QuITE: Query-Based Irregular Time Series Embedding

Time series foundation models (TSFMs) have recently delivered impressive zero-shot performance across diverse forecasting tasks. However, real-world decision-making frequently relies on \emph{irregular multivariate time series} (IMTS), where inconsistent inter-observation intervals and asynchronous sampling across variables coexist with informative missingness. Existing TSFMs handle such inputs either through imputation that injects spurious values or through index-based positional encodings that ignore continuous time. There is still a gap in the foundation model that follows the original IMTS patterns. In this paper, we propose a hybrid attention model that learns a unified time-aware patch representation for IMTS forecasting. We first design a \emph{time-aware patch encoding} that maps a variable number of intra-patch timestamps into a fixed-size embedding, producing a uniform format for irregular patches without resorting to imputation. We then introduce a \emph{time bias attention} mechanism that calibrates inter-patch temporal misalignment and asynchronous cross-channel dependencies as auxiliary attention offset. Finally, on top of a decoder-only Transformer backbone, we adopt a \emph{hybrid causal mask} that preserves a bidirectional full view over the historical context while keeping the forecast horizon strictly autoregressive. To support large-scale pretraining under irregular settings, we also curate VersaTSA, an archive of $30$B observations that retains the native sampling sparsity of its sources. Experiments on three IMTS benchmarks and a standard regular-MTS benchmark show that our model achieves state-of-the-art zero-shot performance on IMTS and remains competitive when transferred to regular forecasting.

Joint probabilistic modeling is essential for forecasting irregular multivariate time series (IMTS) to accurately quantify uncertainty. Existing approaches often struggle to balance model expressivity with consistent marginalization, frequently leading to unreliable or contradictory forecasts. To address this, we propose CircuITS, a novel architecture for probabilistic IMTS forecasting based on probabilistic circuits. Our model is flexible in capturing intricate dependencies between time series channels while structurally guaranteeing valid joint distributions. Experiments on four real world datasets demonstrate that CircuITS achieves superior joint and marginal density estimation compared to state of the art baselines.

Timeseries regression models often struggle to leverage large volumes of labeled multimodal data, particularly when the data are irregularly sampled or contain missing values. This is common in domains like healthcare and predictive maintenance, where data are collected from unreliable sources, and labeling requires expert knowledge or costly equipments. Transformer-based large language models have proven effective on structured data such as text through self-supervised learning (SSL) and generative pretraining (GPT) frameworks. However, such models lack the flexibility to efficiently process irregularly sampled multimodal timeseries data. In this paper, we introduce ITGPT, an attention-based architecture designed for handling multimodal, irregularly sampled timeseries by allowing training with both SSL losses and GPT-like objectives. We evaluate its performance on a healthcare task with the TIHM dataset, and a predictive maintenance task with the CompX dataset. Our results demonstrate that ITGPT achieves state-of-the-art performance without requiring resampling, feature fusion or explicit data imputation. Furthermore, when labels are scarce, ITGPT effectively leverages unlabeled data through SSL and GPT training, outperforming the purely supervised approach. This represents an important step towards efficiently using large and unstructured timeseries datasets for practical inference tasks.