KALEIDO: Input-Space Adaptation of a Vision Model for Time-Series Forecasting Through Gated Fold Geometries
Organizations: Northwestern University · Ohio State University · Bosch Research North America
Abstract
Time-series foundation models buy zero-shot forecasting with large temporal corpora; a vision model needs none, since a natural image implicitly embeds the patterns a forecaster must model, and an ImageNet-pretrained masked autoencoder forecasts a series by inpainting a rendering of it. A rendered series is not a natural image, however, and closing that gap takes temporal-aware adaptation. We show that the rendering geometry - how the series is folded and drawn - is a controllable, mixable axis for it. Kaleido detects the dominant periods, renders a rule-generated set of fold geometries, combines the inpaintings with a convex per-position gate fit on validation only, and fuses the result with the zero-shot output at one fixed share, with no per-dataset hyperparameter beyond the baseline's published settings. Training only LayerNorm (0.05%), Kaleido lowers MSE by 13% against the published zero-shot baseline on LTSF and, frozen, by 6.6%; on GIFT-Eval it improves the baseline by 7.4% in MASE and 19.3% in CRPS.
Figures & tables
| Zero-shot | Fine-tuned / supervised | ||||||||
| Kaleido -zs | VisionTS-zs | VisionTS++ | Moirai B | Chronos L | Kaleido | VisionTS-fs | DMMV-a | PatchTST | |
| ETTh1 | 0.384 | 0.389 | 0.402 | 0.434 | 0.589 | 0.376 | 0.395 | 0.395 | 0.413 |
| ETTh2 | 0.330 | 0.333 | 0.333 | 0.346 | 0.455 | 0.338 | 0.336 | 0.337 | 0.330 |
| ETTm1 | 0.349 | 0.373 | 0.360 | 0.382 | 0.556 | 0.320 | 0.338 | 0.340 | 0.351 |
| ETTm2 | 0.256 | 0.281 | 0.244 | 0.272 | 0.295 | 0.242 | 0.261 | 0.256 | 0.255 |
| Weather | 0.243 | 0.269 | 0.222 | 0.238 | 0.279 | 0.222 | 0.227 | 0.217 | 0.225 |
| TimesFM-2 | C-Bolt-B | C-Bolt-S | Kaleido | PatchTST | Chronos-L | Kaleido -zs | iTrans. | VisionTS ⋆ | Moirai-B | |
|---|---|---|---|---|---|---|---|---|---|---|
| nMASE | 0.758 | 0.808 | 0.822 | 0.832 | 0.849 | 0.870 | 0.879 | 0.893 | 0.899 | 0.901 |
| nCRPS | 0.550 | 0.574 | 0.577 | 0.634 | 0.587 | 0.647 | 0.671 | 0.620 | 0.786 | 0.610 |
| leakage | ✓ | ✓ | ✓ | – | – | ✓ | – | – | – | – |
Appendix figures & tables1 asset
Supplementary material from the paper’s appendix.
Appendix
| LTSF (detector v1 = v2, frozen; reference = community seasonality) | ||
|---|---|---|
| dataset | detected | reference |
| ETTh1 | 24 | 24 |
| ETTh2 | 24 | 24 |
| ETTm1 | 96 | 96 |
| ETTm2 | 96 | 96 |
| Weather | 144 | 144 |
Time Series Forecasting
Time series forecasting predicts future values from ordered observations using statistical, neural, and probabilistic models to support decisions under uncertainty.
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