Scale-Aware Pretraining of Time Series Foundation Models via Multi-Patch Token Alignment and Hybrid Masking

Abstract:Pretraining time series foundation models across heterogeneous datasets necessitates effective handling of varying sampling frequencies. Current methods either employ dataset-specific patch sizes and separate FFNs, leading to fragmented representations, or enforce a fixed patch size that neglects inherent temporal variations. To address this, we propose SATS, featuring a scale-aware token alignment mechanism that treats patch size as an explicit notion of scale. By incorporating a contrastive-inspired alignment regularizer, SATS aligns representation spaces across scales while preserving distinct modeling capacities. Furthermore, a hybrid masking strategy combining random and contiguous masking is introduced to capture multi-scale temporal structures. Experimental results on LSTF benchmarks demonstrate that SATS achieves a 9.2% improvement in MSE and an 8.3% gain in GIFT-Eval MASE compared to competitive baselines. Notably, SATS consistently delivers SOTA performance while achieving a 65.6% increase in model efficiency over advanced baselines, highlighting its effectiveness and scalability in time series pretraining.

Machine Learning (cs.LG)

arXiv:2608.20005 [cs.LG]

(or arXiv:2608.20005v1 [cs.LG] for this version)

https://doi.org/10.48550/arXiv.2608.20005 Focus to learn more arXiv-issued DOI via DataCite (pending registration)

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