EIDOS: Latent-Space Predictive Learning for Time Series Foundation Models

Fuente: arXiv
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Auteurs principaux: Zhou, Xinxing, Yao, Qingren, Zhao, Yiji, Liu, Chenghao, Salim, Flora, Yuan, Xiaojie, Wen, Yanlong, Jin, Ming
Format: Preprint
Publié: 2026
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author Zhou, Xinxing
Yao, Qingren
Zhao, Yiji
Liu, Chenghao
Salim, Flora
Yuan, Xiaojie
Wen, Yanlong
Jin, Ming
author_facet Zhou, Xinxing
Yao, Qingren
Zhao, Yiji
Liu, Chenghao
Salim, Flora
Yuan, Xiaojie
Wen, Yanlong
Jin, Ming
contents Most time series foundation models are pretrained by directly predicting future observations, which often yields weakly structured latent representations that capture surface noise rather than coherent and predictable temporal dynamics. In this work, we introduce EIDOS, a foundation model family that shifts pretraining from future value prediction to latent-space predictive learning. We train a causal Transformer to predict the evolution of latent representations, encouraging the emergence of structured and temporally coherent latent states. To ensure stable targets for latent-space learning, we design a lightweight aggregation branch to construct target representations. EIDOS is optimized via a joint objective that integrates latent-space alignment, observational grounding to anchor representations to the input signal, and direct forecasting supervision. On the GIFT-Eval benchmark, EIDOS mitigates structural fragmentation in the representation space and achieves state-of-the-art performance. These results demonstrate that constraining models to learn predictable latent dynamics is a principled step toward more robust and reliable time series foundation models.
format Preprint
id arxiv_https___arxiv_org_abs_2602_14024
institution arXiv
publishDate 2026
record_format arxiv
spellingShingle EIDOS: Latent-Space Predictive Learning for Time Series Foundation Models
Zhou, Xinxing
Yao, Qingren
Zhao, Yiji
Liu, Chenghao
Salim, Flora
Yuan, Xiaojie
Wen, Yanlong
Jin, Ming
Machine Learning
Artificial Intelligence
Most time series foundation models are pretrained by directly predicting future observations, which often yields weakly structured latent representations that capture surface noise rather than coherent and predictable temporal dynamics. In this work, we introduce EIDOS, a foundation model family that shifts pretraining from future value prediction to latent-space predictive learning. We train a causal Transformer to predict the evolution of latent representations, encouraging the emergence of structured and temporally coherent latent states. To ensure stable targets for latent-space learning, we design a lightweight aggregation branch to construct target representations. EIDOS is optimized via a joint objective that integrates latent-space alignment, observational grounding to anchor representations to the input signal, and direct forecasting supervision. On the GIFT-Eval benchmark, EIDOS mitigates structural fragmentation in the representation space and achieves state-of-the-art performance. These results demonstrate that constraining models to learn predictable latent dynamics is a principled step toward more robust and reliable time series foundation models.
title EIDOS: Latent-Space Predictive Learning for Time Series Foundation Models
topic Machine Learning
Artificial Intelligence
url https://arxiv.org/abs/2602.14024