Tabby: An Open Pretraining Recipe for Time Series Foundation Models
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Computer Science > Machine Learning
Title:Tabby: An Open Pretraining Recipe for Time Series Foundation Models
Abstract:In this report, we release Tabby, a long context probabilistic time series foundation model, together with a complete and open recipe of how it was built. Tabby adopts an encoder-only patch Transformer architecture and concentrates the contributions on the data and the training procedure. The pretraining corpus combines an extended real-world collection, GIFT-Eval-Pretrain+ and BLAST, with synthetic data from KernelSynth and CauKerV2, an online generator that composes temporal dynamics through randomly sampled structural causal models. Training couples a progressive convergence schedule, which yields reusable intermediate checkpoints, with a deep quantile supervision objective for intermediate layers. The resulting 145M parameter backbone supports contexts of up to 8,192 observations and serves forecasting, classification, and anomaly detection, while a prompt-tuning module further improves in-distribution forecasting performance with the pretrained weights frozen. Tabby achieves competitive zero-shot forecasting performance on GIFT-Eval and the out-of-distribution TIME benchmark, while the same pretrained backbone also supports classification on the UCR Archive and zero-shot anomaly detection on TSB-AD-U. We release training pipeline and model as open source at huawei-noah/trustworthyAI.
| Comments: | 43 pages, 3 figures, 32 tables. Technical report |
| Subjects: | Machine Learning (cs.LG) |
| Cite as: | arXiv:2609.13956 [cs.LG] |
| (or arXiv:2609.13956v1 [cs.LG] for this version) | |
| https://doi.org/10.48550/arXiv.2609.13956
arXiv-issued DOI via DataCite (pending registration)
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