In plain words: A set of large models is trained once on a collection of public time-series data, so it can be reused for many tasks instead of training a fresh model for each. With a little labeled data and light fine-tuning, it still worked well.
Abstract · MOMENT: A Family of Open Time-series Foundation Models
We introduce MOMENT, a family of open-source foundation models for general-purpose time series analysis. Pre-training large models on time series data is challenging due to (1) the absence of a large and cohesive public time series repository, and (2) diverse time series characteristics which make multi-dataset training onerous. Additionally, (3) experimental benchmarks to evaluate these models, especially in scenarios with limited resources, time, and supervision, are still in their nascent stages. To address these challenges, we compile a large and diverse collection of public time series, called the Time series Pile, and systematically tackle time series-specific challenges to unlock large-scale multi-dataset pre-training. Finally, we build on recent work to design a benchmark to evaluate time series foundation models on diverse tasks and datasets in limited supervision settings. Experiments on this benchmark demonstrate the effectiveness of our pre-trained models with minimal data and task-specific fine-tuning. Finally, we present several interesting empirical observations about large pre-trained time series models. Pre-trained models (AutonLab/MOMENT-1-large) and Time Series Pile (AutonLab/Timeseries-PILE) are available on Huggingface.
Mononito Goswami, Konrad Szafer, Arjun Choudhry, Yifu Cai, Shuo Li, Artur Dubrawski
arXiv:2402.03885 · cs.LG, cs.AI · submitted Feb 6, 2024 · updated Oct 10, 2024
abstract · pdf · html · Accepted at ICML'24. This is a revision. See changelog in the Appendix