There is No "apple" in Timeseries: Rethinking TSFM through the Lens of Invariance
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Abstract (arXiv)
Timeseries foundation models (TSFMs) have multiplied, yet lightweight supervised baselines and even classical models often match them. We argue this gap stems from the naive importation of NLP or CV pipelines. In language and vision, large web-scale corpora densely capture human concepts i.e. there are countless images and text of apples. In contrast, timeseries data is built to complement the image and text modalities. There are no timeseries dataset that contains the concept apple. As a result, the scrape-everything-online paradigm fails for TS. We posit that progress demands a shift from opportunistic aggregation to principled design: constructing datasets that systematically span the space of invariance that preserve temporal semantics. To this end, we suggest that the ontology of timeseries invariances should be built based on first principles. Only by ensuring representational completeness through invariance coverage can TSFMs achieve the aligned structure necessary for generalisation, reasoning, and truly emergent behaviour.
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References · 12
- 2020Informer: Beyond Efficient Transformer for Long Sequence Time-Series Forecastingcited by 2,157
- 2021Geometric Deep Learning: Grids, Groups, Graphs, Geodesics, and Gaugescited by 1,147
- 2024Chronos: Learning the Language of Time Seriescited by 737
- 2023A decoder-only foundation model for time-series forecastingcited by 674
- 2024Unified Training of Universal Time Series Forecasting Transformerscited by 602
- 2024MOMENT: A Family of Open Time-series Foundation Modelscited by 468
- 2021Monash Time Series Forecasting Archivecited by 261
- 2024Timer: Generative Pre-trained Transformers Are Large Time Series Modelscited by 205
- 2025This Time is Different: An Observability Perspective on Time Series Foundation Modelscited by 64
- 2024Enhancing Foundation Models for Time Series Forecasting via Wavelet-based Tokenizationcited by 26
- 2024Specialized Foundation Models Struggle to Beat Supervised Baselinescited by 24
- 2025TimeHF: Billion-Scale Time Series Models Guided by Human Feedbackcited by 10
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