Xiaoyun Joy Wang

Mouxiang Chen, Lefei Shen, Zhuo Li et al.

Foundation models have emerged as a promising approach in time series forecasting (TSF). Existing approaches either repurpose large language models (LLMs) or build large-scale time series datasets to develop TSF foundation models for universal forecasting. However, these methods face challenges due to the severe cross-domain gap or in-domain heterogeneity. This paper explores a new road to building a TSF foundation model from rich, high-quality natural images. Our key insight is that a visual masked autoencoder, pre-trained on the ImageNet dataset, can naturally be a numeric series forecaster. By reformulating TSF as an image reconstruction task, we bridge the gap between image pre-training and TSF downstream tasks. Surprisingly, without further adaptation in the time series domain, the proposed VisionTS could achieve better zero-shot forecast performance than existing TSF foundation models. With fine-tuning for one epoch, VisionTS could further improve the forecasting and achieve state-of-the-art performance in most cases. Extensive experiments reveal intrinsic similarities between images and real-world time series, suggesting that visual models may offer a "free lunch" for TSF and highlight the potential for future cross-modality research. Our code is publicly available at https://github.com/Keytoyze/VisionTS.

Lefei Shen, Mouxiang Chen, Han Fu et al.

Transformer-based models have recently become dominant in Long-term Time Series Forecasting (LTSF), yet the variations in their architecture, such as encoder-only, encoder-decoder, and decoder-only designs, raise a crucial question: What Transformer architecture works best for LTSF tasks? However, existing models are often tightly coupled with various time-series-specific designs, making it difficult to isolate the impact of the architecture itself. To address this, we propose a novel taxonomy that disentangles these designs, enabling clearer and more unified comparisons of Transformer architectures. Our taxonomy considers key aspects such as attention mechanisms, forecasting aggregations, forecasting paradigms, and normalization layers. Through extensive experiments, we uncover several key insights: bi-directional attention with joint-attention is most effective; more complete forecasting aggregation improves performance; and the direct-mapping paradigm outperforms autoregressive approaches. Furthermore, our combined model, utilizing optimal architectural choices, consistently outperforms several existing models, reinforcing the validity of our conclusions. We hope these findings offer valuable guidance for future research on Transformer architectural designs in LTSF. Our code is available at https://github.com/HALF111/TSF_architecture.