CoMRes: Semi-Supervised Time Series Forecasting Utilizing Consensus Promotion of Multi-Resolution

Yunju Cho, Jay-Yoon Lee

Keywords: Time series forecasting, Multi-scale, Semi-supervised learning

TL;DR: we propose a novel semi-supervised time series forecasting utilzing con

Abstract: Long-term time series forecasting poses significant challenges due to the complex dynamics and temporal variations, particularly when dealing with unseen patterns and data scarcity. Traditional supervised learning approaches, which rely on cleaned and labeled data, struggle to capture these unseen characteristics, limiting their effectiveness in real-world applications. In this study, we propose a semi-supervised approach that leverages multi-view setting on augmented data without requiring explicit future values as labels to address these limitations. By introducing a consensus promotion framework, our method enhances agreement among multiple single-view models on unseen augmented data. This approach not only improves forecasting accuracy but also mitigates error accumulation in long-horizon predictions. Furthermore, we explore the impact of autoregressive and non-autoregressive decoding schemes on error propagation, demonstrating the robustness of our model in extending prediction horizons. Experimental results show that our proposed method not only surpasses traditional supervised models in accuracy but also exhibits greater robustness when extending the prediction horizon.

Primary Area: learning on time series and dynamical systems

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Submission Number: 8424