# Tiny-TSM: Efficiently Training a Lightweight SOTA Time Series Foundation Model

arXiv: https://arxiv.org/abs/2511.19272 · HTML: https://mlsanity.com/paper/2511.19272/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Builds on 17 of its 25 references that are in the map.
- First posted on arXiv 24 Nov 2025.

## Builds on (most cited first, 17 of 17)

- [Learning Transferable Visual Models From Natural Language Supervision](https://mlsanity.com/paper/2103.00020/) (2021)
- [Language Models are Few-Shot Learners](https://mlsanity.com/paper/2005.14165/) (2020)
- [Masked Autoencoders Are Scalable Vision Learners](https://mlsanity.com/paper/2111.06377/) (2021)
- [A Time Series is Worth 64 Words: Long-term Forecasting with Transformers](https://mlsanity.com/paper/2211.14730/) (2022)
- [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)
- [TabPFN: A Transformer That Solves Small Tabular Classification Problems in a Second](https://mlsanity.com/paper/2207.01848/) (2022)
- [Unified Training of Universal Time Series Forecasting Transformers](https://mlsanity.com/paper/2402.02592/) (2024)
- [Recurrent Neural Networks for Multivariate Time Series with Missing Values](https://mlsanity.com/paper/1606.01865/) (2016)
- [GIFT-Eval: A Benchmark For General Time Series Forecasting Model Evaluation](https://mlsanity.com/paper/2410.10393/) (2024)
- [TiRex: Zero-Shot Forecasting Across Long and Short Horizons with Enhanced In-Context Learning](https://mlsanity.com/paper/2505.23719/) (2025)
- [From Tables to Time: Extending TabPFN-v2 to Time Series Forecasting](https://mlsanity.com/paper/2501.02945/) (2025)
- [Deep Anomaly Detection for Time-series Data in Industrial IoT: A Communication-Efficient On-device Federated Learning Approach](https://mlsanity.com/paper/2007.09712/) (2020)
- [Toto: Time Series Optimized Transformer for Observability](https://mlsanity.com/paper/2407.07874/) (2024)
- [Deep Learning for Time Series Forecasting: The Electric Load Case](https://mlsanity.com/paper/1907.09207/) (2019)
- [Benchmarking Pre-Trained Time Series Models for Electricity Price Forecasting](https://mlsanity.com/paper/2506.08113/) (2025)
- [Traffic Flow Combination Forecasting Method Based on Improved LSTM and ARIMA](https://mlsanity.com/paper/1906.10407/) (2019)

## Abstract (arXiv)

We present Tiny-TSM, a time series foundation model characterized by small scale, economical training, and state-of-the-art performance. It comprises 23M total parameters, trained on a single A100 GPU in less than a week using a new synthetic data generation and data augmentation pipeline (SynthTS). Without any neural architecture search, hyperparameter tuning, or scaling up model size, Tiny-TSM achieves state-of-the-art performance on a wide range of time series benchmark datasets, often outperforming much larger models and even matching the performance of much larger, industrial-scale, likely highly tuned foundation models. Specifically, Tiny-TSM outperforms all other time series foundation models we evaluated on medium- and long-term forecasting tasks under MSE loss, while short-term accuracy is still competitive with state-of-the-art models. We also introduce a causal input normalization scheme that enables time series models to be trained with dense next-token prediction loss, significantly accelerating convergence speed and reducing training time. All experiments were conducted on a single A100 GPU, illustrating the practicality of the proposed approach in a resource-constrained setting.