analiza aiqbench
This research establishes a unified scaling law for time series foundation models, quantifying how model capacity and historical context interact to improve forecasting across diverse domains. By distinguishing between full-shot learning in weights and frozen model reliance on activations, the study provides critical guidance for optimizing resource allocation in long-context prediction tasks. These findings offer a theoretical framework essential for advancing the efficiency and capability of next-generation time series AI systems.
A Unified Scaling Law for Time Series Foundation Models
arXiv:2610.05269v1 Announce Type: new Abstract: We develop a Unified Scaling Law and a Unified Theory of Time Series Learning to understand how model capacity and historical information support forecasting. Across different lookback lengths and forecast horizons, we analyze 18,768 experimental cells from 21 checkpoints on 23 dataset-frequency tasks spanning six domains. Our empirical methodology integrates local resource relations into a parsimonious, fitted five-parameter law: capacity gains increase with history, context gains diminish toward saturation, and horizon effects enter as a common shift. Fitted without Toto 2.0, the law predicts its horizon-averaged capacity-scaling curves with mean absolute percentage errors of 1.09% and 1.50% at input lengths 2048 and 4096. To understand how history supports prediction, our learning theory uses Gaussian regression to analyze rule identification and predictive capability. We hypothesize that full-shot models learn by accumulating information in weights, while frozen time series foundation models (TSFMs) use history by extracting information through activations. Matched-history comparisons establish the predictive value of additional history. Controlled parameter exchanges and activation interventions provide evidence that history-derived rule information can be retained, reused across queries, and used to recover a contribution to long-context prediction. Together, these findings inform capacity scaling, context allocation, and the development of models that retain and apply historical rules. Code and main results are available at https://github.com/Fifthky/UniScale.
Abstract:We develop a Unified Scaling Law and a Unified Theory of Time Series Learning to understand how model capacity and historical information support forecasting. Across different lookback lengths and forecast horizons, we analyze 18,768 experimental cells from 21 checkpoints on 23 dataset-frequency tasks spanning six domains. Our empirical methodology integrates local resource relations into a parsimonious, fitted five-parameter law: capacity gains increase with history, context gains diminish toward saturation, and horizon effects enter as a common shift. Fitted without Toto 2.0, the law predicts its horizon-averaged capacity-scaling curves with mean absolute percentage errors of 1.09% and 1.50% at input lengths 2048 and 4096. To understand how history supports prediction, our learning theory uses Gaussian regression to analyze rule identification and predictive capability. We hypothesize that full-shot models learn by accumulating information in weights, while frozen time series foundation models (TSFMs) use history by extracting information through activations. Matched-history comparisons establish the predictive value of additional history. Controlled parameter exchanges and activation interventions provide evidence that history-derived rule information can be retained, reused across queries, and used to recover a contribution to long-context prediction. Together, these findings inform capacity scaling, context allocation, and the development of models that retain and apply historical rules. Code and main results are available at this https URL.
Machine Learning (cs.LG)
arXiv:2610.05269 [cs.LG]
(or arXiv:2610.05269v1 [cs.LG] for this version)
https://doi.org/10.48550/arXiv.2610.05269 Focus to learn more arXiv-issued DOI via DataCite (pending registration)
arXivLabs is a framework that allows collaborators to develop and share new arXiv features directly on our website.
Both individuals and organizations that work with arXivLabs have embraced and accepted our values of openness, community, excellence, and user data privacy. arXiv is committed to these values and only works with partners that adhere to them.
Have an idea for a project that will add value for arXiv's community? Learn more about arXivLabs.
Text integral sub licența deschisă a publicației · 306 cuvinte


