Papers › BLAST: Balanced Sampling Time Series Corpus for Universal Forecasting Models

BLAST: Balanced Sampling Time Series Corpus for Universal Forecasting Models

23 May 2025arXiv:2505.17871archive 2025-07-28

Zezhi Shao, Yujie Li, Fei Wang, Chengqing Yu, Yisong Fu, Tangwen Qian, Bin Xu, Boyu Diao, Yongjun Xu, Xueqi Cheng

The advent of universal time series forecasting models has revolutionized zero-shot forecasting across diverse domains, yet the critical role of data diversity in training these models remains underexplored. Existing large-scale time series datasets often suffer from inherent biases and imbalanced distributions, leading to suboptimal model performance and generalization. To address this gap, we introduce BLAST, a novel pre-training corpus designed to enhance data diversity through a balanced sampling strategy. First, BLAST incorporates 321 billion observations from publicly available datasets and employs a comprehensive suite of statistical metrics to characterize time series patterns. Then, to facilitate pattern-oriented sampling, the data is implicitly clustered using grid-based partitioning. Furthermore, by integrating grid sampling and grid mixup techniques, BLAST ensures a balanced and representative coverage of diverse patterns. Experimental results demonstrate that models pre-trained on BLAST achieve state-of-the-art performance with a fraction of the computational resources and training tokens required by existing methods. Our findings highlight the pivotal role of data diversity in improving both training efficiency and model performance for the universal forecasting task.

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