Pythia: Toward Foundation World Models for Multimodal Time Series

Abstract:Time-series foundation models offer a unified approach to forecasting across heterogeneous domains. Textual context and auxiliary observations provide complementary information about temporal dynamics, yet reusable multimodal predictive representations remain underexplored. We introduce Pythia, a foundation world model that learns context-conditioned latent dynamics across datasets through a joint-embedding predictive architecture. A stop-gradient numerical reference guides contextual corrections to predicted future states. A separate probabilistic decoder then adapts to the frozen predictive representation and observed history, decoupling world-model pretraining from observation-space forecasting. On MUSE, Pythia-Tiny's normalized mean absolute scaled error (MASE) and weighted sum quantile loss (WSQL) are 0.6879 and 0.4269, reducing errors by 6.26% and 5.00% relative to the strongest model evaluated in the published MUSE leaderboard. Through a series of controlled experiments, we investigate how to design a time-series world model through shared pretraining and how joint-embedding predictive learning can incorporate multimodal information. The results support separating predictive representation learning from probabilistic readout and show complementary contributions from entity descriptions, events, and covariates.

Machine Learning (cs.LG); Artificial Intelligence (cs.AI)

arXiv:2610.05240 [cs.LG]

(or arXiv:2610.05240v1 [cs.LG] for this version)

https://doi.org/10.48550/arXiv.2610.05240 Focus to learn more arXiv-issued DOI via DataCite (pending registration)

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