TinyCast: Probabilistic Zero-Shot Forecasting with Computed Periodicity

Abstract:We introduce TinyCast, an attention-free zero-shot forecaster that emits a predictive distribution from 146,505 parameters, on the premise that at this size the periodic structure of a context is worth computing rather than learning. A zero-parameter spectral detector supplies the dominant periods, the context is folded on their phase, and a dilated convolutional encoder and a block-autoregressive quantile decoder model the rest. It is smaller than every zero-shot entry on the GIFT-Eval board whose parameter count can be established. On probabilistic accuracy it defines the size-accuracy frontier. Among zero-shot entries declaring no test-data leakage it is the only one below 1.4M parameters that emits a predictive distribution, and every entry scoring better carries at least that budget. On Chronos-ZS and fev-bench every neural model ahead of it carries at least 28 times its parameters. Because the mixing path is convolutions and matrix multiplications only, it exports to static INT8 and forecasts end to end on an embedded device without per-signal fitting.

38 pages, 6 figures, 17 tables. Code and weights: this https URL

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

arXiv:2608.15767 [cs.LG]

(or arXiv:2608.15767v1 [cs.LG] for this version)

https://doi.org/10.48550/arXiv.2608.15767 Focus to learn more arXiv-issued DOI via DataCite (pending registration)

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