$t_0$: A Time-Series Foundation Model for Forecasting with Context

Abstract:We present $t_0$, a family of open-weights foundation models for forecasting with multivariate context. We release its first two members: $\texttt{t0-alpha}$ and $\texttt{t0-beta}$, respectively 102M and 256M parameters. Both condition their forecasts on target history, past covariates, and known-future covariates, without task-specific retraining. Their transformer layers alternate attention along time and across variates. They produce probabilistic forecasts through quantile predictions. Pretraining combines curated public data with synthetic generator families constructed to contain covariate-to-target dependencies. On GIFT-Eval, $\texttt{t0-alpha}$ reaches an aggregate CRPS of 0.4941, and $\texttt{t0-beta}$ a CRPS of 0.4738 and a MASE of 0.6865, third on both and within 4.0% of the best zero-shot TSFM. On fev-bench they score 42.2 and 46.7 in skill, the latter third again and 2.0 points behind the leader. We analyze $\texttt{t0-alpha}$ in depth. Known-future covariates raise its skill by 6.3 percentage points across 30 tasks. The report also examines its calibration, its rollout strategy on long horizons, and its robustness to missing data. On the Victoria electricity-demand benchmark, $\texttt{t0-beta}$ is among the most accurate models with a context of nearly a year. In an independent Macrocosm evaluation of hourly ERCOT prices over 29 months, both cut the MAE of the lagged-price baseline by 38%.

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

arXiv:2609.24559 [cs.LG]

(or arXiv:2609.24559v1 [cs.LG] for this version)

https://doi.org/10.48550/arXiv.2609.24559 Focus to learn more arXiv-issued DOI via DataCite (pending registration)

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