Taking Large Language Models as a Reference: Time Series Foundation Models from a Dynamical System Perspective - A Survey and Future Outlook
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摘要: 时间序列数据广泛存在于工业、金融、医疗等关键领域, 以连续观测刻画动力系统的演化规律. 随着以大语言模型(LLMs)为代表的基础模型取得突破, 研究者在大规模时序数据上预训练时序基础模型(TSFMs), 以实现跨任务和跨领域泛化. 研究表明, TSFMs在多种时序任务中表现优异, 在实验室基准测试中展现出超越传统任务专用模型的潜力. 然而, 与技术范式和应用生态成熟的LLMs相比, TSFMs仍处于探索阶段, 通用能力体系和应用模式尚未成熟, "实验室增益"与"产业部署"之间存在结构性差距. 以LLMs为参照, 从底层动力系统视角对比两类模型的发展路径、数据基础和应用生态, 剖析制约TSFMs落地的深层原因. 进一步将文本序列与时间序列分别置于语言系统与动力系统框架下, 揭示二者在自治性、演化机制共享性和语义可解释性上的根本差异. 据此指出TSFMs面临任务解空间条件化和时序语义抽象性两大核心挑战, 并梳理相关技术进展、局限与未来方向.Abstract: Time series data are widespread in key domains including industry, finance, and healthcare, capturing dynamical system evolution through continuous observations. Breakthroughs in foundation models such as large language models (LLMs) have inspired the pretraining time series foundation models (TSFMs) on large-scale time series data for cross-task and cross-domain generalization. TSFMs excel across time series tasks and may surpass traditional task-specific models in laboratory benchmarks. However, unlike LLMs with mature technical paradigms and application ecosystems, TSFMs remain exploratory, with incomplete general capability systems and application paradigms and a structural gap between laboratory gains and industrial deployment. With LLMs as a reference, development paths, data foundations, and application ecosystems are compared from an underlying dynamical system perspective to examine deep-seated barriers to TSFM deployment. Text sequences and time series are framed within language and dynamical systems, respectively, revealing fundamental differences in autonomy, shared evolutionary mechanisms, and semantic interpretability. Two core challenges for TSFMs are identified: Task solution space conditionalization and semantic abstraction of time series. Related technical progress, limitations, and future directions are reviewed.
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表 1 本文与相关综述的对比
Table 1 Comparison between this survey and related surveys
综述 年份 发表平台 分析角度 原生构建 跨模态迁移 LLMs参照 序列生成机制 可解释性 文献数量 Jin[17] 2023 arXiv 数据类型 √ √ × × × 65 Jiang[18] 2024 IJCAI 方法论 × √ × × × 21 Zhang[19] 2024 IJCAI 方法论 × √ × × × 37 Jin[20] 2024 ICML 方法论 × √ × × × 46 Liang[16] 2024 KDD 方法论 √ √ × × × 83 Kottapalli[21] 2025 arXiv 方法论 √ √ × × × 15 Ye[22] 2025 arXiv 挑战 √ √ × × × 91 本文 2026 - 动力系统 √ √ √ √ √ 212 表 2 原生时序基础模型预训练语料来源概览
Table 2 Overview of pretraining corpus sources for native time series foundation models
