TempoPFN: Synthetic Pre-training of Linear RNNs for Zero-shot Time Series Forecasting
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Abstract (arXiv)
Foundation models for zero-shot time series forecasting face challenges in efficient long-horizon prediction and reproducibility, with existing synthetic-only approaches underperforming on challenging benchmarks. This paper presents TempoPFN, a univariate time series foundation model based on linear Recurrent Neural Networks (RNNs) pre-trained exclusively on synthetic data. The model uses a GatedDeltaProduct architecture with state-weaving for fully parallelizable training across sequence lengths, eliminating the need for windowing or summarization techniques while maintaining robust temporal state-tracking. Our comprehensive synthetic data pipeline unifies diverse generators, including stochastic differential equations, Gaussian processes, and audio synthesis, with novel augmentations. In zero-shot evaluations on the Gift-Eval, fev-bench and Chronos-ZS benchmarks, TempoPFN achieves top-tier competitive performance, outperforming all existing synthetic-only approaches and surpassing the majority of models trained on real-world data, while being more efficient than existing baselines by leveraging fully parallelizable training and inference. We open-source our complete data generation pipeline and training code, providing a reproducible foundation for future research.
Key facts. Cited by 16 papers in the map (data through 7 Oct 2026). Builds on 39 of its 52 references that are in the map. First posted on arXiv 29 Oct 2025.
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39 of 52 references.
References · 39
- 2017Attention Is All You Needcited by 59,932
- 2023LLaMA: Open and Efficient Foundation Language Modelscited by 13,958
- 2016SGDR: Stochastic Gradient Descent with Warm Restartscited by 4,993
- 2023Mamba: Linear-Time Sequence Modeling with Selective State Spacescited by 4,616
- 2016Gaussian Error Linear Units (GELUs)cited by 3,431
- 2018UMAP: Uniform Manifold Approximation and Projection for Dimension Reductioncited by 2,841
- 2022Are Transformers Effective for Time Series Forecasting?cited by 1,400
- 2024Transformers are SSMs: Generalized Models and Efficient Algorithms Through Structured State Space Dualitycited by 1,283
- 2023RWKV: Reinventing RNNs for the Transformer Eracited by 814
- 2024Chronos: Learning the Language of Time Seriescited by 712
- 2023A decoder-only foundation model for time-series forecastingcited by 650
- 2022TabPFN: A Transformer That Solves Small Tabular Classification Problems in a Secondcited by 643
27 more
- 2024Unified Training of Universal Time Series Forecasting Transformerscited by 588
- 2023Gated Linear Attention Transformers with Hardware-Efficient Trainingcited by 490
- 2021Linear Transformers Are Secretly Fast Weight Programmerscited by 471
- 2024Parallelizing Linear Transformers with the Delta Rule over Sequence Lengthcited by 373
- 2021Transformers Can Do Bayesian Inferencecited by 338
- 2019ROCKET: Exceptionally fast and accurate time series classification using random convolutional kernelscited by 336
- 2024Learning to (Learn at Test Time): RNNs with Expressive Hidden Statescited by 329
- 2024xLSTM: Extended Long Short-Term Memorycited by 320
- 2024Titans: Learning to Memorize at Test Timecited by 303
- 2021Monash Time Series Forecasting Archivecited by 256
- 2024GIFT-Eval: A Benchmark For General Time Series Forecasting Model Evaluationcited by 188
- 2025RWKV-7 "Goose" with Expressive Dynamic State Evolutioncited by 134
- 2017Parallelizing Linear Recurrent Neural Nets Over Sequence Lengthcited by 126
- 2025TiRex: Zero-Shot Forecasting Across Long and Short Horizons with Enhanced In-Context Learningcited by 107
- 2023ForecastPFN: Synthetically-Trained Zero-Shot Forecastingcited by 102
- 2024Unlocking State-Tracking in Linear RNNs Through Negative Eigenvaluescited by 97
- 2024Moirai-MoE: Empowering Time Series Foundation Models with Sparse Mixture of Expertscited by 88
- 2025fev-bench: A Realistic Benchmark for Time Series Forecastingcited by 52
- 2024Hydra: Bidirectional State Space Models Through Generalized Matrix Mixerscited by 43
- 2024Towards Scalable and Stable Parallelization of Nonlinear RNNscited by 38
- 2025TimePFN: Effective Multivariate Time Series Forecasting with Synthetic Datacited by 27
- 2024B'MOJO: Hybrid State Space Realizations of Foundation Models with Eidetic and Fading Memorycited by 26
- 2023Practical Computational Power of Linear Transformers and Their Recurrent and Self-Referential Extensionscited by 20
- 2024Mamba4Cast: Efficient Zero-Shot Time Series Forecasting with State Space Modelscited by 17
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- 2024Beyond Data Scarcity: A Frequency-Driven Framework for Zero-Shot Forecastingcited by 4
- 2025Linear Attention for Efficient Bidirectional Sequence Modelingcited by 4
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Citing papers per year: 2026: 16.
