量化时间序列基础模型在传感器数据应用中的采样频率不变性
Quantifying the Sampling Frequency Invariance of Time-Series Foundation Models for Sensor Data Applications
Sourish Gunesh Dhekane, Abinaya Kumar, Torsten Woertwein, Yan-Bo Lin, Thomas Ploetz, Shabnam Ghaffarzadegan
AI 速读 基于摘要
该研究对四个主流时间序列基础模型进行压力测试,量化其在采样频率变化下的不变性,并考察性能退化是否与信息带宽损失相关。
cs.LG · cs.AI
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Time-Series Foundation Models (TSFMs) are increasingly used in sensor applications, where sampling frequency (SF) varies across sensors, devices, and operating modes (e.g., power saving). Ideally, TSFMs must remain effective during such SF changes, provided the SF retains task-critical bandwidth. In this paper, we stress-test 4 prominent TSFMs: MOMENT, Chronos-2, Moirai-MoE, and TimesFM, to quantify their SF-invariance and investigate whether their behavior tracks the resulting loss of information bandwidth rather than the SF value itself. Our stress-test probes 3 dimensions: (i) the shift in embeddings, (ii) the degradation in forecasting performance, and (iii) the degradation in downstream performance, quantified by three novel metrics: FSI, FDI, and CDI, respectively. To our knowledge, this is the first study to place SF-invariance at the core of TSFM evaluations. Our results characterize: (i) how SF-invariance depends on the margin between signal's native-SF and the bandwidth its task requires, (ii) how much of that invariance the choice of TSFM explains, and (iii) how much of TSFM's performance degradation under a lower SF reflects information loss rather than a limitation of their abilities. These findings reframe SF-invariance as a measurable, signal-aware property of the (signal X TSFM) pair, and guide practitioners on when TSFMs display SF-invariance.