Timer-M1: A Multivariate Time Series Foundation Model via Learning Primitives

Across three large-scale forecasting benchmarks, Timer-M1 ranks first on both FEV and TIME and second on GIFT-Eval among most recent time series foundation models. It comes from a paper posted to arXiv on 10 October 2026. We introduce Timer-M1, a pretrained multivariate time series foundation model that learns with primitives for zero-shot forecasting. Across domains, time series share elementary temporal and relational patterns, termed primitives, yet differ in how these primitives manifest and evolve across different contexts. Despite progress in zero-shot and task-general forecasting, existing foundation models may still struggle to generalize to complex real-world scenarios. To this end, we develop a primitive-based data synthesis and pretraining pipeline. The synthesis pipeline generates series with temporal primitives shared across domains and then assembles real and generated series into multivariate samples using relational primitives. Afterwards, samples are organized into episodes by assigning distinct channel roles as target variates, past-only covariates, and known-future covariates, ensuring that the model is optimized on predictable variates using available exogenous information. Technically, Timer-M1 further adapts gated two-dimensional Transformer blocks that dynamically allocate cross-variate attention across layers. These results support effective primitive-based pretraining as a route to robust general forecasting technique across domains and task settings.

Why it counts

Across three large-scale forecasting benchmarks, Timer-M1 ranks first on both FEV and TIME and second on GIFT-Eval among most recent time series foundation models.

Sources

Primary source: primary source

What is not known

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