工作 语料名称 语料类型 构建方式 时间点数 TimesFM[72] - 真实+合成 融合GoogleTrends、WikiPageviews及M4、Electricity、Traffic、Weather等公开数据, 并结合合成时间序列构建大规模多粒度预训练语料 $>100 $ B MOMENT[24] Time-series Pile 真实 汇集多个公开时间序列数据集(如电力、交通、气象、医疗等), 统一格式并清洗后构建多数据集预训练语料库 $>1 $ B Moirai[73] LOTSA 真实 汇集多个公开时间序列数据集(如Monash、GluonTS等), 统一格式构建大规模开放语料库 $>27 $ B Timer[74] UTSD 真实 聚合多个公开数据集, 并统一转换为单序列格式用于生成式预训练 1 B Time-MoE[75] Time-300B 真实+合成 汇集多个公开时序数据集并统一清洗处理, 结合合成数据扩充规模 $>300 $ B Sundial[76] TimeBench 真实+合成 汇集公开与研究数据集(Chronos、LOTSA、物联网等), 并通过KernelSynth生成数据增强 1 T Lag-Llama[77] - 真实 汇集多个公开时间序列数据集, 并通过滑动窗口采样构建训练样本 - TSPulse[78] - 真实 整合多样化公开数据集, 覆盖诊断等特定任务场景 - Chronos[79] - 真实+合成 汇集多个公开数据集, 并通过TSMixup与KernelSynth生成增强数据 $>1 $ B ForecastPFN[80] - 合成 基于先验分布生成合成序列(趋势+季节性+噪声), 用于先验拟合网络预训练 $>0.06 $ B CauKer[81] - 合成 高斯过程生成合成序列, 并通过结构因果模型增强因果特性 $>5 $ B Panda[82] Chaotic Dynamical Systems Dataset 合成 基于混沌动力系统的常微分方程数值求解生成时间序列 $>0.1 $ B 表 3 不同时间序列分词实现方式及优势比较
Table 3 Comparison of implementations and advantages of time series tokenization methods
类型 实现 优势 局限 图示 Point
级分词将每个时间步视为独立token, 对原始序列直接建模 保留完整时序信息, 可融合时间戳、频率等附加特征 token数量随序列长度增长, 长序列计算开销较高 
Patch
级分词将序列划分为固定长度片段, 经线性投影后输入模型 保留局部语义结构并减少token数量, 降低计算复杂度 固定分段可能破坏细粒度时序信息, 对Patch大小较敏感 
Quantization
级分词通过量化将连续时间序列映射为离散token 利用成熟的离散token建模范式, 具备较好扩展性 离散化可能带来信息损失, 量化策略设计较复杂 
表 4 三类主流架构范式对比分析
Table 4 Comparative analysis of three mainstream architecture paradigms
架构类型 代表模型 结构特点 建模方式 优势 局限性 适用场景 仅编码器 MOMENT[24],
Moirai[73]由编码器堆叠构成, 对历史序列进行整体编码 基于双向注意力和掩码重建机制学习全局上下文表征, 并通过任务头完成下游任务 表征能力强, 训练稳定, 可适配多类任务, 架构通用性较好 生成建模能力相对受限, 灵活预测通常依赖额外任务头或解码模块 分类、异常检测、表征学习、预测等 仅解码器 Timer[74],
TimesFM[72]由解码器堆叠构成, 采用因果注意力约束 基于自回归生成范式, 根据历史观测逐步预测未来序列 预测形式灵活, 支持变长输入与预测步长, 契合生成式预训练范式 长期预测中可能存在误差累积或推理效率问题 时间序列预测、零样本预测、生成式建模 编码器−解码器 TTM[88],
TOTEM[93]由编码器和解码器两部分组成, 将上下文编码与条件生成解耦 编码器提取历史上下文表征, 解码器基于该表征进行条件生成或预测 兼具表征学习与生成建模能力, 任务适配灵活 结构复杂, 参数量和计算开销较高, 训练与部署成本较大 多任务预测、条件生成、通用时序建模 表 5 时间序列图像化编码方式对比
Table 5 Comparison of time series image encoding methods
表 6 系统视角下LLMs与TSFMs的核心差异
Table 6 Core differences between LLMs and TSFMs from a systems perspective
对比维度 LLMs TSFMs 建模效果差异 序列生成本质 以离散符号生成为核心, 主要受语言规则与上下文约束 以连续状态演化为核心, 持续受输入、工况与对象特性影响 LLMs更容易纳入统一生成框架; TSFMs通常需要结合具体对象与场景建模 规律共享程度 语法语义规则较稳定, 跨语境共享性较强 不同领域和阶段差异明显, 共享规律有限 LLMs更易学习通用规律; TSFMs规律更分散, 跨场景迁移更难 条件依赖方式 条件主要体现为上下文、提示词和任务指令 条件除历史观测外, 还包括输入、扰动和工况切换 TSFMs条件依赖更强, 解空间更容易呈现显著条件化 序列语义属性 文本天然具有可交流语义, 输入输出和评价较统一 数值序列语义不显式, 解释依赖任务背景和领域知识 LLMs更易支持统一交互与解释; TSFMs在解释与使用上门槛更高 通用化路径 易于围绕统一符号体系组织预训练、建模与交互 难以同时统一表征单元、训练目标和交互方式 TSFMs难直接复用LLMs的通用化路径, 关键受条件化与语义抽象不足制约 表 7 LLMs和TSFMs在应用生态层面的对照
Table 7 Comparison of LLMs and TSFMs at the application ecosystem level
比较维度 LLMs TSFMs 对比 代表产品 ChatGPT; Gemini; Claude; 豆包; DeepSeek TimeGPT; Chronos LLMs: 已形成通用产品入口; TSFMs: 以预测服务为主 服务供给形态 模型即服务平台超100个; 提供模型部署、微调、评测等服务[171] 应用程序编程接口; 托管部署; Marketplace服务[172] LLMs: 已形成平台级服务市场; TSFMs: 以产品级服务供给为主 应用规模 ChatGPT周活用户超过八亿[173]; Google Workspace生成式人工智能使用者超过十万[174] 尚无公开统计数据 LLMs: 已形成大规模用户基础; TSFMs: 未见相关统计数据 -
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