CITRAS-FM: Tiny Time Series Foundation Model for Covariate-Informed Zero-Shot Forecasting

Abstract:Pretrained time series foundation models (TSFMs) have enabled zero-shot forecasting on unseen target series. However, existing TSFMs often incur high computational cost and provide limited support for diverse variable types, often failing to account for covariates that exogenously influence target variability. To address these challenges, we propose CITRAS-FM, a tiny 7M-parameter TSFM that supports univariate, multivariate, and covariate-informed zero-shot forecasting with real-time CPU inference. Built on a patch-based, decoder-only Transformer, CITRAS-FM introduces Shifted Attention into the cross-variate module to effectively exploit known covariates accessible throughout the forecast horizon. Moreover, to enable covariate-aware pretraining despite the scarcity of covariate-rich corpora, we propose CovSynth, which synthesizes realistic covariates from decomposed components of target series. Experiments on fev-bench, spanning 100 tasks across various settings, demonstrate that CITRAS-FM achieves state-of-the-art zero-shot accuracy among sub-10M TSFMs while delivering sub-0.1-second CPU inference, offering a strong balance between forecasting accuracy and real-time deployability.

Machine Learning (cs.LG)

arXiv:2606.10798 [cs.LG]

(or arXiv:2606.10798v1 [cs.LG] for this version)

https://doi.org/10.48550/arXiv.2606.10798 Focus to learn more arXiv-issued DOI via DataCite (pending registration)

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