TSPulse: Dual Space Tiny Pre-Trained Models for Rapid Time-Series Analysis
- URL: http://arxiv.org/abs/2505.13033v2
- Date: Wed, 25 Jun 2025 04:59:41 GMT
- Title: TSPulse: Dual Space Tiny Pre-Trained Models for Rapid Time-Series Analysis
- Authors: Vijay Ekambaram, Subodh Kumar, Arindam Jati, Sumanta Mukherjee, Tomoya Sakai, Pankaj Dayama, Wesley M. Gifford, Jayant Kalagnanam,
- Abstract summary: TSPulse is an ultra-compact time-series pre-trained model with only 1M parameters.<n>It performs strongly across classification, anomaly detection, imputation, and retrieval tasks.<n>Results are achieved with just 1M parameters (10-100X smaller than existing SOTA models)
- Score: 12.034816114258803
- License: http://creativecommons.org/licenses/by-nc-nd/4.0/
- Abstract: The rise of time-series pre-trained models has advanced temporal representation learning, but current state-of-the-art models are often large-scale, requiring substantial compute. We introduce TSPulse, ultra-compact time-series pre-trained models with only 1M parameters, specialized to perform strongly across classification, anomaly detection, imputation, and retrieval tasks. TSPulse introduces innovations at both the architecture and task levels. At the architecture level, it employs a dual-space masked reconstruction, learning from both time and frequency domains to capture complementary signals. This is further enhanced by a dual-embedding disentanglement, generating both detailed embeddings for fine-grained analysis and high-level semantic embeddings for broader task understanding. Notably, TSPulse's semantic embeddings are robust to shifts in time, magnitude, and noise, which is important for robust retrieval. At the task level, TSPulse incorporates TSLens, a fine-tuning component enabling task-specific feature attention. It also introduces a multi-head triangulation technique that correlates deviations from multiple prediction heads, enhancing anomaly detection by fusing complementary model outputs. Additionally, a hybrid mask pretraining is proposed to improves zero-shot imputation by reducing pre-training bias. These architecture and task innovations collectively contribute to TSPulse's significant performance gains: 5-16% on the UEA classification benchmarks, +20% on the TSB-AD anomaly detection leaderboard, +50% in zero-shot imputation, and +25% in time-series retrieval. Remarkably, these results are achieved with just 1M parameters (10-100X smaller than existing SOTA models) and allow GPU-free inference, setting a new standard for efficient time-series pre-trained models. The models can be accessed from https://huggingface.co/ibm-granite/granite-timeseries-tspulse-r1
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