FlowState: Sampling-Rate-Equivariant Time-Series Forecasting
About
Existing time series foundation models (TSFMs), often based on transformer variants, lack adaptability to different sampling rates, struggle with generalization across varying context and target lengths, and are computationally inefficient. We introduce FlowState, a novel TSFM architecture that achieves sampling-rate-equivariant forecasting through a unified design that pairs a state space model (SSM) encoder with a functional basis decoder (FBD). 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 without retraining. We further propose an efficient pretraining strategy that improves robustness and accelerates training. Despite being one of the smallest TSFMs, FlowState achieves state-of-the-art results on the widely used GIFT-Eval benchmark, while demonstrating superior adaptability to unseen sampling rates. Our detailed analyses confirm the effectiveness of its components, and we demonstrate its unique ability to adapt to varying input sampling rates.