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Revisiting the Generic Transformer: Deconstructing a Strong Baseline for Time Series Foundation Models

NeurIPS 2026 · Time series › Foundation models for time series · approach: Time series foundation models · 0 citations (OpenAlex)

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Shows that a generic encoder-only patch Transformer with contiguous patch masking, mask-aware normalization and quantile outputs reaches SOTA zero-shot GIFT-Eval results when trained on a curated data mix, and ablates data, scaling, and training choices.

Problem

Time Series Foundation Models are trained under heterogeneous recipes (data, processing, training), making it unclear whether gains come from architecture or data engineering.

Approach

Uses a standard encoder-only patch Transformer with contiguous patch masking (masked autoencoding), mask-aware instance normalization, and a quantile head, trained on controlled open data (GIFT-Eval-Pretrain, KernelSynth, TSMixup), and systematically ablates scaling, data composition, and training techniques to isolate what drives performance.

Key results

Surprising findings

Limitations

Experimental setup

Datasets: GIFT-Eval-Pretrain KernelSynth TSMixup GIFT-Eval

Benchmarks: GIFT-Eval

Metrics: MASE CRPS Rank

Baselines: TabPFN-TS VisionTS Sundial Moirai-2 Toto YingLong FlowState TimesFM-2.5 Tirex Chronos-2 PatchTST

Builds on: PatchTST Reversible Instance Normalization TSMixup KernelSynth Contiguous Patch Masking

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