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ChronoVAE-HOPE: Beyond Attention -- A Next-Generation VAE Foundation Model for Specialized Time Series Classification
Jos\'e Alber · 2026-05-23 · via cs.LG updates on arXiv.org

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Abstract:Time Series Foundation Models (TSFMs) have become a new component of the state-of-the-art in general time series forecasting. However, adapting them to specialized classification tasks remains constrained by two interconnected challenges: the quadratic cost of standard attention mechanisms and the inability to disentangle the structural components underlying time series variability. This technical report introduces ChronoVAE-HOPE, a next-generation TSFM that reconciles massive generalization with structured latent representation for time series classification. The core of the proposal is a Variational Autoencoder (VAE) framework built upon the HOPE Block, which replaces quadratic attention with a dual-memory system: Titans modules for dynamic short-term retention and a Continuum Memory System (CMS) for the abstraction of long-term historical context. A key architectural novelty is the disentangled latent space, which factorizes representations into independent trend and seasonal components via dedicated encoder heads and separate decoder pathways. ChronoVAE-HOPE undergoes self-supervised pre-training on the Monash archive, combining a Masked Time Series Modeling (MTSM) auxiliary objective with a disentangled VAE reconstruction loss. The pre-trained encoder is subsequently frozen and used to generate fixed-length embeddings for downstream classification on the UCR benchmark datasets. Empirical results demonstrate strong performance across diverse temporal domains, particularly in settings characterized by strict causal structure. ChronoVAE-HOPE establishes a robust and interpretable framework for the adaptation of foundation models to time series classification through structured generative representations.
Subjects: Machine Learning (cs.LG)
Cite as: arXiv:2605.22684 [cs.LG]
  (or arXiv:2605.22684v1 [cs.LG] for this version)
  https://doi.org/10.48550/arXiv.2605.22684

arXiv-issued DOI via DataCite (pending registration)

Submission history

From: Luis Balderas Ruiz [view email]
[v1] Thu, 21 May 2026 16:26:09 UTC (652 KB)