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CauKer: classification time series foundation models can be pretrained on synthetic data only
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本文介绍了一种名为CauKer的算法,旨在高效生成具有因果连贯性和现实趋势的合成时间序列数据,以支持样本高效预训练时间序列基础模型(TSFMs)。

arXiv:2508.02879v1 Announce Type: cross Abstract: Time series foundation models (TSFMs) have recently gained significant attention due to their strong zero-shot capabilities and widespread real-world applications. Such models typically require a computationally costly pretraining on large-scale, carefully curated collections of real-world sequences. To allow for a sample-efficient pretraining of TSFMs, we propose CauKer, a novel algorithm designed to generate diverse, causally coherent synthetic time series with realistic trends, seasonality, and nonlinear interactions. CauKer combines Gaussian Process (GP) kernel composition with Structural Causal Models (SCM) to produce data for sample-efficient pretraining of state-of-the-art classification TSFMs having different architectures and following different pretraining approaches. Additionally, our experiments reveal that CauKer-generated datasets exhibit clear scaling laws for both dataset size (10K to 10M samples) and model capacity (1M to 783M parameters), unlike real-world datasets, which display irregular scaling behavior.

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CauKer 时间序列基础模型 合成数据生成
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