Keywords: Time Series Forecasting, Proportional Factorized Attention, Observability Metrics
TL;DR: We introduce Toto, a transformer for time series forecasting, leveraging Proportional Factorized Attention and a Student-T Mixture Model, achieving state-of-the-art results on diverse time series and observability benchmarks.
Abstract: We introduce the Time Series Optimized Transformer for Observability (Toto), a foundation model designed for time series forecasting with a focus on observability metrics. Toto features a novel proportional factorized attention mechanism and a Student-T mixture model head, enabling it to efficiently handle high-dimensional, sparse, and non-stationary data. Trained on one trillion time series data points, including 75% proprietary observability data, Toto demonstrates state-of-the-art zero-shot performance on standard benchmarks such as electricity and weather forecasting. Furthermore, it significantly outperforms existing models in observability-specific tasks, making it an ideal solution for real-time system monitoring and anomaly detection. Toto’s architectural innovations make it a versatile tool for both general-purpose forecasting and domain-specific applications, setting a new benchmark for scalability and accuracy in time series analysis.
Primary Area: learning on time series and dynamical systems
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Submission Number: 4884
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