Investigating the effects of the patch size in Time Series Foundation Models
Patch size is a central design choice in patch-based time-series foundation models, controlling temporal resolution, sequence length, and computational cost. We study how this choice interacts with transformer architecture through a controlled comparison of encoder-only and decoder-only forecasting models trained with the same data mixture and optimization budget. Across 97 GIFT-Eval tasks, encoder-only models consistently benefit from smaller patches, whereas decoder-only performance follows a U-shaped trend, with an intermediate patch size performing best in aggregate. Dataset-level results further show that the preferred decoder patch size increases with the forecasting horizon. For encoder-only models, increasing context length improves performance across patch sizes, although the gains diminish beyond a context length of 2048. Finally, training-compute and CPU-latency Pareto analyses reveal complementary regimes: decoder-only models provide efficient low-cost alternatives, while encoder-only models attain the highest overall accuracy. These results show that the choice of patch size and architecture should be made depending on the forecasting horizon and deployment constraints.
Authors
- Aymeric Dieuleveut (ORCID: https://orcid.org/0009-0005-1848-1724)
- Thomas Moreau (ORCID: https://orcid.org/0000-0002-1523-3419)
- Jad Yehya
- Andrei-Tiberiu Pantea (ORCID: https://orcid.org/0009-0003-9039-1817)
- Matthieu Kowalski
Publication Details
- Journal
- arXiv (Cornell University)
- Published
- 2026-11-02
- DOI
- https://doi.org/10.48550/arxiv.2611.02750
- Primary Topic
- Time Series Analysis and Forecasting
- Type
- preprint