CauKer: Classification Time Series Foundation Models Can Be Pretrained on Synthetic Data
On the map: Synthetic data and self-improvement for LLMs → Model collapse from synthetic data
Abstract (arXiv)
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 pre-training on large-scale, carefully curated collections of real-world sequences. To allow for a sample-efficient pre-training of TSFMs, we propose textscCauKer, a novel algorithm designed to generate diverse, causally coherent synthetic time series with realistic trends, seasonality, and nonlinear interactions. textscCauKer combines Gaussian Process (GP) kernel composition with Structural Causal Models (SCM) to produce data for sample-efficient pre-training of state-of-the-art classification TSFMs having different architectures and following different pre-training approaches. Additionally, our experiments reveal that textscCauKer-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. The source code is publicly available at https://github.com/ShifengXIE/CauKer.
Key facts. Cited by 13 papers in the map (data through 14 Oct 2026). Placed in Model collapse from synthetic data, one of 13 directions in Synthetic data and self-improvement for LLMs. Builds on 41 of its 61 references that are in the map. First posted on arXiv 4 Aug 2025.
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- 2023From Alexnet to Transformers: Measuring the Non-linearity of Deep Neural Networks with Affine Optimal Transportcited by 1
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Citing papers per year: 2026: 13.
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- 2026TS-ICL: A Flexible Time-Indexed Foundation Model for Time Series via In-Context Learningcited by 4
- 2026TSFMAudit: Data Contamination Auditing in Forecasting Time Series Foundation Modelscited by 3
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- 2026t0: A Time-Series Foundation Model for Forecasting with Context21 Sep 2026
- 2026Tabby: An Open Pretraining Recipe for Time Series Foundation Models12 Sep 2026
- 2026EXAONE Finance 1.0: An Attention-free Time Series Foundation Model for Financial Time Series4 Aug 2026
- 2026Post-Training in Time Series Foundation Models: A Unifying Framework22 Jul 2026
- 2026Aionoscope: Debugging Latent-State Accessibility in Time-Series Representations1 Jul 2026
- 2026A Causal DAG Prior for Synthetic Time-Series Classification Datasets19 Jun 2026
- 2026TS-ICL: A Flexible Time-Indexed Foundation Model for Time Series via In-Context Learning4 Jun 2026
- 2026TSFMAudit: Data Contamination Auditing in Forecasting Time Series Foundation Models24 May 2026
1 more
- 2026TS-ICL: A Flexible Time-Indexed Foundation Model for Time Series via In-Context Learningcited by 4
- 2026TSFMAudit: Data Contamination Auditing in Forecasting Time Series Foundation Modelscited by 3
- 2026Post-Training in Time Series Foundation Models: A Unifying Frameworkcited by 3
- 2026EXAONE Finance 1.0: An Attention-free Time Series Foundation Model for Financial Time Seriescited by 3
- 2026Aionoscope: Debugging Latent-State Accessibility in Time-Series Representationscited by 2
- 2026t0: A Time-Series Foundation Model for Forecasting with Contextcited by 2
- 2026A Causal DAG Prior for Synthetic Time-Series Classification Datasetscited by 1
- 2026Tabby: An Open Pretraining Recipe for Time Series Foundation Modelscited by 1
- 2026Concept Drift from a Causal Perspectivecited by 0
- 2026EXAONE Demand 1.0: A Time Series Foundation Model for Demand Forecastingcited by 0
- 2026Have an LLM Write Your Anomaly Detector: Autonomous Discovery of Compact, Interpretable Detectors for Time Seriescited by 0
- 2026Prior-Fitted and Frozen Scorers for Multimodal Contrastive Learningcited by 0
- 2026Prior-Fitted and Frozen Scorers for Multimodal Contrastive Learning10 Oct 2026
- 2026Have an LLM Write Your Anomaly Detector: Autonomous Discovery of Compact, Interpretable Detectors for Time Series1 Oct 2026
- 2026EXAONE Demand 1.0: A Time Series Foundation Model for Demand Forecasting25 Sep 2026
- 2026Concept Drift from a Causal Perspective21 Sep 2026
- 2026t0: A Time-Series Foundation Model for Forecasting with Context21 Sep 2026
- 2026Tabby: An Open Pretraining Recipe for Time Series Foundation Models12 Sep 2026
- 2026EXAONE Finance 1.0: An Attention-free Time Series Foundation Model for Financial Time Series4 Aug 2026
- 2026Post-Training in Time Series Foundation Models: A Unifying Framework22 Jul 2026
- 2026Aionoscope: Debugging Latent-State Accessibility in Time-Series Representations1 Jul 2026
- 2026A Causal DAG Prior for Synthetic Time-Series Classification Datasets19 Jun 2026
- 2026TS-ICL: A Flexible Time-Indexed Foundation Model for Time Series via In-Context Learning4 Jun 2026
- 2026TSFMAudit: Data Contamination Auditing in Forecasting Time Series Foundation Models24 May 2026
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- 2026Timer-S1: A Billion-Scale Time Series Foundation Model with Serial Scaling
- 2024Enhancing Foundation Models for Time Series Forecasting via Wavelet-based Tokenization
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