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A modular time-series foundation model used 63.8 percent less storage than its deterministic twin, and uncertainty-based routing cut calibration error from 0.086 to 0.072

AspireAI community · arXiv (Singular Bayesian Neural Networks for time series)
Industrial time series vary in sampling rate, scale and operating regime, which makes a single foundation model awkward to retrain for every shift. This work builds a collection of compact Singular Bayesian Neural Network encoders and uses each encoder's epistemic uncertainty to route new data label-free, so capacity can be added one expert at a time instead of retraining the whole model. At the selected ranks the Bayesian collection uses 63.8 percent less storage than its deterministic counterpart, and across seven incoming datasets uncertainty routing beats distance routing on average calibration error (0.086 down to 0.072) and negative log-likelihood (0.907 down to 0.836) while raising PICP90 coverage from 82.28 to 89.03 percent. The limitation is that the framework is evaluated on time-series forecasting rather than on general-purpose language workloads, so the routing idea has not been shown to transfer beyond that domain.
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