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Autore principale: Mishra, Anurag
Natura: Preprint
Pubblicazione: 2026
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Accesso online:https://arxiv.org/abs/2603.10071
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author Mishra, Anurag
author_facet Mishra, Anurag
contents Time series foundation models (TSFMs) are increasingly deployed in high-stakes domains, yet their internal representations remain opaque. We present the first application of sparse autoencoders (SAEs) to a TSFM, training TopK SAEs on activations of Chronos-T5-Large (710M parameters) across six layers. Through 392 single-feature ablation experiments, we establish that every ablated feature produces a positive CRPS degradation, confirming causal relevance. Our analysis reveals a depth-dependent hierarchy: early encoder layers encode low-level frequency features, the mid-encoder concentrates causally critical change-detection features, and the final encoder compresses a rich but less causally important taxonomy of temporal concepts. The most critical features reside in the mid-encoder (max single-feature Delta CRPS = 38.61), not in the semantically richest final encoder layer, where progressive ablation paradoxically improves forecast quality. These findings demonstrate that mechanistic interpretability transfers effectively to TSFMs and that Chronos-T5 relies on abrupt-dynamics detection rather than periodic pattern recognition.
format Preprint
id arxiv_https___arxiv_org_abs_2603_10071
institution arXiv
publishDate 2026
record_format arxiv
spellingShingle Dissecting Chronos: Sparse Autoencoders Reveal Causal Feature Hierarchies in Time Series Foundation Models
Mishra, Anurag
Machine Learning
Artificial Intelligence
Computation and Language
Time series foundation models (TSFMs) are increasingly deployed in high-stakes domains, yet their internal representations remain opaque. We present the first application of sparse autoencoders (SAEs) to a TSFM, training TopK SAEs on activations of Chronos-T5-Large (710M parameters) across six layers. Through 392 single-feature ablation experiments, we establish that every ablated feature produces a positive CRPS degradation, confirming causal relevance. Our analysis reveals a depth-dependent hierarchy: early encoder layers encode low-level frequency features, the mid-encoder concentrates causally critical change-detection features, and the final encoder compresses a rich but less causally important taxonomy of temporal concepts. The most critical features reside in the mid-encoder (max single-feature Delta CRPS = 38.61), not in the semantically richest final encoder layer, where progressive ablation paradoxically improves forecast quality. These findings demonstrate that mechanistic interpretability transfers effectively to TSFMs and that Chronos-T5 relies on abrupt-dynamics detection rather than periodic pattern recognition.
title Dissecting Chronos: Sparse Autoencoders Reveal Causal Feature Hierarchies in Time Series Foundation Models
topic Machine Learning
Artificial Intelligence
Computation and Language
url https://arxiv.org/abs/2603.10071