Pythia: Toward Foundation World Models for Multimodal Time Series

arXiv:2610.05240v1 Announce Type: new Abstract: Time-series foundation models offer a unified approach to forecasting across heterogeneous domains. Textual context and auxiliary observations provide complementary information about temporal dynamics, yet reusable multimodal predictive representations remain underexplored. We introduce Pythia, a foundation world model that learns context-conditioned latent dynamics across datasets through a joint-embedding predictive architecture. A stop-gradient numerical reference guides contextual corrections to predicted future states. A separate probabilistic decoder then adapts to the frozen predictive representation and observed history, decoupling world-model pretraining from observation-space forecasting. On MUSE, Pythia-Tiny's normalized mean absolute scaled error (MASE) and weighted sum quantile loss (WSQL) are 0.6879 and 0.4269, reducing errors by 6.26% and 5.00% relative to the strongest model evaluated in the published MUSE leaderboard. Through a series of controlled experiments, we investigate how to design a time-series world model through shared pretraining and how joint-embedding predictive learning can incorporate multimodal information. The results support separating predictive representation learning from probabilistic readout and show complementary contributions from entity descriptions, events, and covariates.

Related

• Expert-Guided Forecast Editing for Time-Series Foundation Models
• QiYao-M: Multimodal Time Series Foundation Model with Role-Aware Modeling of Endogenous and Exogenous Modalities
• WorldTS: World Modeling for Multimodal Covariate-aware Time Series Forecasting

Source: arXiv cs.LG | 2026-10-06