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相关论文: Battling the Non-stationarity in Time Series Forec…

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Time series forecasting is critical for decision-making across dynamic domains such as energy, finance, transportation, and cloud computing. However, real-world time series often exhibit non-stationarity, including temporal distribution…

机器学习 · 计算机科学 2025-12-01 Junkai Lu , Peng Chen , Chenjuan Guo , Yang Shu , Meng Wang , Bin Yang

Test-time adaptation (TTA) has recently emerged as a promising approach for improving time series forecasting (TSF) under distribution shift. Existing TSF-TTA methods differ in how they utilize revealed targets, yet the resulting adaptation…

机器学习 · 计算机科学 2026-05-19 Haochun Wang , Ruichen Xu , Georgios Kementzidis , Karen Cho , Sebastian Ramirez Villarreal , Yuefan Deng

Time Series Foundation Models (TSFMs) advance generalization and data efficiency in time series forecasting by unified large-scale pretraining. But TSFMs remain lacking when adapting to specific downstream forecasting tasks for two reasons.…

信号处理 · 电气工程与系统科学 2026-05-04 Siyang Li , Yize Chen , Zijie Zhu , Yuxin Pan , Yan Guo , Ming Huang , Hui Xiong

Time series forecasting (TSF) has long been a crucial task in both industry and daily life. Most classical statistical models may have certain limitations when applied to practical scenarios in fields such as energy, healthcare, traffic,…

Despite recent advancements in deep learning, deep neural networks continue to suffer from performance degradation when applied to new data that differs from training data. Test-time adaptation (TTA) aims to address this challenge by…

计算机视觉与模式识别 · 计算机科学 2023-09-06 Sanghun Jung , Jungsoo Lee , Nanhee Kim , Amirreza Shaban , Byron Boots , Jaegul Choo

Time series forecasting has widespread applications in urban life ranging from air quality monitoring to traffic analysis. However, accurate time series forecasting is challenging because real-world time series suffer from the distribution…

机器学习 · 计算机科学 2022-07-15 Wenying Duan , Xiaoxi He , Lu Zhou , Lothar Thiele , Hong Rao

Real-world time series often exhibit a non-stationary nature, degrading the performance of pre-trained forecasting models. Test-Time Adaptation (TTA) addresses this by adjusting models during inference, but existing methods typically update…

机器学习 · 计算机科学 2025-07-01 Heitor R. Medeiros , Hossein Sharifi-Noghabi , Gabriel L. Oliveira , Saghar Irandoust

Real-world time-series datasets often violate the assumptions of standard supervised learning for forecasting -- their distributions evolve over time, rendering the conventional training and model selection procedures suboptimal. In this…

机器学习 · 计算机科学 2022-09-27 Sercan O. Arik , Nathanael C. Yoder , Tomas Pfister

Time series forecasting predicts future values from past data. In real-world settings, some anomalous events have lasting effects and influence the forecast, while others are short-lived and should be ignored. Standard forecasting models…

机器学习 · 计算机科学 2025-12-15 Joel Ekstrand , Zahra Taghiyarrenani , Slawomir Nowaczyk

Test-Time Adaptation (TTA) has recently emerged as a promising approach for tackling the robustness challenge under distribution shifts. However, the lack of consistent settings and systematic studies in prior literature hinders thorough…

机器学习 · 计算机科学 2023-06-07 Hao Zhao , Yuejiang Liu , Alexandre Alahi , Tao Lin

Meta-forecasting is a newly emerging field which combines meta-learning and time series forecasting. The goal of meta-forecasting is to train over a collection of source time series and generalize to new time series one-at-a-time. Previous…

机器学习 · 计算机科学 2023-02-07 Mike Van Ness , Huibin Shen , Hao Wang , Xiaoyong Jin , Danielle C. Maddix , Karthick Gopalswamy

Recently, deep neural networks have gained increasing popularity in the field of time series forecasting. A primary reason for their success is their ability to effectively capture complex temporal dynamics across multiple related time…

机器学习 · 计算机科学 2022-06-23 Xiaoyong Jin , Youngsuk Park , Danielle C. Maddix , Hao Wang , Yuyang Wang

Time series forecasting is vital in diverse sectors such as energy and transportation, where non-stationary dynamics are deeply intertwined with external events in other modalities such as texts. However, incorporating natural…

机器学习 · 计算机科学 2026-05-12 Yunfeng Ge , Ming Jin , Yiji Zhao , Hongyan Li , Bo Du , Chang Xu , Shirui Pan

Time series forecasting, which aims to predict future values based on historical data, has garnered significant attention due to its broad range of applications. However, real-world time series often exhibit complex non-uniform distribution…

机器学习 · 计算机科学 2025-10-02 Yanru Sun , Zongxia Xie , Emadeldeen Eldele , Dongyue Chen , Qinghua Hu , Min Wu

Deep learning has achieved strong performance in Time Series Forecasting (TSF). However, we identify a critical representation paradox, termed Latent Chaos: models with accurate predictions often learn latent representations that are…

机器学习 · 计算机科学 2026-05-13 Jie Yang , Yifan Hu , Yuante Li , Kexin Zhang , Kaize Ding , Philip S. Yu

Time series encountered in practice are rarely stationary. When the data distribution changes, a forecasting model trained on past observations can lose accuracy. We study a small-footprint test-time adaptation (TTA) framework for causal…

统计金融 · 定量金融 2026-02-03 Yurui Wu , Qingying Deng , Wonou Chung , Mairui Li

Financial time series forecasting presents significant challenges due to complex nonlinear relationships, temporal dependencies, variable interdependencies and limited data availability, particularly for tasks involving low-frequency data,…

综合金融 · 定量金融 2025-07-11 Ben A. Marconi

In recent years, both online and offline deep learning models have been developed for time series forecasting. However, offline deep forecasting models fail to adapt effectively to changes in time-series data, while online deep forecasting…

机器学习 · 计算机科学 2024-02-06 Mohamed Mejri , Chandramouli Amarnath , Abhijit Chatterjee

Time-series forecasting has seen significant advancements with the introduction of token prediction mechanisms such as multi-head attention. However, these methods often struggle to achieve the same performance as in language modeling,…

机器学习 · 计算机科学 2024-12-03 Panayiotis Christou , Shichu Chen , Xupeng Chen , Parijat Dube

The emergence of deep learning has yielded noteworthy advancements in time series forecasting (TSF). Transformer architectures, in particular, have witnessed broad utilization and adoption in TSF tasks. Transformers have proven to be the…

机器学习 · 计算机科学 2023-11-01 Liyilei Su , Xumin Zuo , Rui Li , Xin Wang , Heng Zhao , Bingding Huang
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