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- 2026Toto 2.0: Time Series Forecasting Enters the Scaling Eracited by 21
- 2026Reverso: Efficient Time Series Foundation Models for Zero-shot Forecastingcited by 11
- 2026TiRex-2: Generalizing TiRex to Multivariate Data and Streamingcited by 10
- 2026Interventional Time Series Priors for Causal Foundation Modelscited by 6
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- 2026Post-Training in Time Series Foundation Models: A Unifying Frameworkcited by 3
- 2026EXAONE Finance 1.0: An Attention-free Time Series Foundation Model for Financial Time Seriescited by 2
- 2026FinVerse: Financial Time-Series Benchmarkcited by 1
- 2026TinyCast: Probabilistic Zero-Shot Forecasting with Computed Periodicitycited by 1
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- 2026Zero-shot Multivariate Time Series Forecasting Using Tabular Prior Fitted Networkscited by 0
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- 2026TiRex-2: Generalizing TiRex to Multivariate Data and Streaming1 Jul 2026
- 2026Mix, Don't Pick: Why Synthetic Corpus Composition Matters for Time Series Foundation Model Pretraining6 Jun 2026
- 2026Feature to Dynamics: Feature-space to Autoregression strategy for Zero-shot Time Series Forecasting31 May 2026
- 2026Toto 2.0: Time Series Forecasting Enters the Scaling Era19 May 2026
- 2026Zero-shot Multivariate Time Series Forecasting Using Tabular Prior Fitted Networks9 Apr 2026
- 2026JointFM-0.1: A Foundation Model for Multi-Target Joint Distributional Prediction14 Mar 2026
4 more
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- 2026Reverso: Efficient Time Series Foundation Models for Zero-shot Forecasting19 Feb 2026
- 2026EIDOS: Latent-Space Predictive Learning for Time Series Foundation Models15 Feb 2026
- 2026OATS: Online Data Augmentation for Time Series Foundation Models26 Jan 2026
- 2026Toto 2.0: Time Series Forecasting Enters the Scaling Eracited by 21
- 2026Reverso: Efficient Time Series Foundation Models for Zero-shot Forecastingcited by 11
- 2026TiRex-2: Generalizing TiRex to Multivariate Data and Streamingcited by 10
- 2026Interventional Time Series Priors for Causal Foundation Modelscited by 6
- 2026OATS: Online Data Augmentation for Time Series Foundation Modelscited by 3
- 2026Post-Training in Time Series Foundation Models: A Unifying Frameworkcited by 3
- 2026EXAONE Finance 1.0: An Attention-free Time Series Foundation Model for Financial Time Seriescited by 2
- 2026FinVerse: Financial Time-Series Benchmarkcited by 1
- 2026TinyCast: Probabilistic Zero-Shot Forecasting with Computed Periodicitycited by 1
- 2026EIDOS: Latent-Space Predictive Learning for Time Series Foundation Modelscited by 0
- 2026JointFM-0.1: A Foundation Model for Multi-Target Joint Distributional Predictioncited by 0
- 2026Zero-shot Multivariate Time Series Forecasting Using Tabular Prior Fitted Networkscited by 0
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- 2026EXAONE Demand 1.0: A Time Series Foundation Model for Demand Forecasting25 Sep 2026
- 2026TinyCast: Probabilistic Zero-Shot Forecasting with Computed Periodicity16 Aug 2026
- 2026EXAONE Finance 1.0: An Attention-free Time Series Foundation Model for Financial Time Series4 Aug 2026
- 2026FinVerse: Financial Time-Series Benchmark4 Aug 2026
- 2026Post-Training in Time Series Foundation Models: A Unifying Framework22 Jul 2026
- 2026TiRex-2: Generalizing TiRex to Multivariate Data and Streaming1 Jul 2026
- 2026Feature to Dynamics: Feature-space to Autoregression strategy for Zero-shot Time Series Forecasting31 May 2026
- 2026Toto 2.0: Time Series Forecasting Enters the Scaling Era19 May 2026
- 2026Zero-shot Multivariate Time Series Forecasting Using Tabular Prior Fitted Networks9 Apr 2026
- 2026JointFM-0.1: A Foundation Model for Multi-Target Joint Distributional Prediction14 Mar 2026
- 2026Interventional Time Series Priors for Causal Foundation Models11 Mar 2026
- 2026Reverso: Efficient Time Series Foundation Models for Zero-shot Forecasting19 Feb 2026
12 newest of 14 All 14 (JSON)