Publication Type
Conference Proceeding Article
Version
publishedVersion
Publication Date
12-2025
Abstract
The recent boom of large pre-trained models witnesses remarkable success in developing foundation models (FMs) for time series forecasting. Despite impressive performance across diverse downstream forecasting tasks, existing time series FMs possess massive network architectures and require substantial pre-training on large-scale datasets, which significantly hinders their deployment in resource-constrained environments. In response to this growing tension between versatility and affordability, we propose SEMPO, a novel lightweight foundation model that requires pretraining on relatively small-scale data, yet exhibits strong general time series forecasting. Concretely, SEMPO comprises two key modules: 1) energy-aware SpEctral decomposition module, that substantially improves the utilization of pre-training data by modeling not only the high-energy frequency signals but also the low-energy yet informative frequency signals that are ignored in current methods; and 2) Mixture-of-PrOmpts enabled Transformer, that learns heterogeneous temporal patterns through small dataset-specific prompts and adaptively routes time series tokens to prompt-based experts for parameter-efficient model adaptation across different datasets and domains. Equipped with these modules, SEMPO significantly reduces both pre-training data scale and model size, while achieving strong generalization. Extensive experiments on two large-scale benchmarks covering 16 datasets demonstrate the superior performance of SEMPO in both zero-shot and few-shot forecasting scenarios compared with state-of-the-art methods. Code and data are available at https://github.com/mala-lab/SEMPO
Discipline
Artificial Intelligence and Robotics | Software Engineering
Research Areas
Intelligent Systems and Optimization
Areas of Excellence
Digital transformation
Publication
Advances in Neural Information Processing Systems: Proceedings, December 2-7, San Diego
Identifier
10.48550/ARXIV.2510.19710
Publisher
NIPS
City or Country
San Diego
Citation
HE, Hui; YI, Kun; MA, Yuanchi; ZHANG, Qi; NIU, Zhengdong; and PANG, Guansong.
SEMPO: Lightweight Foundation Models for Time Series Forecasting. (2025). Advances in Neural Information Processing Systems: Proceedings, December 2-7, San Diego.
Available at: https://ink.library.smu.edu.sg/sis_research/10889
Creative Commons License

This work is licensed under a Creative Commons Attribution-NonCommercial-No Derivative Works 4.0 International License.
Additional URL
https://doi.org/10.48550/arXiv.2510.19710