Superposition Is Not Necessary: A Mechanistic Interpretability Analysis of Transformer Representations for Time Series Forecasting

Time Series Foundation Models (TSFMs) leverage extensive pretraining to accurately predict unseen time series during inference, without the need for task-specific fine-tuning. Through large-scale evaluations on standard benchmarks, we find that leading transformer-based TSFMs exhibit redundant components in their intermediate layers. We introduce a set of tools for mechanistic interpretability of TSFMs, including ablations of specific components and direct logit attribution on the residual stream. Our findings are consistent across several leading TSFMs with diverse architectures, and across a diverse set of real-world and synthetic time-series datasets. We discover that all models in our study are robust to ablations of entire layers. Furthermore, we develop a theoretical framework framing transformers as kernel regressors, motivating a purely intrinsic strategy for ablating heads based on the stable rank of the per-head projection matrices. Using this approach, we uncover the specific heads responsible for degenerate phenomena widely observed in TSFMs, such as parroting of motifs from the context and seasonality bias. Our study sheds light on the universal properties of this emerging class of architectures for continuous-time sequence modeling.

Time-series forecasting research has been moving steadily toward larger architectures, from specialized transformers to general-purpose foundation models, on the assumption that capacity is what unlocks accuracy. We take the opposite position: most of the gap can be closed at far lower cost by tuning preprocessing rather than scaling models. We use Ridge regression as the testbed, since it has a closed-form solution and interpretable weights, which let the optimal hyperparameters be read off the search directly. We search over context length, local normalization, regularization, and augmentation on eight standard benchmarks and find three patterns. (1) Optimal lookback is strongly series-specific and often non-monotonic in forecast horizon, with fitted power-law exponents ranging from $+0.46$ on ETTm2 to $-0.19$ on Exchange and Traffic, challenging the convention that longer horizons need longer history. (2) Normalizing over a learned trailing fraction of the context, rather than its entirety, is almost universally preferred. (3) Series within the same dataset often disagree on hyperparameters; the optimal degree of cross-series sharing varies from fully shared to fully per-series. The resulting models beat prior linear forecasters on most dataset-horizon entries and exceed Transformer, MLP, and CNN baselines on six of eight benchmarks. The optimized hyperparameters also serve as a diagnostic on the data itself, revealing structures that larger models absorb silently into their learned parameters. We provide an accompanying interactive online demonstration and the code at https://sakanaai.github.io/SearchCast/.

Language models are thought to exhibit the phenomenon of superposition, representing many more features than dimensions in their residual streams. Sparse autoencoders (SAEs) are designed to recover such features post-hoc, but training models that are interpretable by construction has remained impractical, as a per-layer over-complete bottleneck is prohibitively expensive in both memory and compute. To overcome this issue, we introduce the ParityTransformer, a GPT-2-scale architecture whose intermediate representations are efficient and wide / sparse by design. At each layer, a Deep Parity Bottleneck (DPB) replaces a learned over-complete basis with a parameter-free algebraic dictionary, providing a deterministic incoherence guarantee and eliminating the memory requirements that have prevented per-layer interpretable bottlenecks at scale. A DPB is a hierarchically structured sparse bottleneck which efficiently enforces sparsity using a multi-level mixture-of-experts approach: a hardware-aware implementation that closes the cost gap between activation sparse and dense training to a manageable interpretability tax. Empirically, ParityTransformers perform at least as well as post-hoc SAEs on sparse probing tasks, while out-performing on measures of feature absorption, steering effectiveness, and fine-grained causal interventions. Because subsequent computation acts only on features that survive the sparse bottleneck, the ParityTransformer's features are native to the model's forwards pass by construction, addressing the question of whether SAEs probe features the model actually uses during computation. We see this as a step toward training models whose internal representations are interpretable by design rather than recovered post hoc.