TimeSqueeze: Dynamic Patching for Efficient Time Series Forecasting

Fuente: arXiv
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Hauptverfasser: Ankireddy, Sravan Kumar, Seleznev, Nikita, Nguyen, Nam H., Wu, Yulun, Kumar, Senthil, Huang, Furong, Bruss, C. Bayan
Format: Preprint
Veröffentlicht: 2026
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author Ankireddy, Sravan Kumar
Seleznev, Nikita
Nguyen, Nam H.
Wu, Yulun
Kumar, Senthil
Huang, Furong
Bruss, C. Bayan
author_facet Ankireddy, Sravan Kumar
Seleznev, Nikita
Nguyen, Nam H.
Wu, Yulun
Kumar, Senthil
Huang, Furong
Bruss, C. Bayan
contents Transformer-based time series foundation models face a fundamental trade-off in choice of tokenization: point-wise embeddings preserve temporal fidelity but scale poorly with sequence length, whereas fixed-length patching improves efficiency by imposing uniform boundaries that may disrupt natural transitions and blur informative local dynamics. In order to address these limitations, we introduce TimeSqueeze, a dynamic patching mechanism that adaptively selects patch boundaries within each sequence based on local signal complexity. TimeSqueeze first applies a lightweight state-space encoder to extract full-resolution point-wise features, then performs content-aware segmentation by allocating short patches to information-dense regions and long patches to smooth or redundant segments. This variable-resolution compression preserves critical temporal structure while substantially reducing the token sequence presented to the Transformer backbone. Specifically for large-scale pretraining, TimeSqueeze attains up to 20x faster convergence and 8x higher data efficiency compared to equivalent point-token baselines. Experiments across long-horizon forecasting benchmarks show that TimeSqueeze consistently outperforms comparable architectures that use either point-wise tokenization or fixed-size patching.
format Preprint
id arxiv_https___arxiv_org_abs_2603_11352
institution arXiv
publishDate 2026
record_format arxiv
spellingShingle TimeSqueeze: Dynamic Patching for Efficient Time Series Forecasting
Ankireddy, Sravan Kumar
Seleznev, Nikita
Nguyen, Nam H.
Wu, Yulun
Kumar, Senthil
Huang, Furong
Bruss, C. Bayan
Artificial Intelligence
Transformer-based time series foundation models face a fundamental trade-off in choice of tokenization: point-wise embeddings preserve temporal fidelity but scale poorly with sequence length, whereas fixed-length patching improves efficiency by imposing uniform boundaries that may disrupt natural transitions and blur informative local dynamics. In order to address these limitations, we introduce TimeSqueeze, a dynamic patching mechanism that adaptively selects patch boundaries within each sequence based on local signal complexity. TimeSqueeze first applies a lightweight state-space encoder to extract full-resolution point-wise features, then performs content-aware segmentation by allocating short patches to information-dense regions and long patches to smooth or redundant segments. This variable-resolution compression preserves critical temporal structure while substantially reducing the token sequence presented to the Transformer backbone. Specifically for large-scale pretraining, TimeSqueeze attains up to 20x faster convergence and 8x higher data efficiency compared to equivalent point-token baselines. Experiments across long-horizon forecasting benchmarks show that TimeSqueeze consistently outperforms comparable architectures that use either point-wise tokenization or fixed-size patching.
title TimeSqueeze: Dynamic Patching for Efficient Time Series Forecasting
topic Artificial Intelligence
url https://arxiv.org/abs/2603.11352