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FlowState: Sampling-Rate-Equivariant Time-Series Forecasting

About

Existing time series foundation models (TSFMs), often based on transformer variants, lack adaptability to different sampling rates, struggle with generalization across varying context and target lengths, and are computationally inefficient. We introduce FlowState, a novel TSFM architecture that achieves sampling-rate-equivariant forecasting through a unified design that pairs a state space model (SSM) encoder with a functional basis decoder (FBD). This design enables continuous-time modeling and dynamic time-scale adjustment, allowing FlowState to inherently generalize across all possible temporal resolutions, and dynamically adjust the forecasting horizons without retraining. We further propose an efficient pretraining strategy that improves robustness and accelerates training. Despite being one of the smallest TSFMs, FlowState achieves state-of-the-art results on the widely used GIFT-Eval benchmark, while demonstrating superior adaptability to unseen sampling rates. Our detailed analyses confirm the effectiveness of its components, and we demonstrate its unique ability to adapt to varying input sampling rates.

Lars Graf, Thomas Ortner, Stanis{\l}aw Wo\'zniak, Angeliki Pantazi• 2025

Related benchmarks

TaskDatasetResultRank
Long-term time-series forecastingETTm2
MSE0.258
479
Long-term time-series forecastingTraffic
MSE0.381
433
Time Series ForecastingETTh2
MAE0.384
80
Time Series ForecastingGIFT-Eval (test)
MASE72.6
63
Time Series ForecastingGIFT-Eval
MASE0.701
37
Long-term time-series forecastingETTh1
MSE0.393
15
Time Series ForecastingGIFT-EVAL (Leaderboard (LB))
LB MASE0.7262
15
Long-term time-series forecastingExchange
MSE0.349
12
Long-term time-series forecastingWeather
MSE0.211
8
Long-term time-series forecastingETTm1
MSE0.346
5
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