Bridging the High-Frequency Data Gap: A Millisecond-Resolution Network Dataset for Advancing Time Series Foundation Models

Time series foundation models (TSFMs) require diverse, real-world datasets to adapt across varying domains and temporal frequencies. However, current large-scale datasets predominantly focus on low-frequency time series with sampling intervals, i.e., time resolution, in the range of seconds to years, hindering their ability to capture the nuances of high-frequency time series data. To address this limitation, we introduce a novel dataset that captures millisecond-resolution wireless and traffic conditions from an operational 5G wireless deployment, expanding the scope of TSFMs to incorporate high-frequency data for pre-training. Further, the dataset introduces a new domain, wireless networks, thus complementing existing more general domains like energy and finance. The dataset also provides use cases for short-term forecasting, with prediction horizons spanning from 100 milliseconds (1 step) to 9.6 seconds (96 steps). By benchmarking traditional machine learning models and TSFMs on predictive tasks using this dataset, we demonstrate that most TSFM model configurations perform poorly on this new data distribution in both zero-shot and fine-tuned settings. Our work underscores the importance of incorporating high-frequency datasets during pre-training and forecasting to enhance architectures, fine-tuning strategies, generalization, and robustness of TSFMs in real-world applications.

Domain Adaptation for Time series Transformers using One-step fine-tuning

The recent breakthrough of Transformers in deep learning has drawn significant attention of the time series community due to their ability to capture long-range dependencies. However, like other deep learning models, Transformers face limitations in time series prediction, including insufficient temporal understanding, generalization challenges, and data shift issues for the domains with limited data. Additionally, addressing the issue of catastrophic forgetting, where models forget previously learned information when exposed to new data, is another critical aspect that requires attention in enhancing the robustness of Transformers for time series tasks. To address these limitations, in this paper, we pre-train the time series Transformer model on a source domain with sufficient data and fine-tune it on the target domain with limited data. We introduce the \emph{One-step fine-tuning} approach, adding some percentage of source domain data to the target domains, providing the model with diverse time series instances. We then fine-tune the pre-trained model using a gradual unfreezing technique. This helps enhance the model's performance in time series prediction for domains with limited data. Extensive experimental results on two real-world datasets show that our approach improves over the state-of-the-art baselines by 4.35% and 11.54% for indoor temperature and wind power prediction, respectively.