A decoder-only foundation model for time-series forecasting

Motivated by recent advances in large language models for NLP, we design a time-series foundation model for forecasting whose out-of-the-box zero-shot performance on a variety of datasets, matches the accuracy of state-of-the-art supervised forecasting models for each individual dataset. Our model is based on pretraining a patched-decoder style attention model on a large time series dataset, and can work well across different forecasting history lengths, prediction lengths and temporal granularities.