Abstract:Foundation models (FMs) have transformed natural language processing, but their success has not yet translated to time series forecasting. Existing time series foundation models (TSFMs), often based on transformer variants, struggle with generalization across varying context and target lengths, lack adaptability to different sampling rates, and are computationally inefficient. We introduce FlowState, a novel TSFM architecture that addresses these challenges through two key innovations: a state space model (SSM) based encoder and a functional basis decoder. This design enables continuous-time modeling and dynamic time-scale adjustment, allowing FlowState to inherently generalize across all possible temporal resolutions, and dynamically adjust the forecasting horizons. In contrast to other state-of-the-art TSFMs, which require training data across all possible sampling rates to memorize patterns at each scale, FlowState inherently adapts its internal dynamics to the input scale, enabling smaller models, reduced data requirements, and improved efficiency. We further propose an efficient pretraining strategy that improves robustness and accelerates training. Despite being the smallest model, FlowState outperforms all other models and is state-of-the-art for the GIFT-ZS and the Chronos-ZS benchmarks. Ablation studies confirm the effectiveness of its components, and we demonstrate its unique ability to adapt online to varying input sampling rates.
Abstract:The drive to develop artificial neural networks that efficiently utilize resources has generated significant interest in bio-inspired Spiking Neural Networks (SNNs). These networks are particularly attractive due to their potential in applications requiring low power and memory. This potential is further enhanced by the ability to perform online local learning, enabling them to adapt to dynamic environments. This requires the model to be adaptive in a self-supervised manner. While self-supervised learning has seen great success in many deep learning domains, its application for online local learning in multi-layer SNNs remains underexplored. In this paper, we introduce the "EchoSpike Predictive Plasticity" (ESPP) learning rule, a pioneering online local learning rule designed to leverage hierarchical temporal dynamics in SNNs through predictive and contrastive coding. We validate the effectiveness of this approach using benchmark datasets, demonstrating that it performs on par with current state-of-the-art supervised learning rules. The temporal and spatial locality of ESPP makes it particularly well-suited for low-cost neuromorphic processors, representing a significant advancement in developing biologically plausible self-supervised learning models for neuromorphic computing at the edge.