Poster
in
Workshop: 1st Workshop on Foundation Models for Structured Data (FMSD)
CauKer: Classification Time Series Foundation Models Can Be Pretrained on Synthetic Data only
Shifeng Xie · Vasilii Feofanov · Marius Alonso · Ambroise Odonnat · Jianfeng Zhang · Ievgen Redko
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.