieval-Guided Invariant-Dynamic Decomposition for Time Series Forecasting
- 2026GRAM: Correcting Frozen Time-Series Foundation Models via Graph-Retrieved Amplitude Memory
- 2025Operator Flow Matching for Timeseries Forecasting
- 2026LLM Pretraining Shapes a Generalizable Manifold: Insights into Cross-Modal Transfer to Time Series