Learning Pattern-Specific Experts for Time Series Forecasting Under Patch-level Distribution Shift
Keywords: Time Series Forecasting, Distribution Shift, Deep Learning
TL;DR: We propose TFDS, a novel architecture that leverages pattern-specific experts for more accurate time series forecasting under 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 complex non-uniform distribution with varying patterns across segments, such as season, operating condition, or semantic meaning, 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 uses subspace clustering to dynamically identify distinct patterns across data patches. Finally, pattern-specific experts model these unique patterns, delivering tailored predictions for each patch. By explicitly learning and adapting to evolving patterns, TFPS achieves significantly improved forecasting accuracy. Extensive experiments on real-world datasets demonstrate that TFPS outperforms state-of-the-art methods, particularly in long-term forecasting, through its dynamic and pattern-aware learning approach. The data and codes are available: https://anonymous.4open.science/r/TFPS-D001.
Supplementary Material: pdf
Primary Area: learning on time series and dynamical systems
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Submission Number: 5645
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