citras-fm-tiny-timeseries-foundation

name	citras-fm-tiny-timeseries-foundation
description	CITRAS-FM tiny 7M-parameter time series foundation model with covariate-informed zero-shot forecasting using Shifted Attention and CovSynth synthetic covariate generation
version	1.0.0
author	extracted from arXiv:2606.10798v1
date	2026-06-11T00:00:00.000Z
activation_keywords	["time series","foundation model","zero-shot forecasting","covariate","tiny model","CPU inference","Transformer","patch-based"]

CITRAS-FM: Tiny Time Series Foundation Model

Overview

CITRAS-FM is a tiny 7M-parameter time series foundation model (TSFM) that supports univariate, multivariate, and covariate-informed zero-shot forecasting with real-time CPU inference. It achieves state-of-the-art zero-shot accuracy among sub-10M TSFMs with sub-0.1-second inference.

Core Innovation

Tiny Foundation Model Pattern:

• 7M parameters: Tiny model achieving SOTA among sub-10M TSFMs
• Covariate-informed: Shifted Attention exploits known covariates throughout forecast horizon
• Zero-shot forecasting: Works on unseen target series without training
• Real-time deployment: Sub-0.1-second CPU inference for production use

Problem Addressed

TSFM Challenges:

1. High computational cost: Existing TSFMs often expensive to deploy
2. Limited variable types: Poor support for diverse covariate types
3. Covariate scarcity: Limited covariate-rich corpora for pretraining
4. Exogenous influence: Failing to account for covariates affecting target variability

Methodology

Architecture Components

1. Patch-based Decoder-only Transformer

   • Efficient time series patch processing
   • Decoder-only architecture for forecasting
   • Tiny 7M parameter count

2. Shifted Attention (Cross-variate Module)

   • Exploits known covariates accessible throughout forecast horizon
   • Shift mechanism aligns covariate information with target
   • Cross-variate attention for multivariate/covariate scenarios

3. CovSynth (Covariate Synthesis)

   • Synthesizes realistic covariates from decomposed target series components
   • Enables covariate-aware pretraining despite scarce covariate-rich corpora
   • Decomposed components generate synthetic covariates

Pretraining Protocol

1. Target Decomposition: Decompose time series into components
2. Covariate Synthesis: Use components to generate synthetic covariates (CovSynth)
3. Covariate-aware Training: Train with synthetic covariates for generalization
4. Zero-shot Deployment: Apply to unseen targets with real covariates

Performance Metrics

• fev-bench: State-of-the-art zero-shot accuracy among sub-10M TSFMs
• 100 tasks: Evaluated across various forecasting settings
• CPU inference: Sub-0.1-second real-time inference
• Model size: 7M parameters (tiny category)

Use Cases

• Zero-shot time series forecasting on unseen data
• Covariate-informed forecasting with known exogenous variables
• Real-time production deployment with CPU inference
• Multivariate forecasting with multiple target series
• Foundation model approach for time series domains

Implementation Guidelines

1. Patch Processing: Use patch-based input for time series segments
2. Decoder Architecture: Decoder-only Transformer for autoregressive forecasting
3. Shifted Attention: Implement shift mechanism in cross-variate module
4. CovSynth: Generate synthetic covariates from target decomposition
5. Tiny Model Design: Balance parameter count with accuracy

Key Parameters

• Model parameters: 7M (tiny foundation model)
• Architecture: Patch-based decoder-only Transformer
• Attention type: Shifted Attention for cross-variate
• Covariate synthesis: CovSynth from decomposed components
• Inference: Sub-0.1-second CPU deployment

Advantages Over Previous Methods

• Computational cost: Tiny 7M model vs expensive larger TSFMs
• Covariate support: Full support for diverse variable types
• Pretraining data: CovSynth solves covariate corpus scarcity
• Real-time deployment: CPU inference for production scenarios
• Zero-shot capability: Works on unseen targets without adaptation

Technical Details

Model Architecture

Input: Time series patches + Covariates
  ↓
Patch-based Processing: Segmented time series representation
  ↓
Shifted Attention: Cross-variate module for covariate exploitation
  ↓
Decoder-only Transformer: Autoregressive forecasting
  ↓
Output: Zero-shot forecasts with covariate influence

CovSynth Process

• Target decomposition: Time series → Components (trend, seasonality, residuals)
• Covariate generation: Components → Synthetic covariates
• Pretraining: Use synthetic covariates to train covariate-aware model
• Zero-shot: Deploy on real covariates without fine-tuning

References

• arXiv:2606.10798v1 - CITRAS-FM: Tiny Time Series Foundation Model for Covariate-Informed Zero-Shot Forecasting
• fev-bench benchmark (100 tasks across various settings)
• Sub-10M TSFM category comparisons

Related Skills

• time-series-foundation-model - General TSFM patterns
• zero-shot-forecasting - Zero-shot forecasting methodologies
• covariate-modeling - Covariate-aware modeling approaches
• tiny-model-design - Tiny foundation model design patterns
• patch-transformer - Patch-based Transformer architectures