用真实视频提取时间序列,发现主流模型零样本泛化能力不足。
Uncovering Zero-Shot Generalization Gaps in Time-Series Foundation Models Using Real-World Videos
- 从真实视频中提取光流信号构建时间序列数据
- 主流模型在新数据集上零样本预测性能显著下降
- 适合关注时序模型泛化能力的研究者
近期时间序列基础模型(TSFMs)研究揭示了真实世界数据的稀缺性,现有数据集常依赖合成数据,其泛化能力存疑。为此,本文提出一种新基准方法:构建反映真实物理时序动态的精选数据集,通过光学流从真实视频中提取时序信号。我们引入REAL-V-TSFM,一个旨在捕捉丰富多样真实世界时间序列的新数据集。在先进TSFMs的零样本预测实验中,尽管这些模型在传统基准上表现优异,但在新数据集上出现性能下降,表明其对新数据集的泛化能力有限。研究结果凸显了获取真实时间序列数据的新方法的必要性,并验证了基于视频的时间序列提取管道的有效性。
原文摘要 · Abstract (English)
Recent research on time-series foundation models (TSFMs) has underscored the scarcity of real-world data, often supplemented with synthetic sources in existing datasets, whose generalizability remains however debated. As such, in this work, we propose a novel benchmarking approach: in particular, we aim at building a curated dataset reflecting real world physical temporal dynamics, extracting temporal signals from real-world videos using optical flow. As such, we introduce REAL-V-TSFM, a novel dataset designed to capture rich and diverse time series derived from real-world videos. Experimental results on state-of-the-art TSFMs under zero-shot forecasting show that, despite strong performance on conventional benchmarks, these models exhibit performance degradation on the proposed dataset, suggesting limited generalizability to novel datasets. These findings underscore the need for novel approaches to acquiring time series data and highlight the lack of universality in recent TSFMs, while further validating the effectiveness of our video-based time series data extraction pipeline.
Thank you to arXiv for use of its open access interoperability. PaperDance 不是 arXiv 官方产品;中文卡片由大模型生成,请以原文为准。