提出无需存储数据的动态模型池,有效应对周期性数据漂移问题。
Continuous Evolution Pool: Taming Recurring Concept Drift in Online Time Series Forecasting
- 用轻量统计基因识别数据模式,避免存储原始数据
- 检测到分布变化时自动创建新预测模型,误差降低24%
- 适合资源受限场景下的长期时间序列预测
真实世界在线时间序列中普遍存在周期性概念漂移,即数据生成过程在少数模式间反复切换,如能源、交通和天气中的日周期或季节性变化,严重阻碍长期预测可靠性。该问题在在线预测中带来双重挑战:需缓解灾难性遗忘,又受制于无法存储或回放历史原始样本。现有方法多依赖参数更新或经验回放,易出现知识覆盖或缓冲区过时。为此,本文提出连续演化池(CEP),一种无需回放的框架,通过动态维护一组专用预测模型实现。不存储原始数据,而是利用轻量级统计基因解耦概念识别与预测任务。具体包括:基于基因相似度的检索机制识别最近概念;检测到分布变化时采用演化策略生成新模型;在内存限制下执行淘汰策略移除过时模型。在真实数据集上的实验表明,CEP显著优于现有先进基线,在具有明显周期性漂移的数据集上,预测误差降低最高达24%,且无需访问历史真实值。
原文摘要 · Abstract (English)
Recurring concept drift is pervasive in real-world online time series, where the underlying data-generating process repeatedly alternates between a small set of regimes, most notably daily or seasonal cycles that dominate energy, traffic, and weather patterns, and is therefore a central obstacle to reliable long-horizon forecasting. This problem poses a dual challenge in online time series forecasting: mitigating catastrophic forgetting while operating under strict constraints that prevent storing or replaying historical raw samples. Existing approaches predominantly rely on parameter updates or experience replay, which inevitably suffer from knowledge overwriting or stale replay buffers. To address this, the Continuous Evolution Pool (CEP), a replay-free framework that maintains a dynamic pool of specialized forecasters, is proposed. Instead of storing raw samples, CEP utilizes lightweight statistical genes to decouple concept identification from forecasting. Specifically, it employs a retrieval mechanism to identify the nearest concept based on gene similarity, an evolution strategy to spawn new forecasters upon detecting distribution shifts, and an elimination policy to prune obsolete models under memory constraints. Experiments on real-world datasets demonstrate that CEP significantly outperforms state-of-the-art baselines, reducing forecasting error by up to 24% on datasets with pronounced recurring drift without accessing historical ground truth.
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