Tiny Time Mixers (TTMs): Fast Pre-trained Models for Enhanced Zero/Few-Shot Forecasting of Multivariate Time Series
Vijay Ekambaram, Arindam Jati, Pankaj Dayama, Sumanta Mukherjee, Nam Nguyen, Wesley M. Gifford, Chandra Reddy, Jayant Kalagnanam
摘要
Large pre-trained models excel in zero/few-shot learning for language and vision tasks but face challenges in multivariate time series (TS) forecasting due to diverse data characteristics. Consequently, recent research efforts have focused on developing pre-trained TS forecasting models. These models, whether built from scratch or adapted from large language models (LLMs), excel in zero/few-shot forecasting tasks. However, they are limited by slow performance, high computational demands, and neglect of cross-channel and exogenous correlations. To address this, we introduce Tiny Time Mixers (TTM), a compact model (starting from 1M parameters) with effective transfer learning capabilities, trained exclusively on public TS datasets. TTM, based on the light-weight TSMixer architecture, incorporates innovations like adaptive patching, diverse resolution sampling, and resolution prefix tuning to handle pre-training on varied dataset resolutions with minimal model capacity. Additionally, it employs multi-level modeling to capture channel correlations and infuse exogenous signals during fine-tuning. TTM outperforms existing popular benchmarks in zero/few-shot forecasting by (4-40%), while reducing computational requirements significantly. Moreover, TTMs are lightweight and can be executed even on CPU-only machines, enhancing usability and fostering wider adoption in resource-constrained environments. The model weights for reproducibility and research use are available at https://huggingface.co/ibm/ttm-research-r2/, while enterprise-use weights under the Apache license can be accessed as follows: the initial TTM-Q variant at https://huggingface.co/ibm-granite/granite-timeseries-ttm-r1, and the latest variants (TTM-B, TTM-E, TTM-A) weights are available at https://huggingface.co/ibm-granite/granite-timeseries-ttm-r2.
问问这篇 Paper
智能体会读完全文。
Lune 把这篇 Paper 索引到了每一个公式,引用它的顶会 Paper 也一样。你提问,回答直接引用原文。
引用它的顶会 Paper39
- MOMENT: A Family of Open Time-series Foundation ModelsMononito Goswami, Konrad Szafer, Arjun Choudhry, Yifu Cai 等ICML 2024 · 被引用 442 次
- TiRex: Zero-Shot Forecasting Across Long and Short Horizons with Enhanced In-Context LearningAndreas Auer, Patrick Podest, Daniel Klotz, Sebastian Böck 等NeurIPS 2025 · 被引用 126 次
- DBLoss: Decomposition-based Loss Function for Time Series ForecastingXiangfei Qiu, Xingjian Wu, Hanyin Cheng, Xvyuan Liu 等NeurIPS 2025 · 被引用 61 次
- TAB: Unified Benchmarking of Time Series Anomaly Detection MethodsXiangfei Qiu, Zhe Li, Wanghui Qiu, Shiyan Hu 等VLDB 2025 · 被引用 57 次
- TS-RAG: Retrieval-Augmented Generation based Time Series Foundation Models are Stronger Zero-Shot ForecasterKanghui Ning, Zijie Pan, Yu Liu, Yushan Jiang 等NeurIPS 2025 · 被引用 53 次
它引用的顶会 Paper25
- Swin Transformer: Hierarchical Vision Transformer using Shifted WindowsZe Liu, Yutong Lin, Yue Cao, Han Hu 等ICCV 2021 · 被引用 31,683 次
- Informer: Beyond Efficient Transformer for Long Sequence Time-Series ForecastingHaoyi Zhou, Shanghang Zhang, Jieqi Peng, Shuai Zhang 等AAAI 2021 · 被引用 7,289 次
- Autoformer: Decomposition Transformers with Auto-Correlation for Long-Term Series ForecastingHaixu Wu, Jiehui Xu, Jianmin Wang, Mingsheng LongNeurIPS 2021 · 被引用 5,824 次
- MLP-Mixer: An all-MLP Architecture for VisionIlya O. Tolstikhin, Neil Houlsby, Alexander Kolesnikov, Lucas Beyer 等NeurIPS 2021 · 被引用 3,862 次
- Are Transformers Effective for Time Series Forecasting?Ailing Zeng, Muxi Chen, Lei Zhang, Qiang XuAAAI 2023 · 被引用 3,619 次
相关 Paper
- TSMixer: Lightweight MLP-Mixer Model for Multivariate Time Series ForecastingVijay Ekambaram, Arindam Jati, Nam Nguyen, Phanwadee Sinthong 等KDD 2023 · 被引用 221 次
- SEMPO: Lightweight Foundation Models for Time Series ForecastingHui He, Kun Yi, Yuanchi Ma, Qi Zhang 等NeurIPS 2025 · 被引用 12 次
- TSPulse: Tiny Pre-Trained Models with Disentangled Representations for Rapid Time-Series AnalysisVijay Ekambaram, Subodh Kumar, Arindam Jati, Sumanta Mukherjee 等ICLR 2026 · 被引用 13 次
- SimpleTM: A Simple Baseline for Multivariate Time Series ForecastingHui Chen, Viet Luong, Lopamudra Mukherjee, Vikas SinghICLR 2025
- Less is More: Unlocking Specialization of Time Series Foundation Models via Structured PruningLifan Zhao, Yanyan Shen, Zhaoyang Liu, Xue Wang 等NeurIPS 2025 · 被引用 1 次
