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Kairos: Toward Adaptive and Parameter-Efficient Time Series Foundation Models
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Proposes Kairos, a parameter-efficient time series foundation model with dynamic patch tokenization (mixture-of-size encoder with null experts), instance-adaptive rotary position embeddings (DRoPE), and a multi-patch decoder, trained on the PreSTS corpus.
Problem
Zero-shot forecasting by time series foundation models is hampered by temporal heterogeneity (varying information density and periodicity); static tokenization and fixed positional encodings force large parameter counts to memorize patterns.
Approach
Segment-level top-K routing over multiple patch-size experts with computation-free null experts yields adaptive granularity; RoPE frequencies are modulated per instance using FFT features in log-space and positions are calibrated by physical patch duration; a multi-patch decoder predicts several patches in parallel.
Key results
- Kairos-Base (53M) achieves normalized MASE 0.738 on GIFT-Eval, the best MASE in the comparison table, versus 0.750 for Toto (151M) and Sundial (128M).
- Kairos-Small (23M) with MASE 0.748 surpasses Toto and Sundial in MASE with 6.6x and 5.6x fewer parameters.
- Shuffling routing decisions at inference raises normalized MASE from 0.738 to 1.205, supporting the learned segment-level routing.
Surprising findings
- Kairos-Base has a higher normalized CRPS (0.548) than Toto (0.517), so probabilistic accuracy lags despite the best MASE.
- Kairos trained on the Chronos corpus (0.761) still outperforms ChronosBolt trained on PreSTS (0.781), suggesting architecture contributes more than data.
Limitations
- Channel-independent modeling; does not explicitly capture inter-variable dependencies.
- Probabilistic forecasting (CRPS) trails Toto.
- Evaluation focused on zero-shot forecasting; anomaly detection and imputation not yet explored.
Experimental setup
Datasets: PreSTS Chronos corpus UCR archive
Benchmarks: GIFT-Eval Time-Series-Library ETT Time-Series-Library Weather Saugeen UCR classification
Metrics: MASE CRPS MSE MAE accuracy
Baselines: Chronos Chronos-Bolt TimesFM Moirai Toto Sundial TTM VisionTS Time-MoE Timer-XL MOMENT ElasTST
Builds on: RoPE Mixture-of-Experts Pathformer Chronos PatchTST
Closest papers by meaning
- Exploring Representations and Interventions in Time Series Foundation Models (ICML 2025 · similarity 0.88)
- Learning Pattern-Specific Experts for Time Series Forecasting Under Patch-level Distribution Shift (NeurIPS 2025 · similarity 0.88)
- TS-RAG: Retrieval-Augmented Generation based Time Series Foundation Models are Stronger Zero-Shot Forecaster (NeurIPS 2025 · similarity 0.88)
- Multi-Patch Prediction: Adapting Language Models for Time Series Representation Learning (ICML 2024 · similarity 0.88)
- Less is More: Unlocking Specialization of Time Series Foundation Models via Structured Pruning (NeurIPS 2025 · similarity 0.87)
- Multi-Scale Finetuning for Encoder-based Time Series Foundation Models (NeurIPS 2025 · similarity 0.87)
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