{"about":{"site":"https://codewithpapers.app","non_affiliation":"Code with Papers and Syntology are not affiliated with, endorsed by, or sponsored by Papers with Code, Meta, or the pwc-archive mirror.","licence":"CC BY-SA 4.0","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","attribution":"https://codewithpapers.app/attribution","modified":"archive material modified by Syntology; see the attribution page"},"url":"/paper/unified-training-of-universal-time-series","title":"Unified Training of Universal Time Series Forecasting Transformers","arxiv_id":"2402.02592","date":"2024-02-04","proceeding":null,"authors":["Gerald Woo","Chenghao Liu","Akshat Kumar","Caiming Xiong","Silvio Savarese","Doyen Sahoo"],"abstract":"Deep learning for time series forecasting has traditionally operated within a one-model-per-dataset framework, limiting its potential to leverage the game-changing impact of large pre-trained models. The concept of universal forecasting, emerging from pre-training on a vast collection of time series datasets, envisions a single Large Time Series Model capable of addressing diverse downstream forecasting tasks. However, constructing such a model poses unique challenges specific to time series data: i) cross-frequency learning, ii) accommodating an arbitrary number of variates for multivariate time series, and iii) addressing the varying distributional properties inherent in large-scale data. To address these challenges, we present novel enhancements to the conventional time series Transformer architecture, resulting in our proposed Masked Encoder-based Universal Time Series Forecasting Transformer (Moirai). Trained on our newly introduced Large-scale Open Time Series Archive (LOTSA) featuring over 27B observations across nine domains, Moirai achieves competitive or superior performance as a zero-shot forecaster when compared to full-shot models. Code, data, and model weights can be found at https://github.com/SalesforceAIResearch/uni2ts.","url_abs":"https://arxiv.org/abs/2402.02592v2","url_pdf":"https://arxiv.org/pdf/2402.02592v2.pdf","source":{"archive":"pwc-archive (Hugging Face), CC BY-SA 4.0","snapshot":"2025-07-28","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","row_kind":"abstracts"},"code_links":[{"paper_slug":"unified-training-of-universal-time-series","repo_url":"https://github.com/SalesforceAIResearch/uni2ts","is_official":1,"mentioned_in_paper":1,"mentioned_in_github":1,"framework":"jax","reach":{"status":"ok","spdx":"Apache-2.0"}}],"tasks":[{"task_slug":"time-series-1","task_name":"Time Series"},{"task_slug":"time-series-forecasting","task_name":"Time Series Forecasting"}],"methods":[{"method_slug":"absolute-position-encodings","method_name":"Absolute Position Encodings"},{"method_slug":"adam","method_name":"Adam"},{"method_slug":"attention","method_name":"Attention"},{"method_slug":"bpe","method_name":"BPE"},{"method_slug":"dense-connections","method_name":"Dense Connections"},{"method_slug":"dropout","method_name":"Dropout"},{"method_slug":"label-smoothing","method_name":"Label Smoothing"},{"method_slug":"layer-normalization","method_name":"Layer Normalization"},{"method_slug":"linear-layer","method_name":"Linear Layer"},{"method_slug":"multi-head-attention","method_name":"Multi-Head Attention"},{"method_slug":"position-wise-feed-forward-layer","method_name":"Position-Wise Feed-Forward Layer"},{"method_slug":"residual-connection","method_name":"Residual Connection"},{"method_slug":"softmax","method_name":"Softmax"},{"method_slug":"transformer","method_name":"Transformer"}],"datasets_introduced":[],"methods_introduced":[],"results":[{"leaderboard":"/sota/time-series-forecasting-on-etth1-336-1","task":"Time Series Forecasting","dataset":"ETTh1 (336) Multivariate","model":"MOIRAISmall","rank_in_archive_order":13,"of":72,"metrics":{"MAE":"0.429","MSE":"0.412"},"uses_additional_data":false},{"leaderboard":"/sota/time-series-forecasting-on-etth1-336-1","task":"Time Series Forecasting","dataset":"ETTh1 (336) Multivariate","model":"MOIRAIBase","rank_in_archive_order":42,"of":72,"metrics":{"MAE":"0.450","MSE":"0.456"},"uses_additional_data":false},{"leaderboard":"/sota/time-series-forecasting-on-etth1-336-1","task":"Time Series Forecasting","dataset":"ETTh1 (336) Multivariate","model":"MOIRAILarge","rank_in_archive_order":64,"of":72,"metrics":{"MAE":"0.474","MSE":"0.514"},"uses_additional_data":false}],"syntology":{"atlas_url":"https://app.syntology.ai/?focus=2402.02592","mcp":null,"developers":"https://syntology.ai/developers"},"arxiv_metadata":null,"syntology_extracted_results":null}