SEMPO: Lightweight Foundation Models for Time Series Forecasting

Hui He, Kun Yi, Yuanchi Ma, Qi Zhang, Zhendong Niu, Guansong Pang

Keywords: time series, foundation model, forecasting, lightweight

TL;DR: SEMPO is a lightweight time series foundation model with energy-aware spectral decomposition and mixture-of-prompts enabled Transformer for effective and efficient zero-shot and few-shot forecasting.

Abstract: The recent boom of large pre-trained models witnesses remarkable success in developing foundation models (FMs) for time series forecasting. Despite impressive performance across diverse downstream forecasting tasks, existing time series FMs possess massive network architectures and require substantial pre-training on large-scale datasets, which significantly hinders their deployment in resource-constrained environments. In response to this growing tension between versatility and affordability, we propose **SEMPO**, a novel lightweight foundation model that requires pretraining on relatively small-scale data, yet exhibits strong general time series forecasting. Concretely, SEMPO comprises two key modules: 1) _energy-aware **S**p**E**ctral decomposition module_, that substantially improves the utilization of pre-training data by modeling not only the high-energy frequency signals but also the low-energy yet informative frequency signals that are ignored in current methods; and 2) _**M**ixture-of-**P**r**O**mpts enabled Transformer_, that learns heterogeneous temporal patterns through small dataset-specific prompts and adaptively routes time series tokens to prompt-based experts for parameter-efficient model adaptation across different datasets and domains. Equipped with these modules, SEMPO significantly reduces both pre-training data scale and model size, while achieving strong generalization. Extensive experiments on two large-scale benchmarks covering 16 datasets demonstrate the superior performance of SEMPO in both zero-shot and few-shot forecasting scenarios compared with state-of-the-art methods. Code and data are available at https://github.com/mala-lab/SEMPO.

Primary Area: Deep learning (e.g., architectures, generative models, optimization for deep networks, foundation models, LLMs)

Submission Number: 15850