Fracast-0: Fractal Weight Sharing for a Time Series Foundation Model with Only 85K Parameters
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Abstract (arXiv)
Time series foundation models must preserve multi-domain breadth, probabilistic output, and multiple temporal scales, but parameter count grows when each scale receives a separate representation. We introduce Fracast-0, a probabilistic forecasting foundation model that exploits temporal self-similarity to reuse one operator across scales. A parameter-free detector extracts significant seasonal structure. The encoder applies a shared local block along a geometric dilation ladder with scale conditioning, while the decoder combines context-gathered states with an explicit seasonal future state and reuses a second block along another ladder before emitting nine quantiles. Pretraining across six corpora preserves multi-domain breadth within 85,001 parameters. On 97 GIFT-Eval configurations without per-dataset fine-tuning, Fracast-0 is the smallest of 28 evaluated checkpoints and remains non-dominated in the aggregate parameter-accuracy plane with MASE 0.808 and WQL 0.564. It uses 42.0% fewer parameters than TinyCast, whose MASE and WQL are 4.2% and 3.3% lower. These results support cross-scale weight reuse as a practical route to further time series foundation model compression.
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References · 21
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9 more
- 2024GIFT-Eval: A Benchmark For General Time Series Forecasting Model Evaluationcited by 212
- 2024Timer: Generative Pre-trained Transformers Are Large Time Series Modelscited by 208
- 2024Tiny Time Mixers (TTMs): Fast Pre-trained Models for Enhanced Zero/Few-Shot Forecasting of Multivariate Time Seriescited by 127
- 2022Scaleformer: Iterative Multi-scale Refining Transformers for Time Series Forecastingcited by 54
- 2025Output Scaling: YingLong-Delayed Chain of Thought in a Large Pretrained Time Series Forecasting Modelcited by 24
- 2026Reverso: Efficient Time Series Foundation Models for Zero-shot Forecastingcited by 13
- 2025FlowState: Sampling-Rate-Equivariant Time-Series Forecastingcited by 8
- 2026Into the ORBIT for Time Series: Training Regimes for Foundation Modelscited by 3
- 2026TinyCast: Probabilistic Zero-Shot Forecasting with Computed Periodicitycited by 1
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