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Representations in Time Series Foundation Models

This repository contains the code for our ICML '25 paper: "Exploring Representations and Interventions in Time Series Foundation Models".

Overview

Time series foundation models (TSFMs) are powerful tools for various applications, but their internal representations and learned concepts are not well understood. In this study, we:

  1. Analyze representation similarity: Investigate the structure and redundancy of representations across various TSFMs
  2. Perform model pruning: Leverage redundancy in representations to prune layers and improve efficiency
  3. Identify and localize concepts: Explore what concepts (periodicity, trends) are learned by these models
  4. Implement concept steering: Manipulate latent space to influence model behavior

Repository Structure

representations-in-tsfms/
├── efficiency/                # Code for representation analysis and pruning
│   ├── chronos-forecasting/   # Chronos model implementation
│   ├── tsfm_similarity/       # Similarity analysis tools
│   ├── produce_similarity_maps.sh
│   ├── produce_and_time_models.sh
│   └── evaluate_chronos_variants.sh
├── steering/                  # Code for concept identification and steering
│   ├── chronos_notebooks/     # Notebooks for Chronos model
│   ├── chronos_viz/           # Visualization for Chronos steering
│   ├── moment_notebooks/      # Notebooks for MOMENT model
│   ├── moment_viz/            # Visualization for MOMENT steering
│   ├── src/                   # Core steering implementation
│   └── datasets/              # Datasets for steering experiments
└── environment.yml            # Conda environment specification

Installation

  1. Clone the repository and initialize submodules:
git clone --recurse-submodules git@github.com:moment-timeseries-foundation-model/representations-in-tsfms.git
cd representations-in-tsfms
  1. Make sure that you have conda installed and create the environment:
bash create_env.sh
conda activate reps-tsfm

Experiments

Representation Analysis and Pruning

Analyze model representation similarity and prune redundant layers in TSFMs:

# Generate similarity maps between layers of TSFMs
cd efficiency
./produce_similarity_maps.sh

# Produce pruned models and time them
./produce_and_time_models.sh

# Evaluate pruned Chronos model variants
./evaluate_chronos_variants.sh

Results will be available in the results directory.

Concept Identification and Steering (Coming Soon)

Identify concepts in TSFMs and perform concept steering:

# Example commands will be provided when this section is completed
cd steering
# Run concept identification
# Run concept steering

Citation (TODO)

@inproceedings{representations-tsfms-2025,
  title={Exploring Representations and Interventions in Time Series Foundation Models},
  author={Your Name and Co-authors},
  booktitle={International Conference on Machine Learning},
  year={2025}
}

License (TODO)

This project is licensed under the terms of the LICENSE file included in this repository.

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