Into the ORBIT for Time Series: Training Regimes for Foundation Models
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Abstract (arXiv)
Time series foundation models (TSFMs) have advanced primarily through architectural innovation, while training regimes for large-scale heterogeneous corpora remain under-explored. As a result, pre-training distributions are often poorly controlled with respect to domain imbalance, context requirements, prediction horizons, and missingness. We introduce ORBIT (Omni-Range Bootstrap Incremental Training), a training paradigm that makes this distribution explicit and controllable. ORBIT combines Bootstrap Multi-Level Sampling, which controls dataset exposure and samples records, target variables, context windows, and prediction horizons, with Omni-Range Incremental Training, which varies context lengths and prediction horizons throughout a single training stage. Under ORBIT, we train Falcon-2.0, a simple univariate encoder-only Transformer with missingness-aware triple-channel patch tokenization and parallel patch prediction. We further introduce Rank-Guided Cross-Depth Alignment, a training objective that uses late-layer representations as stop-gradient teachers for shallow layers without additional inference cost. Evaluations on GIFT-Eval and fev-bench demonstrate strong zero-shot forecasting performance across diverse domains and frequencies.
Key facts. Cited by 3 papers in the map (data through 7 Oct 2026). Builds on 51 of its 78 references that are in the map. First posted on arXiv 13 Aug 2026.
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51 of 78 references.
References · 51
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- 2020Informer: Beyond Efficient Transformer for Long Sequence Time-Series Forecastingcited by 2,141
- 2022A Time Series is Worth 64 Words: Long-term Forecasting with Transformerscited by 1,981
- 2019Megatron-LM: Training Multi-Billion Parameter Language Models Using Model Parallelismcited by 1,829
- 2020GLU Variants Improve Transformercited by 1,724
- 2021Autoformer: Decomposition Transformers with Auto-Correlation for Long-Term Series Forecastingcited by 1,654
- 2022FEDformer: Frequency Enhanced Decomposed Transformer for Long-term Series Forecastingcited by 1,200
- 2023iTransformer: Inverted Transformers Are Effective for Time Series Forecastingcited by 906
- 2017Modeling Long- and Short-Term Temporal Patterns with Deep Neural Networkscited by 869
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- 2024Chronos: Learning the Language of Time Seriescited by 712
- 2023A decoder-only foundation model for time-series forecastingcited by 650
38 more
- 2024Unified Training of Universal Time Series Forecasting Transformerscited by 588
- 2016Recurrent Neural Networks for Multivariate Time Series with Missing Valuescited by 548
- 2024MOMENT: A Family of Open Time-series Foundation Modelscited by 453
- 2024Time-MoE: Billion-Scale Time Series Foundation Models with Mixture of Expertscited by 280
- 2025Gated Attention for Large Language Models: Non-linearity, Sparsity, and Attention-Sink-Freecited by 266
- 2021Monash Time Series Forecasting Archivecited by 256
- 2022Self-Supervised Contrastive Pre-Training For Time Series via Time-Frequency Consistencycited by 246
- 2024Foundation Models for Time Series Analysis: A Tutorial and Surveycited by 234
- 2024Timer: Generative Pre-trained Transformers Are Large Time Series Modelscited by 198
- 2024GIFT-Eval: A Benchmark For General Time Series Forecasting Model Evaluationcited by 188
- 2025Sundial: A Family of Highly Capable Time Series Foundation Modelscited by 168
- 2025Chronos-2: From Univariate to Universal Forecastingcited by 158
- 2024Tiny Time Mixers (TTMs): Fast Pre-trained Models for Enhanced Zero/Few-Shot Forecasting of Multivariate Time Seriescited by 120
- 2023Exploring Progress in Multivariate Time Series Forecasting: Comprehensive Benchmarking and Heterogeneity Analysiscited by 113
- 2025TiRex: Zero-Shot Forecasting Across Long and Short Horizons with Enhanced In-Context Learningcited by 107
- 2024Timer-XL: Long-Context Transformers for Unified Time Series Forecastingcited by 83
- 2025TimeFilter: Patch-Specific Spatial-Temporal Graph Filtration for Time Series Forecastingcited by 60
- 2025Moirai 2.0: When Less Is More for Time Series Forecastingcited by 59
- 2025This Time is Different: An Observability Perspective on Time Series Foundation Modelscited by 57
- 2025fev-bench: A Realistic Benchmark for Time Series Forecastingcited by 52
- 2025No Other Representation Component Is Needed: Diffusion Transformers Can Provide Representation Guidance by Themselvescited by 50
- 2025From Tables to Time: Extending TabPFN-v2 to Time Series Forecastingcited by 49
- 2024Adaptive Multi-Scale Decomposition Framework for Time Series Forecastingcited by 34
- 2020A machine learning approach for forecasting hierarchical time seriescited by 28
- 2023Toward a Foundation Model for Time Series Datacited by 28
- 2026Timer-S1: A Billion-Scale Time Series Foundation Model with Serial Scalingcited by 24
- 2022SDWPF: A Dataset for Spatial Dynamic Wind Power Forecasting Challenge at KDD Cup 2022cited by 21
- 2026Toto 2.0: Time Series Forecasting Enters the Scaling Eracited by 21
- 2025Foundation Models for Time Series: A Surveycited by 19
- 2025Bridging Past and Future: Distribution-Aware Alignment for Time Series Forecastingcited by 19
- 2023AutoMixer for Improved Multivariate Time-Series Forecasting on Business and IT Observability Datacited by 17
- 2026TiRex-2: Generalizing TiRex to Multivariate Data and Streamingcited by 10
- 2026QuitoBench: A High-Quality Open Time Series Forecasting Benchmarkcited by 9
- 2025Understanding Transformers for Time Series: Rank Structure, Flow-of-ranks, and Compressibilitycited by 8
- 2026Falcon-X: A Time Series Foundation Model for Heterogeneous Multivariate Modelingcited by 7
- 2024Time is Not Enough: Time-Frequency based Explanation for Time-Series Black-Box Modelscited by 6
- 2022HERMES: Hybrid Error-corrector Model with inclusion of External Signals for nonstationary fashion time seriescited by 5
- 2025GTM: A General Time-series Model for Enhanced Representation Learning of Time-Series Datacited by 4
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