QuantFlow: A Federated Mamba-Based Post-Transformer Foundation Model for Time-Series Forecasting
Problem. Forecasting models are typically trained per system, learn one narrow domain from scratch, and transfer nothing. Meanwhile, real-world training data is often fragmented and private.
Approach. A privacy-preserving univariate forecasting framework built on bidirectional Mamba state-space decoders, trading the transformer's quadratic cost for linear scaling in sequence length and memory. TSMixup augmentation (Dirichlet-weighted interpolation) expands coverage of the temporal manifold, and a probabilistic projection head trained with pinball loss emits five-quantile, uncertainty-aware forecasts.
Outcome. Competitive with strong transformer baselines on held-out series; zero-shot R² above 0.8 on four of five unseen domains at the 96-step horizon; federated training within 0.05 R² of centralized training across ten datasets, without any client sharing raw data. Published as an arXiv preprint.
PyTorch · Mamba / State-Space Models · Federated Learning · Probabilistic Forecasting