TempoPFN: Synthetic Pre-training of Linear RNNs for Zero-shot Time Series Forecasting
Vladyslav Moroshan, Julien Siems, Arber Zela, Timur Carstensen, Frank Hutter
Foundation models for zero-shot time series forecasting face challenges in efficient long-horizon prediction and reproducibility, with existing synthetic-only approaches underperforming on challenging benchmarks. This paper presents TempoPFN, a univariate time series foundation model based on linear Recurrent Neural Networks (RNNs) pre-trained exclusively on synthetic data. The model uses a GatedDeltaProduct architecture with state-weaving for fully parallelizable training across sequence lengths, eliminating the need for windowing or summarization techniques while maintaining robust temporal state-tracking. Our comprehensive synthetic data pipeline unifies diverse generators, including stochastic differential equations, Gaussian processes, and audio synthesis, with novel augmentations. In zero-shot evaluations on the Gift-Eval, fev-bench and Chronos-ZS benchmarks, TempoPFN achieves top-tier competitive performance, surpassing the majority of models trained on real-world data, while leveraging fully parallelizable training and inference. We open-source our complete data generation pipeline and training code, providing a reproducible foundation for future research.
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