Hamid Latif-Martínez, Juan Vanerio, Pedro Casas, José Suárez-Varela, Albert Cabellos-Aparicio, Pere Barlet-Ros

We present TSGFM, a Time Series Graph Foundation Model for zero-shot network monitoring, leveraging spatiotemporal Graph Neural Networks (GNNs) to extract transferable representations across diverse multivariate time series (MTS) domains. Pretrained on heterogeneous time series datasets, TSGFM enables generalization without task-specific fine-tuning, addressing core challenges in dynamic network environments. TSGFM is benchmarked across five real-world MTS datasets and seven zero-shot forecasting scenarios, outperforming five state-of-the-art baselines in six out of seven tasks. Most notably, in zero-shot network monitoring analysis, TSGFM surpasses all competing models by at least 18%, even without any prior exposure to network monitoring data. We further compare TSGFM against leading Time Series Foundation Models (TSFMs), including TimeGPT and TimesFM. TSGFM achieves performance on par with TimeGPT, occasionally surpassing it, and consistently outperforms TimesFM, while using significantly less pretraining data and relying on a much simpler architecture.

A detailed analysis of TSGFM's learned spatial attention patterns reveals domain-specific connectivity structures. In particular, lower attention weights in network monitoring tasks suggest that dense spatial graphs may be unnecessary, opening opportunities for efficient spatial pruning without sacrificing accuracy. This challenges prevailing assumptions favoring fully connected spatiotemporal GNNs. To foster transparency and reproducibility, we release the complete implementation of TSGFM as open source, as well as the tested datasets.

The source code and datasets used in this paper are available at the following links: