Learning Pattern-Specific Experts for Time Series Forecasting Under Patch-level Distribution Shift

Yanru Sun, Zongxia Xie, Emadeldeen Eldele, Dongyue Chen, Qinghua Hu, Min Wu

Keywords: Time series forecasting, Pattern recognition, Distribution shift

Abstract: 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 heterogeneous pattern evolution across segments, such as seasonal variations, regime changes, or contextual shifts, making accurate forecasting challenging. Existing approaches, which typically train a single model to capture all these diverse patterns, often struggle with the pattern drifts between patches and may lead to poor generalization. To address these challenges, we propose TFPS, a novel architecture that leverages pattern-specific experts for more accurate and adaptable time series forecasting. TFPS employs a dual-domain encoder to capture both time-domain and frequency-domain features, enabling a more comprehensive understanding of temporal dynamics. It then performs subspace clustering to dynamically identify distinct patterns across data segments. Finally, these patterns are modeled by specialized experts, allowing the model to learn multiple predictive functions. Extensive experiments on real-world datasets demonstrate that TFPS outperforms state-of-the-art methods, particularly on datasets exhibiting significant distribution shifts. The data and code are available: https://github.com/syrGitHub/TFPS.

Primary Area: Deep learning (e.g., architectures, generative models, optimization for deep networks, foundation models, LLMs)

Submission Number: 15856