TimeSeek: Multi-Task and Multi-Domain Pretraining for Generalized Time Series Analytics

Time series analytics has been widely applied across various domains. While existing time series foundation models (TSFMs) have demonstrated promising results, they still face two major challenges: 1) Most TSFMs mainly rely on stacking Transformer layers to increase parameter size, lacking the ability to adaptively model complex time series patterns from multi-domain data. 2) Current TSFMs are primarily pre-trained for specific tasks, e.g., forecasting or anomaly detection, and a few models support multiple tasks, but they fail to fully leverage task specificity and commonality, resulting in suboptimal performance. To address these challenges, we propose TimeSeek, a novel generalized time series analytics model that adaptively models time series patterns from multi-domain data and unifies multiple tasks in pre-training. Conceptually, TimeSeek is guided by selective information sharing u…